SMC Entry Signals MTF v2📘 User Guide for the SMC Entry Signals MTF v2 Indicator
🎯 Purpose of the Indicator
This indicator is designed to identify reversal entry points based on Smart Money Concepts (SMC) and candlestick confirmation. It’s especially useful for traders who use:
Imbalance zones, order blocks, breaker blocks
Liquidity grabs
Multi-timeframe confirmation (MTF)
📈 How to Use the Signals on the Chart
✅ LONG Signal (green triangle below the candle):
Conditions:
Price is in a discount zone (below the FIB 50% level)
A bullish engulfing candle appears
A bullish Order Block (OB) or Breaker Block is detected
There’s an upward imbalance
A bullish OB is confirmed on the higher timeframe
➡️ How to act:
Consider entering long on the current or next candle.
Place your stop-loss below the OB or the nearest swing low.
Take profit at the nearest liquidity zone or premium area (above FIB 50%).
🔻 SHORT Signal (red triangle above the candle):
Conditions:
Price is in a premium zone (above FIB 50%)
A bearish engulfing candle appears
A bearish OB or Breaker Block is detected
There’s a downward imbalance
A bearish OB is confirmed on the higher timeframe
➡️ How to act:
Consider short entry after the signal.
Place your stop-loss above the OB or swing high.
Target the discount zone or the next liquidity pocket.
⚙️ Recommended Settings by Trading Style
Trading Style Suggested Settings Notes
Intraday (1–15m) fibLookback = 20–50, obLookback = 5–10, htf_tf = 1H/4H Fast signals. Use Discount/Premium + Engulfing.
Swing/Position (1H–1D) fibLookback = 50–100, obLookback = 10–20, htf_tf = 1D/1W Higher trust in MTF confirmation. Ideal with fundamentals.
Scalping (1m) fibLookback = 10–20, obLookback = 3–5, htf_tf = 15m/1H Remove Breaker and MTF for quick reaction trades.
🧠 Best Practices for Traders
Trend Filtering:
Use EMAs or volume to confirm the current trend.
Take longs only in uptrends, shorts in downtrends.
Liquidity Zones:
Use this indicator after liquidity grabs.
OBs and Breakers often appear right after stop hunts.
Combine with Manual Zones:
This works best when paired with manually drawn OBs and key levels.
Backtest the Signals:
Use Bar Replay mode on TradingView to test past signals.
🧪 Example Trade Setup
Example on BTCUSDT 15m:
Price drops into the discount zone.
A green triangle appears (bullish engulfing + OB + imbalance + HTF OB).
You enter long, stop below the OB, target the premium zone.
🎯 This type of setup often gives a risk/reward ratio of 1:2 or better — profitable even with a 40% win rate.
⏰ Alerts & Automation
Enable alerts:
"SMC Long Entry" — fires when a long signal appears.
"SMC Short Entry" — fires when a short signal appears.
You can integrate this with bots via webhook, like:
TradingConnector, 3Commas, Alertatron, etc.
✅ What This Indicator Gives You
High-probability entries using SMC logic
Customizable filters for entry logic
Multi-timeframe confirmation for stronger setups
Suitable for both intraday and swing trading
Cari skrip untuk "stop hunt"
Liquidity Zones Alerts"Liquidity Zones Alerts" is a powerful smart-money-based indicator designed to detect key liquidity grabs and provide high-probability reversal signals using a combination of market structure, volume, volatility, and candlestick confirmation.
🧠 How It Works
The core logic of this indicator is built around the Smart Money Concepts:
🔺 Liquidity Sweeps: Detects when price takes out previous daily or weekly highs/lows, suggesting stop hunts or engineered liquidity moves by institutional players.
📈 Volume Filter: Ensures signals only appear during above-average volume, filtering out noise and low-interest moves.
⚡ Volatility Filter: Flags high-range candles relative to the average, catching flash crashes/spikes that often precede strong reversals.
🔄 Engulfing Candle Confirmation: Confirms entry with a bullish or bearish engulfing pattern after liquidity is taken — increasing signal reliability.
🧭 Premium/Discount Zone Logic: Trades are filtered to ensure longs are only taken in discount zones, and shorts in premium zones, using a 20-period market range for context.
📌 Features
✅ Daily & Weekly liquidity zones toggle
✅ Visual signals with clean 🔻(short) & 🔺(long) arrows
✅ Auto-detection of flash crashes
✅ Alerts on both long and short setups
✅ Optional previous high/low level plotting for context
✅ Background highlighting of valid signal candles
✅ Multi-timeframe friendly and compatible with any asset
🛠️ Use Case
Whether you're a scalper or a swing trader, this tool helps you spot institutional entry zones before the move happens. It works especially well when combined with your existing bias or supply/demand zones.
💬 “Price doesn't move randomly — it hunts liquidity. This indicator shows you where and when it happens.”
ICT Bread and Butter Sell-SetupICT Bread and Butter Sell-Setup – TradingView Strategy
Overview:
The ICT Bread and Butter Sell-Setup is an intraday trading strategy designed to capitalize on bearish market conditions. It follows institutional order flow and exploits liquidity patterns within key trading sessions—London, New York, and Asia—to identify high-probability short entries.
Key Components of the Strategy:
🔹 London Open Setup (2:00 AM – 8:20 AM NY Time)
The London session typically sets the initial directional move of the day.
A short-term high often forms before a downward push, establishing the daily high.
🔹 New York Open Kill Zone (8:20 AM – 10:00 AM NY Time)
The New York Judas Swing (a temporary rally above London’s high) creates an opportunity for short entries.
Traders fade this move, anticipating a sell-off targeting liquidity below previous lows.
🔹 London Close Buy Setup (10:30 AM – 1:00 PM NY Time)
If price reaches a higher timeframe discount array, a retracement higher is expected.
A bullish order block or failure swing signals a possible reversal.
The risk is set just below the day’s low, targeting a 20-30% retracement of the daily range.
🔹 Asia Open Sell Setup (7:00 PM – 2:00 AM NY Time)
If institutional order flow remains bearish, a short entry is taken around the 0-GMT Open.
Expect a 15-20 pip decline as the Asian range forms.
Strategy Rules:
📉 Short Entry Conditions:
✅ New York Judas Swing occurs (price moves above London’s high before reversing).
✅ Short entry is triggered when price closes below the open.
✅ Stop-loss is set 10 pips above the session high.
✅ Take-profit targets liquidity zones on higher timeframes.
📈 Long Entry (London Close Reversal):
✅ Price reaches a higher timeframe discount array between 10:30 AM – 1:00 PM NY Time.
✅ A bullish order block confirms the reversal.
✅ Stop-loss is set 10 pips below the day’s low.
✅ Take-profit targets 20-30% of the daily range retracement.
📉 Asia Open Sell Entry:
✅ Price trades slightly above the 0-GMT Open.
✅ Short entry is taken at resistance, targeting a quick 15-20 pip move.
Why Use This Strategy?
🚀 Institutional Order Flow Tracking – Aligns with smart money concepts.
📊 Precise Session Timing – Uses market structure across London, New York, and Asia.
🎯 High-Probability Entries – Focuses on liquidity grabs and engineered stop hunts.
📉 Optimized Risk Management – Defined stop-loss and take-profit levels.
This strategy is ideal for traders looking to trade with institutions, fade liquidity grabs, and capture high-probability short setups during the trading day. 📉🔥
Liquidity Finder🔵 Introduction
The concept of "liquidity pool" or simply "liquidity" in technical analysis price action refers to areas on the price chart where stop losses accumulate, and the market, by reaching those areas and collecting liquidity (Stop Hunt), provides the necessary energy to move the price. This concept is prominent in the "ICT" and "Smart Money" styles. Imagine, as depicted below, the price is at a support level. The general trader mentality is that there is "demand" for the asset at this price level, and this demand will outweigh "supply" as before. So, it is likely that the price will increase. As a result, they start buying and place their stop loss below the support area.
Stop Hunt areas are essentially traders' "stop loss" levels. These are the liquidity that institutional and large traders need to fill their orders. Consequently, they penetrate the price below support areas or above resistance areas to touch their stop loss and fill their orders, and then the price trend reverses.
Cash zones are generally located under "Swings Low" and above "Swings High." More specifically, they can be categorized as support levels or resistance levels, above Double Top and Triple Top patterns, below Double Bottom and Triple Bottom patterns, above Bearish Trend lines, and below Bullish Trend lines.
Double Top and Triple Top :
Double Bottom and Triple Bottom :
Bullish Trend line and Bearish Trend line :
🔵 How to Use
To optimally use this indicator, you can adjust the settings according to the symbol, time frame, and your needs. These settings include the "sensitivity" of the "liquidity finder" function and the swing periods related to static and dynamic liquidity lines.
"Statics Liquidity Line Sensitivity" is a number between 0 and 0.4. Increasing this number decreases the sensitivity of the "Statics Liquidity Line Detection" function and increases the number of lines identified. The default value is 0.3.
"Dynamics Liquidity Line Sensitivity" is a number between 0.4 and 1.95. Increasing this number increases the sensitivity of the "Dynamics Liquidity Line Detection" function and decreases the number of lines identified. The default value is 1.
"Statics Period Pivot" is set to 8 by default. By changing this number, you can specify the period for the static liquidity line pivots.
"Dynamics Period Pivot" is set to 3 by default. By changing this number, you can specify the period for the dynamic liquidity line pivots.
🔵 Settings
Access to adjust the inputs of Static Dynamic Liquidity Line Sensitivity, Dynamics Liquidity Line Sensitivity, Statics Period Pivot, and Dynamics Period Pivot is possible from this section.
Additionally, you can enable or disable liquidity lines as needed using the buttons for "Show Statics High Liquidity Line," "Show Statics Low Liquidity Line," "Show Dynamics High Liquidity Line," and "Show Dynamics Low Liquidity Line."
ATR Stop Loss FinderThis Indicator uses Average True Range (ATR) to determine a safe place to put stop losses to avoid being stop hunted or stopped out of a trade due to a tight stop loss. Default multiplier setting is 1.5. For a more conservative stop loss use 2 and for a tighter stop loss use 1. ATR and stop loss prices are displayed in table at bottom of screen. Use high(red) for shorts and low(teal) for longs.
Algorithm Predator - ML-liteAlgorithm Predator - ML-lite
This indicator combines four specialized trading agents with an adaptive multi-armed bandit selection system to identify high-probability trade setups. It is designed for swing and intraday traders who want systematic signal generation based on institutional order flow patterns , momentum exhaustion , liquidity dynamics , and statistical mean reversion .
Core Architecture
Why These Components Are Combined:
The script addresses a fundamental challenge in algorithmic trading: no single detection method works consistently across all market conditions. By deploying four independent agents and using reinforcement learning algorithms to select or blend their outputs, the system adapts to changing market regimes without manual intervention.
The Four Trading Agents
1. Spoofing Detector Agent 🎭
Detects iceberg orders through persistent volume at similar price levels over 5 bars
Identifies spoofing patterns via asymmetric wick analysis (wicks exceeding 60% of bar range with volume >1.8× average)
Monitors order clustering using simplified Hawkes process intensity tracking (exponential decay model)
Signal Logic: Contrarian—fades false breakouts caused by institutional manipulation
Best Markets: Consolidations, institutional trading windows, low-liquidity hours
2. Exhaustion Detector Agent ⚡
Calculates RSI divergence between price movement and momentum indicator over 5-bar window
Detects VWAP exhaustion (price at 2σ bands with declining volume)
Uses VPIN reversals (volume-based toxic flow dissipation) to identify momentum failure
Signal Logic: Counter-trend—enters when momentum extreme shows weakness
Best Markets: Trending markets reaching climax points, over-extended moves
3. Liquidity Void Detector Agent 💧
Measures Bollinger Band squeeze (width <60% of 50-period average)
Identifies stop hunts via 20-bar high/low penetration with immediate reversal and volume spike
Detects hidden liquidity absorption (volume >2× average with range <0.3× ATR)
Signal Logic: Breakout anticipation—enters after liquidity grab but before main move
Best Markets: Range-bound pre-breakout, volatility compression zones
4. Mean Reversion Agent 📊
Calculates price z-scores relative to 50-period SMA and standard deviation (triggers at ±2σ)
Implements Ornstein-Uhlenbeck process scoring (mean-reverting stochastic model)
Uses entropy analysis to detect algorithmic trading patterns (low entropy <0.25 = high predictability)
Signal Logic: Statistical reversion—enters when price deviates significantly from statistical equilibrium
Best Markets: Range-bound, low-volatility, algorithmically-dominated instruments
Adaptive Selection: Multi-Armed Bandit System
The script implements four reinforcement learning algorithms to dynamically select or blend agents based on performance:
Thompson Sampling (Default - Recommended):
Uses Bayesian inference with beta distributions (tracks alpha/beta parameters per agent)
Balances exploration (trying underused agents) vs. exploitation (using proven winners)
Each agent's win/loss history informs its selection probability
Lite Approximation: Uses pseudo-random sampling from price/volume noise instead of true random number generation
UCB1 (Upper Confidence Bound):
Calculates confidence intervals using: average_reward + sqrt(2 × ln(total_pulls) / agent_pulls)
Deterministic algorithm favoring agents with high uncertainty (potential upside)
More conservative than Thompson Sampling
Epsilon-Greedy:
Exploits best-performing agent (1-ε)% of the time
Explores randomly ε% of the time (default 10%, configurable 1-50%)
Simple, transparent, easily tuned via epsilon parameter
Gradient Bandit:
Uses softmax probability distribution over agent preference weights
Updates weights via gradient ascent based on rewards
Best for Blend mode where all agents contribute
Selection Modes:
Switch Mode: Uses only the selected agent's signal (clean, decisive)
Blend Mode: Combines all agents using exponentially weighted confidence scores controlled by temperature parameter (smooth, diversified)
Lock Agent Feature:
Optional manual override to force one specific agent
Useful after identifying which agent dominates your specific instrument
Only applies in Switch mode
Four choices: Spoofing Detector, Exhaustion Detector, Liquidity Void, Mean Reversion
Memory System
Dual-Layer Architecture:
Short-Term Memory: Stores last 20 trade outcomes per agent (configurable 10-50)
Long-Term Memory: Stores episode averages when short-term reaches transfer threshold (configurable 5-20 bars)
Memory Boost Mechanism: Recent performance modulates agent scores by up to ±20%
Episode Transfer: When an agent accumulates sufficient results, averages are condensed into long-term storage
Persistence: Manual restoration of learned parameters via input fields (alpha, beta, weights, microstructure thresholds)
How Memory Works:
Agent generates signal → outcome tracked after 8 bars (performance horizon)
Result stored in short-term memory (win = 1.0, loss = 0.0)
Short-term average influences agent's future scores (positive feedback loop)
After threshold met (default 10 results), episode averaged into long-term storage
Long-term patterns (weighted 30%) + short-term patterns (weighted 70%) = total memory boost
Market Microstructure Analysis
These advanced metrics quantify institutional order flow dynamics:
Order Flow Toxicity (Simplified VPIN):
Measures buy/sell volume imbalance over 20 bars: |buy_vol - sell_vol| / (buy_vol + sell_vol)
Detects informed trading activity (institutional players with non-public information)
Values >0.4 indicate "toxic flow" (informed traders active)
Lite Approximation: Uses simple open/close heuristic instead of tick-by-tick trade classification
Price Impact Analysis (Simplified Kyle's Lambda):
Measures market impact efficiency: |price_change_10| / sqrt(volume_sum_10)
Low values = large orders with minimal price impact ( stealth accumulation )
High values = retail-dominated moves with high slippage
Lite Approximation: Uses simplified denominator instead of regression-based signed order flow
Market Randomness (Entropy Analysis):
Counts unique price changes over 20 bars / 20
Measures market predictability
High entropy (>0.6) = human-driven, chaotic price action
Low entropy (<0.25) = algorithmic trading dominance (predictable patterns)
Lite Approximation: Simple ratio instead of true Shannon entropy H(X) = -Σ p(x)·log₂(p(x))
Order Clustering (Simplified Hawkes Process):
Tracks self-exciting event intensity (coordinated order activity)
Decays at 0.9× per bar, spikes +1.0 when volume >1.5× average
High intensity (>0.7) indicates clustering (potential spoofing/accumulation)
Lite Approximation: Simple exponential decay instead of full λ(t) = μ + Σ α·exp(-β(t-tᵢ)) with MLE
Signal Generation Process
Multi-Stage Validation:
Stage 1: Agent Scoring
Each agent calculates internal score based on its detection criteria
Scores must exceed agent-specific threshold (adjusted by sensitivity multiplier)
Agent outputs: Signal direction (+1/-1/0) and Confidence level (0.0-1.0)
Stage 2: Memory Boost
Agent scores multiplied by memory boost factor (0.8-1.2 based on recent performance)
Successful agents get amplified, failing agents get dampened
Stage 3: Bandit Selection/Blending
If Adaptive Mode ON:
Switch: Bandit selects single best agent, uses only its signal
Blend: All agents combined using softmax-weighted confidence scores
If Adaptive Mode OFF:
Traditional consensus voting with confidence-squared weighting
Signal fires when consensus exceeds threshold (default 70%)
Stage 4: Confirmation Filter
Raw signal must repeat for consecutive bars (default 3, configurable 2-4)
Minimum confidence threshold: 0.25 (25%) enforced regardless of mode
Trend alignment check: Long signals require trend_score ≥ -2, Short signals require trend_score ≤ 2
Stage 5: Cooldown Enforcement
Minimum bars between signals (default 10, configurable 5-15)
Prevents over-trading during choppy conditions
Stage 6: Performance Tracking
After 8 bars (performance horizon), signal outcome evaluated
Win = price moved in signal direction, Loss = price moved against
Results fed back into memory and bandit statistics
Trading Modes (Presets)
Pre-configured parameter sets:
Conservative: 85% consensus, 4 confirmations, 15-bar cooldown
Expected: 60-70% win rate, 3-8 signals/week
Best for: Swing trading, capital preservation, beginners
Balanced: 70% consensus, 3 confirmations, 10-bar cooldown
Expected: 55-65% win rate, 8-15 signals/week
Best for: Day trading, most traders, general use
Aggressive: 60% consensus, 2 confirmations, 5-bar cooldown
Expected: 50-58% win rate, 15-30 signals/week
Best for: Scalping, high-frequency trading, active management
Elite: 75% consensus, 3 confirmations, 12-bar cooldown
Expected: 58-68% win rate, 5-12 signals/week
Best for: Selective trading, high-conviction setups
Adaptive: 65% consensus, 2 confirmations, 8-bar cooldown
Expected: Varies based on learning
Best for: Experienced users leveraging bandit system
How to Use
1. Initial Setup (5 Minutes):
Select Trading Mode matching your style (start with Balanced)
Enable Adaptive Learning (recommended for automatic agent selection)
Choose Thompson Sampling algorithm (best all-around performance)
Keep Microstructure Metrics enabled for liquid instruments (>100k daily volume)
2. Agent Tuning (Optional):
Adjust Agent Sensitivity multipliers (0.5-2.0):
<0.8 = Highly selective (fewer signals, higher quality)
0.9-1.2 = Balanced (recommended starting point)
1.3 = Aggressive (more signals, lower individual quality)
Monitor dashboard for 20-30 signals to identify dominant agent
If one agent consistently outperforms, consider using Lock Agent feature
3. Bandit Configuration (Advanced):
Blend Temperature (0.1-2.0):
0.3 = Sharp decisions (best agent dominates)
0.5 = Balanced (default)
1.0+ = Smooth (equal weighting, democratic)
Memory Decay (0.8-0.99):
0.90 = Fast adaptation (volatile markets)
0.95 = Balanced (most instruments)
0.97+ = Long memory (stable trends)
4. Signal Interpretation:
Green triangle (▲): Long signal confirmed
Red triangle (▼): Short signal confirmed
Dashboard shows:
Active agent (highlighted row with ► marker)
Win rate per agent (green >60%, yellow 40-60%, red <40%)
Confidence bars (█████ = maximum confidence)
Memory size (short-term buffer count)
Colored zones display:
Entry level (current close)
Stop-loss (1.5× ATR)
Take-profit 1 (2.0× ATR)
Take-profit 2 (3.5× ATR)
5. Risk Management:
Never risk >1-2% per signal (use ATR-based stops)
Signals are entry triggers, not complete strategies
Combine with your own market context analysis
Consider fundamental catalysts and news events
Use "Confirming" status to prepare entries (not to enter early)
6. Memory Persistence (Optional):
After 50-100 trades, check Memory Export Panel
Record displayed alpha/beta/weight values for each agent
Record VPIN and Kyle threshold values
Enable "Restore From Memory" and input saved values to continue learning
Useful when switching timeframes or restarting indicator
Visual Components
On-Chart Elements:
Spectral Layers: EMA8 ± 0.5 ATR bands (dynamic support/resistance, colored by trend)
Energy Radiance: Multi-layer glow boxes at signal points (intensity scales with confidence, configurable 1-5 layers)
Probability Cones: Projected price paths with uncertainty wedges (15-bar projection, width = confidence × ATR)
Connection Lines: Links sequential signals (solid = same direction continuation, dotted = reversal)
Kill Zones: Risk/reward boxes showing entry, stop-loss, and dual take-profit targets
Signal Markers: Triangle up/down at validated entry points
Dashboard (Configurable Position & Size):
Regime Indicator: 4-level trend classification (Strong Bull/Bear, Weak Bull/Bear)
Mode Status: Shows active system (Adaptive Blend, Locked Agent, or Consensus)
Agent Performance Table: Real-time win%, confidence, and memory stats
Order Flow Metrics: Toxicity and impact indicators (when microstructure enabled)
Signal Status: Current state (Long/Short/Confirming/Waiting) with confirmation progress
Memory Panel (Configurable Position & Size):
Live Parameter Export: Alpha, beta, and weight values per agent
Adaptive Thresholds: Current VPIN sensitivity and Kyle threshold
Save Reminder: Visual indicator if parameters should be recorded
What Makes This Original
This script's originality lies in three key innovations:
1. Genuine Meta-Learning Framework:
Unlike traditional indicator mashups that simply display multiple signals, this implements authentic reinforcement learning (multi-armed bandits) to learn which detection method works best in current conditions. The Thompson Sampling implementation with beta distribution tracking (alpha for successes, beta for failures) is statistically rigorous and adapts continuously. This is not post-hoc optimization—it's real-time learning.
2. Episodic Memory Architecture with Transfer Learning:
The dual-layer memory system mimics human learning patterns:
Short-term memory captures recent performance (recency bias)
Long-term memory preserves historical patterns (experience)
Automatic transfer mechanism consolidates knowledge
Memory boost creates positive feedback loops (successful strategies become stronger)
This architecture allows the system to adapt without retraining , unlike static ML models that require batch updates.
3. Institutional Microstructure Integration:
Combines retail-focused technical analysis (RSI, Bollinger Bands, VWAP) with institutional-grade microstructure metrics (VPIN, Kyle's Lambda, Hawkes processes) typically found in academic finance literature and professional trading systems, not standard retail platforms. While simplified for Pine Script constraints, these metrics provide insight into informed vs. uninformed trading , a dimension entirely absent from traditional technical analysis.
Mashup Justification:
The four agents are combined specifically for risk diversification across failure modes:
Spoofing Detector: Prevents false breakout losses from manipulation
Exhaustion Detector: Prevents chasing extended trends into reversals
Liquidity Void: Exploits volatility compression (different regime than trending)
Mean Reversion: Provides mathematical anchoring when patterns fail
The bandit system ensures the optimal tool is automatically selected for each market situation, rather than requiring manual interpretation of conflicting signals.
Why "ML-lite"? Simplifications and Approximations
This is the "lite" version due to necessary simplifications for Pine Script execution:
1. Simplified VPIN Calculation:
Academic Implementation: True VPIN uses volume bucketing (fixed-volume bars) and tick-by-tick buy/sell classification via Lee-Ready algorithm or exchange-provided trade direction flags
This Implementation: 20-bar rolling window with simple open/close heuristic (close > open = buy volume)
Impact: May misclassify volume during ranging/choppy markets; works best in directional moves
2. Pseudo-Random Sampling:
Academic Implementation: Thompson Sampling requires true random number generation from beta distributions using inverse transform sampling or acceptance-rejection methods
This Implementation: Deterministic pseudo-randomness derived from price and volume decimal digits: (close × 100 - floor(close × 100)) + (volume % 100) / 100
Impact: Not cryptographically random; may have subtle biases in specific price ranges; provides sufficient variation for agent selection
3. Hawkes Process Approximation:
Academic Implementation: Full Hawkes process uses maximum likelihood estimation with exponential kernels: λ(t) = μ + Σ α·exp(-β(t-tᵢ)) fitted via iterative optimization
This Implementation: Simple exponential decay (0.9 multiplier) with binary event triggers (volume spike = event)
Impact: Captures self-exciting property but lacks parameter optimization; fixed decay rate may not suit all instruments
4. Kyle's Lambda Simplification:
Academic Implementation: Estimated via regression of price impact on signed order flow over multiple time intervals: Δp = λ × Δv + ε
This Implementation: Simplified ratio: price_change / sqrt(volume_sum) without proper signed order flow or regression
Impact: Provides directional indicator of impact but not true market depth measurement; no statistical confidence intervals
5. Entropy Calculation:
Academic Implementation: True Shannon entropy requires probability distribution: H(X) = -Σ p(x)·log₂(p(x)) where p(x) is probability of each price change magnitude
This Implementation: Simple ratio of unique price changes to total observations (variety measure)
Impact: Measures diversity but not true information entropy with probability weighting; less sensitive to distribution shape
6. Memory System Constraints:
Full ML Implementation: Neural networks with backpropagation, experience replay buffers (storing state-action-reward tuples), gradient descent optimization, and eligibility traces
This Implementation: Fixed-size array queues with simple averaging; no gradient-based learning, no state representation beyond raw scores
Impact: Cannot learn complex non-linear patterns; limited to linear performance tracking
7. Limited Feature Engineering:
Advanced Implementation: Dozens of engineered features, polynomial interactions (x², x³), dimensionality reduction (PCA, autoencoders), feature selection algorithms
This Implementation: Raw agent scores and basic market metrics (RSI, ATR, volume ratio); minimal transformation
Impact: May miss subtle cross-feature interactions; relies on agent-level intelligence rather than feature combinations
8. Single-Instrument Data:
Full Implementation: Multi-asset correlation analysis (sector ETFs, currency pairs, volatility indices like VIX), lead-lag relationships, risk-on/risk-off regimes
This Implementation: Only OHLCV data from displayed instrument
Impact: Cannot incorporate broader market context; vulnerable to correlated moves across assets
9. Fixed Performance Horizon:
Full Implementation: Adaptive horizon based on trade duration, volatility regime, or profit target achievement
This Implementation: Fixed 8-bar evaluation window
Impact: May evaluate too early in slow markets or too late in fast markets; one-size-fits-all approach
Performance Impact Summary:
These simplifications make the script:
✅ Faster: Executes in milliseconds vs. seconds (or minutes) for full academic implementations
✅ More Accessible: Runs on any TradingView plan without external data feeds, APIs, or compute servers
✅ More Transparent: All calculations visible in Pine Script (no black-box compiled models)
✅ Lower Resource Usage: <500 bars lookback, minimal memory footprint
⚠️ Less Precise: Approximations may reduce statistical edge by 5-15% vs. academic implementations
⚠️ Limited Scope: Cannot capture tick-level dynamics, multi-order-book interactions, or cross-asset flows
⚠️ Fixed Parameters: Some thresholds hardcoded rather than dynamically optimized
When to Upgrade to Full Implementation:
Consider professional Python/C++ versions with institutional data feeds if:
Trading with >$100K capital where precision differences materially impact returns
Operating in microsecond-competitive environments (HFT, market making)
Requiring regulatory-grade audit trails and reproducibility
Backtesting with tick-level precision for strategy validation
Need true real-time adaptation with neural network-based learning
For retail swing/day trading and position management, these approximations provide sufficient signal quality while maintaining usability, transparency, and accessibility. The core logic—multi-agent detection with adaptive selection—remains intact.
Technical Notes
All calculations use standard Pine Script built-in functions ( ta.ema, ta.atr, ta.rsi, ta.bb, ta.sma, ta.stdev, ta.vwap )
VPIN and Kyle's Lambda use simplified formulas optimized for OHLCV data (see "Lite" section above)
Thompson Sampling uses pseudo-random noise from price/volume decimal digits for beta distribution sampling
No repainting: All calculations use confirmed bar data (no forward-looking)
Maximum lookback: 500 bars (set via max_bars_back parameter)
Performance evaluation: 8-bar forward-looking window for reward calculation (clearly disclosed)
Confidence threshold: Minimum 0.25 (25%) enforced on all signals
Memory arrays: Dynamic sizing with FIFO queue management
Limitations and Disclaimers
Not Predictive: This indicator identifies patterns in historical data. It cannot predict future price movements with certainty.
Requires Human Judgment: Signals are entry triggers, not complete trading strategies. Must be confirmed with your own analysis, risk management rules, and market context.
Learning Period Required: The adaptive system requires 50-100 bars minimum to build statistically meaningful performance data for bandit algorithms.
Overfitting Risk: Restoring memory parameters from one market regime to a drastically different regime (e.g., low volatility to high volatility) may cause poor initial performance until system re-adapts.
Approximation Limitations: Simplified calculations (see "Lite" section) may underperform academic implementations by 5-15% in highly efficient markets.
No Guarantee of Profit: Past performance, whether backtested or live-traded, does not guarantee future performance. All trading involves risk of loss.
Forward-Looking Bias: Performance evaluation uses 8-bar forward window—this creates slight look-ahead for learning (though not for signals). Real-time performance may differ from indicator's internal statistics.
Single-Instrument Limitation: Does not account for correlations with related assets or broader market regime changes.
Recommended Settings
Timeframe: 15-minute to 4-hour charts (sufficient volatility for ATR-based stops; adequate bar volume for learning)
Assets: Liquid instruments with >100k daily volume (forex majors, large-cap stocks, BTC/ETH, major indices)
Not Recommended: Illiquid small-caps, penny stocks, low-volume altcoins (microstructure metrics unreliable)
Complementary Tools: Volume profile, order book depth, market breadth indicators, fundamental catalysts
Position Sizing: Risk no more than 1-2% of capital per signal using ATR-based stop-loss
Signal Filtering: Consider external confluence (support/resistance, trendlines, round numbers, session opens)
Start With: Balanced mode, Thompson Sampling, Blend mode, default agent sensitivities (1.0)
After 30+ Signals: Review agent win rates, consider increasing sensitivity of top performers or locking to dominant agent
Alert Configuration
The script includes built-in alert conditions:
Long Signal: Fires when validated long entry confirmed
Short Signal: Fires when validated short entry confirmed
Alerts fire once per bar (after confirmation requirements met)
Set alert to "Once Per Bar Close" for reliability
Taking you to school. — Dskyz, Trade with insight. Trade with anticipation.
cd_sfp_CxGeneral:
This indicator is designed to assist users who trade the Swing Failure Pattern ( SFP ).
In technical literature (various definitions exist), an SFP is a situation where the price violates a previous swing level but fails to close beyond that level.
• (Liquidity Sweep)
• (Buyer or seller dominance)
• (Stop hunt)
• (Turtle Soup)
The general strategy is built upon seeking trade opportunities after an SFP is formed and conviction is established that the market direction has changed.
Components used to gather confirmation:
• Determining Bias: Periodic SAR
• Obtaining Breakout/Reversal Confirmation: Change in State Delivery (CISD)
• Defining the Buyer/Seller Block (Supply/Demand Zones): Mitg Blocks (Mitigation Blocks), FVG (Fair Value Gaps), and Standard Deviation Projection
• Key Levels: Previous HTF (Higher Time Frame) levels
• Setting Targets: Standard Deviation Projection
• Trade Management: Anchored VWAP and opposing blocks
• Time-Based Context: Session Killzone times
• Notifications: An alarm/alert system will be utilized to stay informed.
________________________________________
Details:
Swing and Swing Failure Pattern:
Swing Sweep Types (Liquidity Sweep):
1. Single
2. Consecutive (The liquidity of the entity that swept the liquidity is being swept)
Bias Determination
We need to filter out the numerous SFPs that occur across all time frames. Our first strong filter will be the Bias. We will only look for trades aligned with our bias.
We will use Periodic SAR (Stop and Reverse) to determine the bias. We compare the price with the SAR value from a Higher Time Frame than the one we are trading on.
• Price > SAR => Bullish Bias
• Price < SAR => Bearish Bias
Depending on the pair, H1 SAR may be chosen for scalp trades, and Daily/Weekly SAR for intraday and swing trades.
Key Levels
Strategies looking for trades after a liquidity grab generally state that the sweep / stop hunt movement should occur at a significant price level.
The most fundamental Key Level levels are (User can customize):
• Previous Week High & Low
• Previous Day High & Low
• Previous H4 High & Low
• Previous H1 High & Low
• Asia Killzone High & Low
• London Killzone High & Low
• New York Killzone High & Low
• Monday Range High & Low values
We will prefer SFP formations that occur when these levels are swept. When Key Levels are violated, an information label appears on the screen.
Blocks / Zones
To strengthen our hand, we will use three types of blocks/zones, either with Key Levels or separately. When an SFP structure is formed in these areas (along with bias and breakout confirmation), our expectation is for the price to continue in our desired direction. These regions are:
1. Mitigation Blocks (Mtg)
o (Details can be found in the cd_VWAP_mtg_Cx indicator)
o In short: A second candle, following a bullish candle, crosses its high but fails to close above it. We call this a sweep / SFP. When the price, which was expected to go to the low, instead makes a new high/close, an Mtg block is formed. (Buyers are dominant)
2. FVGs (Fair Value Gaps)
o We use classic FVG structures.
3. Standard Deviation Projection Boxes
o When we get an SFP structure + breakout confirmation (CISD), we use the Standard Deviation Projection to determine our profit-taking and take-profit levels.
o Based on the idea that the price often respects the range between -2 and -2.5 of the projection values, we box this range and use it as our area of interest. (Our expectation is for the price to reverse after reaching this target).
o Let's mark it on the chart.
Confirmation
To summarize what has been explained so far: we look for the price to form an SFP structure in levels/zones we deem important, aligned with our bias, and for the breakout to be confirmed with a CISD.
No single component is strong on its own, but the success rate increases when they occur together.
We observe the following as additional confirmation along with the CISD: a new Mtg block forming in the direction of the breakout, high-volume movement (with FVG and a large body), and respect for VWAPs, the resistance/support line, and the defense block.
Additional Confirmations with Breakouts:
• Defence block, new mtg and VWAP
• Resistance / Support Line:
Indicator Signals
The indicator marks all formed sweeps, selected key levels, blocks, the projection, and CISD confirmations on the screen. The candle where the CISD confirmation occurs is indicated by an arrow.
• Arrows with double short lines signify a CISD that follows an SFP occurring at a Key Level.
• All other CISD candle indications are shown with single-line arrows.
Trade Management
When selecting profit targets in trades (preferably), the projection, opposing blocks, and structures that have formed are taken into account. Do not neglect to look at the structures that have formed against you when entering a trade.
Menu Settings:
• For Mtg blocks, the trading timeframe or a higher timeframe can be selected.
• FVGs formed in the current timeframe are displayed when the price creates an SFP (in "Fvg" option).
• Deviation boxes are displayed when the price creates an SFP (in box).
• The SAR HTF setting (H1) for scalp trades may vary depending on the pair. Users trying trades on higher timeframes should increase the HTF setting.
o Example: If you are looking for a trade with an SFP structure on H1, the SAR HTF setting should be H4 or higher.
• VWAP lines are refreshed starting from the candle that executed the sweep when the price forms an SFP. The only setting to adjust is the source selection setting (hlc3 is selected).
• Time frames and Killzone / Special Zone settings for Key Levels can be changed/should be checked.
Alarms / Alerts:
The conditions that will trigger an alert can be selected from the menu.
• To receive an alert aligned with the bias, the "Alignment with bias" checkbox must be selected.
• The alert should be set on the timeframe where you plan to enter the trade.
• The display options do not affect the alarm conditions. (Example: FVGs are monitored even when the menu selection is "off").
• If the necessary conditions are met, the alarm is triggered on the new candle that opens after the CISD confirmation.
• The alarm will not be triggered more than once at the same Key Level.
The user can preferably select alerts:
• Bias-aligned or Bias-independent
• Sweep (without waiting for CISD)
• Sweep + CISD (without looking for other conditions)
• Sweep + Key Level + CISD (the swept level is a Key Level)
• Sweep + Mtg / Fvg / Dev. + CISD (SFP formed in any of the blocks)
• Sweep + Mtg + CISD (SFP formed in the Mtg block)
• Sweep + Fvg + CISD (SFP formed inside the FVG)
• Sweep + Deviation Box + CISD (SFP formed inside the Dev. Box)
• Sweep + Key Level + Mtg / Fvg / Dev. + CISD (SFP formed simultaneously at a Key Level and any of the blocks)
Trade Example:
• Conditions: Bias-aligned + Sweep + Mtg/Fvg/Dev (at least one) + CISD
• Extra Confirmations: Respect for the Defense Block + Respect for VWAP
• Target (TP): Projection between -2 and -2.5
I welcome your thoughts and suggestions regarding my indicator, which I believe will be successful in the long run by adhering to uncompromising risk management and a strict trading plan.
Happy Trading!
Institutional Activity DetectorInstitutional Activity Detector - Complete Tutorial
Table of Contents
Installation
Understanding the Indicator
Signal Interpretation
Settings Configuration
Trading Strategies
Best Practices
Common Mistakes to Avoid
1. Installation {#installation}
Step-by-Step Setup:
Step 1: Access TradingView
Go to TradingView.com
Log in to your account (free account works fine)
Step 2: Open Pine Editor
Click on "Pine Editor" at the bottom of the chart
If you don't see it, go to the top menu and select "Pine Editor"
Step 3: Add the Script
Click "New" to create a new indicator
Delete any default code
Copy the entire Institutional Activity Detector code
Paste it into the editor
Step 4: Save and Apply
Click "Save" (give it a name like "Inst Detector")
Click "Add to Chart"
The indicator will now appear on your chart
2. Understanding the Indicator {#understanding}
What It Detects:
This indicator identifies institutional traders (banks, hedge funds, market makers) by analyzing:
Volume Analysis
Detects unusual volume spikes that indicate large players entering
Compares current volume to 20-period average
Institutional trades create volume 2-5x normal levels
Order Flow
Delta: Difference between buying and selling volume
Positive delta = More buying pressure
Negative delta = More selling pressure
Institutions leave "footprints" in order flow
Price Action Patterns
Bullish Rejection Wicks:
| <- Small upper wick
|
███ <- Small body
███
|
|
| <- Large lower wick (rejection)
Indicates institutions bought aggressively at lower prices
Bearish Rejection Wicks:
|
|
| <- Large upper wick (rejection)
|
███ <- Small body
███
| <- Small lower wick
Indicates institutions sold aggressively at higher prices
Liquidity Grabs
Institutions often:
Push price above resistance or below support
Trigger stop losses (grab liquidity)
Reverse direction and trade the other way
Dark Pool Activity
Large block trades executed off-exchange:
High volume with minimal price movement
Indicates institutional accumulation/distribution without moving price
3. Signal Interpretation {#signals}
Signal Types:
🟢 INSTITUTIONAL BUY Signal
Appears as green triangle below candle with strength number (2-5)
What it means:
Institutions are actively accumulating (buying)
Higher strength = More confirmation factors
Strength Levels:
2-3: Moderate confidence - Wait for confirmation
4: High confidence - Strong institutional interest
5: Maximum confidence - Multiple factors aligned
🔴 INSTITUTIONAL SELL Signal
Appears as red triangle above candle with strength number (2-5)
What it means:
Institutions are actively distributing (selling)
Higher strength = More confirmation factors
🟠 Dark Pool (DP) Marker
Small orange diamond
What it means:
Large block trade executed
Accumulation/distribution happening quietly
Often precedes significant moves
Liquidity Zones
Red boxes above price = Resistance/sell liquidity
Green boxes below price = Support/buy liquidity
Institutions target these zones to trigger stops
4. Settings Configuration {#settings}
Recommended Settings by Asset Type:
For Stocks (SPY, AAPL, TSLA):
Volume Spike Multiplier: 2.0
Volume Average Period: 20
Delta Threshold: 70%
Minimum Signal Strength: 3
Timeframe: 5m, 15m, 1H
For Forex (EUR/USD, GBP/USD):
Volume Spike Multiplier: 1.5
Volume Average Period: 30
Delta Threshold: 65%
Minimum Signal Strength: 3
Timeframe: 15m, 1H, 4H
For Crypto (BTC, ETH):
Volume Spike Multiplier: 2.5
Volume Average Period: 20
Delta Threshold: 70%
Minimum Signal Strength: 4
Timeframe: 15m, 1H, 4H
For Futures (ES, NQ):
Volume Spike Multiplier: 2.0
Volume Average Period: 20
Delta Threshold: 75%
Minimum Signal Strength: 3
Timeframe: 5m, 15m, 30m
Parameter Explanations:
Volume Spike Multiplier (1.0 - 10.0)
Lower = More sensitive (more signals, some false)
Higher = Less sensitive (fewer signals, more reliable)
Start with 2.0 and adjust based on your asset's volatility
Delta Threshold % (50 - 100)
Measures buying vs selling pressure
70% = Strong institutional bias required
Lower for ranging markets, higher for trending
Minimum Signal Strength (2 - 5)
Number of factors that must align for a signal
2 = Very sensitive (many signals)
5 = Very conservative (rare signals)
Recommended: 3-4 for balance
5. Trading Strategies {#strategies}
Strategy 1: Liquidity Grab Reversal
Setup:
Price approaches a liquidity zone (green/red box)
Price penetrates the zone briefly
Institutional BUY/SELL signal appears
Price reverses away from the zone
Entry:
Enter on the signal candle close
Or wait for next candle confirmation
Stop Loss:
Below the liquidity grab low (for buys)
Above the liquidity grab high (for sells)
Take Profit:
2:1 or 3:1 risk/reward ratio
Or next opposing liquidity zone
Example:
Price drops below support → Triggers stops →
Institutional BUY signal (4-5 strength) →
Enter LONG → Price rallies
Strategy 2: Trend Continuation
Setup:
Identify the trend (higher highs/higher lows for uptrend)
Wait for pullback to support in uptrend
Institutional BUY signal appears during pullback
Confirms institutions are adding to positions
Entry:
Enter on signal with strength ≥ 4
Or next candle after signal
Stop Loss:
Below the pullback low + small buffer
Take Profit:
Previous swing high
Or trailing stop using ATR
Strategy 3: Dark Pool Accumulation
Setup:
Dark Pool (DP) markers appear multiple times
Price consolidates in tight range
Institutional BUY signal with high strength appears
Breakout occurs
Entry:
Enter on breakout candle after signal
Or on retest of breakout level
Stop Loss:
Below consolidation range
Take Profit:
Measured move (height of consolidation projected)
Strategy 4: Divergence Play
Setup:
Price makes lower low
MFI/RSI makes higher low (bullish divergence)
Institutional BUY signal appears
Volume confirms with spike
Entry:
Enter on signal candle or next
Stop Loss:
Below the divergence low
Take Profit:
Previous swing high or resistance
6. Best Practices {#best-practices}
✅ DO's:
1. Use Multiple Timeframes
Check higher timeframe for trend direction
Trade signals that align with higher timeframe
Example: 15m signals in direction of 1H trend
2. Combine with Key Levels
Support/resistance
Supply/demand zones
Previous day high/low
Round numbers (psychological levels)
3. Wait for Confirmation
Don't rush into trades
Let the signal candle close
Watch next candle for follow-through
4. Check the Metrics Table
Look at Relative Volume (should be >2.0)
Check Delta % (should be strong positive/negative)
Verify Order Flow aligns with signal
5. Consider Market Context
News events can override signals
Low liquidity times (lunch, overnight) less reliable
Major economic releases need caution
6. Paper Trade First
Test the indicator for 2-4 weeks
Learn how it behaves on your chosen assets
Develop confidence before using real money
Best Times to Trade:
Stock Market Hours:
9:30-11:30 AM EST (high volume, strong moves)
2:00-4:00 PM EST (institutional positioning)
Avoid: 11:30 AM-2:00 PM (lunch, low volume)
Forex:
London Open: 3:00-6:00 AM EST
New York Open: 8:00-11:00 AM EST
London/NY Overlap: 8:00 AM-12:00 PM EST
Crypto:
24/7 market, but highest volume during US/European hours
Watch for weekend low liquidity
7. Common Mistakes to Avoid {#mistakes}
❌ DON'T:
1. Trade Every Signal
Not all signals are equal
Focus on strength 4-5 signals
Wait for optimal setups
2. Ignore Market Structure
Don't buy into strong downtrends (catch falling knife)
Don't sell into strong uptrends (fight the tape)
Respect major support/resistance
3. Use Too Small Timeframes
1m and 2m charts are too noisy
Minimum recommended: 5m for scalping
Better: 15m, 30m, 1H for reliability
4. Overtrade
Quality over quantity
2-5 good trades per day is excellent
Forcing trades leads to losses
5. Ignore Risk Management
Always use stop losses
Risk only 1-2% per trade
Don't revenge trade after losses
6. Trade During Low Volume
Signals less reliable with low volume
Check Relative Volume metric (should be >1.5)
Avoid pre-market/after-hours for stocks
7. Misread Liquidity Grabs
Not every wick is a liquidity grab
Need volume confirmation
Must have institutional signal
Advanced Tips:
Filtering False Signals:
Use Signal Strength Filter:
Minimum strength 3 = Balanced
Minimum strength 4 = Conservative (recommended)
Minimum strength 5 = Ultra conservative
Confluence Checklist:
Signal strength ≥ 4
Relative volume > 2.0
At key support/resistance
Aligns with higher timeframe trend
Delta % strongly positive/negative
Clean price action setup
If 4+ boxes checked = High probability trade
Setting Up Alerts:
Click the three dots on the indicator
Select "Create Alert"
Choose condition:
"Institutional Buy Signal"
"Institutional Sell Signal"
"Dark Pool Activity"
Set up notification (email, SMS, app)
Save alert
Alert Strategy:
Set minimum strength to 4 for fewer, better alerts
Use for assets you can't watch constantly
Don't rely solely on alerts - check chart context
Practice Exercise:
Week 1-2: Observation
Add indicator to your favorite assets
Watch how signals develop
Note which ones lead to profitable moves
Don't trade yet - just observe
Week 3-4: Paper Trading
Use TradingView's paper trading
Trade only strength 4-5 signals
Record results in a journal
Note: entry, exit, profit/loss, what worked/didn't
Week 5+: Small Live Positions
Start with smallest position size
Trade only your best setups
Gradually increase size as you gain confidence
Keep detailed journal
Quick Reference Card:
Signal Quality Ranking:
🔥 Best Setups (Take These):
Strength 5 + Liquidity grab + Key level
Strength 4-5 + Volume >3.0 + Trend alignment
Dark Pool markers + Strength 4+ signal
✅ Good Setups:
Strength 4 at support/resistance
Strength 3-4 with strong delta
Liquidity grab + Strength 3+
⚠️ Caution (Wait for More):
Strength 2-3 in middle of nowhere
Against higher timeframe trend
Low volume (Rel Vol <1.5)
❌ Avoid:
Strength 2 only
During major news
Low liquidity hours
Against strong trend
Troubleshooting:
"Too many signals"
→ Increase Minimum Signal Strength to 4
→ Increase Volume Spike Multiplier to 2.5-3.0
"Too few signals"
→ Decrease Minimum Signal Strength to 2-3
→ Decrease Volume Spike Multiplier to 1.5
"Signals not working"
→ Check if you're trading during low volume hours
→ Verify you're using recommended timeframes
→ Make sure signals align with market structure
"Can't see liquidity zones"
→ Enable "Show Liquidity Zones" in settings
→ Adjust Swing Detection Length (try 7-15)
Resources for Further Learning:
Concepts to Study:
Order Flow Trading
Market Profile / Volume Profile
Smart Money Concepts (SMC)
Liquidity Sweeps and Stop Hunts
Institutional Order Flow
Wyckoff Method
Volume Spread Analysis (VSA)
Recommended Practice:
Study past signals on chart
Replay market using TradingView's bar replay feature
Join trading communities to share setups
Keep a detailed trading journal
Final Thoughts:
This indicator is a tool, not a crystal ball. It identifies high-probability setups where institutions are active, but still requires:
Proper risk management
Market context understanding
Patience and discipline
Continuous learning
Success Formula:
Right Tool + Proper Training + Risk Management + Discipline = Consistent Profits
Start slow, master the basics, and gradually increase complexity as you gain experience.
Good luck and trade smart! 📊📈
Cnagda Liquidit Trading SystemCnagda Liquidit Trading System helps spot where price is likely to trap traders and reverse, then gives simple, actionable Level to entry, place SL, and take profits with confidence. It blends imbalance zones, trend bias, order blocks, liquidity pools, high-probability fake Signal, and context-aware candle patterns into one clean workflow.
🟩🟥 Imbalance boxes: “Crowd rushed, gaps left”
What it is: Green/red boxes mark fast, one-sided moves where price “skipped” orders—think FVG-like zones that often get revisited.
Why it helps: Price frequently pulls back to “fill” these zones, creating clean retest entries with logical stops.
⏩How to use:
Green box = potential demand retest; Red box = potential supply retest. Enter on pullback into box, not on first impulse. Put stop on far side of box and aim first targets at recent swing points.
↕️ Swing bias (HH/HL vs LH/LL): “Which way is the road?”
What it is: Higher-highs/higher-lows = up-bias; Lower-highs/lower-lows = down-bias. system plots Buy/Sell OB levels aligned with that bias.
Why it helps: Trading with the broader flow reduces “hero trades” against institutions. Bias gives clearer entries and cleaner drawdowns.
⏩How to use:
Up-bias: look for long on Buy OB retests. Down-bias: look for short on Sell OB retests. Wait for a small rejection/engulfing to confirm before triggering.
🧱Order blocks: “Where big players remember”
What it is: last opposite-colored candle before an impulsive move—these zones often hold memory and reaction. system plots these as Buy/Sell OB lines.
Why it helps: Many breakouts pull back to the origin. Good entries often happen on retest, not on the breakout chase.
⏩ How to use:
Let price return into the OB, show wick rejection, and decent volume. Enter with stop beyond OB; define risk-reward before entry.
📊Volume coloring: “How Volume is move?”
What it is: Bar color reflects relative volume; inside bars are black. The dashboard also shows Volume and “Volume vs Prev.”
Why it helps: Patterns without volume often fade; volume validates strength and intent of moves.
⏩ How to use:
Favor entries where imbalance/OB/liquidity-grab coincide with higher volume. If volume is weak, reduce size or skip.
🧲 BSL/SSL liquidity pools: “Fishing for stops”
What it is: Equal highs cluster stops above (BSL); equal lows cluster stops below (SSL). system plots these and highlights the nearest one (“magnet”).
Why it helps: Price often sweeps these pools to trigger stops before reversing. This is a prime trap-reversal location.
⏩ How to use:
Watch nearest BSL/SSL. If price wicks through and closes back inside, anticipate a reversal. Trade reaction, not first poke. When price closes beyond, consider that pool mitigated and move on.
🟢🔴 Advanced liquidity grab: “Catch fakeout”
What it is: Bullish grab = makes a new low beyond a prior low but closes back above it, with a long lower wick, small body, and higher volume. Bearish is mirror. Labeled automatically.
Why it helps: It exposes trap moves (stop hunts) and often precedes true direction.
⏩ How to use:
Best when it aligns with a nearby imbalance/OB and supportive volume. Enter on reversal candle break or on retest. Stop goes beyond sweep wick.
🧠 Smart candlestick patterns (only in right place)
What it is: Engulfing, Hammer, Shooting Star, Hanging Man, Doji (with high volume), Morning/Evening Star, Piercing—but marked “effective” only if context (swing/trend/location) agrees.
Why it helps: same pattern in the wrong place is noise; in the right place, it’s signal.
⏩ How to use:
Location first (BSL/SSL/OB/imbalance), then pattern. Treat pattern as trigger/confirmation—one fresh label shows to keep chart clean.
🧭 Dashboard: “Context in a glance”
⏩ Reversal Level: current swing anchor—expect turns or reactions nearby; great for alerts and planning.
⏩ Volume vs Prev + Volume: Strength meter for signal candle—higher adds conviction.
⏩ Nearest Pool: next “magnet” area—look for sweeps/rejections there.
🧩Step-by-step trading flow (with mindset)
⏩ Set bias: HH/HL = long bias, LH/LL = short bias. Counter-trend only on clean sweeps with strong confirmation.
⏩ Find magnet: Check Nearest Pool (BSL/SSL). Focus attention there; it saves screen time.
⏩ Wait for event: Look for a sweep/grab label, or sharp rejection at pool/OB/imbalance. Avoid FOMO.
⏩ Add confluence: Stack 2–3 of these—imbalance box, OB, contextual pattern, supportive volume.
⏩Plan entry: Bullish: trigger above reversal candle high or take retest of FVG/OB. Stop below sweep wick/zone. Target at least 1:1.5–1:2.
Bearish: mirror above.
⏩Manage smartly: Take partials, move to breakeven or trail thoughtfully. Don’t drag stops inside zone out of emotion.
🎛️ Parameter tuning (to reduce human error)
⏩ swingLen: Smaller = faster but noisier; larger = cleaner but slower. Backtest first, then go live.
⏩ Tolerance (ATR or percent): ATR tolerance adapts to volatility (good for fast markets and lower TFs). Start around 0.15–0.30. In calm markets, try percent 0.05–0.15%.
⏩ minBarsGap: Start with 3–5 so equal highs/lows are truly equal—reduces false pools.
❌Common mistakes → ✅ Better habits
⏩Chasing every breakout → Wait for sweep/rejection, then confirm.
⏩Ignoring volume → Validate strength; cut size or skip on weak volume.
⏩Losing history of pools → If reviewing/backtesting, keep mitigated pools visible (dashed/faded).
⏩Over-tight tolerance/too small swingLen → Increases false signals; backtest to find balance.
📝 checklist (before entry)
⏩ Is there a nearby BSL/SSL and did a sweep/grab happen there?
⏩ Is there a close imbalance/OB that price can retest?
⏩ Do we have an effective pattern plus supportive volume?
⏩Is the stop beyond the wick/zone and RR ≥ 1:1.5?
•?((¯°·._.• 🎀 𝐻𝒶𝓅𝓅𝓎 𝒯𝓇𝒶𝒹𝒾𝓃𝑔 🎀 •._.·°¯((?•
Ayman Entry Signal – Ultimate PRO (Scalping Gold Settings)1. Overview
This indicator is a professional gold scalping tool built for TradingView using Pine Script v6.
It combines multiple price action and technical filters to generate high-probability Buy/Sell signals with built-in trade management features (TP1, TP2, SL, Break Even, Partial Close, Stats tracking).
It is optimized for XAUUSD but can be applied to other assets with proper setting adjustments.
2. Key Features
Multi-Condition Trade Signals – EMA trend, Break of Structure, Order Blocks, FVG, Liquidity Sweeps, Pin Bars, Higher Timeframe confirmation, Trend Cloud, SMA Cross, and ADX.
Full Trade Management – Auto-calculates lot size, SL, TP1, TP2, Break Even, Partial Close.
Dynamic Chart Drawing – Entry lines, SL/TP lines, trade boxes, and real-time PnL.
Statistics Panel – Tracks wins, losses, breakeven trades, and total PnL over selected dates.
Customizable Filters – All filters can be turned ON/OFF to match your strategy.
3. Main Inputs & Settings
Account Settings
Capital ($) – Total trading capital.
Risk Percentage (%) – Risk per trade.
TP to SL Ratio – Risk-to-reward ratio.
Value Per Point ($) – Value per pip/point for lot size calculation.
SL Buffer – Extra points added to SL to avoid stop hunts.
Take Profit Settings
TP1 % of Full Target – Fraction of TP1 compared to TP2.
Move SL to Entry after TP1? – Activates Break Even after TP1.
Break Even Buffer – Extra points when moving SL to BE.
Take Partial Close at TP1 – Option to close half at TP1.
Signal Filters
ATR Period – For SL/TP calculation buffer.
EMA Trend – Uses EMA 9/21 crossover for trend.
Break of Structure (BoS) – Requires structure break confirmation.
Order Block (OB) – Validates trades within OB zones.
Fair Value Gap (FVG) – Confirms trades inside FVGs.
Liquidity Sweep – Checks if liquidity zones are swept.
Pin Bar Confirmation – Uses candlestick patterns for extra confirmation.
Pin Bar Body Ratio – Controls strictness of Pin Bar filter.
Higher Timeframe Filters (HTF)
HTF EMA Confirmation – Confirms lower timeframe trades with higher timeframe trend.
HTF BoS – Confirms with higher timeframe structure break.
HTF Timeframe – Selects higher timeframe.
Advanced Filters
SuperTrend Filter – Confirms trades based on SuperTrend.
ADX Filter – Filters out low volatility periods.
SMA Cross Filter – Uses SMA 8/9 cross as filter.
Trend Cloud Filter – Uses EMA 50/200 as a cloud trend filter.
4. How It Works
Buy Signal Conditions
EMA 9 > EMA 21 (trend bullish)
Optional filters (BoS, OB, FVG, Liquidity Sweep, Pin Bar, HTF confirmations, ADX, SMA Cross, Trend Cloud) must pass if enabled.
When all active filters pass → Buy signal triggers.
Sell Signal Conditions
EMA 9 < EMA 21 (trend bearish)
Same filtering process but for bearish conditions.
When all active filters pass → Sell signal triggers.
5. Trade Execution & Management
When a signal triggers:
Lot size is auto-calculated based on risk % and SL distance.
SL is placed beyond recent swing high/low + ATR buffer.
TP1 and TP2 are calculated from the SL using the reward-to-risk ratio.
Break Even: If enabled, SL moves to entry price after TP1 is hit.
Partial Close: If enabled, half of the position closes at TP1.
Trade Exit: Full exit at TP2, SL hit, or partial close at TP1.
6. Chart Display
Entry Line – Shows entry price.
SL Line – Red dashed line at stop loss level.
TP1 Line – Lime dashed line for TP1.
TP2 Line – Green dashed line for TP2.
PnL Labels – Displays real-time profit/loss in $.
Trade Box – Visual area showing trade range.
Pin Bar Shapes – Optional, marks Pin Bars.
7. Statistics Panel
Stats Header – Shows “Stats”.
Total Trades
Wins
Losses
Breakeven Trades
Total PnL
Can be reset or filtered by date.
8. How to Use
Load the Indicator in TradingView.
Select Gold (XAUUSD) on your preferred scalping timeframe (1m, 5m, 15m).
Adjust settings:
Use default gold scalping settings for quick start.
Enable/disable filters according to your style.
Wait for a Buy/Sell alert.
Confirm visually that all desired conditions align.
Place trade with calculated lot size, SL, and TP levels shown on chart.
Let trade run – the indicator manages Break Even & Partial Close if enabled.
9. Recommended Timeframes
Scalping: 1m, 5m, 15m
Day Trading: 15m, 30m, 1H
Swing: 4H, Daily (adjust settings accordingly)
Advanced ICT Theory - A-ICT📊 Advanced ICT Theory (A-ICT): The Institutional Manipulation Detector
Are you tired of being the liquidity? Stop chasing shadows and start tracking the architects of price movement.
This is not another lagging indicator. This is a complete framework for viewing the market through the lens of institutional traders. Advanced ICT Theory (A-ICT) is an all-in-one, military-grade analysis engine designed to decode the complex language of "Smart Money." It automates the core tenets of Inner Circle Trader (ICT) methodology, moving beyond simple patterns to build a dynamic, real-time narrative of market manipulation, liquidity engineering, and institutional order flow.
AIT provides a living blueprint of the market, identifying high-probability zones, tracking structural shifts, and scoring the quality of setups with a sophisticated, multi-factor algorithm. This is your X-ray into the market's true intentions.
🔬 THE CORE ENGINE: DECODING THE THEORY & FORMULAS
A-ICT is built upon a sophisticated, multi-layered logic system that interprets price action as a story of cause and effect. It does not guess; it confirms. Here is the foundational theory that drives the engine:
1. Market Structure: The Blueprint of Trend
The script first establishes a deep understanding of the market's skeleton through multi-level pivot analysis. It uses ta.pivothigh and ta.pivotlow to identify significant swing points.
Internal Structure (iBOS): Minor swings that show the short-term order flow. A break of internal structure is the first whisper of a potential shift.
External Structure (eBOS): Major swing points that define the primary trend. A confirmed break of external structure is a powerful statement of trend continuation. AIT validates this with optional Volume Confirmation (volume > volumeSMA * 1.2) and Candle Confirmation to ensure the break is driven by institutional force, not just a random spike.
Change of Character (CHoCH): This is the earthquake. A CHoCH occurs when a confirmed eBOS happens against the prevailing trend (e.g., a bearish eBOS in a clear uptrend). A-ICT flags this immediately, as it is the strongest signal that the primary trend is under threat of reversal.
2. Liquidity Engineering: The Fuel of the Market
Institutions don't buy into strength; they buy into weakness. They need liquidity. A-ICT maps these liquidity pools with forensic precision:
Buyside & Sellside Liquidity (BSL/SSL): Using ta.highest and ta.lowest, AIT identifies recent highs and lows where clusters of stop-loss orders (liquidity) are resting. These are institutional targets.
Liquidity Sweeps: This is the "manipulation" part of the detector. AIT has a specific formula to detect a sweep: high > bsl and close < bsl . This signifies that institutions pushed price just high enough to trigger buy-stops before aggressively selling—a classic "stop hunt." This event dramatically increases the quality score of subsequent patterns.
3. The Element Lifecycle: From Potential to Power
This is the revolutionary heart of A-ICT. Zones are not static; they have a lifecycle. AIT tracks this with its dynamic classification engine.
Phase 1: PENDING (Yellow): The script identifies a potential zone of interest based on a specific candle formation (a "displacement"). It is marked as "Pending" because its true nature is unknown. It is a question.
Phase 2: CLASSIFICATION: After the zone is created, AIT watches what happens next. The zone's identity is defined by its actions:
ORDER BLOCK (Blue): The highest-grade element. A zone is classified as an Order Block if it directly causes a Break of Structure (BOS) . This is the footprint of institutions entering the market with enough force to validate the new trend direction.
TRAP ZONE (Orange): A zone is classified as a Trap Zone if it is directly involved in a Liquidity Sweep . This indicates the zone was used to engineer liquidity, setting a "trap" for retail traders before a reversal.
REVERSAL / S&R ZONE (Green): If a zone is not powerful enough to cause a BOS or a major sweep, but still serves as a pivot point, it's classified as a general support/resistance or reversal zone.
4. Market Inefficiencies: Gaps in the Matrix
Fair Value Gaps (FVG): AIT detects FVGs—a 3-bar pattern indicating an imbalance—with a strict formula: low > high (for a bullish FVG) and gapSize > atr14 * 0.5. This ensures only significant, volatile gaps are shown. An FVG co-located with an Order Block is a high-confluence setup.
5. Premium & Discount: The Law of Value
Institutions buy at wholesale (Discount) and sell at retail (Premium). AIT uses a pdLookback to define the current dealing range and divides it into three zones: Premium (sell zone), Discount (buy zone), and Equilibrium. An element's quality score is massively boosted if it aligns with this principle (e.g., a bullish Order Block in a Discount zone).
⚙️ THE CONTROL PANEL: A COMPLETE GUIDE TO THE INPUTS MENU
Every setting is a lever, allowing you to tune the AIT engine to your exact specifications. Master these to unlock the script's full potential.
🎯 A-ICT Detection Engine
Min Displacement Candles: Controls the sensitivity of element detection. How it works: It defines the number of subsequent candles that must be "inside" a large parent candle. Best practice: Use 2-3 for a balanced view on most timeframes. A higher number (4-5) will find only major, more significant zones, ideal for swing trading. A lower number (1) is highly sensitive, suitable for scalping.
Mitigation Method: Defines when a zone is considered "used up" or mitigated. How it works: Cross triggers as soon as price touches the zone's boundary. Close requires a candle to fully close beyond it. Best practice: Cross is more responsive for fast-moving markets. Close is more conservative and helps filter out fake-outs caused by wicks, making it safer for confirmations.
Min Element Size (ATR): A crucial noise filter. How it works: It requires a detected zone to be at least this multiple of the Average True Range (ATR). Best practice: Keep this around 0.5. If you see too many tiny, irrelevant zones, increase this value to 0.8 or 1.0. If you feel the script is missing smaller but valid zones, decrease it to 0.3.
Age Threshold & Pending Timeout: These manage visual clutter. How they work: Age Threshold removes old, mitigated elements after a set number of bars. Pending Timeout removes a "Pending" element if it isn't classified within a certain window. Best practice: The default settings are optimized. If your chart feels cluttered, reduce the Age Threshold. If pending zones disappear too quickly, increase the Pending Timeout.
Min Quality Threshold: Your primary visual filter. How it works: It hides all elements (boxes, lines, labels) that do not meet this minimum quality score (0-100). Best practice: Start with the default 30. To see only A- or B-grade setups, increase this to 60 or 70 for an exceptionally clean, high-probability view.
🏗️ Market Structure
Lookbacks (Internal, External, Major): These define the sensitivity of the trend analysis. How they work: They set the number of bars to the left and right for pivot detection. Best practice: Use smaller values for Internal (e.g., 3) to see minor structure and larger values for External (e.g., 10-15) to map the main trend. For a macro, long-term view, increase the Major Swing Lookback.
Require Volume/Candle Confirmation: Toggles for quality control on BOS/CHoCH signals. Best practice: It is highly recommended to keep these enabled. Disabling them will result in more structure signals, but many will be false alarms. They are your filter against market noise.
... (Continue this detailed breakdown for every single input group: Display Configuration, Zones Style, Levels Appearance, Colors, Dashboards, MTF, Liquidity, Premium/Discount, Sessions, and IPDA).
📊 THE INTELLIGENCE DASHBOARDS: YOUR COMMAND CENTER
The dashboards synthesize all the complex analysis into a simple, actionable intelligence briefing.
Main Dashboard (Bottom Right)
ICT Metrics & Breakdown: This is your statistical overview. Total Elements shows how much structure the script is tracking. High Quality instantly tells you if there are any A/B grade setups nearby. Unmitigated vs. Mitigated shows the balance of fresh opportunities versus resolved price action. The breakdown by Order Blocks, Trap Zones, etc., gives you a quick read on the market's recent character.
Structure & Market Context: This is your core bias. Order Flow tells you the current script-determined trend. Last BOS shows you the most recent structural event. CHoCH Active is a critical warning. HTF Bias shows if you are aligned with the higher timeframe—the checkmark (✓) for alignment is one of the most important confluence factors.
Smart Money Flow: A volume-based sentiment gauge. Net Flow shows the raw buying vs. selling pressure, while the Bias provides an interpretation (e.g., "STRONG BULLISH FLOW").
Key Guide (Large Dashboard only): A built-in legend so you never have to guess. It defines every pattern, structure type, and special level visually.
📖 Narrative Dashboard (Bottom Left)
This is the "story" of the market, updated in real-time. It's designed to build your trading thesis.
Recent Elements Table: A live list of the most recent, high-quality setups. It displays the Type , its Narrative Role (e.g., "Bullish OB caused BOS"), its raw Quality percentage, and its final Trade Score grade. This is your at-a-glance opportunity scanner.
Market Narrative Section: This is the soul of A-ICT. It combines all data points into a human-readable story:
📍 Current Phase: Tells you if you are in a high-volatility Killzone or a consolidation phase like the Asian Range.
🎯 Bias & Alignment: Your primary direction, with a clear indicator of HTF alignment or conflict.
🔗 Events: A causal sequence of recent events, like "💧 Sell-side liquidity swept →
📊 Bullish BOS → 🎯 Active Order Block".
🎯 Next Expectation: The script's logical conclusion. It provides a specific, forward-looking hypothesis, such as "📉 Pullback expected to bullish OB at 1.2345 before continuation up."
🎨 READING THE BATTLEFIELD: A VISUAL INTERPRETATION GUIDE
Every color and line is a piece of information. Learn to read them together to see the full picture.
The Core Zones (Boxes):
Blue Box (Order Block): Highest probability zone for trend continuation. Look for entries here.
Orange Box (Trap Zone): A manipulation footprint. Expect a potential reversal after price interacts with this zone.
Green Box (Reversal/S&R): A standard pivot area. A good reference point but requires more confluence.
Purple Box (FVG): A market imbalance. Acts as a magnet for price. An FVG inside an Order Block is an A+ confluence.
The Structural Lines:
Green/Red Line (eBOS): Confirms the trend direction. A break above the green line is bullish; a break below the red line is bearish.
Thick Orange Line (CHoCH): WARNING. The previous trend is now in question. The market character has changed.
Blue/Red Lines (BSL/SSL): Liquidity targets. Expect price to gravitate towards these lines. A dotted line with a checkmark (✓) means the liquidity has been "swept" or "purged."
How to Synthesize: The magic is in the confluence. A perfect setup might look like this: Price sweeps below a red SSL line , enters a green Discount Zone during the NY Killzone , and forms a blue Order Block which then causes a green eBOS . This sequence, visible at a glance, is the story of a high-probability long setup.
🔧 THE ARCHITECT'S VISION: THE DEVELOPMENT JOURNEY
A-ICT was forged from the frustration of using lagging indicators in a market that is forward-looking. Traditional tools are reactive; they tell you what happened. The vision for A-ICT was to create a proactive engine that could anticipate institutional behavior by understanding their objectives: liquidity and efficiency. The development process was centered on creating a "lifecycle" for price patterns—the idea that a zone's true meaning is only revealed by its consequence. This led to the post-breakout classification system and the narrative-building engine. It's designed not just to show you patterns, but to tell you their story.
⚠️ RISK DISCLAIMER & BEST PRACTICES
Advanced ICT Theory (A-ICT) is a professional-grade analytical tool and does not provide financial advice or direct buy/sell signals. Its analysis is based on historical price action and probabilities. All forms of trading involve substantial risk. Past performance is not indicative of future results. Always use this tool as part of a comprehensive trading plan that includes your own analysis and a robust risk management strategy. Do not trade based on this indicator alone.
観の目つよく、見の目よわく
"Kan no me tsuyoku, ken no me yowaku"
— Miyamoto Musashi, The Book of Five Rings
English: "Perceive that which cannot be seen with the eye."
— Dskyz, Trade with insight. Trade with anticipation.
FVG 9:31–10:00 AM ETFVG 9:31–10:00 AM ET - Script Description
What This Script Does
This indicator finds **Fair Value Gaps (FVGs)** that form during the first 29 minutes of the U.S. stock market (9:31 AM to 10:00 AM Eastern Time). A Fair Value Gap is a price imbalance where there's a gap between candles that often becomes an important support or resistance level.
Key Features:
- **Time Window**: Only looks for FVGs between 9:31-10:00 AM ET (most important opening period)
- **One Per Day**: Finds only the first FVG that forms in this time window each day
- **Visual Display**: Draws a purple box around the gap with a clear "FVG" label
- **Price Tracking**: Monitors when price comes back to test the gap level
- **Alert System**: Sends notifications when price returns to the FVG zone
How FVGs Are Detected:
- **Bullish FVG**: When there's a gap up (low of middle candle is above high of 3rd candle back)
- **Bearish FVG**: When there's a gap down (high of middle candle is below low of 3rd candle back)
The 9:31-10:00 AM window is chosen because this is when institutions and algorithms create their biggest price moves right after market open, making these gaps very reliable.
Customization Options
User Settings
Extend FVG Box (Bars)
- **What it does**: Makes the purple box longer to the right
- **Default**: 0 (box ends right after the gap forms)
- **Options**: Any number from 0 to 100+
- **When to use**:
- Keep at 0 for clean historical view
- Set to 10-20 to track the gap during the current session
- Set higher for longer reference
Code Settings (Can Be Changed)
Time Window
- **Start**: 9:31 AM Eastern Time
- **End**: 10:00 AM Eastern Time
- **Can modify**: Change the hour/minute numbers in the code
Visual Style
- **Color**: Purple with see-through background
- **Label**: Shows "FVG" text in white
- **Can modify**: Change colors and transparency in the code
How to Use:
Setup
Chart Settings
1. Use 1-minute, 5-minute, or 15-minute charts (works best on these timeframes)
2. Apply to liquid markets like ES, NQ, major stocks, or forex pairs
3. Set the "Extend FVG Box" to your preference (start with 0 or 10)
What You'll See
- A purple box appears when an FVG forms during 9:31-10:00 AM
- Box shows the exact price levels of the gap
- "FVG" label appears on the box
- Only one FVG per day will be marked
Trading Strategies
Basic FVG Trading
1. **Wait for Formation**: Let the purple box appear during 9:31-10:00 AM
2. **Watch Price Movement**: See if price moves away from the gap
3. **Enter on Retest**: When price comes back to the purple box area, consider entering
4. **Trade Direction**:
- Bullish FVG = look for long opportunities when price retests
- Bearish FVG = look for short opportunities when price retests
Entry Methods
- **Bounce Play**: Enter when price touches the FVG box and bounces away
- **Break Play**: Enter if price strongly breaks through the FVG box
- **Rejection Play**: Enter opposite direction if price gets rejected at the FVG
Risk Management
Stop Losses
- Place stops just outside the FVG box (a few ticks beyond the gap)
- If trading a bounce, stop goes on opposite side of the gap
- If trading a break, stop goes back inside the gap
Position Sizing
- Start small until you understand how FVGs work in your market
- Bigger gaps = smaller position size (more risk)
- Smaller gaps = can use larger position size
Profit Targets
- Take profits at obvious levels like round numbers, previous highs/lows
- Consider taking half profits at 1:1 risk/reward ratio
- Let some position run if the move is strong
Best Practices
When It Works Best
- High-volume stocks and futures (ES, NQ work great)
- Normal market days without major news during the 9:31-10:00 window
- When there's clear institutional activity in the opening period
When to Be Careful
- Low-volume stocks or markets
- Major economic news releases during the time window
- Market holidays when volume is low
- Very choppy or sideways days
Alert Usage
- The script will alert you when price comes back to test the FVG
- Don't trade the alert blindly - always check the current market situation
- Use the alert as a heads-up to start watching the setup more closely
Tips for Success
- The earlier the FVG forms in the 9:31-10:00 window, often the more significant it is
- FVGs that form with high volume are usually more reliable
- Always consider the overall market direction - don't fight the main trend
- Practice on paper first to understand how FVGs behave in your chosen market
🔗 Works Best With:
✅ Liquidity Levels — Smart Swing Lows: Spot key structural lows that can fuel stop hunts and reversals.
✅ ICT Turtle Soup — Liquidity Reversal: Add a classic reversal pattern to your toolkit to catch fakeouts cleanly.
✅ ICT SMC Liquidity Grabs and OBs- Liquidity Grabs, Order Block Zones, and Fibonacci OTE Levels, allowing traders to identify institutional entry models with clean, rule-based visual signals.
This script is most valuable for day traders who want to catch institutional moves right after market open, but it can also help swing traders identify important intraday levels.
✅ ICT Macro Zones (Grey Box Version)- It tracks real-time highs and lows for each Silver Bullet session.
✅ Weekly Opening Gap (cryptonnnite)
ICT Concepts: MML, Order Blocks, FVG, OTECore ICT Trading Concepts
These strategies are designed to identify high-probability trading opportunities by analyzing institutional order flow and market psychology.
1. Market Maker Liquidity (MML) / Liquidity Pools
Idea: Institutional traders ("market makers") place orders around key price levels where retail traders’ stop losses cluster (e.g., above swing highs or below swing lows).
Application: Look for "liquidity grabs" where price briefly spikes to these levels before reversing.
Example: If price breaks a recent high but reverses sharply, it may indicate a liquidity grab to trigger retail stops before a trend reversal.
2. Order Blocks (OB)
Idea: Institutional orders are often concentrated in specific price zones ("order blocks") where large buy/sell decisions occurred.
Application: Identify bullish order blocks (strong buying zones) or bearish order blocks (strong selling zones) on higher timeframes (e.g., 1H/4H charts).
Example: A bullish order block forms after a strong rally; price often retests this zone later as support.
3. Fair Value Gap (FVG)
Idea: A price imbalance occurs when candles gap without overlapping, creating an area of "unfair" price that the market often revisits.
Application: Trade the retracement to fill the FVG. A bullish FVG acts as support, and a bearish FVG acts as resistance.
Example: Three consecutive candles create a gap; price later returns to fill this gap, offering a entry point.
4. Time-Based Analysis (NY Session, London Kill Zones)
Idea: Institutional activity peaks during specific times (e.g., 7 AM – 11 AM New York time).
Application: Focus on trades during high-liquidity periods when banks and hedge funds are active.
Example: The "London Kill Zone" (2 AM – 5 AM EST) often sees volatility due to European market openings.
5. Optimal Trade Entry (OTE)
Idea: A retracement level (similar to Fibonacci retracement) where institutions re-enter trends after a pullback.
Application: Look for 62–79% retracements in a trend to align with institutional accumulation/distribution zones.
Example: In an uptrend, price retraces 70% before resuming upward—enter long here.
6. Stop Hunts
Idea: Institutions manipulate price to trigger retail stop losses before reversing direction.
Application: Avoid placing stops at obvious levels (e.g., above/below recent swings). Instead, use wider stops or wait for confirmation.
16. SMC Strategy with SL - low TimeframeOverview
The "SMC Strategy with SL - low Timeframe" is a comprehensive trading strategy that uses key concepts from Smart Money Theory to identify favorable areas in the market for buying or selling. This strategy takes advantage of price imbalances, support and resistance zones, and swing highs/lows to generate high-probability trade signals.
The key features of this strategy include:
Swing High/Low Analysis: Used to determine the Premium, Equilibrium, and Discount Zones.
Order Block Integration: An added layer of confluence to identify valid buy and sell signals.
Trend Direction Confirmation: Using a Simple Moving Average (SMA) to determine the overall trend.
Entry and Exit Rules: Based on price position relative to key zones and moving average, along with optional stop-loss and take-profit levels.
Detailed Description
Swing High and Swing Low Analysis
The script calculates Swing High and Swing Low based on the most recent price highs and lows over a specified look-back period (swingHighLength and swingLowLength, set to 8 by default).
It then derives the Premium, Equilibrium, and Discount Zones:
Premium Zone: Represents potential resistance, calculated based on recent swing highs.
Discount Zone: Represents potential support, calculated based on recent swing lows.
Equilibrium: The midpoint between Swing High and Swing Low, dividing the price range into Premium (above equilibrium) and Discount (below equilibrium) areas.
Zone Visualization
The strategy plots the Premium Zone (resistance) in red, the Discount Zone (support) in green, and the Equilibrium level in blue on the chart. This helps visually assess the current price relative to these important areas.
Simple Moving Average (SMA)
A 50-period Simple Moving Average (SMA) is added to help identify the trend direction.
Buy signals are valid only if the price is above the SMA, indicating an uptrend.
Sell signals are valid only if the price is below the SMA, indicating a downtrend.
Entry Rules
The script generates buy or sell signals when certain conditions are met:
A buy signal is triggered when:
Price is below the Equilibrium and within the Discount Zone.
Price is above the SMA.
The buy signal is further confirmed by the presence of an Order Block (recent lowest price area).
A sell signal is triggered when:
Price is above the Equilibrium and within the Premium Zone.
Price is below the SMA.
The sell signal is further confirmed by the presence of an Order Block (recent highest price area).
Order Block
The strategy defines Order Blocks as recent highs and lows within a look-back period (orderBlockLength set to 20 by default).
These blocks represent areas where large players (smart money) have historically been active, increasing the probability of the price reacting in these areas again.
Trade Management and Trade Direction
The user can set Trade Direction to either "Long Only," "Short Only," or "Both." This allows the strategy to adapt based on market conditions or trading preferences.
Based on the Trade Direction, the strategy either:
Closes open trades that are against new signals.
Allows only specific directional trades (either long or short).
Stop-loss levels are defined based on a fixed percentage (stop_loss_percent), which helps to manage risk and minimize losses.
Exit Rules
The strategy uses stop-loss levels for risk management.
A stop-loss price is set at a fixed percentage below the entry price for long positions or above the entry price for short positions.
When the price hits the defined stop-loss level, the trade is closed.
Liquidity Zones
The script identifies recent Swing Highs and Lows as potential liquidity zones. These are levels where price could react strongly, as they represent areas of interest for large traders.
The liquidity zones are plotted as crosses on the chart, marking areas where price may encounter significant buying or selling pressure.
Visual Feedback
The script uses visual markers (green for buy signals and red for sell signals) to indicate potential entries on the chart.
It also plots liquidity zones to help traders identify areas where stop hunts and liquidity grabs might occur.
Monthly Performance Dashboard
The script includes a performance tracking feature that displays monthly profit and loss metrics on the chart.
This dashboard allows the trader to see a visual representation of trading performance over time, providing insights into profitability and consistency.
The table shows profit or loss for each month and year, allowing the user to track the overall success of the strategy.
Key Benefits
Smart Money Concepts (SMC): This strategy incorporates SMC principles like order blocks and liquidity zones, which are used by institutional traders to determine potential market moves.
Zone Analysis: The use of Premium, Discount, and Equilibrium zones provides a solid framework for determining where to enter and exit trades based on price discounts or premiums.
Confluence: Signals are not taken in isolation. They are confirmed by factors like trend direction (SMA) and order blocks, providing greater trade accuracy.
Risk Management: By integrating stop-loss functionality, traders can manage their risks effectively.
Visual Performance Metrics: The monthly and yearly performance dashboard gives valuable feedback on how well the strategy has performed historically.
Practical Use
Buy in Discount Zone: Traders would be looking to buy when the price is discounted relative to its recent range and is above the SMA, indicating an overall uptrend.
Sell in Premium Zone: Conversely, traders would be looking to sell when the price is at a premium relative to its recent range and below the SMA, indicating an overall downtrend.
Order Block Confirmation: Ensures that buying or selling is supported by historical price behavior at significant levels, providing confidence that the market is likely to react at these areas.
This strategy is designed to help traders take advantage of price inefficiencies and areas where institutional traders are likely to be active, increasing the odds of successful trades. By leveraging Smart Money concepts and strong technical confluence, it aims to provide high-probability trade setups.
Smoothing ATR bandThere are two bands calculated with the ATR and I added "Smoothing" into the script.
Smoothing ATR with multiplier can display two bands above and below the price.
We can ONLY find some ATR bands in Community Scripts with "Basic" setting which is used to set Stop Loss.
And yet , Smoothing ATR with multiplier is capable of making traders manifestly recognize OverBought & OverSold.
FurtherMore, I added a condition with "plotshape", which is "Stop Hunt"
Stop Hunt is an absolutely usual strategy to clean the leverage and it always makes high volatility moves.
When high> above band and close< above band , long signal, it means it had been abundantly bought but the larger traders weren't satisfied; therefore, they quickly sold out to lower the price. The sell condition is on the contrary.
The signals mainly make traders manifestly recognize OverBought & OverSold.
Retail vs Banker Net Positions – Symmetry BreakRetail vs Banker Net Positions – Symmetry Break (Institution Focus)
Description:
This advanced indicator is a volume-proxy-based positioning tool that separates institutional vs. retail behavior using bar structure, trend-following logic, and statistical analysis. It identifies net position flows over time, detects institutional aggression spikes, and highlights symmetry breaks—those moments when institutional action diverges sharply from retail behavior. Designed for intraday to swing traders, this is a powerful tool for gauging smart money activity and retail exhaustion.
What It Does:
Separates Volume into Two Groups:
Institutional Proxy: Volume on large bars in trend direction
Retail Proxy: Volume on small or counter-trend bars
Calculates Net Positions (%):
Smooths cumulative buying vs. selling behavior for each group over time.
Highlights Symmetry Breaks:
Alerts when institutions make statistically abnormal moves while retail is quiet or doing the opposite.
Detects Extremes in Institutional Activity:
Flags major tops/bottoms in institutional positioning using swing pivots or rolling windows.
Retail Sentiment Flips:
Marks when the retail line crosses the zero line (e.g., flipping from net short to net long).
How to Use It:
Interpreting the Two Lines:
Aqua/Orange Line (Institutional Proxy):
Rising above zero = Net buying bias
Falling below zero = Net selling bias
Lime/Red Line (Retail Proxy):
Green = Retail buying; Red = Retail selling
Watch for crosses of zero for sentiment shifts
Spotting Symmetry Breaks:
Pink Circle or Background Highlight =
Institutions made a sharp, outsized move while retail was:
Quiet (low ROC), or
Moving in the opposite direction
These often precede explosive directional moves or stop hunts.
Institutional Extremes:
Marked with aqua (top) or orange (bottom) dots
Based on swing pivot logic or rolling highs/lows in institutional positioning
Optional filter: Only show extremes that coincide with a symmetry break
Settings You Can Tune:
Lookback lengths for trend, z-scores, smoothing
Z-Score thresholds to control sensitivity
Retail quiet filters to reduce false positives
Cool-down timer to avoid rapid repeat signals
Toggle visual aids like shading, markers, and threshold lines
Alerts Included:
-Retail flips (green/red)
- Institutional symmetry breaks
- Institutional extreme tops/bottoms
Strategy Tip:
Use this indicator to track institutional accumulation or distribution phases and catch asymmetric inflection points where the "smart money" acts decisively. Confluence with price structure or FVGs (Fair Value Gaps) can further enhance signal quality.
Liquidity Grab + RSI Divergence═══════════════════════════════════════════════════════════════
LIQUIDITY GRAB + RSI DIVERGENCE INDICATOR
═══════════════════════════════════════════════════════════════
📌 OVERVIEW
This indicator identifies high-probability reversals by combining:
• Liquidity sweeps (stop hunts)
• RSI divergence confirmation
• Filters false breakouts automatically
═══════════════════════════════════════════════════════════════
🟢 BUY SIGNAL (Green Triangle Up)
REQUIRES BOTH CONDITIONS:
1. Liquidity Grab Below Previous Low
• Price breaks BELOW recent low
• Candle CLOSES ABOVE that low
• Traps sellers who shorted the breakdown
2. Bullish RSI Divergence
• Price: Lower Low (LL)
• RSI: Higher Low (HL)
• Shows weakening downward momentum
➜ Result: Potential bullish reversal
═══════════════════════════════════════════════════════════════
🔴 SELL SIGNAL (Red Triangle Down)
REQUIRES BOTH CONDITIONS:
1. Liquidity Grab Above Previous High
• Price breaks ABOVE recent high
• Candle CLOSES BELOW that high
• Traps buyers who bought the breakout
2. Bearish RSI Divergence
• Price: Higher High (HH)
• RSI: Lower High (LH)
• Shows weakening upward momentum
➜ Result: Potential bearish reversal
═══════════════════════════════════════════════════════════════
📊 VISUAL INDICATORS
Main Signals:
🔺 Large Green Triangle = BUY (Liq Grab + Bullish Div)
🔻 Large Red Triangle = SELL (Liq Grab + Bearish Div)
Reference Levels:
━ Red Line = Previous High Level
━ Green Line = Previous Low Level
Additional Markers (Optional):
○ Small Green Circle = Liquidity grab low only
○ Small Red Circle = Liquidity grab high only
✕ Small Blue Cross = Bullish divergence only
✕ Small Orange Cross = Bearish divergence only
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⚙️ SETTINGS
1. Lookback Period (Default: 20)
• Range: 5-100
• Sets how far back to identify previous highs/lows
• Higher = fewer but stronger levels
• Lower = more frequent but weaker levels
2. RSI Length (Default: 14)
• Range: 5-50
• Standard RSI calculation period
• 14 is industry standard
3. RSI Divergence Lookback (Default: 5)
• Range: 3-20
• Controls pivot point sensitivity
• Higher = fewer divergence signals
• Lower = more divergence signals
4. Show Labels (Default: ON)
• Toggle BUY/SELL text labels
• Disable for cleaner chart view
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💡 HOW TO USE
Step 1: WAIT FOR CONFIRMATION
• Only trade LARGE TRIANGLE signals
• Ignore small circles/crosses alone
Step 2: CHECK TIMEFRAME
• Best on: 15min, 1H, 4H, Daily
• Avoid: 1min, 5min (too noisy)
Step 3: CONFIRM CONTEXT
• Check overall market trend
• Identify key support/resistance
• Look for confluence with price action
Step 4: ENTRY & RISK MANAGEMENT
• Enter on signal candle close or pullback
• Stop loss below/above the liquidity grab wick
• Target: Previous swing high/low or key levels
• Risk/Reward: Minimum 1:2 ratio
Step 5: SET ALERTS
• Create alert for "BUY Signal"
• Create alert for "SELL Signal"
• Never miss opportunities
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✅ BEST PRACTICES
DO:
✓ Use on multiple timeframes for confluence
✓ Combine with support/resistance zones
✓ Wait for both conditions (liq grab + divergence)
✓ Practice on demo account first
✓ Use proper position sizing
DON'T:
✗ Trade every small circle/cross
✗ Use on very low timeframes (<15min)
✗ Ignore overall market context
✗ Trade without stop loss
✗ Risk more than 1-2% per trade
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⚠️ IMPORTANT NOTES
• This is a CONFIRMATION tool, not a holy grail
• No indicator is 100% accurate
• Combine with your trading strategy
• Backtest on your preferred instruments
• Adjust parameters for your trading style
• Higher timeframes = more reliable signals
• Always use risk management
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🔔 ALERTS INCLUDED
Two alert conditions are built-in:
1. "BUY Signal" - Liquidity Grab + Bullish RSI Divergence
2. "SELL Signal" - Liquidity Grab + Bearish RSI Divergence
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📈 RECOMMENDED SETTINGS BY TIMEFRAME
5-15 Min Charts:
• Lookback: 10-15
• RSI Length: 14
• RSI Div Lookback: 3-5
1H-4H Charts:
• Lookback: 20-30
• RSI Length: 14
• RSI Div Lookback: 5-7
Daily Charts:
• Lookback: 30-50
• RSI Length: 14
• RSI Div Lookback: 7-10
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Good luck and trade safe! 🚀
Previous Candle High/Low (Global Rays)Previous Candle High/Low (Global Rays, Corrected)
This indicator tracks the high and low of the most recently closed candle and projects them forward as global horizontal rays.
Features:
✅ Automatically updates the levels once a candle fully closes.
✅ Draws persistent lines at the previous candle’s high (green) and low (red), extending them into the future.
✅ Highlights real-time breakouts:
✅ Includes built-in alert conditions for both breakout events.
How to Use:
Use the levels as reference points for breakout trades, liquidity sweeps, or stop hunts.
Alerts can help you catch moves without needing to constantly watch the chart.
Works on any timeframe and symbol.
ChopScore📝 Script Description: ChopScore – Candle-Based Choppiness Indicator
The ChopScore indicator helps traders assess the cleanliness and quality of recent price action by analyzing the relationship between candle body size and overall candle range (high-low).
Unlike traditional volatility or trend indicators, ChopScore does not assume trend direction. Instead, it focuses on how "clean" or "choppy" the price movement is, helping traders spot scrips and environments prone to shakeouts, fakeouts, or stop hunts.
📊 How It Works:
Calculates a custom choppiness score based on the ratio of the candle body to its full range (wicks included).
A smoothed average is plotted over a user-defined lookback period
.
The current score is displayed in a table on the chart, with colors indicating the choppiness level:
🔵 < 50: Cleaner price action (lower shakeout risk)
🟢 50–54.99: Moderate
🟠 55–59.99: Messier price action
🔴 ≥ 60: Very choppy (high shakeout potential)
⚙️ Inputs:
Lookback Period – Controls how many bars are used for averaging the choppiness.
Table Position – Choose where the score appears on the chart.
🎯 Use Case:
Use ChopScore to:
Identify scrips where price action is clean and decisive (e.g., safer entries).
Avoid scrips noise and shakeout potential.
Complement trend/momentum indicators without confusing direction with structure.
📌 Notes:
This script is for educational purposes and does not provide buy/sell signals.
Always confirm with additional tools or analysis before trading decisions.
Volatility Wick Trap — Smart Reversal EngineThe Volatility Wick Trap — Smart Reversal Engine is a precision reversal detection tool designed for traders who rely on smart money footprints, volatility compression, and liquidity wick exhaustion to time entries near market turns.
💡 Core Components:
Volatility Squeeze Detection: Identifies candles where range compresses significantly compared to the 14-period average true range, highlighting potential breakout zones.
Liquidity Wick Exhaustion: Detects candles with dominant upper or lower wicks, signaling failed liquidity grabs or stop hunts.
Contextual EMA Filter: Uses a 21-period EMA to filter signals, improving accuracy by aligning with market structure bias.
🔍 How It Works:
Green diamond lines mark bullish hidden reversal zones.
Red diamond lines mark bearish hidden reversal traps.
These lines only appear when volatility compresses and wick traps are confirmed within the trend context.
✅ Clean. Minimal. Tactical.
Ideal for scalpers, swing traders, and smart money enthusiasts looking to fade emotional price spikes.
MP MTF LiquidityMP MTF Liquidity
Multi-Timeframe Liquidity Levels – Automatic High/Low Tracking
This indicator automatically tracks and draws liquidity levels (recent highs and lows) from up to 6 custom timeframes directly on your chart. It’s designed for advanced traders who want to visualize important swing points and liquidity pools across multiple timeframes—ideal for Smart Money Concepts (SMC), ICT, and price action trading.
Key Features:
Multi-Timeframe Support:
Select up to 6 different timeframes (ex: 1H, 4H, Daily, Weekly, etc.), each with separate color and visibility controls.
Real Liquidity (No Repaint):
Levels are only drawn from fully closed bars on each timeframe—no lines from currently forming candles, ensuring accuracy and no forward-looking bias.
Automatic Detection:
Highs and lows are detected automatically. Levels that get swept (price breaks through) are converted to dashed lines for easy visual distinction.
Customizable:
Choose line colors for highs/lows and set the maximum number of active levels per timeframe to keep charts clean.
Extended Lines:
All levels are extended to the right, helping you see how current price interacts with past liquidity.
How It Works:
On every new bar of your chosen higher timeframe(s), the indicator records the high and low of the previous (just-closed) candle.
These levels are extended as rays until price sweeps (crosses) them.
When a level is swept, it is redrawn as a dashed line to highlight liquidity grabs or stop hunts.
No lines are drawn for the “live” bar—only confirmed, closed levels are displayed.
Who is this for?
SMC, ICT, and price action traders seeking high-confidence liquidity zones.
Intraday, swing, and multi-timeframe traders who want an automated, visual edge.
Anyone wanting to avoid repainting or “fake” levels from unfinished candles.
Tip:
Combine this indicator with your favorite order block, fair value gap (FVG), or market structure tools for even greater context and confluence.
Disclaimer:
No indicator guarantees profits. Always use with proper risk management and in conjunction with your trading plan.
Institutional Sweep Zone (Range-Based)Institutional Sweep Zone (Range-Based)
This indicator models potential stop sweep zones based on institutional capital ranges, helping traders visualize where high-probability liquidity grabs are likely to occur.
Unlike traditional volatility bands, this tool estimates price movement by calculating how far a specific amount of capital—entered into the market—can push price. By defining a lower and upper capital range (in millions of USD), the indicator dynamically draws bands representing the distance institutions could realistically move price in either direction.
It supports directional control, allowing you to focus on long sweeps, short sweeps, or both simultaneously. The pip cost is auto-calibrated based on the selected currency pair, making it highly adaptive to major FX pairs.
Key Features:
-Capital input range (in millions of USD)
-Directional sweep targeting: Long, Short, or Both
-Auto-detection of pip value based on FX pair
-Visual sweep zone mapped above and below current price
-Designed to highlight areas of institutional stop hunts
Why use it?
-Helps avoid setting stops inside common sweep zones
-Improves trade survivability when paired with higher timeframe strategies
-Offers a unique way to view price through an institutional lens
Created by: The_Forex_Steward
Explore more advanced tools and concepts on my TradingView profile.
BSL & SSL - Liquidity Zones
BSL & SSL - Liquidity Zones
Indicator Description (for TradingView)
Concept
The BSL & SSL - Liquidity Zones indicator is a simple yet powerful visual tool that helps traders identify key liquidity zones in the market by tracking prominent highs and lows on the chart.
It is based on the concept that the Highest High (Buy Side Liquidity - BSL) and Lowest Low (Sell Side Liquidity - SSL) represent zones where stop-loss orders and pending orders accumulate — often attracting future price movements.
Purpose
This indicator helps traders spot hidden liquidity levels which may act as targets or potential reversal points. It is especially useful for traders who apply Smart Money Concepts (SMC) or institutional trading models.
Great for detecting potential stop hunts and understanding market structure shifts.
How It Works
The indicator calculates the Highest High and Lowest Low over a user-defined period (default: 20 candles).
When a new Higher High forms, it marks a new BSL.
When a new Lower Low forms, it marks a new SSL.
These zones are likely to attract price in the future — either as targets or traps.
Visualization
The indicator draws static horizontal lines (Stepline style) at BSL and SSL levels.
These lines remain in place until broken or a new level is formed.
Visual Labels enhance clarity:
🟢 Green Label → BSL
🔴 Red Label → SSL
Trading Insights / Practical Use
When price approaches a BSL or SSL zone, ask yourself:
✅ Will price break the level to grab liquidity?
✅ Will there be a reversal after liquidity is taken?
The indicator does not provide signals by itself — it serves as a valuable confirmation tool when combined with:
Price Action
Support & Resistance
Momentum Indicators
SMC Tools
Key Benefits
✅ Easy to use
✅ Enhances liquidity analysis
✅ Highlights zones targeted by institutional players
✅ Simple calculation — no complex formulas
Limitations
🚫 Does NOT generate buy/sell signals
🚫 Should be used as part of a complete trading framework
Conclusion
BSL & SSL - Liquidity Zones is a versatile and intuitive tool for any trader looking to better understand where liquidity is positioned on the chart.
It works across all timeframes and complements any trading strategy, especially Smart Money-based approaches.
