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Confluence Engine [BullByte]CONFLUENCE ENGINE Multi-Factor Technical Analysis Framework OVERVIEW Confluence Engine is a multi-dimensional technical analysis framework that evaluates market conditions across five distinct analytical pillars simultaneously. Rather than relying on a single indicator or signal source, this tool synthesizes Structure, Momentum, Volume, Volatility, and Pattern analysis into a unified scoring system that identifies high-probability trading opportunities when multiple technical factors align. The core philosophy behind this indicator stems from a fundamental observation: isolated signals frequently fail, but when multiple independent analytical methods agree, the probability of a successful trade increases substantially. This indicator was developed after extensive research into why traders often receive conflicting signals from different indicators on their charts, leading to analysis paralysis and poor decision-making. THE PROBLEM AND SOLUTION The Problem: Most traders use multiple indicators independently, often receiving contradictory signals. One indicator says "buy" while another says "wait." This creates confusion and leads to missed opportunities, premature entries based on incomplete analysis, difficulty quantifying how strong a setup actually is, and inconsistent decision-making across different market conditions. The Solution: Confluence Engine addresses this by providing a single, unified score (0-100) that represents the aggregate strength of a trading setup. Instead of mentally weighing five different indicators, traders receive a clear numerical score indicating setup quality, visual tier classification (ULTRA, HIGH, STANDARD), specific identification of which factors are strong or weak, and actionable guidance on what to watch for next. THE FIVE ANALYTICAL DIMENSIONS Each dimension was selected because it measures a fundamentally different aspect of market behavior: STRUCTURE ANALYSIS Evaluates price position relative to key levels and recent swing points. Markets respect structure - previous highs, lows, and areas where price reversed. This dimension identifies when price interacts with these critical levels and measures the quality of that interaction. What it detects: Price approaching or sweeping swing highs/lows, reclaim patterns after false breakouts, EMA alignment and trend structure, exhaustion after extended moves. MOMENTUM ANALYSIS Measures the underlying strength and direction of price movement. Strong moves are characterized by momentum preceding price. This dimension evaluates whether momentum supports the current price direction. What it detects: Oversold/overbought conditions with reversal potential, momentum divergence states, directional movement strength (ADX-based), momentum shifts before price confirmation. VOLUME ANALYSIS Volume validates price movement. Significant moves require participation. This dimension measures current volume relative to recent averages to determine if market participants are genuinely committing to the move. What it detects: Volume spikes confirming price action, below-average volume warning of weak moves, climactic volume at potential reversals, volume confirmation of rejection patterns. VOLATILITY ANALYSIS Markets alternate between compression (low volatility) and expansion (high volatility). This dimension identifies these phases and recognizes when compression is likely to resolve into directional movement. What it detects: Volatility squeeze conditions (Bollinger inside Keltner), squeeze release direction, ATR expansion indicating breakout potential, compression duration for timing breakouts. PATTERN ANALYSIS Candlestick patterns reflect the battle between buyers and sellers within each bar. This dimension evaluates the quality and context of reversal and continuation patterns. What it detects: Engulfing patterns with quality scoring, hammer and shooting star formations, rejection wicks indicating trapped traders, pattern confluence with other factors. WHAT MAKES THIS INDICATOR ORIGINAL Not a mashup This is NOT a mashup of indicators displayed together. The Confluence Engine represents an integrated analytical framework with the following unique characteristics: Unified Scoring System: All five dimensions feed into a proprietary scoring algorithm that weights and combines their signals. The output is a single 0-100 score, not five separate readings. Multi-Factor Gate: Beyond just scoring, the system requires a minimum number of factors to be "active" (meeting their individual thresholds) before allowing signals. This prevents signals based on one extremely strong factor masking four weak ones. Regime-Aware Adjustments: The engine detects the current market regime (trending, ranging, volatile, weak) and automatically adjusts factor weights and score multipliers. A structure signal means something different in a trending market versus a ranging market. Adaptive Risk Management: Take-profit and stop-loss levels are not static. They adapt based on current volatility, market regime, and signal quality - providing tighter targets in low-volatility environments and wider targets when volatility expands. Liquidity Sweep Detection: A distinctive feature that identifies when price has swept beyond a swing high/low and then reclaimed back inside. This pattern often indicates stop hunts followed by reversals. Signal Quality Tiers: Rather than just "signal" or "no signal," the engine classifies setups into tiers. ULTRA (80+) represents highest probability setups with all factors aligned. HIGH (70-79) represents strong setups with multiple factors confirming. STANDARD meets minimum threshold for acceptable setups. HOW THE SCORING WORKS Each of the five factors generates a raw score from 0-100 based on current market conditions. These raw scores are then weighted according to the selected trading style (Balanced, Scalper, Swing, Range, Trend), adjusted based on current market regime detection, modified by higher timeframe alignment (if enabled), bonused when multiple factors exceed their activation thresholds simultaneously, and multiplied by session factors (if session filter is enabled). The result is a final Bull Score and Bear Score, each ranging from 0-100, representing the current strength of long and short setups respectively. Signal Generation Requirements: - Score meets minimum threshold (configurable: 60-95) - Required number of factors are "active" (default: 3 of 5) - Market regime is not blocked (if blocking enabled) - Higher timeframe alignment passes (if required) - Cooldown period from last signal has elapsed UNDERSTANDING THE DASHBOARDS Main Dashboard (Top Right) The main dashboard displays real-time scores and market context: LONG Score - Current bullish setup strength (0-100) with quality tier displayed SHORT Score - Current bearish setup strength (0-100) with quality tier displayed Regime - Current market state showing TREND UP, TREND DN, VOLATILE, RANGE, or WEAK HTF - Higher timeframe alignment showing BULL, BEAR, NEUT, or OFF Squeeze - Volatility state showing SQZ (in squeeze), REL+ (bullish release), REL- (bearish release), or NORM Gate - Factor count versus requirement, for example 4/3 means 4 factors active with 3 required Sweep L/S - Liquidity sweep status for long and short setups ATR% - Current ATR as percentile of recent range indicating relative volatility Vol - Current volume relative to 20-period average R:R - Current risk-reward ratio based on adaptive TP/SL calculations Trade - Active trade status and unrealized profit/loss percentage Analysis Dashboard (Bottom Left) The analysis dashboard provides actionable guidance: Signal Readiness - Visual progress bars showing how close each direction is to generating a signal Blocking Factors - Identifies which specific factor is weakest and preventing signals Recommended Action - Context-aware guidance such as WATCH, WAIT, MANAGE, or SCAN Watch For - Specific events to monitor for setup completion Opportunity Level - Overall market opportunity rating from EXCELLENT to VERY POOR Timing - Contextual timing guidance based on current conditions Status Bar (Bottom Center) Compact view displaying Long Score, Gate Status, Current State, Gate Status, and Short Score in a single row for quick reference. Dashboard Size - Auto Mode Explained When Dashboard Size is set to "Auto", the indicator intelligently adjusts text size based on your current chart timeframe to optimize readability: Auto-Sizing Logic: 1-Minute to 5-Minute Charts → Tiny - Lower timeframes show more bars on screen - Tiny text prevents dashboard from obscuring price action - Recommended for scalping and high-frequency monitoring 15-Minute Charts → Small - Balanced size for intraday trading - Readable without being intrusive 1-Hour to Daily Charts → Normal - Standard size for most trading styles - Optimal readability for swing trading Weekly and Monthly Charts → Large - Larger text for position trading - Fewer bars visible so space is available Manual Override: You can override auto-sizing for any dashboard individually: - Dashboard Size (All): Sets master size applied to all dashboards - Main Dashboard Size: Override for top-right dashboard specifically - Analysis Panel Size: Override for bottom-left panel specifically - Status Bar Size: Override for bottom-center bar specifically Example Use Case: Trading on 5m chart (default = Tiny) but you have good eyesight and large monitor: - Set "Dashboard Size (All)" to "Small" or "Normal" for better readability - Individual dashboards will use your override instead of auto-sizing Recommendation: Start with Auto mode and only adjust if dashboards are too large or too small for your monitor/eyesight. UNDERSTANDING SIGNAL LABELS When a signal generates, a label appears with trade information: Minimal Style Example: LONG 85 Shows tier icon, direction, and score only. Detailed Style Example: ULTRA LONG Score: 85 Entry: 50250.50 TP1: 50650.25 TP2: 51500.75 SL: 49850.25 R:R 1:2.5 Regime: TREND UP HTF: BULL Tier Icons Explained: indicates ULTRA quality with score 80 or higher indicates HIGH quality with score between 70 and 79 indicates STANDARD quality with score meeting minimum threshold UNDERSTANDING TRADE ZONES When a signal generates, visual elements appear on the chart: Entry Line (Purple) marks the entry price level TP1 Line (Blue Dashed) marks the first take-profit target TP2 Line (Cyan Dashed) marks the final take-profit target SL Line (Orange Dotted) marks the stop-loss level Trade Zone Box shows shaded area from SL to TP2 These elements extend forward as price progresses. When TP1 is hit, its line becomes solid to indicate achievement. When the trade completes at either TP2 or SL, all elements are cleaned up and the entry label converts to a compact ghost label for historical reference. Exit Labels Explained: +X.XX% indicates first target reached with partial profit secured +X.XX% indicates full target reached with maximum profit achieved -X.XX% indicates stop-loss triggered TP1 Hit, SL... indicates stopped out after TP1 was already hit (optional display) OPPOSITE SIGNAL HANDLING When market conditions shift dramatically, the engine may generate a signal in the opposite direction while an existing trade is active. This represents a significant change in confluence and is handled automatically: Automatic Trade Reversal Process: 1. Detection: New signal triggers opposite to current trade direction (e.g., SHORT signal while LONG trade is active) 2. Current Trade Closure: - All visual elements (entry line, TP/SL lines, trade zone) are deleted - Current trade is marked as closed 3. Entry Label Conversion: - The detailed entry label is converted to a compact ghost label - Ghost label shows direction + score (e.g., "LONG 75") - Marked with "OPP" outcome to indicate opposite signal closure - Moved to a non-interfering position below/above price 4. New Trade Initialization: - Fresh entry label created for new direction - New TP1, TP2, SL levels calculated based on new signal quality - Trade zone and price lines drawn for new trade Example Scenario: You enter a LONG trade at score 72. Price moves sideways for 8 bars, then market structure breaks down. Confluence shifts heavily bearish with a sweep reclaim bear + momentum + volume spike, generating a SHORT signal at score 81. The engine automatically: - Closes the LONG trade - Converts "LONG 72" entry label to a small ghost label - Opens new SHORT trade at current price - Displays new SHORT entry label with full trade details Trading Implication: This behavior ensures the engine is always aligned with the highest-probability direction based on current confluence. It prevents you from holding a position when all five factors have flipped against you. Note: This does NOT happen for every small score change. The opposite signal must meet all signal generation requirements (minimum score, gate pass, regime check, HTF alignment) before triggering. Typically occurs during strong trend reversals or major support/resistance breaks. EXAMPLE TRADE : LONG Instrument and Exchange: Bitcoin / TetherUS (BTC/USDT) on Binance Timeframe: 5-minute Timestamp: Nov 27, 2025 12:39 UTC Indicator Script: Confluence Engine v1.0 Trade Type: Long (Example Trade) Setting Used: Default Signal Details: - Tier: HIGH - Score: 70 - Entry Price: 90040.70 - TP1 Target: 90868.63 - TP2 Target: 92110.52 - Stop Loss: 89325.94 - Risk Reward: 1:2.9 Trade Outcome: - TP1 hit after 12 bars (+0.95%) - TP2 hit after 28 bars (+2.85%) - Total gain: +2.85% on full position EXAMPLE TRADE : SHORT with Dashboard Explanation and interpretation Instrument and Exchange: Ethereum / U.S. Dollar (ETH/USD) — Coinbase Timeframe: 1-hour Timestamp (screenshot): Nov 28, 2025 16:41 UTC Indicator Script: Confluence Engine v1.0 Trade Type: Short (Example Trade) Setting Used: Default Signal Details -Tier: STANDARD (STD) -Score: 64 -Entry Price: 3037.26 -TP1 Target: 2981.61 (-55.65 pts) -TP2 Target: 2898.12 (-139.14 pts) -Stop Loss: 3099.79 (+62.53 pts) -Risk:Reward: ≈ 1 : 2.2 (TP2/SL) -Market Context at Signal -Regime: TREND UP (contextual regime at time of signal) — mixed environment for shorts -HTF Alignment: OFF (no higher-timeframe confirmation) -Gate Status: 3 / 3 (minimum factor groups active — gate passed) -Squeeze Status: NORM (no active compression breakout) -Volume: ~1.8× average (elevated participation) -ATR%: 57% (elevated volatility) Analysis Dashboard Reading (what the user sees) -Long Readiness: Needs +36 points to qualify. -Short Readiness: Needs +11 points to qualify (closer but not auto-entering). -Blocking Factors: Structure = 0 — the single decisive blocker preventing fresh signals. -Opportunity Level: VERY POOR (roughly 20 / 100) — low quality environment for adding positions. -Timing: Wait for better setup (do not add new positions). -Trade Outcome (screenshot moment) -Trade state: Active SHORT (opened earlier). -Live P&L (snapshot): +0.14% (managing trade). -TP1/TP2: Targets shown on chart (TP1 2981.61, TP2 2898.12). Not closed yet at screenshot. -Visuals: Entry label, TP/SL lines and trade zone are displayed and being extended while trade is active. Interpretation The engine produced a standard short (Score 64) while the market showed elevated volume and volatility but no HTF confirmation. Although the Gate passed (3/3), Structure = 0 blocks the indicator from issuing fresh entries — this is intentional and by design: one missing factor (structure) is enough to prevent new signals even when other factors look supportive. The currently open short is being managed (partial targets and SL visible), but the system's recommendation is to manage the existing trade only and not open new shorts until structure or HTF alignment improves. Why this example matters (teaching point) -Gate ≠ Go: Gate pass (factor count) alone does not force fresh trades — the system enforces additional checks (structure, regime, HTF) to avoid lower-quality setups. -Volume & Volatility are necessary but not sufficient: High volume and wide ATR create movement but do not replace structural validation. -Active trade vs new entries: The script will continue to manage an already open trade but will not create a new signal while a blocking factor remains. This prevents overtrading and reduces false positives. -Practical trader actions shown by the example -Manage existing SHORT only: Trail to breakeven if TP1 is taken; scale out at TP1; hold remaining if price respects trend and structure reclaims. -Do not add fresh positions: Wait for Structure > 0 or a HTF alignment that lifts the block. -Watch for signals that matter: Sweep reclaim, HTF alignment turning bullish for shorts (i.e., HTF changes to BEAR), or a squeeze release with volume spike — these can clear the blocker and validate new entries. RECOMMENDED TIMEFRAMES For Scalping on 1m, 5m, or 15m charts: Use higher factor thresholds and shorter cooldowns. The faster pace requires stricter filtering. For Day Trading on 15m, 30m, or 1H charts: This provides a balance of signal frequency and reliability suitable for most active traders. For Swing Trading on 1H, 4H, or Daily charts: Expect higher quality signals with longer hold periods and fewer false signals. For Position Trading on Daily or Weekly charts: Focus on ULTRA signals only for maximum conviction on longer-term positions. Higher Timeframe Alignment Recommendations: When trading 5m, use 1H as your HTF When trading 15m, use 1H or 4H as your HTF When trading 1H, use 4H or Daily as your HTF When trading 4H, use Daily as your HTF The general rule is to select an HTF that is 4 to 12 times your trading timeframe. TRADING STYLE PRESETS Balanced (Default) Equal weighting across all five factors at 20% each. Suitable for most market conditions and recommended as starting point. Scalper Emphasizes Volume at 30% and Volatility at 30%. Designed for quick in-and-out trades on lower timeframes where immediate momentum and volatility expansion matter most. Swing Trader Emphasizes Structure at 30% and Momentum at 30%. Focuses on catching larger moves where trend direction and key levels are paramount. Range Trader Emphasizes Structure at 35% and Pattern at 25%. Optimized for sideways markets where support/resistance levels and reversal patterns dominate. Trend Follower Emphasizes Momentum at 40%. Designed for trending markets where staying with the dominant direction is the priority. QUALITY MODE SETTINGS Custom Mode Set your own minimum score threshold. Lower thresholds between 60 and 65 generate more signals but with lower average quality. Higher thresholds of 75 or above generate fewer but higher-quality signals. High Quality Mode Uses minimum score of 70. Recommended for most users as it filters out marginal setups while still providing reasonable signal frequency. Ultra Only Mode Uses minimum score of 80 for maximum selectivity. Only the highest-conviction setups generate signals. Recommended for swing and position traders or during uncertain market conditions. REGIME DETECTION The engine continuously evaluates market conditions and classifies them into five states: TREND UP Characteristics: Strong ADX reading with EMAs aligned in bullish order Trading Implications: Long signals receive score boost while short signals are suppressed. Momentum factor gains additional weight. TREND DN Characteristics: Strong ADX reading with EMAs aligned in bearish order Trading Implications: Short signals receive score boost while long signals are suppressed. Momentum factor gains additional weight. VOLATILE Characteristics: High ATR percentile, wide Bollinger Bands, elevated volume Trading Implications: Both directions remain viable but wider stops are recommended. Volume factor gains additional weight. RANGE Characteristics: Low ADX reading, narrow Bollinger Bands, low ATR percentile Trading Implications: Structure signals are emphasized while momentum signals are suppressed. Pattern recognition becomes more important. WEAK Characteristics: Unclear or mixed conditions that do not fit other categories Trading Implications: Reduced confidence in all signals. Consider waiting for clearer market conditions. Filter Mode Options: Off - Regime is detected and displayed but no score adjustments are applied Adjust Scores - Automatically modifies factor weights based on current regime Block Weak Regimes - Prevents signals from generating when regime is RANGE or WEAK VOLATILITY SQUEEZE DETECTION A volatility squeeze occurs when Bollinger Bands contract inside the Keltner Channel, indicating reduced volatility and potential energy building for a breakout. Squeeze States Explained: SQZ with bar count (example: SQZ 15) Indicates currently in squeeze for the displayed number of bars. A score penalty is applied during this phase because compression represents uncertainty about direction. REL+ (Release Bullish) Indicates squeeze has released with price above the basis line. Score bonus is applied for long setups as this often precedes strong upward moves. REL- (Release Bearish) Indicates squeeze has released with price below the basis line. Score bonus is applied for short setups as this often precedes strong downward moves. NORM (Normal) No active squeeze detected. Standard scoring applies. Trading Implication: Squeeze releases often produce strong directional moves. The engine detects both the squeeze duration and the release direction, awarding bonus points to signals that align with the release. Longer squeeze duration often corresponds to more powerful breakouts. LIQUIDITY SWEEP DETECTION Markets often sweep beyond obvious support and resistance levels to trigger stops before reversing. The engine detects these patterns: Bullish Sweep Reclaim Price sweeps below recent swing low, triggering stop losses, then reclaims back above the swing low. This often indicates smart money accumulation after retail stops are collected. Bearish Sweep Reclaim Price sweeps above recent swing high, triggering stop losses, then reclaims back below the swing high. This often indicates smart money distribution after retail stops are collected. Sweep Status in Dashboard: RCL (Reclaim) - Reclaim has been confirmed. This receives highest structure score as the pattern is complete. PND (Pending) - Sweep has occurred and price is near the level but full reclaim not yet confirmed. Watching for completion. ACT (Active) - Sweep is currently in progress with price beyond the swing level. Dash (-) - No sweep activity detected. MULTI-FACTOR GATE SYSTEM Beyond overall score, the engine counts how many individual factors meet their activation threshold. Example Calculation: Structure score 45 with threshold 35 equals ACTIVE Momentum score 25 with threshold 30 equals INACTIVE Volume score 50 with threshold 35 equals ACTIVE Volatility score 40 with threshold 30 equals ACTIVE Pattern score 35 with threshold 30 equals ACTIVE Result: 4 of 5 factors are active If minimum required factors is set to 3, this example passes the gate and receives a 4-factor bonus. Gate Bonuses: 4 factors active adds 8 points to final score (default setting) 5 factors active adds 15 points to final score (perfect confluence) Purpose: This mechanism prevents scenarios where one extremely high factor score masks four weak factors. A score of 75 with only 2 active factors is less reliable than a score of 70 with 4 active factors. ADAPTIVE RISK MANAGEMENT Take-profit and stop-loss distances adjust dynamically based on three inputs: Volatility Influence (default 40% weight) Low ATR percentile produces tighter targets High ATR percentile produces wider targets This ensures stops are not too tight in volatile conditions or too wide in calm conditions. Regime Influence (default 30% weight) Trending market with aligned signal produces extended targets Ranging market produces contracted targets Volatile regime produces wider stops for protection Score Influence (default 30% weight) ULTRA signals (high conviction) receive extended targets STANDARD signals receive standard targets Higher conviction justifies larger profit expectations. You can configure the weight of each influence in settings to match your trading style. SESSION FILTER (Optional Feature) When enabled, the engine applies score multipliers based on the trading session: Asian Session (default 0.9x multiplier) Characterized by lower volatility and ranging tendency. Score reduction reflects reduced opportunity. London Session (default 1.1x multiplier) Characterized by high volatility and trend initiation. Score boost reflects increased opportunity. London/NY Overlap (default 1.2x multiplier) Characterized by highest liquidity and strongest moves. Maximum score boost reflects peak trading conditions. New York Session (default 1.05x multiplier) Characterized by volatility but typically after initial moves have occurred. Configure your UTC offset in settings to align session detection with your chart timezone. ALERT SYSTEM The indicator provides comprehensive alerts with dynamic data: Signal Alerts: - ULTRA Long Signal with full trade details - ULTRA Short Signal with full trade details - HIGH Long Signal with key levels - HIGH Short Signal with key levels - Any Long Signal with basic info - Any Short Signal with basic info Trade Management Alerts: - TP1 Reached with profit percentage - TP2 Full Target with total profit - Stop Loss Hit with loss percentage and status Technical Event Alerts: - Squeeze Release - Liquidity Sweep - Perfect Confluence - Regime Change All alerts include actual calculated values such as score, entry price, target levels, stop level, and risk-reward ratio at the time of trigger. AUTOMATIC SETTINGS VALIDATION The indicator performs comprehensive validation when first loaded on a chart. If configuration errors are detected, a warning label appears on the chart with specific guidance. Critical Errors (Prevent Signal Generation): ULTRA threshold must exceed HIGH threshold - Example error: HIGH = 75, ULTRA = 70 - Fix: Ensure ULTRA threshold is higher than HIGH threshold - Default safe values: HIGH = 70, ULTRA = 80 Minimum factors cannot exceed 5 - The gate requires 3 to 5 factors (you cannot require 6 of 5 factors) - Fix: Set minimum active factors to 3, 4, or 5 TP2 multiplier must exceed TP1 multiplier - Example error: TP1 = 3.0 ATR, TP2 = 2.0 ATR - Fix: Ensure TP2 (final target) is farther than TP1 (partial target) - Default safe values: TP1 = 2.0, TP2 = 5.0 Swing lookback minimum is 3 bars - Liquidity sweep detection requires at least 3 bars to identify swing highs/lows - Fix: Increase swing lookback period to 3 or higher ATR period minimum is 5 bars - ATR calculation requires sufficient data for accuracy - Fix: Increase ATR period to 5 or higher (14 recommended) Higher timeframe must be larger than chart timeframe - Example error: Trading on 1H chart with MTF set to 15m - Fix: Select HTF that is 4-12x your chart timeframe - Example: If trading 15m, use 1H or 4H as HTF Warnings (Signal Generation Continues): Score threshold below 50 generates many signals - Lower thresholds increase signal frequency but reduce quality - Recommendation: Use minimum 60 for active trading, 70+ for swing trading Cooldown below 3 bars may cause signal clustering - Very short cooldowns can produce multiple signals in quick succession - Recommendation: Use 5+ bars for lower timeframes, 3+ for higher timeframes Validation Label Display: When errors are detected, a label appears at the top of the chart showing: SETTINGS QUICK REFERENCE Signal Quality Section: Quality Mode: High Quality recommended for most users Custom Minimum Score: Used when Quality Mode is set to Custom (range 30-95) HIGH Threshold: Score required for HIGH tier classification (default 70) ULTRA Threshold: Score required for ULTRA tier classification (default 80) Regime Engine Section: Enable Regime Detection: Activates automatic market state classification Filter Mode: Off, Adjust Scores, or Block Weak Regimes ADX Strong Threshold: ADX level indicating strong trend (default 25) ADX Weak Threshold: ADX level indicating ranging conditions (default 15) Show Regime Background: Displays subtle background color for current regime Liquidity and Squeeze Section: Enable Liquidity Sweep Detection: Activates sweep and reclaim pattern detection Swing Lookback Period: Bars used to identify swing highs and lows (default 8) Reclaim Threshold: Percentage of range price must reclaim after sweep (default 15%) Enable Volatility Squeeze Detection: Activates Bollinger/Keltner squeeze detection Keltner Channel Multiplier: Width multiplier for Keltner Channel (default 1.5) Squeeze Penalty: Points subtracted during active squeeze (default 25) Squeeze Release Bonus: Points added on squeeze release (default 20) Enable Multi-Factor Gate: Requires minimum factors active before signaling Minimum Active Factors: How many factors must meet threshold (default 3) Individual Factor Thresholds: Customize activation threshold for each factor 4-Factor Bonus: Points added when 4 of 5 factors active (default 8) 5-Factor Bonus: Points added when all 5 factors active (default 15) MTF Confluence Section: Enable MTF Confluence: Activates higher timeframe trend analysis Higher Timeframe: Select timeframe for trend alignment (recommend 4-12x chart TF) Require HTF Alignment: Block signals opposing higher timeframe trend Show HTF EMAs: Display higher timeframe EMA 21 and EMA 50 on chart Trading Style Section: Enable Style Weighting: Activates factor weight adjustments based on style Trading Style: Balanced, Scalper, Swing Trader, Range Trader, or Trend Follower Custom Weights: Individual weight sliders when fine-tuning is needed Session Filter Section: Enable Session Filter: Activates session-based score multipliers Your UTC Offset: Your timezone offset for accurate session detection Session Multipliers: Individual multipliers for Asian, London, New York, and Overlap sessions Risk Parameters Section: ATR Period: Period for Average True Range calculation (default 14) TP1 ATR Multiple: First target distance as ATR multiple (default 2.0) TP2 ATR Multiple: Final target distance as ATR multiple (default 5.0) SL ATR Multiple: Stop loss distance as ATR multiple (default 2.0) Enable Adaptive TP/SL: Activates dynamic adjustment based on conditions Volatility Weight: Influence of ATR percentile on adaptive calculation (default 40%) Regime Weight: Influence of market regime on adaptive calculation (default 30%) Score Weight: Influence of signal score on adaptive calculation (default 30%) Appearance Section: Color Theme: Matrix (green/red), Dark (modern dark), or Light (clean light) Label Detail: Minimal (score only), Standard (key info), or Detailed (full breakdown) Dashboard Size Controls: Master size and individual overrides for each dashboard Show Trade Zones: Display shaded box from SL to TP2 for active trades Show TP/SL Labels: Display price labels on target and stop lines Show Trailing Exit Labels: Display exit label when stopped after TP1 hit Show Main Dashboard: Toggle main dashboard visibility (top right) Show Analysis Dashboard: Toggle analysis panel visibility (bottom left) Show Status Bar: Toggle compact status bar visibility (bottom center) Performance Section: Performance Mode: Reduces visual elements on lower timeframes automatically Max Ghost Labels: Maximum historical signal labels to retain (default 50) Signal Cooldown: Minimum bars between signals in same direction (default 5) Enable Script Alerts: Controls whether alert() calls fire automatically (default ON) - ON: Dynamic alerts with calculated values fire automatically - OFF: alert() suppressed, alertcondition() still available for manual creation - Use OFF when testing settings or monitoring multiple instruments visually - Toggle per-chart for selective alert coverage across watchlist Show Factor Markers: Display shapes on chart when 3, 4, or 5 factors align Show Score Breakdown: Display detailed factor scores table in debug panel Show Regime Debug: Display regime state and ADX value in debug panel Show MTF Debug: Display higher timeframe status in debug panel DEBUG MODE AND FACTOR MARKERS The indicator includes optional debug tools for traders who want deeper insight into the scoring mechanics and factor analysis. These features are disabled by default to keep the chart clean but can be enabled in the Debug Mode settings group. FACTOR MARKERS When "Show Factor Markers" is enabled, visual shapes appear on the chart indicating confluence states: Perfect Confluence (5/5 Factors Active) A circle appears below the bar for bullish or above the bar for bearish setups. This represents maximum confluence where all five analytical dimensions meet their activation thresholds simultaneously. A small label showing "5/5" also appears. This is a rare occurrence and typically precedes the highest quality signals. Background color shifts to highlight this exceptional alignment. Strong Confluence (4/5 Factors Active) A diamond shape appears below the bar for bullish or above the bar for bearish setups. This represents strong confluence with four of five factors active. A label showing "4/5" appears when this state is first achieved. This level of confluence is associated with high-quality setups. Ready Confluence (3/5 Factors Active) A triangle appears below the bar (pointing up) for bullish or above the bar (pointing down) for bearish setups. This represents the minimum confluence level required when gate is set to 3 factors. No label appears for this level to reduce visual clutter. Confluence Background When factor markers are enabled, a subtle background color appears indicating the current confluence state. Stronger colors indicate higher confluence levels. Bullish confluence shows green tints while bearish confluence shows red tints. Purpose of Factor Markers: These markers help traders visualize when confluence is building before a signal triggers. You might see a 4/5 diamond appear one or two bars before the actual signal, giving you advance notice that conditions are aligning. This can help with preparation and timing. DEBUG PANEL (Bottom Right) When any debug option is enabled, a debug panel appears in the bottom right corner of the chart providing detailed scoring information. Score Breakdown Table When "Show Score Breakdown" is enabled, the panel displays: Factor column showing Structure, Momentum, Volume, Volatility, and Pattern Bull column showing raw score (0-100) for each bullish factor Bear column showing raw score (0-100) for each bearish factor Weight column showing current percentage weight for each factor Below the factor rows : FINAL row shows the calculated final Bull and Bear scores after all adjustments Adj row shows total adjustments applied including gate bonus, squeeze adjustment, and exhaustion adjustment with positive or negative sign This breakdown allows you to see exactly which factors are contributing to the score and which are lagging. If you notice Structure consistently low, you know to wait for better price positioning relative to swing levels. Regime Debug When "Show Regime Debug" is enabled, the panel displays: Current regime state (TREND UP, TREND DN, VOLATILE, RANGE, WEAK) Current ADX value driving the regime classification This helps you understand why certain score adjustments are being applied and verify the regime detection is working as expected for current market conditions. MTF Debug When "Show MTF Debug" is enabled, the panel displays: Current MTF alignment status (BULL, BEAR, NEUT) The higher timeframe being analyzed This confirms the higher timeframe data is being read correctly and shows you the trend bias from the larger timeframe perspective. Using Debug Mode Effectively For Learning: Enable all debug options when first using the indicator to understand how scores are calculated and what drives signal generation. For Optimization: Use score breakdown to identify which factors are consistently weak in your chosen market and timeframe. This can inform whether to adjust factor thresholds or switch trading styles. For Troubleshooting: If signals seem inconsistent, enable debug to see exactly what values the engine is working with. This helps identify if a specific factor is behaving unexpectedly. For Live Trading: Disable debug features to keep chart clean and reduce visual distraction. The main dashboards provide sufficient information for trade execution. Debug Settings Summary: Show Factor Markers - Displays shapes on chart when 3, 4, or 5 factors align. Useful for seeing confluence build before signals trigger. Show Score Breakdown - Displays detailed table with all raw factor scores, weights, and adjustments. Useful for understanding exactly how final score is calculated. Show Regime Debug - Adds regime state and ADX value to debug panel. Useful for verifying regime detection accuracy. Show MTF Debug - Adds higher timeframe status and timeframe to debug panel. Useful for confirming MTF data is loading correctly. PERFORMANCE CONSIDERATIONS On lower timeframes such as 1-minute and 5-minute charts, the indicator creates visual elements including labels, lines, and boxes that may impact performance on slower devices. Performance Mode automatically reduces visual elements, optimizes calculation frequency, and limits historical ghost labels when enabled. Configure Max Ghost Labels (default 50) to control how many historical signal labels are retained on the chart. NON-REPAINTING DESIGN Signal Integrity: All entry and exit signals generate only on confirmed (closed) bars using barstate.isconfirmed checks. This ensures signals do not appear and disappear during bar formation. Higher Timeframe Data: MTF analysis uses request.security with lookahead disabled (barmerge.lookahead_off) to prevent future data from influencing current calculations. Visual Elements: Lines, boxes, and labels for active trades update in real-time for monitoring purposes but this visual updating does not affect signal generation logic. Entry decisions are made solely on confirmed bar data. DISCLAIMER Trading financial instruments involves substantial risk of loss and is not suitable for all investors. Past performance does not guarantee future results. This indicator is a technical analysis tool provided for educational purposes only. It does not constitute financial advice, trading recommendations, or solicitation to buy or sell any financial instrument. The developer makes no representations regarding the accuracy of signals or the profitability of trading based on this indicator. Users assume full responsibility for their trading decisions and should conduct their own analysis before entering any trade. Always use proper risk management. Never risk more than you can afford to lose. Consider consulting a qualified financial advisor before making trading decisions. VERSION HISTORY v1.0 - Initial Release - Five-factor confluence scoring system - Regime detection and automatic adaptation - Liquidity sweep and reclaim detection - Volatility squeeze state machine - Multi-factor gate with bonus system - Adaptive risk management - Comprehensive alert system - Three dashboard display panels - Session filter with multipliers - Multiple trading style presets - Theme customization options Developed by BullByte Pine Script v6 2025
Indikator Pine Script®
oleh BullByte
12
[GetSparx] Nova Pro⚡ Nova Pro – Position Calculator This indicator is a user-friendly TradingView indicator designed to help traders plan and visualize their entry and exit points, calculate position sizing, and instantly display key risk metrics. By simply entering three price levels (Entry, Take Profit and Stop Loss) along with a risk amount in USD, the indicator draws color-coded lines and labels on the chart, and generates a concise table with all computed values. This allows you to assess the risk-reward profile of any trade at a glance, without performing manual calculations. ⚙️ How It Works When the indicator is added to the chart it will ask to specify the price inputs and the risk amount in USD. Price Inputs (Entry, TP, SL) • You specify three price levels: the entry price, the profit target (Take Profit) and the loss threshold (Stop Loss). • Inputs use TradingView’s native price-picker fields. Any change is immediately reflected on the chart. Visual Display • Each level is plotted as a line stretching into the future for enough room. • Labels on the right show the exact price, color-coded: orange for Entry, green for TP and red for SL. • Previous lines and labels are automatically removed when parameters change, ensuring the chart remains clean. Risk Calculations • The entered risk amount (in USD) is combined with the distance between Entry and SL to compute the optimal number of units (Qty) to trade. • The script automatically detects whether it’s a long or short trade based on the relative positions of Entry and TP. • Note that the risk and reward calculations do not factor in exchange fees, slippage, funding rates or any other trading costs. Actual profit and loss may differ once transaction fees and market execution variances are applied, so be sure to adjust your position sizing and expectations accordingly. 🎯 What You Can Do With It • Consistent Position Sizing Automate your position size so you consistently risk the same dollar amount, regardless of price volatility or stop distance. • Clear Risk Management Instantly view your Reward-to-Risk ratio, potential profit in USD and exact risk amount, so you make well-informed decisions. • Rapid Scenario Analysis Adjust TP, SL or Entry on the fly to see how each change affects your potential profit, loss and RR ratio. • Publication-Ready Charts The visual elements and integrated table are optimized for TradingView publications, giving your analysis a professional, polished look. 📊 Explanation of Table Values • Entry Calculation: rounded to the nearest tick of your entered entry price. Marks the exact level at which you initiate the trade and serves as the reference point for all further risk and reward calculations. • Quantity (Qty) Calculation: Risk USD ÷ (Entry − Stop Loss). Determines how many units, contracts or shares to trade so that a stop-out at your SL equals exactly your predefined dollar risk, resulting in consistent per-trade exposure. • Risk to Reward (RR) Calculation: (Take Profit − Entry) ÷ (Entry − Stop Loss). Expresses how many dollars of potential profit you target for each dollar you risk. Values above 1 mean the reward exceeds the risk, guiding you to favorable setups. • Take Profit (TP) Calculation: rounded to the nearest tick of your entered take-profit price. Your target exit level for booking gains, highlighted in green on the chart. Shows where you plan to capture profits if the market moves in your favor. • Profit Calculation: Qty × (Take Profit − Entry). Gives the absolute potential gain in USD if price reaches your TP. Useful for comparing total return across different instruments or setups. • Stop Loss (SL) Calculation: rounded to the nearest tick of your entered stop-loss price. The level at which your trade is automatically closed to cap losses, highlighted in red on the chart. Ensures you never lose more than your defined risk amount. • Risk Calculation: equals the entered Risk USD. The maximum dollar amount you’re willing to lose on this trade. Acts as the upper boundary for your exposure, keeping your position sizing disciplined. 📝 Examples • Long Example 1: Bitcoin/USD Entry: $11851.1 Take Profit: $123853.9 Stop Loss: $115467.7 Risk USD: $500 The Risk to Reward ratio results in 2.25, which means the reward exceeds the risk. For each dollar you risk, this setup has potential gains of 2.25 dollars. • Long Example 2: Algorand/USD Entry: $0.2919 Take Profit: $0.3491 Stop Loss: $0.2655 Risk USD: $1000 The Risk to Reward ratio on this trade results in 2.17 and has a potential profit target of $2166.67. With a risk of $1000 USD the table conveniently shows a quantity of 37878 ALGO is needed for the trade. • Short Example 1: Forex EUR/USD Entry: $1.16666 Take Profit: $1.15459 Stop Loss: $1.17374 Risk USD: $200 With a risk of $200 USD and a RR of 2.17, this example shows how a short trade can be accomplished on EUR/USD. • Short Example 2: Gold Entry: $3366.29 Take Profit: $3272.01 Stop Loss: $3386.87 Risk USD: $1500 Within this short setup a risk of $1500 USD is used, which results in a RR of 4.58. The potential profit for this trade is $6871.72. ⚠ Disclaimer This tool is for educational and analytical use only. It does not provide financial advice or trading signals. Always use proper risk management and do your own due diligence.
Indikator Pine Script®
oleh GetSparx
Mars Signals - Ultimate Institutional Suite v3.0(Joker)Comprehensive Trading Manual Mars Signals – Ultimate Institutional Suite v3.0 (Joker) ## Chapter 1 – Philosophy & System Architecture This script is not a simple “buy/sell” indicator. Mars Signals – UIS v3.0 (Joker) is designed as an institutional-style analytical assistant that layers several methodologies into a single, coherent framework. The system is built on four core pillars: 1. Smart Money Concepts (SMC) - Detection of Order Blocks (professional demand/supply zones). - Detection of Fair Value Gaps (FVGs) (price imbalances). 2. Smart DCA Strategy - Combination of RSI and Bollinger Bands - Identifies statistically discounted zones for scaling into spot positions or exiting shorts. 3. Volume Profile (Visible Range Simulation) - Distribution of volume by price, not by time. - Identification of POC (Point of Control) and high-/low-volume areas. 4. Wyckoff Helper – Spring - Detection of bear traps, liquidity grabs, and sharp bullish reversals. All four pillars feed into a Confluence Engine (Scoring System). The final output is presented in the Dashboard, with a clear, human-readable signal: - STRONG LONG 🚀 - WEAK LONG ↗ - NEUTRAL / WAIT - WEAK SHORT ↘ - STRONG SHORT 🩸 This allows the trader to see *how many* and *which* layers of the system support a bullish or bearish bias at any given time. ## Chapter 2 – Settings Overview ### 2.1 General & Dashboard Group - Show Dashboard Panel (`show_dash`) Turns the dashboard table in the corner of the chart ON/OFF. - Show Signal Recommendation (`show_rec`) - If enabled, the textual signal (STRONG LONG, WEAK SHORT, etc.) is displayed. - If disabled, you only see feature status (ON/OFF) and the current price. - Dashboard Position (`dash_pos`) Determines where the dashboard appears on the chart: - `Top Right` - `Bottom Right` - `Top Left` ### 2.2 Smart Money (SMC) Group - Enable SMC Strategy (`show_smc`) Globally enables or disables the Order Block and FVG logic. - Order Block Pivot Lookback (`ob_period`) Main parameter for detecting key pivot highs/lows (swing points). - Default value: 5 - Concept: A bar is considered a pivot low if its low is lower than the lows of the previous 5 and the next 5 bars. Similarly, a pivot high has a high higher than the previous 5 and the next 5 bars. These pivots are used as anchors for Order Blocks. - Increasing `ob_period`: - Fewer levels. - But levels tend to be more significant and reliable. - In highly volatile markets (major news, war events, FOMC, etc.), using values 7–10 is recommended to filter out weak levels. - Show Fair Value Gaps (`show_fvg`) Enables/disables the drawing of FVG zones (imbalances). - Bullish OB Color (`c_ob_bull`) - Color of Bullish Order Blocks (Demand Zones). - Default: semi-transparent green (transparency ≈ 80). - Bearish OB Color (`c_ob_bear`) - Color of Bearish Order Blocks (Supply Zones). - Default: semi-transparent red. - Bullish FVG Color (`c_fvg_bull`) - Color of Bullish FVG (upward imbalance), typically yellow. - Bearish FVG Color (`c_fvg_bear`) - Color of Bearish FVG (downward imbalance), typically purple. ### 2.3 Smart DCA Strategy Group - Enable DCA Zones (`show_dca`) Enables the Smart DCA logic and visual labels. - RSI Length (`rsi_len`) Lookback period for RSI (default: 14). - Shorter → more sensitive, more noise. - Longer → fewer signals, higher reliability. - Bollinger Bands Length (`bb_len`) Moving average period for Bollinger Bands (default: 20). - BB Multiplier (`bb_mult`) Standard deviation multiplier for Bollinger Bands (default: 2.0). - For extremely volatile markets, values like 2.5–3.0 can be used so that only extreme deviations trigger a DCA signal. ### 2.4 Volume Profile (Visible Range Sim) Group - Show Volume Profile (`show_vp`) Enables the simulated Volume Profile bars on the right side of the chart. - Volume Lookback Bars (`vp_lookback`) Number of bars used to compute the Volume Profile (default: 150). - Higher values → broader historical context, heavier computation. - Row Count (`vp_rows`) Number of vertical price segments (rows) to divide the total price range into (default: 30). - Width (%) (`vp_width`) Relative width of each volume bar as a percentage. In the code, bar widths are scaled relative to the row with the maximum volume. > Technical note: Volume Profile calculations are executed only on the last bar (`barstate.islast`) to keep the script performant even on higher timeframes. ### 2.5 Wyckoff Helper Group - Show Wyckoff Events (`show_wyc`) Enables detection and plotting of Wyckoff Spring events. - Volume MA Length (`vol_ma_len`) Length of the moving average on volume. A bar is considered to have Ultra Volume if its volume is more than 2× the volume MA. ## Chapter 3 – Smart Money Strategy (Order Blocks & FVG) ### 3.1 What Is an Order Block? An Order Block (OB) represents the footprint of large institutional orders: - Bullish Order Block (Demand Zone) The last selling region (bearish candle/cluster) before a strong upward move. - Bearish Order Block (Supply Zone) The last buying region (bullish candle/cluster) before a strong downward move. Institutions and large players place heavy orders in these regions. Typical price behavior: - Price moves away from the zone. - Later returns to the same zone to fill unfilled orders. - Then continues the larger trend. In the script: - If `pl` (pivot low) forms → a Bullish OB is created. - If `ph` (pivot high) forms → a Bearish OB is created. The box is drawn: - From `bar_index ` to `bar_index`. - Between `low ` and `high `. - `extend=extend.right` extends the OB into the future, so it acts as a dynamic support/resistance zone. - Only the last 4 OB boxes are kept to avoid clutter. ### 3.2 Order Block Color Guide - Semi-transparent Green (`c_ob_bull`) - Represents a Bullish Order Block (Demand Zone). - Interpretation: a price region with a high probability of bullish reaction. - Semi-transparent Red (`c_ob_bear`) - Represents a Bearish Order Block (Supply Zone). - Interpretation: a price region with a high probability of bearish reaction. Overlap (Multiple OBs in the Same Area) When two or more Order Blocks overlap: - The shared area appears visually denser/stronger. - This suggests higher order density. - Such zones can be treated as high-priority levels for entries, exits, and stop-loss placement. ### 3.3 Demand/Supply Logic in the Scoring Engine is_in_demand = low <= ta.lowest(low, 20) is_in_supply = high >= ta.highest(high, 20) - If current price is near the lowest lows of the last 20 bars, it is considered in a Demand Zone → positive impact on score. - If current price is near the highest highs of the last 20 bars, it is considered in a Supply Zone → negative impact on score. This logic complements Order Blocks and helps the Dashboard distinguish whether: - Market is currently in a statistically cheap (long-friendly) area, or - In a statistically expensive (short-friendly) area. ### 3.4 Fair Value Gaps (FVG) #### Concept When the market moves aggressively: - Some price levels are skipped and never traded. - A gap between wicks/shadows of consecutive candles appears. - These regions are called Fair Value Gaps (FVGs) or Imbalances. The market generally “dislikes” imbalance and often: - Returns to these zones in the future. - Fills the gap (rebalance). - Then resumes its dominant direction. #### Implementation in the Code Bullish FVG (Yellow) fvg_bull_cond = show_smc and show_fvg and low > high and close > high if fvg_bull_cond box.new(bar_index , high , bar_index, low, ...) Core condition: `low > high ` → the current low is above the high of two bars ago; the space between them is an untraded gap. Bearish FVG (Purple) fvg_bear_cond = show_smc and show_fvg and high < low and close < low if fvg_bear_cond box.new(bar_index , low , bar_index, high, ...) Core condition: `high < low ` → the current high is below the low of two bars ago; again a price gap exists. #### FVG Color Guide - Transparent Yellow (`c_fvg_bull`) – Bullish FVG Often acts like a magnet for price: - Price tends to retrace into this zone, - Fill the imbalance, - And then continue higher. - Transparent Purple (`c_fvg_bear`) – Bearish FVG Price tends to: - Retrace upward into the purple area, - Fill the imbalance, - And then resume downward movement. #### Trading with FVGs - FVGs are *not* standalone entry signals. They are best used as: - Targets (take-profit zones), or - Reaction areas where you expect a pause or reversal. Examples: - If you are long, a bearish FVG above is often an excellent take-profit zone. - If you are short, a bullish FVG below is often a good cover/exit zone. ### 3.5 Core SMC Trading Templates #### Reversal Long 1. Price trades down into a green Order Block (Demand Zone). 2. A bullish confirmation candle (Close > Open) forms inside or just above the OB. 3. If this zone is close to or aligned with a bullish FVG (yellow), the signal is reinforced. 4. Entry: - At the close of the confirmation candle, or - Using a limit order near the upper boundary of the OB. 5. Stop-loss: - Slightly below the OB. - If the OB is broken decisively and price consolidates below it, the zone loses validity. 6. Targets: - The next FVG, - Or the next red Order Block (Supply Zone) above. #### Reversal Short The mirror scenario: - Price rallies into a red Order Block (Supply). - A bearish confirmation candle forms (Close < Open). - FVG/premium structure above can act as a confluence. - Stop-loss goes above the OB. - Targets: lower FVGs or subsequent green OBs below. ## Chapter 4 – Smart DCA Strategy (RSI + Bollinger Bands) ### 4.1 Smart DCA Concept - Classic DCA = buying at fixed time intervals regardless of price. - Smart DCA = scaling in only when: - Price is statistically cheaper than usual, and - The market is in a clear oversold condition. Code logic: rsi_val = ta.rsi(close, rsi_len) = ta.bb(close, bb_len, bb_mult) dca_buy = show_dca and rsi_val < 30 and close < bb_lower dca_sell = show_dca and rsi_val > 70 and close > bb_upper Conditions: - DCA Buy – Smart Scale-In Zone - RSI < 30 → oversold. - Close < lower Bollinger Band → price has broken below its typical volatility envelope. - DCA Sell – Overbought/Distribution Zone - RSI > 70 → overbought. - Close > upper Bollinger Band → price is extended far above the mean. ### 4.2 Visual Representation on the Chart - Green “DCA” Label Below Candle - Shape: `labelup`. - Color: lime background, white text. - Meaning: statistically attractive level for laddered spot entries or short exits. - Red “SELL” Label Above Candle - Warning that the market is in an extended, overbought condition. - Suitable for profit-taking on longs or considering short entries (with proper confluence and risk management). - Light Green Background (`bgcolor`) - When `dca_buy` is true, the candle background turns very light green (high transparency). - This helps visually identify DCA Zones across the chart at a glance. ### 4.3 Practical Use in Trading #### Spot Trading Used to build a better average entry price: - Every time a DCA label appears, allocate a fixed portion of capital (e.g., 2–5%). - Combining DCA signals with: - Green OBs (Demand Zones), and/or - The Volume Profile POC makes the zone structurally more important. #### Futures Trading - Longs - Use DCA Buy signals as low-risk zones for opening or adding to longs when: - Price is inside a green OB, or - The Dashboard already leans LONG. - Shorts - Use DCA Sell signals as: - Exit zones for longs, or - Areas to initiate shorts with stops above structural highs. ## Chapter 5 – Volume Profile (Visible Range Simulation) ### 5.1 Concept Traditional volume (histogram under the chart) shows volume over time. Volume Profile shows volume by price level: - At which prices has the highest trading activity occurred? - Where did buyers and sellers agree the most (High Volume Nodes – HVNs)? - Where did price move quickly due to low participation (Low Volume Nodes – LVNs)? ### 5.2 Implementation in the Script Executed only when `show_vp` is enabled and on the last bar: 1. The last `vp_lookback` bars (default 150) are processed. 2. The minimum low and maximum high over this window define the price range. 3. This price range is divided into `vp_rows` segments (e.g., 30 rows). 4. For each row: - All bars are scanned. - If the mid-price `(high + low ) / 2` falls inside a row, that bar’s volume is added to the row total. 5. The row with the greatest volume is stored as `max_vol_idx` (the POC row). 6. For each row, a volume box is drawn on the right side of the chart. ### 5.3 Color Scheme - Semi-transparent Orange - The row with the maximum volume – the Point of Control (POC). - Represents the strongest support/resistance level from a volume perspective. - Semi-transparent Blue - Other volume rows. - The taller the bar → the higher the volume → the stronger the interest at that price band. ### 5.4 Trading Applications - If price is above POC and retraces back into it: → POC often acts as support, suitable for long setups. - If price is below POC and rallies into it: → POC often acts as resistance, suitable for short setups or profit-taking. HVNs (Tall Blue Bars) - Represent areas of equilibrium where the market has spent time and traded heavily. - Price tends to consolidate here before choosing a direction. LVNs (Short or Nearly Empty Bars) - Represent low participation zones. - Price often moves quickly through these areas – useful for targeting fast moves. ## Chapter 6 – Wyckoff Helper – Spring ### 6.1 Spring Concept In the Wyckoff framework: - A Spring is a false break of support. - The market briefly trades below a well-defined support level, triggers stop losses, then sharply reverses upward as institutional buyers absorb liquidity. This movement: - Clears out weak hands (retail sellers). - Provides large players with liquidity to enter long positions. - Often initiates a new uptrend. ### 6.2 Code Logic Conditions for a Spring: 1. The current low is lower than the lowest low of the previous 50 bars → apparent break of a long-standing support. 2. The bar closes bullish (Close > Open) → the breakdown was rejected. 3. Volume is significantly elevated: → `volume > 2 × volume_MA` (Ultra Volume). When all conditions are met and `show_wyc` is enabled: - A pink diamond is plotted below the bar, - With the label “Spring” – one of the strongest long signals in this system. ### 6.3 Trading Use - After a valid Spring, markets frequently enter a meaningful bullish phase. - The highest quality setups occur when: - The Spring forms inside a green Order Block, and - Near or on the Volume Profile POC. Entries: - At the close of the Spring bar, or - On the first pullback into the mid-range of the Spring candle. Stop-loss: - Slightly below the Spring’s lowest point (wick low plus a small buffer). ## Chapter 7 – Confluence Engine & Dashboard ### 7.1 Scoring Logic For each bar, the script: 1. Resets `score` to 0. 2. Adjusts the score based on different signals. SMC Contribution if show_smc if is_in_demand score += 1 if is_in_supply score -= 1 - Being in Demand → `+1` - Being in Supply → `-1` DCA Contribution if show_dca if dca_buy score += 2 if dca_sell score -= 2 - DCA Buy → `+2` (strong, statistically driven long signal) - DCA Sell → `-2` Wyckoff Spring Contribution if show_wyc if wyc_spring score += 2 - Spring → `+2` (entry of strong money) ### 7.2 Mapping Score to Dashboard Signal - score ≥ 2 → STRONG LONG 🚀 Multiple bullish conditions aligned. - score = 1 → WEAK LONG ↗ Some bullish bias, but only one layer clearly positive. - score = 0 → NEUTRAL / WAIT Rough balance between buying and selling forces; staying flat is usually preferable. - score = -1 → WEAK SHORT ↘ Mild bearish bias, suited for cautious or short-term plays. - score ≤ -2 → STRONG SHORT 🩸 Convergence of several bearish signals. ### 7.3 Dashboard Structure The dashboard is a two-column table: - Row 0 - Column 0: `"Mars Signals"` – black background, white text. - Column 1: `"UIS v3.0"` – black background, yellow text. - Row 1 - Column 0: `"Price:"` (light grey background). - Column 1: current closing price (`close`) with a semi-transparent blue background. - Row 2 - Column 0: `"SMC:"` - Column 1: - `"ON"` (green) if `show_smc = true` - `"OFF"` (grey) otherwise. - Row 3 - Column 0: `"DCA:"` - Column 1: - `"ON"` (green) if `show_dca = true` - `"OFF"` (grey) otherwise. - Row 4 - Column 0: `"Signal:"` - Column 1: signal text (`status_txt`) with background color `status_col` (green, red, teal, maroon, etc.) - If `show_rec = false`, these cells are cleared. ## Chapter 8 – Visual Legend (Colors, Shapes & Actions) For quick reading inside TradingView, the visual elements are described line by line instead of a table. Chart Element: Green Box Color / Shape: Transparent green rectangle Core Meaning: Bullish Order Block (Demand Zone) Suggested Trader Response: Look for longs, Smart DCA adds, closing or reducing shorts. Chart Element: Red Box Color / Shape: Transparent red rectangle Core Meaning: Bearish Order Block (Supply Zone) Suggested Trader Response: Look for shorts, or take profit on existing longs. Chart Element: Yellow Area Color / Shape: Transparent yellow zone Core Meaning: Bullish FVG / upside imbalance Suggested Trader Response: Short take-profit zone or expected rebalance area. Chart Element: Purple Area Color / Shape: Transparent purple zone Core Meaning: Bearish FVG / downside imbalance Suggested Trader Response: Long take-profit zone or temporary supply region. Chart Element: Green "DCA" Label Color / Shape: Green label with white text, plotted below the candle Core Meaning: Smart ladder-in buy zone, DCA buy opportunity Suggested Trader Response: Spot DCA entry, partial short exit. Chart Element: Red "SELL" Label Color / Shape: Red label with white text, plotted above the candle Core Meaning: Overbought / distribution zone Suggested Trader Response: Take profit on longs, consider initiating shorts. Chart Element: Light Green Background (bgcolor) Color / Shape: Very transparent light-green background behind bars Core Meaning: Active DCA Buy zone Suggested Trader Response: Treat as a discount zone on the chart. Chart Element: Orange Bar on Right Color / Shape: Transparent orange horizontal bar in the volume profile Core Meaning: POC – price with highest traded volume Suggested Trader Response: Strong support or resistance; key reference level. Chart Element: Blue Bars on Right Color / Shape: Transparent blue horizontal bars in the volume profile Core Meaning: Other volume levels, showing high-volume and low-volume nodes Suggested Trader Response: Use to identify balance zones (HVN) and fast-move corridors (LVN). Chart Element: Pink "Spring" Diamond Color / Shape: Pink diamond with white text below the candle Core Meaning: Wyckoff Spring – liquidity grab and potential major bullish reversal Suggested Trader Response: One of the strongest long signals in the suite; look for high-quality long setups with tight risk. Chart Element: STRONG LONG in Dashboard Color / Shape: Green background, white text in the Signal row Core Meaning: Multiple bullish layers in confluence Suggested Trader Response: Consider initiating or increasing longs with strict risk management. Chart Element: STRONG SHORT in Dashboard Color / Shape: Red background, white text in the Signal row Core Meaning: Multiple bearish layers in confluence Suggested Trader Response: Consider initiating or increasing shorts with a logical, well-placed stop. ## Chapter 9 – Timeframe-Based Trading Playbook ### 9.1 Timeframe Selection - Scalping - Timeframes: 1M, 5M, 15M - Objective: fast intraday moves (minutes to a few hours). - Recommendation: focus on SMC + Wyckoff. Smart DCA on very low timeframes may introduce excessive noise. - Day Trading - Timeframes: 15M, 1H, 4H - Provides a good balance between signal quality and frequency. - Recommendation: use the full stack – SMC + DCA + Volume Profile + Wyckoff + Dashboard. - Swing Trading & Position Investing - Timeframes: Daily, Weekly - Emphasis on Smart DCA + Volume Profile. - SMC and Wyckoff are used mainly to fine-tune swing entries within larger trends. ### 9.2 Scenario A – Scalping Long Example: 5-Minute Chart 1. Price is declining into a green OB (Bullish Demand). 2. A candle with a long lower wick and bullish close (Pin Bar / Rejection) forms inside the OB. 3. A Spring diamond appears below the same candle → very strong confluence. 4. The Dashboard shows at least WEAK LONG ↗, ideally STRONG LONG 🚀. 5. Entry: - On the close of the confirmation candle, or - On the first pullback into the mid-range of that candle. 6. Stop-loss: - Slightly below the OB. 7. Targets: - Nearby bearish FVG above, and/or - The next red OB. ### 9.3 Scenario B – Day-Trading Short Recommended Timeframes: 1H or 4H 1. The market completes a strong impulsive move upward. 2. Price enters a red Order Block (Supply). 3. In the same zone, a purple FVG appears or remains unfilled. 4. On a lower timeframe (e.g., 15M), RSI enters overbought territory and a DCA Sell signal appears. 5. The main timeframe Dashboard (1H) shows WEAK SHORT ↘ or STRONG SHORT 🩸. Trade Plan - Open a short near the upper boundary of the red OB. - Place the stop above the OB or above the last swing high. - Targets: - A yellow FVG lower on the chart, and/or - The next green OB (Demand) below. ### 9.4 Scenario C – Swing / Investment with Smart DCA Timeframes: Daily / Weekly 1. On the daily or weekly chart, each time a green “DCA” label appears: - Allocate a fixed fraction of your capital (e.g., 3–5%) to that asset. 2. Check whether this DCA zone aligns with the orange POC of the Volume Profile: - If yes → the quality of the entry zone is significantly higher. 3. If the DCA signal sits inside a daily green OB, the probability of a medium-term bottom increases. 4. Always build the position laddered, never all-in at a single price. Exits for investors: - Near weekly red OBs or large purple FVG zones. - Ideally via partial profit-taking rather than closing 100% at once. ### 9.5 Case Study 1 – BTCUSDT (15-Minute) - Context: Price has sold off down towards 65,000 USD. - A green OB had previously formed at that level. - Near the lower boundary of this OB, a partially filled yellow FVG is present. - As price returns to this region, a Spring appears. - The Dashboard shifts from NEUTRAL / WAIT to WEAK LONG ↗. Plan - Enter a long near the OB low. - Place stop below the Spring low. - First target: a purple FVG around 66,200. - Second (optional) target: the first red OB above that level. ### 9.6 Case Study 2 – Meme Coin (PEPE – 4H) - After a strong pump, price enters a corrective phase. - On the 4H chart, RSI drops below 30; price breaks below the lower Bollinger Band → a DCA label prints. - The Volume Profile shows the POC at approximately the same level. - The Dashboard displays STRONG LONG 🚀. Plan - Execute laddered buys in the combined DCA + POC zone. - Place a protective stop below the last significant swing low. - Target: an expected 20–30% upside move towards the next red OB or purple FVG. ## Chapter 10 – Risk Management, Psychology & Advanced Tuning ### 10.1 Risk Management No signal, regardless of its strength, replaces risk control. Recommendations: - In futures, do not expose more than 1–3% of account equity to risk per trade. - Adjust leverage to the volatility of the instrument (lower leverage for highly volatile altcoins). - Place stop-losses in zones where the idea is clearly invalidated: - Below/above the relevant Order Block or Spring, not randomly in the middle of the structure. ### 10.2 Market-Specific Parameter Tuning - Calmer Markets (e.g., major FX pairs) - `ob_period`: 3–5. - `bb_mult`: 2.0 is usually sufficient. - Highly Volatile Markets (Crypto, news-driven assets) - `ob_period`: 7–10 to highlight only the most robust OBs. - `bb_mult`: 2.5–3.0 so that only extreme deviations trigger DCA. - `vol_ma_len`: increase (e.g., to ~30) so that Spring triggers only on truly exceptional volume spikes. ### 10.3 Trading Psychology - STRONG LONG 🚀 does not mean “risk-free”. It means the probability of a successful long, given the model’s logic, is higher than average. - Treat Mars Signals as a confirmation and context system, not a full replacement for your own decision-making. - Example of disciplined thinking: - The Dashboard prints STRONG LONG, - But price is simultaneously testing a multi-month macro resistance or a major negative news event is imminent, - In such cases, trade smaller, widen stops appropriately, or skip the trade. ## Chapter 11 – Technical Notes & FAQ ### 11.1 Does the Script Repaint? - Order Blocks and Springs are based on completed pivot structures and confirmed candles. - Until a pivot is confirmed, an OB does not exist; after confirmation, behavior is stable under classic SMC assumptions. - The script is designed to be structurally consistent rather than repainting signals arbitrarily. ### 11.2 Computational Load of Volume Profile - On the last bar, the script processes up to `vp_lookback` bars × `vp_rows` rows. - On very low timeframes with heavy zooming, this can become demanding. - If you experience performance issues: - Reduce `vp_lookback` or `vp_rows`, or - Temporarily disable Volume Profile (`show_vp = false`). ### 11.3 Multi-Timeframe Behavior - This version of the script is not internally multi-timeframe. All logic (OB, DCA, Spring, Volume Profile) is computed on the active timeframe only. - Practical workflow: - Analyze overall structure and key zones on higher timeframes (4H / Daily). - Use lower timeframes (15M / 1H) with the same tool for timing entries and exits. ## Conclusion Mars Signals – Ultimate Institutional Suite v3.0 (Joker) is a multi-layer trading framework that unifies: - Price structure (Order Blocks & FVG), - Statistical behavior (Smart DCA via RSI + Bollinger), - Volume distribution by price (Volume Profile with POC, HVN, LVN), - Liquidity events (Wyckoff Spring), into a single, coherent system driven by a transparent Confluence Scoring Engine. The final output is presented in clear, actionable language: > STRONG LONG / WEAK LONG / NEUTRAL / WEAK SHORT / STRONG SHORT The system is designed to support professional decision-making, not to replace it. Used together with strict risk management and disciplined execution, Mars Signals – UIS v3.0 (Joker) can serve as a central reference manual and operational guide for your trading workflow, from scalping to swing and investment positioning.
Indikator Pine Script®
oleh MarsSignals
Quantum Rotational Field MappingQuantum Rotational Field Mapping (QRFM): Phase Coherence Detection Through Complex-Plane Oscillator Analysis Quantum Rotational Field Mapping applies complex-plane mathematics and phase-space analysis to oscillator ensembles, identifying high-probability trend ignition points by measuring when multiple independent oscillators achieve phase coherence. Unlike traditional multi-oscillator approaches that simply stack indicators or use boolean AND/OR logic, this system converts each oscillator into a rotating phasor (vector) in the complex plane and calculates the Coherence Index (CI) —a mathematical measure of how tightly aligned the ensemble has become—then generates signals only when alignment, phase direction, and pairwise entanglement all converge. The indicator combines three mathematical frameworks: phasor representation using analytic signal theory to extract phase and amplitude from each oscillator, coherence measurement using vector summation in the complex plane to quantify group alignment, and entanglement analysis that calculates pairwise phase agreement across all oscillator combinations. This creates a multi-dimensional confirmation system that distinguishes between random oscillator noise and genuine regime transitions. What Makes This Original Complex-Plane Phasor Framework This indicator implements classical signal processing mathematics adapted for market oscillators. Each oscillator—whether RSI, MACD, Stochastic, CCI, Williams %R, MFI, ROC, or TSI—is first normalized to a common scale, then converted into a complex-plane representation using an in-phase (I) and quadrature (Q) component. The in-phase component is the oscillator value itself, while the quadrature component is calculated as the first difference (derivative proxy), creating a velocity-aware representation. From these components, the system extracts: Phase (φ) : Calculated as φ = atan2(Q, I), representing the oscillator's position in its cycle (mapped to -180° to +180°) Amplitude (A) : Calculated as A = √(I² + Q²), representing the oscillator's strength or conviction This mathematical approach is fundamentally different from simply reading oscillator values. A phasor captures both where an oscillator is in its cycle (phase angle) and how strongly it's expressing that position (amplitude). Two oscillators can have the same value but be in opposite phases of their cycles—traditional analysis would see them as identical, while QRFM sees them as 180° out of phase (contradictory). Coherence Index Calculation The core innovation is the Coherence Index (CI) , borrowed from physics and signal processing. When you have N oscillators, each with phase φₙ, you can represent each as a unit vector in the complex plane: e^(iφₙ) = cos(φₙ) + i·sin(φₙ). The CI measures what happens when you sum all these vectors: Resultant Vector : R = Σ e^(iφₙ) = Σ cos(φₙ) + i·Σ sin(φₙ) Coherence Index : CI = |R| / N Where |R| is the magnitude of the resultant vector and N is the number of active oscillators. The CI ranges from 0 to 1: CI = 1.0 : Perfect coherence—all oscillators have identical phase angles, vectors point in the same direction, creating maximum constructive interference CI = 0.0 : Complete decoherence—oscillators are randomly distributed around the circle, vectors cancel out through destructive interference 0 < CI < 1 : Partial alignment—some clustering with some scatter This is not a simple average or correlation. The CI captures phase synchronization across the entire ensemble simultaneously. When oscillators phase-lock (align their cycles), the CI spikes regardless of their individual values. This makes it sensitive to regime transitions that traditional indicators miss. Dominant Phase and Direction Detection Beyond measuring alignment strength, the system calculates the dominant phase of the ensemble—the direction the resultant vector points: Dominant Phase : φ_dom = atan2(Σ sin(φₙ), Σ cos(φₙ)) This gives the "average direction" of all oscillator phases, mapped to -180° to +180°: +90° to -90° (right half-plane): Bullish phase dominance +90° to +180° or -90° to -180° (left half-plane): Bearish phase dominance The combination of CI magnitude (coherence strength) and dominant phase angle (directional bias) creates a two-dimensional signal space. High CI alone is insufficient—you need high CI plus dominant phase pointing in a tradeable direction. This dual requirement is what separates QRFM from simple oscillator averaging. Entanglement Matrix and Pairwise Coherence While the CI measures global alignment, the entanglement matrix measures local pairwise relationships. For every pair of oscillators (i, j), the system calculates: E(i,j) = |cos(φᵢ - φⱼ)| This represents the phase agreement between oscillators i and j: E = 1.0 : Oscillators are in-phase (0° or 360° apart) E = 0.0 : Oscillators are in quadrature (90° apart, orthogonal) E between 0 and 1 : Varying degrees of alignment The system counts how many oscillator pairs exceed a user-defined entanglement threshold (e.g., 0.7). This entangled pairs count serves as a confirmation filter: signals require not just high global CI, but also a minimum number of strong pairwise agreements. This prevents false ignitions where CI is high but driven by only two oscillators while the rest remain scattered. The entanglement matrix creates an N×N symmetric matrix that can be visualized as a web—when many cells are bright (high E values), the ensemble is highly interconnected. When cells are dark, oscillators are moving independently. Phase-Lock Tolerance Mechanism A complementary confirmation layer is the phase-lock detector . This calculates the maximum phase spread across all oscillators: For all pairs (i,j), compute angular distance: Δφ = |φᵢ - φⱼ|, wrapping at 180° Max Spread = maximum Δφ across all pairs If max spread < user threshold (e.g., 35°), the ensemble is considered phase-locked —all oscillators are within a narrow angular band. This differs from entanglement: entanglement measures pairwise cosine similarity (magnitude of alignment), while phase-lock measures maximum angular deviation (tightness of clustering). Both must be satisfied for the highest-conviction signals. Multi-Layer Visual Architecture QRFM includes six visual components that represent the same underlying mathematics from different perspectives: Circular Orbit Plot : A polar coordinate grid showing each oscillator as a vector from origin to perimeter. Angle = phase, radius = amplitude. This is a real-time snapshot of the complex plane. When vectors converge (point in similar directions), coherence is high. When scattered randomly, coherence is low. Users can see phase alignment forming before CI numerically confirms it. Phase-Time Heat Map : A 2D matrix with rows = oscillators and columns = time bins. Each cell is colored by the oscillator's phase at that time (using a gradient where color hue maps to angle). Horizontal color bands indicate sustained phase alignment over time. Vertical color bands show moments when all oscillators shared the same phase (ignition points). This provides historical pattern recognition. Entanglement Web Matrix : An N×N grid showing E(i,j) for all pairs. Cells are colored by entanglement strength—bright yellow/gold for high E, dark gray for low E. This reveals which oscillators are driving coherence and which are lagging. For example, if RSI and MACD show high E but Stochastic shows low E with everything, Stochastic is the outlier. Quantum Field Cloud : A background color overlay on the price chart. Color (green = bullish, red = bearish) is determined by dominant phase. Opacity is determined by CI—high CI creates dense, opaque cloud; low CI creates faint, nearly invisible cloud. This gives an atmospheric "feel" for regime strength without looking at numbers. Phase Spiral : A smoothed plot of dominant phase over recent history, displayed as a curve that wraps around price. When the spiral is tight and rotating steadily, the ensemble is in coherent rotation (trending). When the spiral is loose or erratic, coherence is breaking down. Dashboard : A table showing real-time metrics: CI (as percentage), dominant phase (in degrees with directional arrow), field strength (CI × average amplitude), entangled pairs count, phase-lock status (locked/unlocked), quantum state classification ("Ignition", "Coherent", "Collapse", "Chaos"), and collapse risk (recent CI change normalized to 0-100%). Each component is independently toggleable, allowing users to customize their workspace. The orbit plot is the most essential—it provides intuitive, visual feedback on phase alignment that no numerical dashboard can match. Core Components and How They Work Together 1. Oscillator Normalization Engine The foundation is creating a common measurement scale. QRFM supports eight oscillators: RSI : Normalized from to using overbought/oversold levels (70, 30) as anchors MACD Histogram : Normalized by dividing by rolling standard deviation, then clamped to Stochastic %K : Normalized from using (80, 20) anchors CCI : Divided by 200 (typical extreme level), clamped to Williams %R : Normalized from using (-20, -80) anchors MFI : Normalized from using (80, 20) anchors ROC : Divided by 10, clamped to TSI : Divided by 50, clamped to Each oscillator can be individually enabled/disabled. Only active oscillators contribute to phase calculations. The normalization removes scale differences—a reading of +0.8 means "strongly bullish" regardless of whether it came from RSI or TSI. 2. Analytic Signal Construction For each active oscillator at each bar, the system constructs the analytic signal: In-Phase (I) : The normalized oscillator value itself Quadrature (Q) : The bar-to-bar change in the normalized value (first derivative approximation) This creates a 2D representation: (I, Q). The phase is extracted as: φ = atan2(Q, I) × (180 / π) This maps the oscillator to a point on the unit circle. An oscillator at the same value but rising (positive Q) will have a different phase than one that is falling (negative Q). This velocity-awareness is critical—it distinguishes between "at resistance and stalling" versus "at resistance and breaking through." The amplitude is extracted as: A = √(I² + Q²) This represents the distance from origin in the (I, Q) plane. High amplitude means the oscillator is far from neutral (strong conviction). Low amplitude means it's near zero (weak/transitional state). 3. Coherence Calculation Pipeline For each bar (or every Nth bar if phase sample rate > 1 for performance): Step 1 : Extract phase φₙ for each of the N active oscillators Step 2 : Compute complex exponentials: Zₙ = e^(i·φₙ·π/180) = cos(φₙ·π/180) + i·sin(φₙ·π/180) Step 3 : Sum the complex exponentials: R = Σ Zₙ = (Σ cos φₙ) + i·(Σ sin φₙ) Step 4 : Calculate magnitude: |R| = √ Step 5 : Normalize by count: CI_raw = |R| / N Step 6 : Smooth the CI: CI = SMA(CI_raw, smoothing_window) The smoothing step (default 2 bars) removes single-bar noise spikes while preserving structural coherence changes. Users can adjust this to control reactivity versus stability. The dominant phase is calculated as: φ_dom = atan2(Σ sin φₙ, Σ cos φₙ) × (180 / π) This is the angle of the resultant vector R in the complex plane. 4. Entanglement Matrix Construction For all unique pairs of oscillators (i, j) where i < j: Step 1 : Get phases φᵢ and φⱼ Step 2 : Compute phase difference: Δφ = φᵢ - φⱼ (in radians) Step 3 : Calculate entanglement: E(i,j) = |cos(Δφ)| Step 4 : Store in symmetric matrix: matrix = matrix = E(i,j) The matrix is then scanned: count how many E(i,j) values exceed the user-defined threshold (default 0.7). This count is the entangled pairs metric. For visualization, the matrix is rendered as an N×N table where cell brightness maps to E(i,j) intensity. 5. Phase-Lock Detection Step 1 : For all unique pairs (i, j), compute angular distance: Δφ = |φᵢ - φⱼ| Step 2 : Wrap angles: if Δφ > 180°, set Δφ = 360° - Δφ Step 3 : Find maximum: max_spread = max(Δφ) across all pairs Step 4 : Compare to tolerance: phase_locked = (max_spread < tolerance) If phase_locked is true, all oscillators are within the specified angular cone (e.g., 35°). This is a boolean confirmation filter. 6. Signal Generation Logic Signals are generated through multi-layer confirmation: Long Ignition Signal : CI crosses above ignition threshold (e.g., 0.80) AND dominant phase is in bullish range (-90° < φ_dom < +90°) AND phase_locked = true AND entangled_pairs >= minimum threshold (e.g., 4) Short Ignition Signal : CI crosses above ignition threshold AND dominant phase is in bearish range (φ_dom < -90° OR φ_dom > +90°) AND phase_locked = true AND entangled_pairs >= minimum threshold Collapse Signal : CI at bar minus CI at current bar > collapse threshold (e.g., 0.55) AND CI at bar was above 0.6 (must collapse from coherent state, not from already-low state) These are strict conditions. A high CI alone does not generate a signal—dominant phase must align with direction, oscillators must be phase-locked, and sufficient pairwise entanglement must exist. This multi-factor gating dramatically reduces false signals compared to single-condition triggers. Calculation Methodology Phase 1: Oscillator Computation and Normalization On each bar, the system calculates the raw values for all enabled oscillators using standard Pine Script functions: RSI: ta.rsi(close, length) MACD: ta.macd() returning histogram component Stochastic: ta.stoch() smoothed with ta.sma() CCI: ta.cci(close, length) Williams %R: ta.wpr(length) MFI: ta.mfi(hlc3, length) ROC: ta.roc(close, length) TSI: ta.tsi(close, short, long) Each raw value is then passed through a normalization function: normalize(value, overbought_level, oversold_level) = 2 × (value - oversold) / (overbought - oversold) - 1 This maps the oscillator's typical range to , where -1 represents extreme bearish, 0 represents neutral, and +1 represents extreme bullish. For oscillators without fixed ranges (MACD, ROC, TSI), statistical normalization is used: divide by a rolling standard deviation or fixed divisor, then clamp to . Phase 2: Phasor Extraction For each normalized oscillator value val: I = val (in-phase component) Q = val - val (quadrature component, first difference) Phase calculation: phi_rad = atan2(Q, I) phi_deg = phi_rad × (180 / π) Amplitude calculation: A = √(I² + Q²) These values are stored in arrays: osc_phases and osc_amps for each oscillator n. Phase 3: Complex Summation and Coherence Initialize accumulators: sum_cos = 0 sum_sin = 0 For each oscillator n = 0 to N-1: phi_rad = osc_phases × (π / 180) sum_cos += cos(phi_rad) sum_sin += sin(phi_rad) Resultant magnitude: resultant_mag = √(sum_cos² + sum_sin²) Coherence Index (raw): CI_raw = resultant_mag / N Smoothed CI: CI = SMA(CI_raw, smoothing_window) Dominant phase: phi_dom_rad = atan2(sum_sin, sum_cos) phi_dom_deg = phi_dom_rad × (180 / π) Phase 4: Entanglement Matrix Population For i = 0 to N-2: For j = i+1 to N-1: phi_i = osc_phases × (π / 180) phi_j = osc_phases × (π / 180) delta_phi = phi_i - phi_j E = |cos(delta_phi)| matrix_index_ij = i × N + j matrix_index_ji = j × N + i entangle_matrix = E entangle_matrix = E if E >= threshold: entangled_pairs += 1 The matrix uses flat array storage with index mapping: index(row, col) = row × N + col. Phase 5: Phase-Lock Check max_spread = 0 For i = 0 to N-2: For j = i+1 to N-1: delta = |osc_phases - osc_phases | if delta > 180: delta = 360 - delta max_spread = max(max_spread, delta) phase_locked = (max_spread < tolerance) Phase 6: Signal Evaluation Ignition Long : ignition_long = (CI crosses above threshold) AND (phi_dom > -90 AND phi_dom < 90) AND phase_locked AND (entangled_pairs >= minimum) Ignition Short : ignition_short = (CI crosses above threshold) AND (phi_dom < -90 OR phi_dom > 90) AND phase_locked AND (entangled_pairs >= minimum) Collapse : CI_prev = CI collapse = (CI_prev - CI > collapse_threshold) AND (CI_prev > 0.6) All signals are evaluated on bar close. The crossover and crossunder functions ensure signals fire only once when conditions transition from false to true. Phase 7: Field Strength and Visualization Metrics Average Amplitude : avg_amp = (Σ osc_amps ) / N Field Strength : field_strength = CI × avg_amp Collapse Risk (for dashboard): collapse_risk = (CI - CI) / max(CI , 0.1) collapse_risk_pct = clamp(collapse_risk × 100, 0, 100) Quantum State Classification : if (CI > threshold AND phase_locked): state = "Ignition" else if (CI > 0.6): state = "Coherent" else if (collapse): state = "Collapse" else: state = "Chaos" Phase 8: Visual Rendering Orbit Plot : For each oscillator, convert polar (phase, amplitude) to Cartesian (x, y) for grid placement: radius = amplitude × grid_center × 0.8 x = radius × cos(phase × π/180) y = radius × sin(phase × π/180) col = center + x (mapped to grid coordinates) row = center - y Heat Map : For each oscillator row and time column, retrieve historical phase value at lookback = (columns - col) × sample_rate, then map phase to color using a hue gradient. Entanglement Web : Render matrix as table cell with background color opacity = E(i,j). Field Cloud : Background color = (phi_dom > -90 AND phi_dom < 90) ? green : red, with opacity = mix(min_opacity, max_opacity, CI). All visual components render only on the last bar (barstate.islast) to minimize computational overhead. How to Use This Indicator Step 1 : Apply QRFM to your chart. It works on all timeframes and asset classes, though 15-minute to 4-hour timeframes provide the best balance of responsiveness and noise reduction. Step 2 : Enable the dashboard (default: top right) and the circular orbit plot (default: middle left). These are your primary visual feedback tools. Step 3 : Optionally enable the heat map, entanglement web, and field cloud based on your preference. New users may find all visuals overwhelming; start with dashboard + orbit plot. Step 4 : Observe for 50-100 bars to let the indicator establish baseline coherence patterns. Markets have different "normal" CI ranges—some instruments naturally run higher or lower coherence. Understanding the Circular Orbit Plot The orbit plot is a polar grid showing oscillator vectors in real-time: Center point : Neutral (zero phase and amplitude) Each vector : A line from center to a point on the grid Vector angle : The oscillator's phase (0° = right/east, 90° = up/north, 180° = left/west, -90° = down/south) Vector length : The oscillator's amplitude (short = weak signal, long = strong signal) Vector label : First letter of oscillator name (R = RSI, M = MACD, etc.) What to watch : Convergence : When all vectors cluster in one quadrant or sector, CI is rising and coherence is forming. This is your pre-signal warning. Scatter : When vectors point in random directions (360° spread), CI is low and the market is in a non-trending or transitional regime. Rotation : When the cluster rotates smoothly around the circle, the ensemble is in coherent oscillation—typically seen during steady trends. Sudden flips : When the cluster rapidly jumps from one side to the opposite (e.g., +90° to -90°), a phase reversal has occurred—often coinciding with trend reversals. Example: If you see RSI, MACD, and Stochastic all pointing toward 45° (northeast) with long vectors, while CCI, TSI, and ROC point toward 40-50° as well, coherence is high and dominant phase is bullish. Expect an ignition signal if CI crosses threshold. Reading Dashboard Metrics The dashboard provides numerical confirmation of what the orbit plot shows visually: CI : Displays as 0-100%. Above 70% = high coherence (strong regime), 40-70% = moderate, below 40% = low (poor conditions for trend entries). Dom Phase : Angle in degrees with directional arrow. ⬆ = bullish bias, ⬇ = bearish bias, ⬌ = neutral. Field Strength : CI weighted by amplitude. High values (> 0.6) indicate not just alignment but strong alignment. Entangled Pairs : Count of oscillator pairs with E > threshold. Higher = more confirmation. If minimum is set to 4, you need at least 4 pairs entangled for signals. Phase Lock : 🔒 YES (all oscillators within tolerance) or 🔓 NO (spread too wide). State : Real-time classification: 🚀 IGNITION: CI just crossed threshold with phase-lock ⚡ COHERENT: CI is high and stable 💥 COLLAPSE: CI has dropped sharply 🌀 CHAOS: Low CI, scattered phases Collapse Risk : 0-100% scale based on recent CI change. Above 50% warns of imminent breakdown. Interpreting Signals Long Ignition (Blue Triangle Below Price) : Occurs when CI crosses above threshold (e.g., 0.80) Dominant phase is in bullish range (-90° to +90°) All oscillators are phase-locked (within tolerance) Minimum entangled pairs requirement met Interpretation : The oscillator ensemble has transitioned from disorder to coherent bullish alignment. This is a high-probability long entry point. The multi-layer confirmation (CI + phase direction + lock + entanglement) ensures this is not a single-oscillator whipsaw. Short Ignition (Red Triangle Above Price) : Same conditions as long, but dominant phase is in bearish range (< -90° or > +90°) Interpretation : Coherent bearish alignment has formed. High-probability short entry. Collapse (Circles Above and Below Price) : CI has dropped by more than the collapse threshold (e.g., 0.55) over a 5-bar window CI was previously above 0.6 (collapsing from coherent state) Interpretation : Phase coherence has broken down. If you are in a position, this is an exit warning. If looking to enter, stand aside—regime is transitioning. Phase-Time Heat Map Patterns Enable the heat map and position it at bottom right. The rows represent individual oscillators, columns represent time bins (most recent on left). Pattern: Horizontal Color Bands If a row (e.g., RSI) shows consistent color across columns (say, green for several bins), that oscillator has maintained stable phase over time. If all rows show horizontal bands of similar color, the entire ensemble has been phase-locked for an extended period—this is a strong trending regime. Pattern: Vertical Color Bands If a column (single time bin) shows all cells with the same or very similar color, that moment in time had high coherence. These vertical bands often align with ignition signals or major price pivots. Pattern: Rainbow Chaos If cells are random colors (red, green, yellow mixed with no pattern), coherence is low. The ensemble is scattered. Avoid trading during these periods unless you have external confirmation. Pattern: Color Transition If you see a row transition from red to green (or vice versa) sharply, that oscillator has phase-flipped. If multiple rows do this simultaneously, a regime change is underway. Entanglement Web Analysis Enable the web matrix (default: opposite corner from heat map). It shows an N×N grid where N = number of active oscillators. Bright Yellow/Gold Cells : High pairwise entanglement. For example, if the RSI-MACD cell is bright gold, those two oscillators are moving in phase. If the RSI-Stochastic cell is bright, they are entangled as well. Dark Gray Cells : Low entanglement. Oscillators are decorrelated or in quadrature. Diagonal : Always marked with "—" because an oscillator is always perfectly entangled with itself. How to use : Scan for clustering: If most cells are bright, coherence is high across the board. If only a few cells are bright, coherence is driven by a subset (e.g., RSI and MACD are aligned, but nothing else is—weak signal). Identify laggards: If one row/column is entirely dark, that oscillator is the outlier. You may choose to disable it or monitor for when it joins the group (late confirmation). Watch for web formation: During low-coherence periods, the matrix is mostly dark. As coherence builds, cells begin lighting up. A sudden "web" of connections forming visually precedes ignition signals. Trading Workflow Step 1: Monitor Coherence Level Check the dashboard CI metric or observe the orbit plot. If CI is below 40% and vectors are scattered, conditions are poor for trend entries. Wait. Step 2: Detect Coherence Building When CI begins rising (say, from 30% to 50-60%) and you notice vectors on the orbit plot starting to cluster, coherence is forming. This is your alert phase—do not enter yet, but prepare. Step 3: Confirm Phase Direction Check the dominant phase angle and the orbit plot quadrant where clustering is occurring: Clustering in right half (0° to ±90°): Bullish bias forming Clustering in left half (±90° to 180°): Bearish bias forming Verify the dashboard shows the corresponding directional arrow (⬆ or ⬇). Step 4: Wait for Signal Confirmation Do not enter based on rising CI alone. Wait for the full ignition signal: CI crosses above threshold Phase-lock indicator shows 🔒 YES Entangled pairs count >= minimum Directional triangle appears on chart This ensures all layers have aligned. Step 5: Execute Entry Long : Blue triangle below price appears → enter long Short : Red triangle above price appears → enter short Step 6: Position Management Initial Stop : Place stop loss based on your risk management rules (e.g., recent swing low/high, ATR-based buffer). Monitoring : Watch the field cloud density. If it remains opaque and colored in your direction, the regime is intact. Check dashboard collapse risk. If it rises above 50%, prepare for exit. Monitor the orbit plot. If vectors begin scattering or the cluster flips to the opposite side, coherence is breaking. Exit Triggers : Collapse signal fires (circles appear) Dominant phase flips to opposite half-plane CI drops below 40% (coherence lost) Price hits your profit target or trailing stop Step 7: Post-Exit Analysis After exiting, observe whether a new ignition forms in the opposite direction (reversal) or if CI remains low (transition to range). Use this to decide whether to re-enter, reverse, or stand aside. Best Practices Use Price Structure as Context QRFM identifies when coherence forms but does not specify where price will go. Combine ignition signals with support/resistance levels, trendlines, or chart patterns. For example: Long ignition near a major support level after a pullback: high-probability bounce Long ignition in the middle of a range with no structure: lower probability Multi-Timeframe Confirmation Open QRFM on two timeframes simultaneously: Higher timeframe (e.g., 4-hour): Use CI level to determine regime bias. If 4H CI is above 60% and dominant phase is bullish, the market is in a bullish regime. Lower timeframe (e.g., 15-minute): Execute entries on ignition signals that align with the higher timeframe bias. This prevents counter-trend trades and increases win rate. Distinguish Between Regime Types High CI, stable dominant phase (State: Coherent) : Trending market. Ignitions are continuation signals; collapses are profit-taking or reversal warnings. Low CI, erratic dominant phase (State: Chaos) : Ranging or choppy market. Avoid ignition signals or reduce position size. Wait for coherence to establish. Moderate CI with frequent collapses : Whipsaw environment. Use wider stops or stand aside. Adjust Parameters to Instrument and Timeframe Crypto/Forex (high volatility) : Lower ignition threshold (0.65-0.75), lower CI smoothing (2-3), shorter oscillator lengths (7-10). Stocks/Indices (moderate volatility) : Standard settings (threshold 0.75-0.85, smoothing 5-7, oscillator lengths 14). Lower timeframes (5-15 min) : Reduce phase sample rate to 1-2 for responsiveness. Higher timeframes (daily+) : Increase CI smoothing and oscillator lengths for noise reduction. Use Entanglement Count as Conviction Filter The minimum entangled pairs setting controls signal strictness: Low (1-2) : More signals, lower quality (acceptable if you have other confirmation) Medium (3-5) : Balanced (recommended for most traders) High (6+) : Very strict, fewer signals, highest quality Adjust based on your trade frequency preference and risk tolerance. Monitor Oscillator Contribution Use the entanglement web to see which oscillators are driving coherence. If certain oscillators are consistently dark (low E with all others), they may be adding noise. Consider disabling them. For example: On low-volume instruments, MFI may be unreliable → disable MFI On strongly trending instruments, mean-reversion oscillators (Stochastic, RSI) may lag → reduce weight or disable Respect the Collapse Signal Collapse events are early warnings. Price may continue in the original direction for several bars after collapse fires, but the underlying regime has weakened. Best practice: If in profit: Take partial or full profit on collapse If at breakeven/small loss: Exit immediately If collapse occurs shortly after entry: Likely a false ignition; exit to avoid drawdown Collapses do not guarantee immediate reversals—they signal uncertainty . Combine with Volume Analysis If your instrument has reliable volume: Ignitions with expanding volume: Higher conviction Ignitions with declining volume: Weaker, possibly false Collapses with volume spikes: Strong reversal signal Collapses with low volume: May just be consolidation Volume is not built into QRFM (except via MFI), so add it as external confirmation. Observe the Phase Spiral The spiral provides a quick visual cue for rotation consistency: Tight, smooth spiral : Ensemble is rotating coherently (trending) Loose, erratic spiral : Phase is jumping around (ranging or transitional) If the spiral tightens, coherence is building. If it loosens, coherence is dissolving. Do Not Overtrade Low-Coherence Periods When CI is persistently below 40% and the state is "Chaos," the market is not in a regime where phase analysis is predictive. During these times: Reduce position size Widen stops Wait for coherence to return QRFM's strength is regime detection. If there is no regime, the tool correctly signals "stand aside." Use Alerts Strategically Set alerts for: Long Ignition Short Ignition Collapse Phase Lock (optional) Configure alerts to "Once per bar close" to avoid intrabar repainting and noise. When an alert fires, manually verify: Orbit plot shows clustering Dashboard confirms all conditions Price structure supports the trade Do not blindly trade alerts—use them as prompts for analysis. Ideal Market Conditions Best Performance Instruments : Liquid, actively traded markets (major forex pairs, large-cap stocks, major indices, top-tier crypto) Instruments with clear cyclical oscillator behavior (avoid extremely illiquid or manipulated markets) Timeframes : 15-minute to 4-hour: Optimal balance of noise reduction and responsiveness 1-hour to daily: Slower, higher-conviction signals; good for swing trading 5-minute: Acceptable for scalping if parameters are tightened and you accept more noise Market Regimes : Trending markets with periodic retracements (where oscillators cycle through phases predictably) Breakout environments (coherence forms before/during breakout; collapse occurs at exhaustion) Rotational markets with clear swings (oscillators phase-lock at turning points) Volatility : Moderate to high volatility (oscillators have room to move through their ranges) Stable volatility regimes (sudden VIX spikes or flash crashes may create false collapses) Challenging Conditions Instruments : Very low liquidity markets (erratic price action creates unstable oscillator phases) Heavily news-driven instruments (fundamentals may override technical coherence) Highly correlated instruments (oscillators may all reflect the same underlying factor, reducing independence) Market Regimes : Deep, prolonged consolidation (oscillators remain near neutral, CI is chronically low, few signals fire) Extreme chop with no directional bias (oscillators whipsaw, coherence never establishes) Gap-driven markets (large overnight gaps create phase discontinuities) Timeframes : Sub-5-minute charts: Noise dominates; oscillators flip rapidly; coherence is fleeting and unreliable Weekly/monthly: Oscillators move extremely slowly; signals are rare; better suited for long-term positioning than active trading Special Cases : During major economic releases or earnings: Oscillators may lag price or become decorrelated as fundamentals overwhelm technicals. Reduce position size or stand aside. In extremely low-volatility environments (e.g., holiday periods): Oscillators compress to neutral, CI may be artificially high due to lack of movement, but signals lack follow-through. Adaptive Behavior QRFM is designed to self-adapt to poor conditions: When coherence is genuinely absent, CI remains low and signals do not fire When only a subset of oscillators aligns, entangled pairs count stays below threshold and signals are filtered out When phase-lock cannot be achieved (oscillators too scattered), the lock filter prevents signals This means the indicator will naturally produce fewer (or zero) signals during unfavorable conditions, rather than generating false signals. This is a feature —it keeps you out of low-probability trades. Parameter Optimization by Trading Style Scalping (5-15 Minute Charts) Goal : Maximum responsiveness, accept higher noise Oscillator Lengths : RSI: 7-10 MACD: 8/17/6 Stochastic: 8-10, smooth 2-3 CCI: 14-16 Others: 8-12 Coherence Settings : CI Smoothing Window: 2-3 bars (fast reaction) Phase Sample Rate: 1 (every bar) Ignition Threshold: 0.65-0.75 (lower for more signals) Collapse Threshold: 0.40-0.50 (earlier exit warnings) Confirmation : Phase Lock Tolerance: 40-50° (looser, easier to achieve) Min Entangled Pairs: 2-3 (fewer oscillators required) Visuals : Orbit Plot + Dashboard only (reduce screen clutter for fast decisions) Disable heavy visuals (heat map, web) for performance Alerts : Enable all ignition and collapse alerts Set to "Once per bar close" Day Trading (15-Minute to 1-Hour Charts) Goal : Balance between responsiveness and reliability Oscillator Lengths : RSI: 14 (standard) MACD: 12/26/9 (standard) Stochastic: 14, smooth 3 CCI: 20 Others: 10-14 Coherence Settings : CI Smoothing Window: 3-5 bars (balanced) Phase Sample Rate: 2-3 Ignition Threshold: 0.75-0.85 (moderate selectivity) Collapse Threshold: 0.50-0.55 (balanced exit timing) Confirmation : Phase Lock Tolerance: 30-40° (moderate tightness) Min Entangled Pairs: 4-5 (reasonable confirmation) Visuals : Orbit Plot + Dashboard + Heat Map or Web (choose one) Field Cloud for regime backdrop Alerts : Ignition and collapse alerts Optional phase-lock alert for advance warning Swing Trading (4-Hour to Daily Charts) Goal : High-conviction signals, minimal noise, fewer trades Oscillator Lengths : RSI: 14-21 MACD: 12/26/9 or 19/39/9 (longer variant) Stochastic: 14-21, smooth 3-5 CCI: 20-30 Others: 14-20 Coherence Settings : CI Smoothing Window: 5-10 bars (very smooth) Phase Sample Rate: 3-5 Ignition Threshold: 0.80-0.90 (high bar for entry) Collapse Threshold: 0.55-0.65 (only significant breakdowns) Confirmation : Phase Lock Tolerance: 20-30° (tight clustering required) Min Entangled Pairs: 5-7 (strong confirmation) Visuals : All modules enabled (you have time to analyze) Heat Map for multi-bar pattern recognition Web for deep confirmation analysis Alerts : Ignition and collapse Review manually before entering (no rush) Position/Long-Term Trading (Daily to Weekly Charts) Goal : Rare, very high-conviction regime shifts Oscillator Lengths : RSI: 21-30 MACD: 19/39/9 or 26/52/12 Stochastic: 21, smooth 5 CCI: 30-50 Others: 20-30 Coherence Settings : CI Smoothing Window: 10-14 bars Phase Sample Rate: 5 (every 5th bar to reduce computation) Ignition Threshold: 0.85-0.95 (only extreme alignment) Collapse Threshold: 0.60-0.70 (major regime breaks only) Confirmation : Phase Lock Tolerance: 15-25° (very tight) Min Entangled Pairs: 6+ (broad consensus required) Visuals : Dashboard + Orbit Plot for quick checks Heat Map to study historical coherence patterns Web to verify deep entanglement Alerts : Ignition only (collapses are less critical on long timeframes) Manual review with fundamental analysis overlay Performance Optimization (Low-End Systems) If you experience lag or slow rendering: Reduce Visual Load : Orbit Grid Size: 8-10 (instead of 12+) Heat Map Time Bins: 5-8 (instead of 10+) Disable Web Matrix entirely if not needed Disable Field Cloud and Phase Spiral Reduce Calculation Frequency : Phase Sample Rate: 5-10 (calculate every 5-10 bars) Max History Depth: 100-200 (instead of 500+) Disable Unused Oscillators : If you only want RSI, MACD, and Stochastic, disable the other five. Fewer oscillators = smaller matrices, faster loops. Simplify Dashboard : Choose "Small" dashboard size Reduce number of metrics displayed These settings will not significantly degrade signal quality (signals are based on bar-close calculations, which remain accurate), but will improve chart responsiveness. Important Disclaimers This indicator is a technical analysis tool designed to identify periods of phase coherence across an ensemble of oscillators. It is not a standalone trading system and does not guarantee profitable trades. The Coherence Index, dominant phase, and entanglement metrics are mathematical calculations applied to historical price data—they measure past oscillator behavior and do not predict future price movements with certainty. No Predictive Guarantee : High coherence indicates that oscillators are currently aligned, which historically has coincided with trending or directional price movement. However, past alignment does not guarantee future trends. Markets can remain coherent while prices consolidate, or lose coherence suddenly due to news, liquidity changes, or other factors not captured by oscillator mathematics. Signal Confirmation is Probabilistic : The multi-layer confirmation system (CI threshold + dominant phase + phase-lock + entanglement) is designed to filter out low-probability setups. This increases the proportion of valid signals relative to false signals, but does not eliminate false signals entirely. Users should combine QRFM with additional analysis—support and resistance levels, volume confirmation, multi-timeframe alignment, and fundamental context—before executing trades. Collapse Signals are Warnings, Not Reversals : A coherence collapse indicates that the oscillator ensemble has lost alignment. This often precedes trend exhaustion or reversals, but can also occur during healthy pullbacks or consolidations. Price may continue in the original direction after a collapse. Use collapses as risk management cues (tighten stops, take partial profits) rather than automatic reversal entries. Market Regime Dependency : QRFM performs best in markets where oscillators exhibit cyclical, mean-reverting behavior and where trends are punctuated by retracements. In markets dominated by fundamental shocks, gap openings, or extreme low-liquidity conditions, oscillator coherence may be less reliable. During such periods, reduce position size or stand aside. Risk Management is Essential : All trading involves risk of loss. Use appropriate stop losses, position sizing, and risk-per-trade limits. The indicator does not specify stop loss or take profit levels—these must be determined by the user based on their risk tolerance and account size. Never risk more than you can afford to lose. Parameter Sensitivity : The indicator's behavior changes with input parameters. Aggressive settings (low thresholds, loose tolerances) produce more signals with lower average quality. Conservative settings (high thresholds, tight tolerances) produce fewer signals with higher average quality. Users should backtest and forward-test parameter sets on their specific instruments and timeframes before committing real capital. No Repainting by Design : All signal conditions are evaluated on bar close using bar-close values. However, the visual components (orbit plot, heat map, dashboard) update in real-time during bar formation for monitoring purposes. For trade execution, rely on the confirmed signals (triangles and circles) that appear only after the bar closes. Computational Load : QRFM performs extensive calculations, including nested loops for entanglement matrices and real-time table rendering. On lower-powered devices or when running multiple indicators simultaneously, users may experience lag. Use the performance optimization settings (reduce visual complexity, increase phase sample rate, disable unused oscillators) to improve responsiveness. This system is most effective when used as one component within a broader trading methodology that includes sound risk management, multi-timeframe analysis, market context awareness, and disciplined execution. It is a tool for regime detection and signal confirmation, not a substitute for comprehensive trade planning. Technical Notes Calculation Timing : All signal logic (ignition, collapse) is evaluated using bar-close values. The barstate.isconfirmed or implicit bar-close behavior ensures signals do not repaint. Visual components (tables, plots) render on every tick for real-time feedback but do not affect signal generation. Phase Wrapping : Phase angles are calculated in the range -180° to +180° using atan2. Angular distance calculations account for wrapping (e.g., the distance between +170° and -170° is 20°, not 340°). This ensures phase-lock detection works correctly across the ±180° boundary. Array Management : The indicator uses fixed-size arrays for oscillator phases, amplitudes, and the entanglement matrix. The maximum number of oscillators is 8. If fewer oscillators are enabled, array sizes shrink accordingly (only active oscillators are processed). Matrix Indexing : The entanglement matrix is stored as a flat array with size N×N, where N is the number of active oscillators. Index mapping: index(row, col) = row × N + col. Symmetric pairs (i,j) and (j,i) are stored identically. Normalization Stability : Oscillators are normalized to using fixed reference levels (e.g., RSI overbought/oversold at 70/30). For unbounded oscillators (MACD, ROC, TSI), statistical normalization (division by rolling standard deviation) is used, with clamping to prevent extreme outliers from distorting phase calculations. Smoothing and Lag : The CI smoothing window (SMA) introduces lag proportional to the window size. This is intentional—it filters out single-bar noise spikes in coherence. Users requiring faster reaction can reduce the smoothing window to 1-2 bars, at the cost of increased sensitivity to noise. Complex Number Representation : Pine Script does not have native complex number types. Complex arithmetic is implemented using separate real and imaginary accumulators (sum_cos, sum_sin) and manual calculation of magnitude (sqrt(real² + imag²)) and argument (atan2(imag, real)). Lookback Limits : The indicator respects Pine Script's maximum lookback constraints. Historical phase and amplitude values are accessed using the operator, with lookback limited to the chart's available bar history (max_bars_back=5000 declared). Visual Rendering Performance : Tables (orbit plot, heat map, web, dashboard) are conditionally deleted and recreated on each update using table.delete() and table.new(). This prevents memory leaks but incurs redraw overhead. Rendering is restricted to barstate.islast (last bar) to minimize computational load—historical bars do not render visuals. Alert Condition Triggers : alertcondition() functions evaluate on bar close when their boolean conditions transition from false to true. Alerts do not fire repeatedly while a condition remains true (e.g., CI stays above threshold for 10 bars fires only once on the initial cross). Color Gradient Functions : The phaseColor() function maps phase angles to RGB hues using sine waves offset by 120° (red, green, blue channels). This creates a continuous spectrum where -180° to +180° spans the full color wheel. The amplitudeColor() function maps amplitude to grayscale intensity. The coherenceColor() function uses cos(phase) to map contribution to CI (positive = green, negative = red). No External Data Requests : QRFM operates entirely on the chart's symbol and timeframe. It does not use request.security() or access external data sources. All calculations are self-contained, avoiding lookahead bias from higher-timeframe requests. Deterministic Behavior : Given identical input parameters and price data, QRFM produces identical outputs. There are no random elements, probabilistic sampling, or time-of-day dependencies. — Dskyz, Engineering precision. Trading coherence.
Indikator Pine Script®
oleh DskyzInvestments
8
Trading Mastery Indicator# Trading Mastery Indicator - Complete User Guide ## Overview The Trading Mastery Indicator is a professional-grade technical analysis tool that provides high-probability trading signals with complete trade management information including entry, stop loss, and take profit levels. ## Key Features - High-Quality Signal Detection: Identifies strong, medium, and weak trading opportunities - Complete Trade Setup: Provides entry, stop loss, and take profit for every signal - Risk Management: Calculates risk-to-reward ratios automatically - Elliott Wave Analysis: Integrated wave pattern and position analysis - Active Signal Tracking: Shows when you're currently in a trade - Professional Alerts: Detailed notifications with all trade parameters ## Signal Quality Classification ### STRONG Signals (Premium Quality) - Reliability: Highest probability setups - Market Conditions: Strong trending environments - Color: Teal for buys, Red for sells - When to Trade: These are your primary trading opportunities - Risk Profile: Lowest risk, highest reward potential ### MEDIUM Signals (Standard Quality) - Reliability: Good probability setups - Market Conditions: Moderate trend or consolidation breakouts - Color: Gold for buys, Purple for sells (Change to Blue Gray) - When to Trade: Secondary opportunities when strong signals are scarce - Risk Profile: Moderate risk, good reward potential ### WEAK Signals (Entry Quality) - Reliability: Lower probability setups - Market Conditions: Counter-trend or unclear market structure - Color: Coral for buys, Pink for sells - When to Trade: Only for experienced traders in specific market conditions - Risk Profile: Higher risk, variable reward ## How to Use the Indicator ### 1. Signal Settings Configuration Signal Filter Options: - All Signals: Shows every trading opportunity (strong, medium, weak) - High Quality Only: Shows only the highest probability setups - High + Medium Quality**: Balanced approach filtering out weak signals Recommended Settings by Experience: - Beginner: Use "High Quality Only" - Intermediate: Use "High + Medium Quality" - Advanced: Use "All Signals" with proper risk management Label Controls: - Label Position: Adjust how close labels appear to candles - Label Text Size: Choose based on screen size and preference - Maximum Labels: Control chart clutter (recommended: 20) ### 2. Understanding the Professional Panel The panel provides real-time market intelligence: Primary Trend: Market direction analysis - BULLISH TREND: Look for buy opportunities only - BEARISH TREND: Look for sell opportunities only - CONSOLIDATION: Market indecision, trade with caution Wave Pattern: Elliott Wave structure analysis - IMPULSE UP: Strong bullish momentum - IMPULSE DOWN: Strong bearish momentum - CORRECTION: Sideways/corrective movement Wave Position: Current Elliott Wave position - WAVE 3 (STRONG): Most powerful moves, best for trend following - WAVE 1 OR 5: Beginning or ending waves - WAVE 2 OR 4: Corrective phases, lower probability - CORRECTIVE ABC: Wait for pattern completion Signal Grade: Current signal status - SIGNAL ACTIVE: You're currently in a trade - PREMIUM/STANDARD/SPECULATIVE: New signal quality - NO SIGNAL: No current opportunities Trading Bias: Overall market direction - LONG BIAS: Focus on buy opportunities - SHORT BIAS: Focus on sell opportunities - NEUTRAL: No clear directional bias ### 3. Reading Signal Labels Each signal provides complete trade setup information: ``` STRONG BUY ━━━━━━━━━━━━━━━━━━━━ 💰 Entry: 1875.50 🛡️ SL: 1860.25 🎯 TP: 1905.75 📈 R:R = 1:2.0 ━━━━━━━━━━━━━━━━━━━━ ``` Understanding the Information: - Entry: Exact price level to enter the trade - SL: Stop loss level (risk management) - TP: Take profit level (profit target) - R:R: Risk-to-reward ratio (1:2.0 means you risk 1 to make 2) ### 4. Entry/TP/SL Level Lines Visual trade management aids: - Blue Solid Line: Entry level - Red Dashed Line: Stop loss level - Green Dashed Line: Take profit level - Small Labels: "ENTRY", "SL", "TP" markers ## Trading Strategy Guidelines ### Trend Following Strategy 1. Check Panel: Ensure trend aligns with your trade direction 2. Wait for Signals: Only trade in the direction of the primary trend 3. Quality First: Focus on STRONG signals during trending markets 4. Wave Timing: WAVE 3 positions offer the best trending opportunities ### Reversal Strategy 1. Look for Divergence: Panel shows trend change signals 2. Wait for Confirmation: Don't jump early on potential reversals 3. Use MEDIUM Signals: Often good for catching early trend changes 4. Watch Wave Position: CORRECTIVE ABC patterns may signal trend completion ### Risk Management Rules Position Sizing: - Risk no more than 1-2% of account per trade - Use the provided R:R ratios to calculate position sizes - Stronger signals can justify slightly larger positions Stop Loss Management: - Always use the provided stop loss levels - Never move stops against your position - Consider trailing stops once trade moves in your favor Take Profit Strategy: - Use provided TP levels as minimum targets - Consider taking partial profits at TP level - Let strong trends run beyond TP in trending markets ## Best Practices by Timeframe ### Scalping (M1-M5) - Use "High Quality Only" filter - Focus on STRONG signals only - Quick entry and exit - Expect more false signals due to market noise ### Intraday Trading (M15-H1) - Use "High + Medium Quality" filter - Good balance of opportunity and reliability - Hold trades for several hours - Most versatile timeframe for the indicator ### Swing Trading (H4-Daily) - Use "All Signals" with proper analysis - Hold trades for days to weeks - Most reliable signals on higher timeframes - Best for beginners due to less noise ## Panel Customization Position Options: - Top Right: Default, doesn't interfere with price action - Top Left: Good for wide screens - Bottom corners: Keeps important info visible while analyzing tops - Middle positions: Central reference, good for multi-monitor setups Size Options: - Small: Minimal screen space, good for small screens - Normal: Balanced visibility and space usage - Large: Easy reading, good for detailed analysis Transparency: Adjust 0-95% based on preference and chart background ## Common Mistakes to Avoid ### Signal Interpretation Errors - Don't ignore the trend: Trading against primary trend reduces success - Don't chase weak signals: Focus on quality over quantity - Don't ignore wave position: WAVE 2/4 corrections are lower probability ### Risk Management Errors - Don't skip stop losses: Every signal includes SL for a reason - Don't risk too much: Even strong signals can fail - Don't move stops against position: Stick to the plan ### Psychological Errors - Don't overtrade: Wait for quality setups - Don't second-guess strong signals: Trust the analysis - Don't panic on normal drawdowns: Expect some losing trades ## Alert Configuration Enable alerts for: - Strong signals: Primary trading opportunities - Medium signals: Secondary opportunities (optional) - Signal active status: Know when you're in trades Alert messages include complete trade information for easy execution. ## Performance Optimization ### For Best Results: 1. Combine with price action: Look for confluence with support/resistance 2. Consider market sessions: Different sessions have different characteristics 3. Monitor news events: Avoid trading during high-impact news 4. Keep a trading journal: Track which signals work best for your style ### Regular Review: - Weekly analysis: Review which signal types performed best - Timeframe assessment: Determine your most profitable timeframes - Strategy refinement: Adjust filters based on performance data ## Troubleshooting If you're not seeing signals: - Check that "Show Buy/Sell Signals" is enabled - Verify your signal filter isn't too restrictive - Market may be in a consolidation phase If labels are cluttered: - Reduce "Maximum Labels to Show" - Change label position to "Far from Candle" - Use smaller label text size If panel is in the way: - Change panel position - Increase transparency - Reduce panel size - Toggle panel off temporarily Remember: This indicator provides analysis and signals, but successful trading also requires proper risk management, emotional discipline, and understanding of market conditions. Always practice with demo accounts before risking real capital, and never risk more than you can afford to lose.
Indikator Pine Script®
oleh MasteryLab
1
OptionHawk1. What makes the script original? • Unique concept: It integrates a Keltner based custom supertrend with a multi-EMA energy visualization, ATR based multi target management, and on chart options (CALL/PUT) trade signals—creating a toolkit not found in typical public scripts. • Innovative use: Instead of off the shelf indicators, it reinvents them: • Keltner bands used as dynamic Supertrend triggers. • Fifteen EMAs layered for “energy” zones (bullish/bearish heatmaps). • ATR dynamically scales multi-TP levels and stop loss. These are creatively fused into a unified signal and automation engine. ________________________________________ 2. What value does it provide to traders? • Clear entries & exits: Labels for entry price/time, five TP levels, and SL structure eliminate guesswork. • Visualization & automation: Real-time bar coloring and energy overlays allow quick momentum reads. • Targeted to common pain points: Many traders struggle with manual TP/SL and entry timing—this automates that process. • Ready for real use: Just plug into intraday (e.g., 5 min) or swing setups; no manual calculations. Signals are actionable out of the box. ________________________________________ 3. Why invite only (worth paying)? • Proprietary fusion: Public indicators like Supertrend or EMA are common—but your layered use, ATR based scaling, and label logic are exclusive. • Auto-generated options format: Unique labeling for CALL/PUT, with graphical on chart signals, isn’t offered freely elsewhere. • Time-saver & edge-provider: Saves traders hours of configuration and enhances consistency—worth the subscription cost over piecing together mash ups. ________________________________________ 4. How does it work? • Signal backbone: Custom supertrend uses Keltner bands crossing with close for direction, filtered by trend direction EMAs. • Multi time logic: Trend defined by crossover of price over dynamic SMA thresholds built from ATR. • Energy bar-colors/EMAs: 15 fast EMAs color-coded green/red to instantly show momentum. • Entry logic: “Bull” when close crosses above supertrend; “Bear” when crosses below. • Risk management: SL set at previous bar; up to 5 ATR scaled targets (or percentage based). • Options formatted alerts: CALL/PUT labels with ₹¬currency values, embedded timestamp, SL/TP all printed on the chart. ________________________________________ 5. How should traders use it? • Best markets & timeframes: Ideal for intraday / low timeframe (1 15m) setups and 1 hour swing trades in equities, indices, options. • Conditions: Works best in trending or volatility driven sessions—visible via Keltner bands and EMA energy alignment. • Recommended combo: Use alongside volume filters or broader cycles; when supertrend & energy EMAs align, validation is stronger. ________________________________________ 6. Proof of effectiveness? • On chart visuals: Entry/exit labels, confirmed labels, TP and SL markers make past hits obvious. • Real trade examples: Highlighted both bull & bear setups with full profit realization or SL hits. • Performance is paint tested: Easy to showcase historic signals across multiple tickers. • Data-backed: Users can export chart data to calculate win rate and avg return per trade. ________________________________________ Summary Pitch: OptionHawk offers a holistic, execution-ready trading tool: 1. Proprietary blend of Keltner-supertrend and layered EMAs—beyond standard scripts. 2. Automates entries, multi-tier targets, SL, and options-format labels. 3. Visual energy overlays for quick momentum readings. 4. Use-tested in intraday and swing markets. 5. Installs on chart and works immediately—no setup complexity. It's not a public indicator package; it's a self-contained, plug and play trade catalyst—worth subscribing for active traders seeking clarity, speed, and structure in their decision-making. 6. While OptionHawk is designed for clarity and structure, no script can predict the market. Always use with discretion and proper risk management. --------------------------------------------------------------------------------------------------------------------- OptionHawk: A Comprehensive Trend-Following & Volatility-Adaptive Trading System The "OptionHawk" script is a sophisticated trading tool designed to provide clear, actionable signals for options trading by combining multiple technical indicators and custom logic. It aims to offer a holistic view of market conditions, identifying trend direction, momentum, and potential entry/exit points with dynamic stop-loss and take-profit levels. ________________________________________ 1. Why These Specific Indicators and Code Elements? The "OptionHawk" script is a strategic fusion of the Supertrend indicator (modified with Keltner Channels), a multi-EMA "Energy" ribbon, dynamic trend lines (based on SMA and ATR), a 100-period Trend Filter EMA, and comprehensive trade management logic (SL/TP). My reason and motivation for this mashup stem from a desire to create a robust system that accounts for various market aspects often overlooked by individual indicators: • Supertrend with Keltner Channels: The standard Supertrend is effective for trend identification but can sometimes generate whipsaws in volatile or ranging markets. By integrating Keltner Channels into the Supertrend calculation, the volatility measure becomes more adaptive, using the (high - low) range within the Keltner Channel for its ATR-like component. This aims to create a more responsive yet less prone-to-false-signals Supertrend. • Multi-EMA "Energy" Ribbon: This visually striking element, composed of 15 EMAs, provides a quick glance at short-to-medium term momentum and potential support/resistance zones. When these EMAs are stacked and moving in one direction, it indicates strong "energy" behind the trend, reinforcing the signals from other indicators. • Dynamic Trend Lines (SMA + ATR): These lines offer a visual representation of support and resistance that adapts to market volatility. Unlike static trend lines, their ATR-based offset ensures they remain relevant across different market conditions and asset classes, providing context for price action relative to the underlying trend. • 100-Period Trend Filter EMA: A longer-period EMA acts as a higher-timeframe trend filter. This is crucial for confirming the direction identified by the faster-acting Supertrend, helping to avoid trades against the prevailing broader trend. • Comprehensive Trade Management Logic: The script integrates automated calculation and display of stop-loss (SL) and multiple take-profit (TP) levels, along with trade confirmation and "TP Hit" labels. This is critical for practical trading, providing immediate, calculated risk-reward parameters that individual indicators typically don't offer. This combination is driven by the need for a multi-faceted approach to trading that goes beyond simple signal generation to include trend confirmation, volatility adaptation, and essential risk management. ________________________________________ 2. What Problem or Need Does This Mashup Solve? This mashup addresses several critical gaps that existing individual indicators often fail to fill: • Reliable Trend Identification in Volatile Markets: While Supertrend is good, it can be late or whipsaw. Integrating Keltner Channels helps it adapt to changing volatility, providing more reliable trend signals. • Confirmation of Signals: A common pitfall of relying on a single indicator is false signals. "OptionHawk" uses the multi-EMA "Energy" ribbon and the 100-period EMA to confirm the trend identified by the Keltner-Supertrend, reducing false entries. • Dynamic Support/Resistance & Trend Context: Static support and resistance levels can quickly become irrelevant. The dynamic SMA + ATR trend lines provide continually adjusting zones that reflect the current market's true support and resistance, giving traders a better understanding of price action within the trend. • Integrated Risk and Reward Management: Most indicators just give entry signals. This script goes a significant step further by automatically calculating and displaying clear stop-loss and up to five take-profit levels (either ATR-based or percentage-based). This is a vital component for structured trading, allowing traders to pre-define their risk and reward for each trade. • Visual Clarity and Actionable Information: Instead of requiring traders to layer multiple indicators manually, "OptionHawk" integrates them into a single, cohesive display with intuitive bar coloring, shape plots, and informative labels. This reduces cognitive load and presents actionable information directly on the chart. In essence, "OptionHawk" provides a more comprehensive, adaptive, and actionable trading framework than relying on isolated indicators. ________________________________________ 3. How Do the Components Work Together? The various components of "OptionHawk" interact in a synergistic and often sequential manner to generate signals and manage trades: • Keltner-Supertrend as the Primary Signal Generator: The supertrend function, enhanced by keltner_channel, is the core of the system. It identifies potential trend reversals and continuation signals (bullish/bearish crosses of the supertrendLine). The sensitivity and factor inputs directly influence how closely the Supertrend follows price and its responsiveness to volatility. • Multi-EMA "Energy" Ribbon for Momentum and Confirmation: The 15 EMAs (from ema1 to ema15) are plotted to provide a visual representation of short-term momentum. When the price is above these EMAs and they are spread out and pointing upwards, it suggests strong bullish "energy." Conversely, when price is below them and they are pointing downwards, it indicates bearish "energy." This ribbon serves as a simultaneous visual confirmation for the Supertrend signals; a buy signal from Supertrend is stronger if the EMA ribbon is also indicating upward momentum. • Dynamic Trend Lines for Context and Confirmation: The sma_high and sma_low lines, incorporating ATR, act as dynamic support and resistance. The trend variable, determined by price crossing these lines, provides an overarching directional bias. This component works conditionally with the Supertrend; a bullish Supertrend signal is more potent if the price is also above the sma_high (indicating an uptrend). • 100-Period Trend Filter EMA for Macro Trend Confirmation: The ema100 acts as a macro trend filter. Supertrend signals are typically considered valid if they align with the direction of the ema100. For example, a "BUY" signal from the Keltner-Supertrend is ideally taken only if the price is also above the ema100, signifying that the smaller trend aligns with the larger trend. This is a conditional filter. • Trade Confirmation and SL/TP Logic (Sequential and Conditional): • Once a bull or bear signal is generated by the Keltner-Supertrend, the tradeSignalCall or tradeSignalPut is set to true. • A confirmation step then occurs for a "BUY" signal, the script checks if the close of the next bar is higher than the entry bar's close. For a "SELL" signal, it checks if the close of the next bar is lower. This is a sequential confirmation step aimed at filtering out weak signals. • Upon a confirmed signal, the stop-loss (SL) is immediately set based on the previous bar's low (for calls) or high (for puts). • Multiple take-profit (TP) levels are calculated and stored in arrays. These can be based on a fixed percentage or dynamic ATR multiples, based on user input. • The TP HIT logic continuously monitors price action simultaneously against these pre-defined target levels, displaying labels when a target is reached. The SL HIT logic similarly monitors for a stop-loss breach. In summary, the Supertrend generates the initial signal, which is then confirmed by the dynamic trend lines and the 100-period EMA, and visually reinforced by the EMA "Energy" ribbon. The trade management logic then takes over, calculating and displaying vital risk-reward parameters. ________________________________________ 4. What is the Purpose of the Mashup Beyond Simply Merging Code? The purpose of "OptionHawk" extends far beyond merely combining different indicator codes; it's about creating a structured and informed decision-making process for options trading. The key strategic insights and functionalities added by combining these elements are: • Enhanced Signal Reliability and Reduced Noise: By requiring multiple indicators to align (e.g., Keltner-Supertrend signal confirmed by EMA trend filter and dynamic trend lines), the script aims to filter out false signals and whipsaws that commonly plague individual indicators. This leads to higher-probability trade setups. • Adaptive Risk Management: The integration of ATR into both the Supertrend calculation and the dynamic stop-loss/take-profit levels makes the entire system adaptive to current market volatility. This means stop-losses and targets are not static but expand or contract with the market's price swings, promoting more realistic risk management. • Clear Trade Entry and Exit Framework: The script provides a complete trading plan with each signal: a clear entry point, a precise stop-loss, and multiple cascading take-profit levels. This holistic approach empowers traders to manage their trades effectively from initiation to conclusion, rather than just identifying a potential entry. • Visual Confirmation of Market Strength: The "Energy" ribbon and dynamic trend lines provide an immediate visual understanding of the market's momentum and underlying trend strength, helping traders gauge conviction behind a signal. • Improved Backtesting and Analysis: By combining these elements into one script, traders can more easily backtest a comprehensive strategy rather than trying to manually combine signals from multiple overlaying indicators, leading to more accurate strategy analysis. • Suitability for Options Trading: Options contracts are highly sensitive to price movement and volatility. This script's focus on confirmed trend identification, dynamic volatility adaptation, and precise risk management makes it particularly well-suited for the nuanced demands of options trading, where timing and defined risk are paramount. ________________________________________ 5. What New Functionality or Insight Does Your Script Offer? "OptionHawk" offers several new functionalities and insights that significantly enhance decision-making, improve accuracy, and provide clearer signals and better timing for traders: • "Smart" Supertrend: By basing the Supertrend's volatility component on the Keltner Channel's range instead of a simple ATR, the Supertrend becomes more sensitive to price action within its typical bounds while still adapting to broader market volatility. This can lead to earlier and more relevant trend change signals. • Multi-Confirmation System: The script doesn't just provide a signal; it layers multiple confirmations (Keltner-Supertrend, multi-EMA "Energy" coloration, dynamic trend lines, and the 100-period EMA). This multi-layered validation significantly improves the accuracy of signals by reducing the likelihood of false positives. • Automated and Dynamic Risk-Reward Display: This is a major functionality enhancement. The automatic calculation and clear display of stop-loss and five distinct take-profit levels (based on either ATR or percentage) directly on the chart, along with "TP HIT" and "SL HIT" labels, streamline the trading process. Traders no longer need to manually calculate these crucial levels, leading to enhanced decision-making and better risk management. • Visual Trend "Energy" and Momentum: The vibrant coloring of the multi-EMA ribbon based on price relative to the EMA provides an intuitive and immediate visual cue for market momentum and "energy." This offers an insight into the strength of the current move, which isn't available from single EMA plots. • Post-Signal Confirmation: The "Confirmation" label appearing on the bar after a signal, if the price continues in the signaled direction, adds an extra layer of real-time validation. This helps to improve signal timing by waiting for initial follow-through. • Streamlined Options Trading Planning: For options traders, having clear entry prices, stop-losses, and multiple target levels directly annotated on the chart is invaluable. It helps in quickly assessing potential premium movements and managing positions effectively. In essence, "OptionHawk" transitions from a collection of indicators to a semi-automated trading assistant, providing a comprehensive, visually rich, and dynamically adaptive framework for making more informed and disciplined trading decisions. ---------------------------------------------------------------------------------------------------------------- Performance & Claims 1. What is the claimed performance of the script or strategy? Answer: The script does not claim any specific performance metrics (e.g., win rate, profit factor, percentage gains). It's an indicator designed to identify potential buy/sell signals and target/stop-loss levels. The labels it generates ("BUY CALL," "BUY PUT," "TP HIT," "SL HIT") are informational based on its internal logic, not a representation of actual trading outcomes. 2. Is there any proof or backtesting to support this claim? Answer: No, the provided code does not include any backtesting functionality or historical performance proof. As an indicator, it simply overlays visual signals on the chart. To obtain backtesting results, the logic would need to be implemented as a Pine Script strategy with entry/exit rules and commission/slippage considerations. 3. Are there any unrealistic or exaggerated performance expectations being made? Answer: The script itself does not make any performance expectations. It avoids quantitative claims. However, if this script were presented to users with implied promises of profit based solely on the visual signals, that would be unrealistic. 4. Have you clearly stated the limitations of the performance data (e.g., “based on backtesting only”)? Answer: There is no statement of performance data or its limitations because the script doesn't generate performance data. 5. Do you include a disclaimer that past results do not guarantee future performance? Answer: No, the script does not include any disclaimers about past or future performance. This is typically found in accompanying documentation or marketing materials for a trading system, not within the indicator's code itself. ________________________________________ Evidence & Transparency 6. How are your performance results measured (e.g., profit factor, win rate, Sharpe ratio)? Answer: Performance results are not measured by this script. It's an indicator. 7. Are these results reproducible by others using the same script and settings? Answer: The visual signals and calculated levels (Supertrend line, EMAs, target/SL levels) generated by the script are reproducible on TradingView when applied to the same instrument, timeframe, and with the same input settings. However, the actual trading results (profit/loss) are not generated or reproducible by this indicator. 8. Do you include enough data (charts, equity curves, trade logs) to support your claims? Answer: No, the script does not include or generate equity curves or trade logs. It provides visual labels on the chart, which can be seen as a form of "data" to support the signal generation, but not the performance claims (as none are made by the code). ________________________________________ Future Expectations 9. Are you making any predictions about future market performance? Answer: No, the script does not make any explicit predictions about future market performance. Its signals are based on historical price action and indicator calculations. 10. Have you stated clearly that the future is fundamentally uncertain? Answer: No, the script does not contain any statements about the uncertainty of the future. 11. Are forward-looking statements presented with caution and appropriate language? Answer: The script does not contain any forward-looking statements beyond the visual signals it generates based on real-time data. ________________________________________ Risk & Disclosure 12. Have you disclosed the risks associated with using your script or strategy? Answer: No, the script does not include any risk disclosures. This is typically found in external documentation. 13. Do you explain that trading involves potential loss as well as gain? Answer: No, the script does not contain any explanation about the potential for loss in trading. ________________________________________ Honesty & Integrity 14. Have you avoided hype words like “guaranteed,” “foolproof,” or “no losses”? Answer: Yes, the script itself avoids these hype words. The language used within the code is technical and describes the indicator's logic. 15. Is your language grounded and realistic rather than promotional? Answer: Yes, the language within the provided Pine Script code is grounded and realistic as it pertains to the technical implementation of an indicator. 16. Are you leaving out any important details that might mislead users (e.g., selective performance snapshots)? Answer: From the perspective of the code itself, no, it's not "leaving out" performance details because it's not designed to generate them. However, if this indicator were to be presented as a "strategy" that implies profitability without accompanying disclaimers, backtesting results, and risk disclosures, then that external presentation could be misleading. The script focuses on signal generation and visual representation. ⚠️ Disclaimer: This indicator is for informational and educational purposes only. It does not guarantee any future results or performance. All trading involves risk. Please assess your own risk tolerance and consult a licensed financial advisor if needed. Past performance does not indicate future returns.
Indikator Pine Script®
oleh ShubhamWaddalwar
Profit Guard ProProfitGuard Pro ProfitGuard Pro is a risk management and profit calculation tool that helps traders optimize their trades by handling position sizing, risk management, leverage, and take profit calculations. With support for both cumulative and non-cumulative take profit strategies, this versatile indicator provides the insights you need to maximize your trading strategy. How to Use ProfitGuard Pro: Load the Indicator: Add ProfitGuard Pro to your chart in TradingView. Set Your Entry Position: Input your desired entry price. Define Your Stop Loss: Enter the price at which your trade will exit to minimize losses. Add Take Profit Levels: Input your TP1, TP2, TP3, and TP4 levels, as needed. If you want fewer take profit levels, adjust the number of TPs in the settings menu. You can choose between 1 to 4 take profit levels based on your strategy. Adjust Risk Settings: Specify your account size and risk percentage to calculate position size and leverage. Choose Cumulative or Non-Cumulative Mode: Toggle cumulative profit mode to either recalculate position sizes as each take profit is hit or keep position sizes static for each TP. Once set up, ProfitGuard Pro will automatically calculate your position size, leverage, and potential profits for each take profit level, providing a clear visual on your chart to guide your trading decisions. Key Features: Risk Management: Calculate your risk percentage based on account size and stop loss. Visualize risk in dollar terms and percentage of your account. Position Size & Leverage: Automatically calculate the ideal position size and leverage for your trade based on your entry, stop loss, and risk settings. Ensure you are trading with the appropriate leverage for your account size. Cumulative vs Non-Cumulative Profit Mode: Cumulative Mode: Adjusts position size after each take profit is reached, recalculating for remaining contracts. Non-Cumulative Mode: Treats each take profit as a separate calculation using the full position size. Take Profit Levels: Set up to 4 customizable take profit levels. Adjust percentage values for each TP target, and visualize them on your chart with easy-to-read lines. Profit Calculation: Displays potential profits for each take profit level based on whether cumulative or non-cumulative mode is selected. Calculate your risk-reward ratio dynamically at each TP. Customizable Visuals: Easily customize the table's size, position, and color scheme to fit your chart. Visualize key trade details like leverage, contracts, margin, and profits directly on your chart. Short and Long Position Support: Automatically adjusts calculations based on whether you're trading long or short.
Indikator Pine Script®
oleh svstaats
FVG Visual Trading ToolHow to Use the FVG Tool 1. Identify the FVG Zone Bullish FVG: Look for green boxes that represent potential support zones. These are areas where price is likely to retrace before continuing upward. Bearish FVG: Look for red boxes that represent potential resistance zones. These are areas where price is likely to retrace before continuing downward. 2. Set Up Your Trade Entry: Place a limit order at the retracement zone (inside the FVG box). This ensures you enter the trade when the price retraces into the imbalance. Stop-Loss (SL): Place your stop-loss just below the FVG box for bullish trades or just above the FVG box for bearish trades. The tool provides a suggested SL level. Take-Profit (TP): Set your take-profit level at a 2:1 risk-reward ratio (or higher). The tool provides a suggested target level. 3. Let the Trade Run Once your trade is set up, let it play out. Avoid micromanaging the trade unless market conditions change drastically. Step-by-Step Example Bullish FVG Trade Identify the FVG: A green box appears, indicating a bullish FVG. The tool provides the target price (e.g., 0.6371) and the stop-loss level (e.g., 0.6339). Set Up the Trade: Place a limit buy order at the retracement zone (inside the green box). Set your stop-loss just below the FVG box (e.g., 0.6339). Set your take-profit at a 2:1 risk-reward ratio or the suggested target (e.g., 0.6371). Monitor the Trade: Wait for the price to retrace into the FVG zone and trigger your limit order. Let the trade run until it hits the take-profit or stop-loss. Bearish FVG Trade Identify the FVG: A red box appears, indicating a bearish FVG. The tool provides the target price and the stop-loss level. Set Up the Trade: Place a limit sell order at the retracement zone (inside the red box). Set your stop-loss just above the FVG box. Set your take-profit at a 2:1 risk-reward ratio or the suggested target. Monitor the Trade: Wait for the price to retrace into the FVG zone and trigger your limit order. Let the trade run until it hits the take-profit or stop-loss. Key Features of the Tool in Action Visual Clarity: The green and red boxes clearly show the FVG zones, making it easy to identify potential trade setups. Labels provide the target price and stop-loss level for quick decision-making. Risk-Reward Management: The tool encourages disciplined trading by providing predefined SL and TP levels. A 2:1 risk-reward ratio ensures that profitable trades outweigh losses. Hands-Off Execution: By placing limit orders, you can let the trade execute automatically without needing to monitor the market constantly. Best Practices Trade in the Direction of the Trend: Use higher timeframes (e.g., 4-hour or daily) to identify the overall trend. Focus on bullish FVGs in an uptrend and bearish FVGs in a downtrend. Combine with Confirmation Signals: Look for additional confirmation, such as candlestick patterns (e.g., engulfing candles) or indicator signals (e.g., RSI, MACD). Adjust Parameters for Volatility: For highly volatile markets, consider increasing the stop-loss percentage to avoid being stopped out prematurely. Avoid Overtrading: Not every FVG is a good trading opportunity. Be selective and only trade setups that align with your strategy. Backtest and Optimize: Use historical data to test the tool and refine your approach before trading live. Common Mistakes to Avoid Entering Without Confirmation: Wait for price to retrace into the FVG zone before entering a trade. Avoid chasing trades that have already moved away from the zone. Ignoring Risk Management: Always use a stop-loss to protect your account. Stick to a consistent risk-reward ratio. Trading Against the Trend: Avoid taking trades that go against the prevailing market trend unless there is strong evidence of a reversal. Final Thoughts The FVG Visual Trading Tool is a powerful aid for identifying high-probability trade setups. By following the steps outlined above, you can use the tool to trade with confidence and discipline. Remember, no tool guarantees success, so always combine it with sound trading principles and proper risk management
Indikator Pine Script®
oleh bcavin
1
Pivot Points [SMRT Algo]Pivot Points is a free, innovative indicator designed to automatically detect and highlight key turning points on your TradingView charts through advanced candlestick pattern analysis. This indicator is perfect for traders seeking clear visual signals for potential trend reversals. How It Works: Candlestick Pattern Analysis: The indicator continuously scans for specific candlestick formations. It identifies a potential high pivot when a bullish candle (where the close is higher than the open) is immediately followed by a bearish candle (where the close is lower than the open). Conversely, a potential low pivot is detected when a bearish candle is followed by a bullish candle. Boxing the Price Range: Once a potential pivot is identified, the algorithm draws a box around the corresponding price range. This box captures the area where the price action is concentrated, serving as a zone of interest for the pivot. Confirmation of Major Pivots: The initial detection marks what we call a "minor pivot" with a temporary yellow box. The indicator then waits for subsequent price action. If the price fails to break out of this box—meaning it remains confined within the defined boundaries—the pivot is confirmed as a major pivot. At this stage, the yellow box changes color to green (or red, depending on whether it’s a high or low pivot), clearly marking the confirmed turning point. Pivot Sequence: The progression follows a clear sequence: Minor Pivot ➔ Yellow Box ➔ Major Pivot. This step-by-step visual guide helps traders quickly interpret the strength and significance of the pivot. Inputs: Show Labels: An input option allows you to toggle pivot labels on or off, so you can choose whether to display descriptive labels directly on your chart. Adjustable Colors: The colors of the pivot points—including the green and red boxes—are fully customizable via the input settings. This ensures that you can tailor the visual appearance of the indicator to match your personal charting style or trading strategy. Enhancing Entry and Exit Strategies Entry Points: Look to enter a trade when the indicator confirms a pivot (after the box changes color). A confirmed pivot could indicate that a reversal is underway, giving you a potential entry signal. Exit Points & Stop Losses: Use the boundaries of the pivot box to set stop losses. For example, if you’re in a long trade and the price approaches a confirmed resistance pivot, consider this a signal to tighten stops or exit, as the trend may reverse. Confluence with Other Indicators: Combine the pivot point signals with other tools like RSI, MACD, or volume indicators. If multiple signals point to a reversal at the same pivot, it strengthens your confidence in the trade decision. Trading Strategy Applications Reversal Trading: Use confirmed pivot points as indicators for potential reversals. Enter trades when the price action validates the pivot point, anticipating that the market is turning. Range Trading: When the price oscillates within a defined pivot box, you can use the top and bottom of the box as potential boundaries for a range-trading strategy. Breakout Trading: Conversely, if the price breaks out of a pivot box, this may signal the start of a new trend. You can use this breakout as a trigger for entering a position in the direction of the breakout. The indicator highlights potential reversal zones with clearly marked boxes and labels, making it easier to spot key turning points and manage trades effectively. Pivot Points removes the guesswork by automatically scanning for and confirming pivot points based on rigorous candlestick analysis. Whether you're a day trader or a swing trader, Pivot Points provides actionable insights into market dynamics, helping you to better time entries and exits.
Indikator Pine Script®
oleh SMRTAlgo
9
ChartArt-Bankniftybuying5minName: ChartArt-BankNifty Buying Strategy (5-Minute) Timeframe: 5-Minute Candles Asset: BankNifty (Indian Stock Market Index) Trading Hours: 9:30 AM - 2:45 PM IST (Indian Standard Time) This strategy is designed for BankNifty intraday traders who want to capitalize on short-term price movements within a defined trading window. It combines technical indicators like Simple Moving Averages (SMA), Relative Strength Index (RSI), and candlestick patterns to identify potential buy signals during intraday downtrends. The strategy employs specific entry, stop-loss, and target conditions to manage trades effectively and minimize risk. Technical Indicators Used Simple Moving Averages (SMA): EMA7: 7-period SMA on closing price. EMA5: 5-period SMA on closing price. Purpose: Used to identify the intraday trend by comparing short-term moving averages. The strategy focuses on situations where the market is in a minor downtrend, indicated by EMA5 being below EMA7. Relative Strength Index (RSI): RSI14: 14-period RSI, a momentum oscillator that measures the speed and change of price movements. SMA14: 14-period SMA of the RSI. Purpose: RSI is used to identify potential reversal points. The strategy looks for situations where the RSI is below its own moving average, suggesting weakening momentum in the downtrend. Candlestick Patterns: Relaxed Hammer or Doji (2nd Candle): A pattern where the second candle in a 3-candle sequence shows a potential reversal signal (Hammer or Doji), indicating indecision or a potential turning point. Bearish 1st Candle: The first candle is bearish, setting up the context for a potential reversal. Bullish 3rd Candle: The third candle must be bullish with specific characteristics (closing near the high, surpassing the previous high), confirming the reversal. Strategy Conditions Time Condition: The strategy is only active during specific hours (9:30 AM to 2:45 PM IST). This ensures that trades are only taken during the most liquid hours of the trading day, avoiding potential volatility or lack of liquidity towards market close. Intraday Downtrend Condition: EMA5 < EMA7: Indicates that the market is in a minor downtrend. The strategy looks for reversal opportunities within this trend. RSI Condition: RSI14 <= SMA14: Indicates that the current RSI value is below its 14-period SMA, suggesting potential weakening momentum, which can precede a reversal. Candlestick Patterns: 1st Candle: Must be bearish, setting up the context for a potential reversal. 2nd Candle: Must either be a Hammer or Doji, indicating a potential reversal pattern. 3rd Candle: Must be bullish, with specific characteristics (closing near the high, breaking the previous high, etc.), confirming the reversal. RSI Crossover Condition: A crossover of the RSI over its SMA in the last 5 periods is also checked, adding further confirmation to the reversal signal. Entry and Exit Rules Entry Signal: A buy signal is generated when all the conditions (time, intraday downtrend, bearish 1st candle, hammer/doji 2nd candle, bullish 3rd candle, and RSI condition) are met. The trade is entered at the high of the bullish third candle. Stop Loss: The stop loss is calculated based on the difference between the entry price and the low of the second candle. If this difference is greater than 90 points, the stop loss is placed at the midpoint of the second candle's range (average of high and low). Otherwise, it is placed at the low of the second candle. Target 1: The first target is set at 1.8 times the difference between the entry price and the stop loss. When this target is hit, half of the position is exited to lock in partial profits. Target 2: The second target is set at 3 times the difference between the entry price and the stop loss. The remaining position is exited at this point, or if the price hits the stop loss. Originality and Usefulness This strategy is original in its combination of multiple technical indicators and candlestick patterns to identify potential reversals in a specific intraday timeframe. By focusing on minor downtrends and utilizing a 3-candle reversal pattern, the strategy seeks to capture quick price movements with a structured approach to risk management. Key Benefits: High Precision: The strategy’s multi-step filtering process (time condition, trend confirmation, candlestick pattern analysis, and momentum evaluation via RSI) increases the likelihood of accurate trade signals. Risk Management: The use of a dynamic stop-loss based on candle characteristics, combined with partial profit-taking, allows traders to lock in profits while still giving the trade room to develop further. Structured Approach: The strategy provides a clear, rule-based system for entering and exiting trades, which can help remove emotional decision-making from the trading process. Charts and Signals The strategy produces signals in the form of labels on the chart: Buy Signal: A green label is plotted below the candle that meets all entry conditions, indicating a potential buy opportunity. Stop Loss (SL): A red dashed line is drawn at the stop-loss level with a label indicating "SL". Target 1 (1st TG): A blue dashed line is drawn at the first target level with a label indicating "1st TG". Target 2 (2nd TG): Another blue dashed line is drawn at the second target level with a label indicating "2nd TG". These visual aids help traders quickly identify entry points, stop loss levels, and target levels on the chart, making the strategy easy to follow and implement. Backtesting and Optimization Backtesting: The strategy can be backtested on TradingView using historical data to evaluate its performance. Traders should consider testing across different market conditions to ensure the strategy's robustness. Optimization: Parameters such as the RSI period, moving averages, and target multipliers can be optimized based on backtesting results to refine the strategy further. Conclusion The ChartArt-BankNifty Buying Strategy offers a well-rounded approach to intraday trading, focusing on capturing reversals in minor downtrends. With a strong emphasis on technical analysis, precise entry and exit rules, and robust risk management, this strategy provides a solid framework for traders looking to engage in intraday trading on BankNifty.
Indikator Pine Script®
oleh CA-ChartArt
Average SL% Calculator with TP Levels by GorkiAverage Stop Loss And Take Profit Calculator For Futures Trading by Gorki Description The "Average SL% Calculator with TP Levels" script, is a simple tool for traders to plan the trades and check how much loss they are going to receive if they run this strategy. This script calculates the average price of up to four entry points, determines the percentage distance to the stop-loss level, and provides potential loss information based on margin and leverage. Additionally, it includes multiple take-profit levels to help traders systematically capture profits. Visual elements such as horizontal lines and labels make it easy to monitor key levels directly on the chart. Why To Use This Indicator? Risk Management: Automatically calculates the percentage distance to the stop-loss level, helping you to understand potential losses. Profit Optimization: Supports up to four take-profit levels, enabling a structured approach to capturing gains. Visual Clarity: Displays key levels and important information directly on the chart for easy monitoring. Alerts: Generates alerts when the price crosses specified levels, ensuring you never miss critical trading signals. How to Use the Script Add the Script to Your Chart: Apply the script to your TradingView chart. Set Input Values: Entry Points: Define up to four limit prices (LIMIT 1, LIMIT 2, LIMIT 3, LIMIT 4). Stop-Loss: Set your stop-loss price (STOP LOSS). Take Profits: Specify up to four take-profit levels (Take Profit 1, Take Profit 2, Take Profit 3, Take Profit 4). Leverage: Input your leverage factor. Margin: Enter the total margin amount for the trade. View Calculations: The script will calculate the average entry price, the percentage distance to the stop-loss, and the potential loss based on margin and leverage. Monitor Levels: Horizontal lines and labels will appear on the chart, showing entry points, stop-loss, and take-profit levels. Set Alerts: Alerts will trigger when the price crosses your defined levels, helping you to take timely action. Calculation Details Average Price: Calculated as the mean of the specified limit prices. Distance to Stop-Loss: Determined as the percentage difference between the average price and the stop-loss level. Leveraged Distance: The stop-loss distance percentage multiplied by the leverage factor. Potential Loss: Calculated by applying the leveraged distance percentage to the margin amount. Take Profit Percentages: The percentage difference between the average price and each take-profit level. This comprehensive indicator is a must-have for any trader looking to manage risks effectively while maximizing potential profits. Happy trading!
Indikator Pine Script®
oleh gorkijaxy
GKD-BT Multi-Ticker CC Backtest [Loxx]The Giga Kaleidoscope GKD-BT Multi-Ticker CC Backtest is a backtest module included in Loxx's "Giga Kaleidoscope Modularized Trading System." █ Giga Kaleidoscope GKD-BT Multi-Ticker CC Backtest This backtest allows you to test GKD-C Confirmation 1 and GKD-C Confirmation 2 indicators together without the hassle of adding additional confluence indicators. The backtest includes 1 take profit and 1 SL and various types of volatility. The backtest results on the chart are using 10% equity of 1 million total equity and $5 commission per trade. To use this indicator: 1. Import the value "Input into NEW GKD-BT Backtest" from the GKD-C Confirmation 1 indicator into the GKD-BT Multi-Ticker CC Backtest. 2. Import the value "Input into NEW GKD-BT Backtest" from the GKD-C Confirmation 2 indicator into the GKD-BT Multi-Ticker CC Backtest. This backtest includes the following metrics: 1. Net profit: Overall profit or loss achieved. 2. Total Closed Trades: Total number of closed trades, both winning and losing. 3. Total Percent Wins: Total wins, whether long or short, for the selected time interval regardless of commissions and other profit-modifying addons. 4. Percent Profitable: Total wins, whether long or short, that are also profitable, taking commissions into account. 5. Profit Factor: The ratio of gross profits to gross losses, indicating how much money the strategy made for every unit of money it lost. 6. Average Profit per Trade: The average gain or loss per trade, calculated by dividing the net profit by the total number of closed trades. 7. Average Number of Bars in Trade: The average number of bars that elapsed during trades for all closed trades. Summary of notable settings: Input Tickers separated by commas: Allows the user to input tickers separated by commas, specifying the symbols or tickers of financial instruments used in the backtest. The tickers should follow the format "EXCHANGE:TICKER" (e.g., "NASDAQ:AAPL, NYSE:MSFT"). Import GKD-B Baseline: Imports the "GKD-B Baseline" indicator. Import GKD-V Volatility/Volume: Imports the "GKD-V Volatility/Volume" indicator. Import GKD-C Confirmation: Imports the "GKD-C Confirmation" indicator. Import GKD-C Continuation: Imports the "GKD-C Continuation" indicator. Initial Capital: Represents the starting account balance for the backtest, denominated in the base currency of the trading account. Order Size: Determines the quantity of contracts traded in each trade. Order Type: Specifies the type of order used in the backtest, either "Contracts" or "% Equity." Commission: Represents the commission per order or transaction cost incurred in each trade. █ Giga Kaleidoscope Modularized Trading System Core components of an NNFX algorithmic trading strategy The NNFX algorithm is built on the principles of trend, momentum, and volatility. There are six core components in the NNFX trading algorithm: 1. Volatility - price volatility; e.g., Average True Range, True Range Double, Close-to-Close, etc. 2. Baseline - a moving average to identify price trend 3. Confirmation 1 - a technical indicator used to identify trends 4. Confirmation 2 - a technical indicator used to identify trends 5. Continuation - a technical indicator used to identify trends 6. Volatility/Volume - a technical indicator used to identify volatility/volume breakouts/breakdown 7. Exit - a technical indicator used to determine when a trend is exhausted 8. Metamorphosis - a technical indicator that produces a compound signal from the combination of other GKD indicators* *(not part of the NNFX algorithm) What is Volatility in the NNFX trading system? In the NNFX (No Nonsense Forex) trading system, ATR (Average True Range) is typically used to measure the volatility of an asset. It is used as a part of the system to help determine the appropriate stop loss and take profit levels for a trade. ATR is calculated by taking the average of the true range values over a specified period. True range is calculated as the maximum of the following values: -Current high minus the current low -Absolute value of the current high minus the previous close -Absolute value of the current low minus the previous close ATR is a dynamic indicator that changes with changes in volatility. As volatility increases, the value of ATR increases, and as volatility decreases, the value of ATR decreases. By using ATR in NNFX system, traders can adjust their stop loss and take profit levels according to the volatility of the asset being traded. This helps to ensure that the trade is given enough room to move, while also minimizing potential losses. Other types of volatility include True Range Double (TRD), Close-to-Close, and Garman-Klass What is a Baseline indicator? The baseline is essentially a moving average, and is used to determine the overall direction of the market. The baseline in the NNFX system is used to filter out trades that are not in line with the long-term trend of the market. The baseline is plotted on the chart along with other indicators, such as the Moving Average (MA), the Relative Strength Index (RSI), and the Average True Range (ATR). Trades are only taken when the price is in the same direction as the baseline. For example, if the baseline is sloping upwards, only long trades are taken, and if the baseline is sloping downwards, only short trades are taken. This approach helps to ensure that trades are in line with the overall trend of the market, and reduces the risk of entering trades that are likely to fail. By using a baseline in the NNFX system, traders can have a clear reference point for determining the overall trend of the market, and can make more informed trading decisions. The baseline helps to filter out noise and false signals, and ensures that trades are taken in the direction of the long-term trend. What is a Confirmation indicator? Confirmation indicators are technical indicators that are used to confirm the signals generated by primary indicators. Primary indicators are the core indicators used in the NNFX system, such as the Average True Range (ATR), the Moving Average (MA), and the Relative Strength Index (RSI). The purpose of the confirmation indicators is to reduce false signals and improve the accuracy of the trading system. They are designed to confirm the signals generated by the primary indicators by providing additional information about the strength and direction of the trend. Some examples of confirmation indicators that may be used in the NNFX system include the Bollinger Bands, the MACD (Moving Average Convergence Divergence), and the MACD Oscillator. These indicators can provide information about the volatility, momentum, and trend strength of the market, and can be used to confirm the signals generated by the primary indicators. In the NNFX system, confirmation indicators are used in combination with primary indicators and other filters to create a trading system that is robust and reliable. By using multiple indicators to confirm trading signals, the system aims to reduce the risk of false signals and improve the overall profitability of the trades. What is a Continuation indicator? In the NNFX (No Nonsense Forex) trading system, a continuation indicator is a technical indicator that is used to confirm a current trend and predict that the trend is likely to continue in the same direction. A continuation indicator is typically used in conjunction with other indicators in the system, such as a baseline indicator, to provide a comprehensive trading strategy. What is a Volatility/Volume indicator? Volume indicators, such as the On Balance Volume (OBV), the Chaikin Money Flow (CMF), or the Volume Price Trend (VPT), are used to measure the amount of buying and selling activity in a market. They are based on the trading volume of the market, and can provide information about the strength of the trend. In the NNFX system, volume indicators are used to confirm trading signals generated by the Moving Average and the Relative Strength Index. Volatility indicators include Average Direction Index, Waddah Attar, and Volatility Ratio. In the NNFX trading system, volatility is a proxy for volume and vice versa. By using volume indicators as confirmation tools, the NNFX trading system aims to reduce the risk of false signals and improve the overall profitability of trades. These indicators can provide additional information about the market that is not captured by the primary indicators, and can help traders to make more informed trading decisions. In addition, volume indicators can be used to identify potential changes in market trends and to confirm the strength of price movements. What is an Exit indicator? The exit indicator is used in conjunction with other indicators in the system, such as the Moving Average (MA), the Relative Strength Index (RSI), and the Average True Range (ATR), to provide a comprehensive trading strategy. The exit indicator in the NNFX system can be any technical indicator that is deemed effective at identifying optimal exit points. Examples of exit indicators that are commonly used include the Parabolic SAR, the Average Directional Index (ADX), and the Chandelier Exit. The purpose of the exit indicator is to identify when a trend is likely to reverse or when the market conditions have changed, signaling the need to exit a trade. By using an exit indicator, traders can manage their risk and prevent significant losses. In the NNFX system, the exit indicator is used in conjunction with a stop loss and a take profit order to maximize profits and minimize losses. The stop loss order is used to limit the amount of loss that can be incurred if the trade goes against the trader, while the take profit order is used to lock in profits when the trade is moving in the trader's favor. Overall, the use of an exit indicator in the NNFX trading system is an important component of a comprehensive trading strategy. It allows traders to manage their risk effectively and improve the profitability of their trades by exiting at the right time. What is an Metamorphosis indicator? The concept of a metamorphosis indicator involves the integration of two or more GKD indicators to generate a compound signal. This is achieved by evaluating the accuracy of each indicator and selecting the signal from the indicator with the highest accuracy. As an illustration, let's consider a scenario where we calculate the accuracy of 10 indicators and choose the signal from the indicator that demonstrates the highest accuracy. The resulting output from the metamorphosis indicator can then be utilized in a GKD-BT backtest by occupying a slot that aligns with the purpose of the metamorphosis indicator. The slot can be a GKD-B, GKD-C, or GKD-E slot, depending on the specific requirements and objectives of the indicator. This allows for seamless integration and utilization of the compound signal within the GKD-BT framework. How does Loxx's GKD (Giga Kaleidoscope Modularized Trading System) implement the NNFX algorithm outlined above? Loxx's GKD v2.0 system has five types of modules (indicators/strategies). These modules are: 1. GKD-BT - Backtesting module (Volatility, Number 1 in the NNFX algorithm) 2. GKD-B - Baseline module (Baseline and Volatility/Volume, Numbers 1 and 2 in the NNFX algorithm) 3. GKD-C - Confirmation 1/2 and Continuation module (Confirmation 1/2 and Continuation, Numbers 3, 4, and 5 in the NNFX algorithm) 4. GKD-V - Volatility/Volume module (Confirmation 1/2, Number 6 in the NNFX algorithm) 5. GKD-E - Exit module (Exit, Number 7 in the NNFX algorithm) 6. GKD-M - Metamorphosis module (Metamorphosis, Number 8 in the NNFX algorithm, but not part of the NNFX algorithm) (additional module types will added in future releases) Each module interacts with every module by passing data to A backtest module wherein the various components of the GKD system are combined to create a trading signal. That is, the Baseline indicator passes its data to Volatility/Volume. The Volatility/Volume indicator passes its values to the Confirmation 1 indicator. The Confirmation 1 indicator passes its values to the Confirmation 2 indicator. The Confirmation 2 indicator passes its values to the Continuation indicator. The Continuation indicator passes its values to the Exit indicator, and finally, the Exit indicator passes its values to the Backtest strategy. This chaining of indicators requires that each module conform to Loxx's GKD protocol, therefore allowing for the testing of every possible combination of technical indicators that make up the six components of the NNFX algorithm. What does the application of the GKD trading system look like? Example trading system: Backtest: Multi-Ticker CC Backtest as shown on the chart above Baseline: Hull Moving Average Volatility/Volume: Hurst Exponent Confirmation 1: Fisher Transform as shown on the chart above Confirmation 2: uf2018 as shown on the chart above Continuation: Coppock Curve Exit: Rex Oscillator Metamorphosis: Baseline Optimizer Each GKD indicator is denoted with a module identifier of either: GKD-BT, GKD-B, GKD-C, GKD-V, GKD-M, or GKD-E. This allows traders to understand to which module each indicator belongs and where each indicator fits into the GKD system. █ Giga Kaleidoscope Modularized Trading System Signals Standard Entry 1. GKD-C Confirmation gives signal 2. Baseline agrees 3. Price inside Goldie Locks Zone Minimum 4. Price inside Goldie Locks Zone Maximum 5. Confirmation 2 agrees 6. Volatility/Volume agrees 1-Candle Standard Entry 1a. GKD-C Confirmation gives signal 2a. Baseline agrees 3a. Price inside Goldie Locks Zone Minimum 4a. Price inside Goldie Locks Zone Maximum Next Candle 1b. Price retraced 2b. Baseline agrees 3b. Confirmation 1 agrees 4b. Confirmation 2 agrees 5b. Volatility/Volume agrees Baseline Entry 1. GKD-B Baseline gives signal 2. Confirmation 1 agrees 3. Price inside Goldie Locks Zone Minimum 4. Price inside Goldie Locks Zone Maximum 5. Confirmation 2 agrees 6. Volatility/Volume agrees 7. Confirmation 1 signal was less than 'Maximum Allowable PSBC Bars Back' prior 1-Candle Baseline Entry 1a. GKD-B Baseline gives signal 2a. Confirmation 1 agrees 3a. Price inside Goldie Locks Zone Minimum 4a. Price inside Goldie Locks Zone Maximum 5a. Confirmation 1 signal was less than 'Maximum Allowable PSBC Bars Back' prior Next Candle 1b. Price retraced 2b. Baseline agrees 3b. Confirmation 1 agrees 4b. Confirmation 2 agrees 5b. Volatility/Volume agrees Volatility/Volume Entry 1. GKD-V Volatility/Volume gives signal 2. Confirmation 1 agrees 3. Price inside Goldie Locks Zone Minimum 4. Price inside Goldie Locks Zone Maximum 5. Confirmation 2 agrees 6. Baseline agrees 7. Confirmation 1 signal was less than 7 candles prior 1-Candle Volatility/Volume Entry 1a. GKD-V Volatility/Volume gives signal 2a. Confirmation 1 agrees 3a. Price inside Goldie Locks Zone Minimum 4a. Price inside Goldie Locks Zone Maximum 5a. Confirmation 1 signal was less than 'Maximum Allowable PSVVC Bars Back' prior Next Candle 1b. Price retraced 2b. Volatility/Volume agrees 3b. Confirmation 1 agrees 4b. Confirmation 2 agrees 5b. Baseline agrees Confirmation 2 Entry 1. GKD-C Confirmation 2 gives signal 2. Confirmation 1 agrees 3. Price inside Goldie Locks Zone Minimum 4. Price inside Goldie Locks Zone Maximum 5. Volatility/Volume agrees 6. Baseline agrees 7. Confirmation 1 signal was less than 7 candles prior 1-Candle Confirmation 2 Entry 1a. GKD-C Confirmation 2 gives signal 2a. Confirmation 1 agrees 3a. Price inside Goldie Locks Zone Minimum 4a. Price inside Goldie Locks Zone Maximum 5a. Confirmation 1 signal was less than 'Maximum Allowable PSC2C Bars Back' prior Next Candle 1b. Price retraced 2b. Confirmation 2 agrees 3b. Confirmation 1 agrees 4b. Volatility/Volume agrees 5b. Baseline agrees PullBack Entry 1a. GKD-B Baseline gives signal 2a. Confirmation 1 agrees 3a. Price is beyond 1.0x Volatility of Baseline Next Candle 1b. Price inside Goldie Locks Zone Minimum 2b. Price inside Goldie Locks Zone Maximum 3b. Confirmation 1 agrees 4b. Confirmation 2 agrees 5b. Volatility/Volume agrees Continuation Entry 1. Standard Entry, 1-Candle Standard Entry, Baseline Entry, 1-Candle Baseline Entry, Volatility/Volume Entry, 1-Candle Volatility/Volume Entry, Confirmation 2 Entry, 1-Candle Confirmation 2 Entry, or Pullback entry triggered previously 2. Baseline hasn't crossed since entry signal trigger 4. Confirmation 1 agrees 5. Baseline agrees 6. Confirmation 2 agrees █ Connecting to Backtests All GKD indicators are chained indicators meaning you export the value of the indicators to specialized backtest to creat your GKD trading system. Each indicator contains a proprietary signal generation algo that will only work with GKD backtests. You can find these backtests using the links below. GKD-BT Giga Confirmation Stack Backtest GKD-BT Giga Stacks Backtest GKD-BT Full Giga Kaleidoscope Backtest GKD-BT Solo Confirmation Super Complex Backtest GKD-BT Solo Confirmation Complex Backtest GKD-BT Solo Confirmation Simple Backtest GKD-M Baseline Optimizer GKD-M Accuracy Alchemist GKD-BT Multi-Ticker SCC Backtest GKD-BT Multi-Ticker SCS Backtest GKD-BT Multi-Ticker SCS Backtest GKD-BT Multi-Ticker Full GKD Backtest
Indikator Pine Script®
oleh loxx
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GKD-M Accuracy Alchemist [Loxx]Giga Kaleidoscope GKD-M Accuracy Alchemist is a Metamorphosis module included in Loxx's "Giga Kaleidoscope Modularized Trading System". █ GKD-M Accuracy Alchemist What is the Accuracy Alchemist? The Accuracy Alchemist is designed to process up to 10 GKD-C indicators and create a compound signal that can be utilized in a GKD-BT backtest. It achieves this by applying an individual Solo Confirmation Simple backtest to each GKD-C indicator provided. The compound signal is derived from the cumulative accuracy rate of each candle within a specified date range. To illustrate this process, consider the following scenario: The Fisher Transform indicator has a 65% win rate for long positions on the current ticker. The Vortex indicator has a 45% success rate on the current candle. Suppose a long signal is generated by the Vortex indicator. However, this signal is disregarded because its accuracy is lower than that of the Fisher Transform. Now, imagine that the subsequent candle produces a long signal from the Fisher Transform indicator. This signal will be exported to the backtest. The GKD-C indicator that exhibits the highest accuracy for the current candle is chosen to generate the signal. The dominant indicator, determined by its accuracy, will always be used to generate signals. However, it is important to note that the current dominant indicator might not retain its dominance in the future if its accuracy rate falls below that of other indicators connected within the Accuracy Alchemist indicator. The Accuracy Alchemist provides a comprehensive table that displays the dominant indicator based on accuracy, highlighted in green for the highest long accuracy rate and in red for the highest short accuracy rate. Additionally, the table presents the cumulative long and short accuracy rates for all indicators. The functionality of the Accuracy Alchemist extends to several GKD-BT backtests, allowing for seamless integration. These backtests include: -Solo Confirmation Simple -Solo Confirmation Complex -Solo Confirmation Super Complex -Full GKD (as a Confirmation 1 indicator only) -Confirmation Stack (as a Confirmation 1 indicator only) By incorporating the Accuracy Alchemist, you gain the ability to evaluate and compare GKD-C Confirmation indicators within your full GKD trading system. It serves as an ideal tool to assess the performance of different confirmation indicators and aids in the selection process for determining which indicators to incorporate into your trading strategy. Take Profit and Stoploss The GKD system utilizes volatility-based take profits and stop losses, where each take profit and stop loss is calculated as a multiple of volatility. Users have the flexibility to adjust the multiplier values in the settings to suit their preferences. Accuracy Alchemist tests the accuracy of GKD-C Confirmation indicators and therefore has only 1 take profit and 1 stoploss. You can adjust the multipliers of both in the settings Setting up Accuracy Alchemist To use this indicator, you must import GKD-C Confirmation indicators and then activate them in the Accuracy Alchemist settings. Import the value "Input into NEW GKD-BT Backtest" from a GKD-C indicator and then activate it by checking the box next to the import. See below: Volatility Types Included 17 types of volatility are included in this indicator Close-to-Close Parkinson Garman-Klass Rogers-Satchell Yang-Zhang Garman-Klass-Yang-Zhang Exponential Weighted Moving Average Standard Deviation of Log Returns Pseudo GARCH(2,2) Average True Range True Range Double Standard Deviation Adaptive Deviation Median Absolute Deviation Efficiency-Ratio Adaptive ATR Mean Absolute Deviation Static Percent Close-to-Close Close-to-Close volatility is a classic and widely used volatility measure, sometimes referred to as historical volatility. Volatility is an indicator of the speed of a stock price change. A stock with high volatility is one where the price changes rapidly and with a larger amplitude. The more volatile a stock is, the riskier it is. Close-to-close historical volatility is calculated using only a stock's closing prices. It is the simplest volatility estimator. However, in many cases, it is not precise enough. Stock prices could jump significantly during a trading session and return to the opening value at the end. That means that a considerable amount of price information is not taken into account by close-to-close volatility. Despite its drawbacks, Close-to-Close volatility is still useful in cases where the instrument doesn't have intraday prices. For example, mutual funds calculate their net asset values daily or weekly, and thus their prices are not suitable for more sophisticated volatility estimators. Parkinson Parkinson volatility is a volatility measure that uses the stock’s high and low price of the day. The main difference between regular volatility and Parkinson volatility is that the latter uses high and low prices for a day, rather than only the closing price. This is useful as close-to-close prices could show little difference while large price movements could have occurred during the day. Thus, Parkinson's volatility is considered more precise and requires less data for calculation than close-to-close volatility. One drawback of this estimator is that it doesn't take into account price movements after the market closes. Hence, it systematically undervalues volatility. This drawback is addressed in the Garman-Klass volatility estimator. Garman-Klass Garman-Klass is a volatility estimator that incorporates open, low, high, and close prices of a security. Garman-Klass volatility extends Parkinson's volatility by taking into account the opening and closing prices. As markets are most active during the opening and closing of a trading session, it makes volatility estimation more accurate. Garman and Klass also assumed that the process of price change follows a continuous diffusion process (Geometric Brownian motion). However, this assumption has several drawbacks. The method is not robust for opening jumps in price and trend movements. Despite its drawbacks, the Garman-Klass estimator is still more effective than the basic formula since it takes into account not only the price at the beginning and end of the time interval but also intraday price extremes. Researchers Rogers and Satchell have proposed a more efficient method for assessing historical volatility that takes into account price trends. See Rogers-Satchell Volatility for more detail. Rogers-Satchell Rogers-Satchell is an estimator for measuring the volatility of securities with an average return not equal to zero. Unlike Parkinson and Garman-Klass estimators, Rogers-Satchell incorporates a drift term (mean return not equal to zero). As a result, it provides better volatility estimation when the underlying is trending. The main disadvantage of this method is that it does not take into account price movements between trading sessions. This leads to an underestimation of volatility since price jumps periodically occur in the market precisely at the moments between sessions. A more comprehensive estimator that also considers the gaps between sessions was developed based on the Rogers-Satchel formula in the 2000s by Yang-Zhang. See Yang Zhang Volatility for more detail. Yang-Zhang Yang Zhang is a historical volatility estimator that handles both opening jumps and the drift and has a minimum estimation error. Yang-Zhang volatility can be thought of as a combination of the overnight (close-to-open volatility) and a weighted average of the Rogers-Satchell volatility and the day’s open-to-close volatility. It is considered to be 14 times more efficient than the close-to-close estimator. Garman-Klass-Yang-Zhang Garman-Klass-Yang-Zhang (GKYZ) volatility estimator incorporates the returns of open, high, low, and closing prices in its calculation. GKYZ volatility estimator takes into account overnight jumps but not the trend, i.e., it assumes that the underlying asset follows a Geometric Brownian Motion (GBM) process with zero drift. Therefore, the GKYZ volatility estimator tends to overestimate the volatility when the drift is different from zero. However, for a GBM process, this estimator is eight times more efficient than the close-to-close volatility estimator. Exponential Weighted Moving Average The Exponentially Weighted Moving Average (EWMA) is a quantitative or statistical measure used to model or describe a time series. The EWMA is widely used in finance, with the main applications being technical analysis and volatility modeling. The moving average is designed such that older observations are given lower weights. The weights decrease exponentially as the data point gets older – hence the name exponentially weighted. The only decision a user of the EWMA must make is the parameter lambda. The parameter decides how important the current observation is in the calculation of the EWMA. The higher the value of lambda, the more closely the EWMA tracks the original time series. Standard Deviation of Log Returns This is the simplest calculation of volatility. It's the standard deviation of ln(close/close(1)). Pseudo GARCH(2,2) This is calculated using a short- and long-run mean of variance multiplied by ?. ?avg(var;M) + (1 ? ?) avg(var;N) = 2?var/(M+1-(M-1)L) + 2(1-?)var/(M+1-(M-1)L) Solving for ? can be done by minimizing the mean squared error of estimation; that is, regressing L^-1var - avg(var; N) against avg(var; M) - avg(var; N) and using the resulting beta estimate as ?. Average True Range The average true range (ATR) is a technical analysis indicator, introduced by market technician J. Welles Wilder Jr. in his book New Concepts in Technical Trading Systems, that measures market volatility by decomposing the entire range of an asset price for that period. The true range indicator is taken as the greatest of the following: current high less the current low; the absolute value of the current high less the previous close; and the absolute value of the current low less the previous close. The ATR is then a moving average, generally using 14 days, of the true ranges. True Range Double A special case of ATR that attempts to correct for volatility skew. Standard Deviation Standard deviation is a statistic that measures the dispersion of a dataset relative to its mean and is calculated as the square root of the variance. The standard deviation is calculated as the square root of variance by determining each data point's deviation relative to the mean. If the data points are further from the mean, there is a higher deviation within the data set; thus, the more spread out the data, the higher the standard deviation. Adaptive Deviation By definition, the Standard Deviation (STD, also represented by the Greek letter sigma ? or the Latin letter s) is a measure that is used to quantify the amount of variation or dispersion of a set of data values. In technical analysis, we usually use it to measure the level of current volatility. Standard Deviation is based on Simple Moving Average calculation for mean value. This version of standard deviation uses the properties of EMA to calculate what can be called a new type of deviation, and since it is based on EMA, we can call it EMA deviation. Additionally, Perry Kaufman's efficiency ratio is used to make it adaptive (since all EMA type calculations are nearly perfect for adapting). The difference when compared to the standard is significant--not just because of EMA usage, but the efficiency ratio makes it a "bit more logical" in very volatile market conditions. Median Absolute Deviation The median absolute deviation is a measure of statistical dispersion. Moreover, the MAD is a robust statistic, being more resilient to outliers in a data set than the standard deviation. In the standard deviation, the distances from the mean are squared, so large deviations are weighted more heavily, and thus outliers can heavily influence it. In the MAD, the deviations of a small number of outliers are irrelevant. Because the MAD is a more robust estimator of scale than the sample variance or standard deviation, it works better with distributions without a mean or variance, such as the Cauchy distribution. Efficiency-Ratio Adaptive ATR Average True Range (ATR) is a widely used indicator for many occasions in technical analysis. It is calculated as the RMA of the true range. This version adds a "twist": it uses Perry Kaufman's Efficiency Ratio to calculate adaptive true range. Mean Absolute Deviation The mean absolute deviation (MAD) is a measure of variability that indicates the average distance between observations and their mean. MAD uses the original units of the data, which simplifies interpretation. Larger values signify that the data points spread out further from the average. Conversely, lower values correspond to data points bunching closer to it. The mean absolute deviation is also known as the mean deviation and average absolute deviation. This definition of the mean absolute deviation sounds similar to the standard deviation (SD). While both measure variability, they have different calculations. In recent years, some proponents of MAD have suggested that it replace the SD as the primary measure because it is a simpler concept that better fits real life. Static Percent Static Percent allows the user to insert their own constant percent that will then be used to create take profits and stoploss █ Giga Kaleidoscope Modularized Trading System Core components of an NNFX algorithmic trading strategy The NNFX algorithm is built on the principles of trend, momentum, and volatility. There are six core components in the NNFX trading algorithm: 1. Volatility - price volatility; e.g., Average True Range, True Range Double, Close-to-Close, etc. 2. Baseline - a moving average to identify price trend 3. Confirmation 1 - a technical indicator used to identify trends 4. Confirmation 2 - a technical indicator used to identify trends 5. Continuation - a technical indicator used to identify trends 6. Volatility/Volume - a technical indicator used to identify volatility/volume breakouts/breakdown 7. Exit - a technical indicator used to determine when a trend is exhausted 8. Metamorphosis - a technical indicator that produces a compound signal from the combination of other GKD indicators* *(not part of the NNFX algorithm) What is Volatility in the NNFX trading system? In the NNFX (No Nonsense Forex) trading system, ATR (Average True Range) is typically used to measure the volatility of an asset. It is used as a part of the system to help determine the appropriate stop loss and take profit levels for a trade. ATR is calculated by taking the average of the true range values over a specified period. True range is calculated as the maximum of the following values: -Current high minus the current low -Absolute value of the current high minus the previous close -Absolute value of the current low minus the previous close ATR is a dynamic indicator that changes with changes in volatility. As volatility increases, the value of ATR increases, and as volatility decreases, the value of ATR decreases. By using ATR in NNFX system, traders can adjust their stop loss and take profit levels according to the volatility of the asset being traded. This helps to ensure that the trade is given enough room to move, while also minimizing potential losses. Other types of volatility include True Range Double (TRD), Close-to-Close, and Garman-Klass What is a Baseline indicator? The baseline is essentially a moving average, and is used to determine the overall direction of the market. The baseline in the NNFX system is used to filter out trades that are not in line with the long-term trend of the market. The baseline is plotted on the chart along with other indicators, such as the Moving Average (MA), the Relative Strength Index (RSI), and the Average True Range (ATR). Trades are only taken when the price is in the same direction as the baseline. For example, if the baseline is sloping upwards, only long trades are taken, and if the baseline is sloping downwards, only short trades are taken. This approach helps to ensure that trades are in line with the overall trend of the market, and reduces the risk of entering trades that are likely to fail. By using a baseline in the NNFX system, traders can have a clear reference point for determining the overall trend of the market, and can make more informed trading decisions. The baseline helps to filter out noise and false signals, and ensures that trades are taken in the direction of the long-term trend. What is a Confirmation indicator? Confirmation indicators are technical indicators that are used to confirm the signals generated by primary indicators. Primary indicators are the core indicators used in the NNFX system, such as the Average True Range (ATR), the Moving Average (MA), and the Relative Strength Index (RSI). The purpose of the confirmation indicators is to reduce false signals and improve the accuracy of the trading system. They are designed to confirm the signals generated by the primary indicators by providing additional information about the strength and direction of the trend. Some examples of confirmation indicators that may be used in the NNFX system include the Bollinger Bands, the MACD (Moving Average Convergence Divergence), and the MACD Oscillator. These indicators can provide information about the volatility, momentum, and trend strength of the market, and can be used to confirm the signals generated by the primary indicators. In the NNFX system, confirmation indicators are used in combination with primary indicators and other filters to create a trading system that is robust and reliable. By using multiple indicators to confirm trading signals, the system aims to reduce the risk of false signals and improve the overall profitability of the trades. What is a Continuation indicator? In the NNFX (No Nonsense Forex) trading system, a continuation indicator is a technical indicator that is used to confirm a current trend and predict that the trend is likely to continue in the same direction. A continuation indicator is typically used in conjunction with other indicators in the system, such as a baseline indicator, to provide a comprehensive trading strategy. What is a Volatility/Volume indicator? Volume indicators, such as the On Balance Volume (OBV), the Chaikin Money Flow (CMF), or the Volume Price Trend (VPT), are used to measure the amount of buying and selling activity in a market. They are based on the trading volume of the market, and can provide information about the strength of the trend. In the NNFX system, volume indicators are used to confirm trading signals generated by the Moving Average and the Relative Strength Index. Volatility indicators include Average Direction Index, Waddah Attar, and Volatility Ratio. In the NNFX trading system, volatility is a proxy for volume and vice versa. By using volume indicators as confirmation tools, the NNFX trading system aims to reduce the risk of false signals and improve the overall profitability of trades. These indicators can provide additional information about the market that is not captured by the primary indicators, and can help traders to make more informed trading decisions. In addition, volume indicators can be used to identify potential changes in market trends and to confirm the strength of price movements. What is an Exit indicator? The exit indicator is used in conjunction with other indicators in the system, such as the Moving Average (MA), the Relative Strength Index (RSI), and the Average True Range (ATR), to provide a comprehensive trading strategy. The exit indicator in the NNFX system can be any technical indicator that is deemed effective at identifying optimal exit points. Examples of exit indicators that are commonly used include the Parabolic SAR, the Average Directional Index (ADX), and the Chandelier Exit. The purpose of the exit indicator is to identify when a trend is likely to reverse or when the market conditions have changed, signaling the need to exit a trade. By using an exit indicator, traders can manage their risk and prevent significant losses. In the NNFX system, the exit indicator is used in conjunction with a stop loss and a take profit order to maximize profits and minimize losses. The stop loss order is used to limit the amount of loss that can be incurred if the trade goes against the trader, while the take profit order is used to lock in profits when the trade is moving in the trader's favor. Overall, the use of an exit indicator in the NNFX trading system is an important component of a comprehensive trading strategy. It allows traders to manage their risk effectively and improve the profitability of their trades by exiting at the right time. What is an Metamorphosis indicator? The concept of a metamorphosis indicator involves the integration of two or more GKD indicators to generate a compound signal. This is achieved by evaluating the accuracy of each indicator and selecting the signal from the indicator with the highest accuracy. As an illustration, let's consider a scenario where we calculate the accuracy of 10 indicators and choose the signal from the indicator that demonstrates the highest accuracy. The resulting output from the metamorphosis indicator can then be utilized in a GKD-BT backtest by occupying a slot that aligns with the purpose of the metamorphosis indicator. The slot can be a GKD-B, GKD-C, or GKD-E slot, depending on the specific requirements and objectives of the indicator. This allows for seamless integration and utilization of the compound signal within the GKD-BT framework. How does Loxx's GKD (Giga Kaleidoscope Modularized Trading System) implement the NNFX algorithm outlined above? Loxx's GKD v2.0 system has five types of modules (indicators/strategies). These modules are: 1. GKD-BT - Backtesting module (Volatility, Number 1 in the NNFX algorithm) 2. GKD-B - Baseline module (Baseline and Volatility/Volume, Numbers 1 and 2 in the NNFX algorithm) 3. GKD-C - Confirmation 1/2 and Continuation module (Confirmation 1/2 and Continuation, Numbers 3, 4, and 5 in the NNFX algorithm) 4. GKD-V - Volatility/Volume module (Confirmation 1/2, Number 6 in the NNFX algorithm) 5. GKD-E - Exit module (Exit, Number 7 in the NNFX algorithm) 6. GKD-M - Metamorphosis module (Metamorphosis, Number 8 in the NNFX algorithm, but not part of the NNFX algorithm) (additional module types will added in future releases) Each module interacts with every module by passing data to A backtest module wherein the various components of the GKD system are combined to create a trading signal. That is, the Baseline indicator passes its data to Volatility/Volume. The Volatility/Volume indicator passes its values to the Confirmation 1 indicator. The Confirmation 1 indicator passes its values to the Confirmation 2 indicator. The Confirmation 2 indicator passes its values to the Continuation indicator. The Continuation indicator passes its values to the Exit indicator, and finally, the Exit indicator passes its values to the Backtest strategy. This chaining of indicators requires that each module conform to Loxx's GKD protocol, therefore allowing for the testing of every possible combination of technical indicators that make up the six components of the NNFX algorithm. What does the application of the GKD trading system look like? Example trading system: Backtest: Full GKD Backtest Baseline: Hull Moving Average Volatility/Volume: Hurst Exponent Confirmation 1: Composite RSI Confirmation 2: uf2018 Continuation: Vortex Exit: Rex Oscillator Metamorphosis: Fisher Transform, Universal Oscillator, Aroon, Vortex .. combined Each GKD indicator is denoted with a module identifier of either: GKD-BT, GKD-B, GKD-C, GKD-V, or GKD-E. This allows traders to understand to which module each indicator belongs and where each indicator fits into the GKD system. █ Giga Kaleidoscope Modularized Trading System Signals Standard Entry 1. GKD-C Confirmation gives signal 2. Baseline agrees 3. Price inside Goldie Locks Zone Minimum 4. Price inside Goldie Locks Zone Maximum 5. Confirmation 2 agrees 6. Volatility/Volume agrees 1-Candle Standard Entry 1a. GKD-C Confirmation gives signal 2a. Baseline agrees 3a. Price inside Goldie Locks Zone Minimum 4a. Price inside Goldie Locks Zone Maximum Next Candle 1b. Price retraced 2b. Baseline agrees 3b. Confirmation 1 agrees 4b. Confirmation 2 agrees 5b. Volatility/Volume agrees Baseline Entry 1. GKD-B Basline gives signal 2. Confirmation 1 agrees 3. Price inside Goldie Locks Zone Minimum 4. Price inside Goldie Locks Zone Maximum 5. Confirmation 2 agrees 6. Volatility/Volume agrees 7. Confirmation 1 signal was less than 'Maximum Allowable PSBC Bars Back' prior 1-Candle Baseline Entry 1a. GKD-B Baseline gives signal 2a. Confirmation 1 agrees 3a. Price inside Goldie Locks Zone Minimum 4a. Price inside Goldie Locks Zone Maximum 5a. Confirmation 1 signal was less than 'Maximum Allowable PSBC Bars Back' prior Next Candle 1b. Price retraced 2b. Baseline agrees 3b. Confirmation 1 agrees 4b. Confirmation 2 agrees 5b. Volatility/Volume agrees Volatility/Volume Entry 1. GKD-V Volatility/Volume gives signal 2. Confirmation 1 agrees 3. Price inside Goldie Locks Zone Minimum 4. Price inside Goldie Locks Zone Maximum 5. Confirmation 2 agrees 6. Baseline agrees 7. Confirmation 1 signal was less than 7 candles prior 1-Candle Volatility/Volume Entry 1a. GKD-V Volatility/Volume gives signal 2a. Confirmation 1 agrees 3a. Price inside Goldie Locks Zone Minimum 4a. Price inside Goldie Locks Zone Maximum 5a. Confirmation 1 signal was less than 'Maximum Allowable PSVVC Bars Back' prior Next Candle 1b. Price retraced 2b. Volatility/Volume agrees 3b. Confirmation 1 agrees 4b. Confirmation 2 agrees 5b. Baseline agrees Confirmation 2 Entry 1. GKD-C Confirmation 2 gives signal 2. Confirmation 1 agrees 3. Price inside Goldie Locks Zone Minimum 4. Price inside Goldie Locks Zone Maximum 5. Volatility/Volume agrees 6. Baseline agrees 7. Confirmation 1 signal was less than 7 candles prior 1-Candle Confirmation 2 Entry 1a. GKD-C Confirmation 2 gives signal 2a. Confirmation 1 agrees 3a. Price inside Goldie Locks Zone Minimum 4a. Price inside Goldie Locks Zone Maximum 5a. Confirmation 1 signal was less than 'Maximum Allowable PSC2C Bars Back' prior Next Candle 1b. Price retraced 2b. Confirmation 2 agrees 3b. Confirmation 1 agrees 4b. Volatility/Volume agrees 5b. Baseline agrees PullBack Entry 1a. GKD-B Baseline gives signal 2a. Confirmation 1 agrees 3a. Price is beyond 1.0x Volatility of Baseline Next Candle 1b. Price inside Goldie Locks Zone Minimum 2b. Price inside Goldie Locks Zone Maximum 3b. Confirmation 1 agrees 4b. Confirmation 2 agrees 5b. Volatility/Volume agrees Continuation Entry 1. Standard Entry, 1-Candle Standard Entry, Baseline Entry, 1-Candle Baseline Entry, Volatility/Volume Entry, 1-Candle Volatility/Volume Entry, Confirmation 2 Entry, 1-Candle Confirmation 2 Entry, or Pullback entry triggered previously 2. Baseline hasn't crossed since entry signal trigger 4. Confirmation 1 agrees 5. Baseline agrees 6. Confirmation 2 agrees █ Connecting to Backtests All GKD indicators are chained indicators meaning you export the value of the indicators to specialized backtest to creat your GKD trading system. Each indicator contains a proprietary signal generation algo that will only work with GKD backtests. You can find these backtests using the links below. GKD-BT Giga Confirmation Stack Backtest: GKD-BT Giga Stacks Backtest: GKD-BT Full Giga Kaleidoscope Backtest: GKD-BT Solo Confirmation Super Complex Backtest: GKD-BT Solo Confirmation Complex Backtest: GKD-BT Solo Confirmation Simple Backtest:
Indikator Pine Script®
oleh loxx
MACD Strategy - Backtest [AlgoRider]█ OVERVIEW Hello dear Tradingviewers ! We are excited to share with you this new indicator which simulates a trading strategy based solely on the well-known technical indicator MACD . We designed it for the sole educational and analytical purposes of showing novice traders and new investors that basing a trading strategy only on one such technical indicator is not necessarily a good thing to do. We do not recommend to apply this strategy for real. Thanks to this indicator redesigned in our own way by incorporating our simple and easy-to-use Backtest functionality, you will be able to see and report on the performance and results that such a strategy has produced in the past. The configuration window has also been designed to be easily readable and simple to use. Our goal is to make parameter customization as easy as possible. █ HOW THE STRATEGY WORKS   •   The script will simply trigger Long entries when bullish MACD crossings appear (the Macd line crosses the Signal line upwards) and Short entries when bearish MACD crossings appear (the Macd line crosses below the signal line).   •   A Short signal ends a Long trade, a Long signal ends a Short trade.   •   The script also allows setting up custom TP and SL.   •   An option allows you to trigger early crossings, which will influence entries and exits.   •   There is no repaint, once an entry/exit symbol or drawing is displayed it doesn't change anymore. The Short and Long signals appear at the open of the candles, just after the signal was confirmed at the close of the previous candle. The custom TP and custom SL signals can appear when a candle is not yet finished, but once displayed they don't change. █ HOW TO PROCEED  1 —  Once the script is applied to your chart, it already works with its default settings. You can already see the performance of the strategy in the data table directly on the chart (in the top right corner by default).  2 —  You can customize the strategy and influence the results/performance by modifying its parameters. 3 types of parameters are present and can be modified.  3 —  You can use this indicator in all types of markets.  4 —  You can apply the script in every timeframe. █ PARAMETERS • Settings For Backtesting   - Strategy :   Choose from a drop-down list if the strategy should execute only Long trades or only Short trades or both. Default Both.   - Invest.   :   Choose the amount you want to invest in the simulation. Default 10000.  -  Position  :   Choose the amount of the position (Size order) that will be used during the simulation. This will be the $ amount staked/involved for each trade entry. Ex: If you put 20000 in position and 10000 in Invest. We consider that you use at least a leverage x2. Default 10000.   - Slipp. TP :   Choose the amount in percentage of average slippage for Take Profits. This parameter makes it possible to predict a potential gap between the theoretical exit price for each TP (On the graph) and the real exit price on an exchange when implementing the strategy for real (slippage may be due to a time lag of a few seconds from execution time of the order on the exchange and/or due to the execution of a market order). Ex: If a TP exit order of a Long trade, with entry $19000 (on BTCUSDT ), is carried out in theory on the chart at $20000, in practice on the exchange the script have indeed sent an exit order at 20000 , but if the true exit price is 20050, the TP slippage is then +0.25%. Default 0.   - Slipp. SL :   Choose the amount in percentage of average slippage for Stop Losses. This parameter makes it possible to predict a potential gap between the theoretical exit price for each SL (On the graph) and the real exit price on an exchange when implementing the strategy for real. Ex: If an SL exit order of a Long trade, entry $19000 (on BTCUSDT ), is carried out in theory on the chart at $18000, in practice on the exchange the script have indeed sent an exit order at 18000 $, but if the true exit price is 17950, the slippage SL is then +0.278%. Default 0.   - Fees %  :   Choose the percentage amount of fees applied to each trade to simulate the application of the strategy on the exchange of your choice. Applies to the entry and exit of each trade. Ex: For Binance Futures: 0.04; For Bybit futures: 0.06; For Ftx Futures: 0.075. Default 0.   -  Cumulate Trades  :   If you check this, the Backtest will use 100% of the balance as Order Size (Position) for All or in the next X consecutive trades. Default not checked. ⚠️ Be Careful please, this option is available to show the full extent and possibilities of the algorithm when pushed to its limits thanks to the accumulation of profits (cumulative earnings ), but it is a strategy that involves great risk. If a bad trade suffers a -50% loss, 50% of the account balance is lost, if the position is liquidated, the entire account balance is lost.   - All          :   If you check this All trades will be accumulated. Default not checked.   - Consecutive Trades :   Choose the number of trades to accumulate. After X consecutive trades, the algorithm reassigns the initial order size to the current one and starts again for X consecutive trades. Minimum Value 2, Default 2. • Settings To Optimize Performances and Risk Management   - Fast_MA         :  Choose the length of the Fast Moving Average. Default 12.   - Slow_MA        :  Choose the length of the Slow Moving Average. Default 26.   - Enable Early Crossings  :  If you check this, when the algorithm will detect an early crossing wethere bullish or bearish , it will trigger the Long or Short entries. Default not checked.   - Oscillator MA Type   :  Choose if the Macd line should be an Exponential Moving Average or a Simple Moving Average . Default Expo.   - Signal Line MA Type    :  Choose if the Signal line should be an Exponential Moving Average or a Simple Moving Average . Default Expo.   - Use TP / Use SL     :  If you check these, the algorithm will trigger personalized trade exit signals when the price evolution has reached the amounts indicated since the trade entry. Default not Checked.  -  % TP - SL        :  Indicate here the personalized amount in percentage that you want for your Take Profit and Stop Loss of each trade. Default 15-5. • Settings For Appearances   - Small-size Data Table  : If you check this, the data table will become smaller to free up more space on the chart to make it visually more pleasing. Default not checked.        Hide Table  /   -   Hide Labels /     : You can check these to get a cleaner chart and focus only on what interests you in the indicator. Default not checked.    Hide Risk-Reward Areas █ LIMITATIONS   •   ⚠️ We repeat it once again, this strategy is not intended to be reproduced in real conditions, we have designed it for educational and analytical purposes only.   •   Even if you see good performances when you backtest the strategy, you must take into account that these results are performed in the past and that in no case does this guarantee that these same performances will be repeated again in the future.   •   When you run for real a trading strategy you must be aware of the fact that you are solely responsible for the results that you will be able to obtain and you must be aware of the possibility at all times of partial or even total losses of your invested capital.   •   Keep in mind that generating profits in trading is difficult. A strategy can perform very well at one time in the past during a period that is favorable to it, then from one day to the next it can give really bad results for several months or years.   •   When backtesting a trading strategy, there are many factors to consider, not just trade entries to which you add a Take Profit and sometimes a Stop Loss. You must at least take into account the size of the position in relation to the capital you want to invest, the trading fees, the slippages (which can be really important depending on the exchange on which you are trading and depending on the asset you are trading), trading frequency, risk management, momentum, volumes and even more. The information published here on TradingView is not prohibited, doesn't constitute investment advice, and isn't created solely for qualified investors. ═════════════════════════════════════════════════════════════════════════ Important to note : our indicators with the same backtesting system are published in separate publications, because putting them together in a single script would considerably slow down the execution of the script. In addition each indicator, even when it is based on a simple technical indicator, has several options, parameters and entry/exit conditions specific to the underlying technical indicator. Finally, we want to keep the simplicity of use, configuration and understanding of our indicator by not mixing strategies that have nothing to do with each other.
Indikator Pine Script®
oleh AlgoRider_Fr
VMDM - Volume, Momentum & Divergence Master [BullByte]VMDM - Volume, Momentum and Divergence Master Educational Multi-Layer Market Structure Analysis System Multi-factor divergence engine that scores RSI momentum, volume pressure, and institutional footprints into one non-repainting confluence rating (0-100). WHAT THIS INDICATOR IS VMDM is an educational indicator designed to teach traders how to recognize high-probability reversal and continuation patterns by analyzing four independent market dimensions simultaneously. Instead of relying on a single indicator that may produce frequent false signals, VMDM creates a confluence-based scoring system that weights multiple confirmation factors, helping you understand which setups have stronger technical backing and which are lower quality. This is NOT a trading system or signal generator. It is a learning tool that visualizes complex market structure concepts in an accessible format for both coders and non-coders. THE PROBLEM IT SOLVES Most traders face these common challenges: Challenge 1 - Indicator Overload: Running RSI, volume analysis, and divergence detection separately creates chart clutter and conflicting signals. You waste time cross-referencing multiple windows trying to determine if all factors align. Challenge 2 - False Divergences: Standard divergence indicators trigger on every minor pivot, creating noise. Many divergences fail because they lack supporting evidence from volume or market structure. Challenge 3 - Missed Context: A bullish RSI divergence means nothing if it occurs during weak volume or in the middle of strong distribution. Context determines quality. Challenge 4 - Repainting Confusion: Many divergence scripts repaint, showing perfect historical signals that never actually triggered in real-time, leading to false confidence. Challenge 5 - Institutional Pattern Recognition: Absorption zones, stop hunts, and exhaustion patterns are taught in trading education but difficult to identify systematically without manual analysis. VMDM addresses all five challenges by combining complementary analytical layers into one transparent, non-repainting, confluence-weighted system with visual clarity. WHY THIS SPECIFIC COMBINATION - MASHUP JUSTIFICATION This indicator is NOT a random mashup of popular indicators. Each of the four layers serves a specific analytical purpose and together they create a complete market structure assessment framework. THE FOUR ANALYTICAL LAYERS LAYER 1 - RSI MOMENTUM DIVERGENCE (Trend Exhaustion Detection) Purpose: Identifies when price momentum is weakening before price itself reverses. Why RSI: The Relative Strength Index measures momentum on a bounded 0-100 scale, making divergence detection mathematically consistent across all assets and timeframes. Unlike raw price oscillators, RSI normalizes momentum regardless of volatility regime. How It Contributes: Divergence between price pivots and RSI pivots reveals early momentum exhaustion. A lower price low with a higher RSI low (bullish regular divergence) signals sellers are losing strength even as price makes new lows. This is the PRIMARY signal generator in VMDM. Limitation If Used Alone: RSI divergence by itself produces many false signals because momentum can remain weak during continued trends. It needs confirmation from volume and structural evidence. LAYER 2 - VOLUME PRESSURE ANALYSIS (Buying vs Selling Intensity) Purpose: Quantifies whether the current bar's volume reflects buying pressure or selling pressure based on where price closed within the bar's range. Methodology: Instead of just measuring volume size, VMDM calculates WHERE in the bar range the close occurred. A close near the high on high volume indicates strong buying absorption. A close near the low indicates selling pressure. The calculation accounts for wick size (wicks reduce pressure quality) and uses percentile ranking over a lookback period to normalize pressure strength on a 0-100 scale. Formula Concept: Buy Pressure = Volume × (Close - Low) / (High - Low) × Wick Quality Factor Sell Pressure = Volume × (High - Close) / (High - Low) × Wick Quality Factor Net Pressure = Buy Pressure - Sell Pressure Pressure Strength = Percentile Rank of Net Pressure over lookback period Why Percentile Ranking: Absolute volume varies by asset and session. Percentile ranking makes 85th percentile pressure on low-volume crypto comparable to 85th percentile pressure on high-volume forex. How It Contributes: When a bullish divergence occurs at a pivot low AND pressure strength is above 60 (strong buying), this adds 25 confluence points. It confirms that the divergence is occurring during actual accumulation, not just weak selling. Limitation If Used Alone: Pressure analysis shows current bar intensity but cannot identify trend exhaustion or reversal timing. High buying pressure can exist during a strong uptrend with no reversal imminent. LAYER 3 - BEHAVIORAL FOOTPRINT PATTERNS (Volume Anomaly Detection) CRITICAL DISCLAIMER: The terms "institutional footprint," "absorption," "stop hunt," and "exhaustion" used in this indicator are EDUCATIONAL LABELS for specific price and volume behavioral patterns. These patterns are detected through technical analysis of publicly available price, volume, and bar structure data. This indicator does NOT have access to actual institutional order flow, market maker data, broker stop-loss locations, or any non-public data source. These pattern names are used because they are common terminology in trading education to describe these technical behaviors. The analysis is interpretive and based on observable price action, not privileged information. Purpose: Detect volume anomalies and price patterns that historically correlate with potential reversal zones or trend continuation failure. Pattern Type 1 - Absorption (Labeled as "ACCUMULATION" or "DISTRIBUTION") Detection Criteria: Volume is more than 2x the moving average AND bar range is less than 50 percent of the average bar range. Interpretation: High volume compressed into a tight range suggests large participants are absorbing supply (accumulation) or distribution (distribution) without allowing price to move significantly. This often precedes directional moves once absorption completes. Visual: Colored box zone highlighting the absorption area. Pattern Type 2 - Stop Hunt (Labeled as "BULL HUNT" or "BEAR HUNT") Detection Criteria: Price penetrates a recent 10-bar high or low by a small margin (0.2 percent), then closes back inside the range on above-average volume (1.5x+). Interpretation: Price briefly spikes beyond recent structure (likely triggering stop losses placed just beyond obvious levels) then reverses. This is a classic false breakout pattern often seen before reversals. Visual: Label at the wick extreme showing hunt direction. Pattern Type 3 - Exhaustion (Labeled as "SELL EXHAUST" or "BUY EXHAUST") Detection Criteria: Lower wick is more than 2.5x the body size with volume above 1.8x average and RSI below 35 (sell exhaustion), OR upper wick more than 2.5x body size with volume above 1.8x average and RSI above 65 (buy exhaustion). Interpretation: Large wicks with high volume and extreme RSI suggest aggressive buying or selling was met with equally aggressive rejection. This exhaustion often marks short-term extremes. Visual: Label showing exhaustion type. How These Contribute: When a divergence forms at a pivot AND one of these behavioral patterns is active, the confluence score increases by 20 points. This confirms the divergence is occurring during structural anomaly activity, not just normal price flow. Limitation If Used Alone: These patterns can occur mid-trend and do not indicate direction without momentum context. Absorption in a strong uptrend may just be continuation accumulation. LAYER 4 - CONFLUENCE SCORING MATRIX (Quality Weighting System) Purpose: Translate all detected conditions into a single 0-100 quality score so you can objectively compare setups. Scoring Breakdown: Divergence Present: +30 points (primary signal) Pressure Confirmation: +25 points (volume supports direction) Behavioral Footprint Active: +20 points (structural anomaly present) RSI Extreme: +15 points (RSI below 30 or above 70 at pivot) Volume Spike: +10 points (current volume above 1.5x average) Maximum Possible Score: 100 points Why These Weights: The weights reflect reliability hierarchy based on backtesting observation. Divergence is the core signal (30 points), but without volume confirmation (25 points) many fail. Behavioral patterns add meaningful context (20 points). RSI extremes and volume spikes are secondary confirmations (15 and 10 points). Quality Tiers: 90-100: TEXTBOOK (all factors aligned) 75-89: HIGH QUALITY (strong confluence) 60-74: VALID (meets minimum threshold) Below 60: DEVELOPING (not displayed unless threshold lowered) How It Contributes: The confluence score allows you to filter noise. You can set your minimum quality threshold in settings. Higher thresholds (75+) show fewer but higher-quality patterns. Lower thresholds (50-60) show more patterns but include lower-confidence setups. This teaches you to distinguish strong setups from weak ones. Limitation: Confluence scoring is historical observation-based, not predictive guarantee. A 95-point setup can still fail. The score represents technical alignment, not future certainty. WHY THIS COMBINATION WORKS TOGETHER Each layer addresses a limitation in the others: RSI Divergence identifies WHEN momentum is exhausting (timing) Volume Pressure confirms WHETHER the exhaustion is accompanied by opposite-side accumulation (confirmation) Behavioral Footprint shows IF structural anomalies support the reversal hypothesis (context) Confluence Scoring weights ALL factors into an objective quality metric (filtering) Using only RSI divergence gives you timing without confirmation. Using only volume pressure gives you intensity without directional context. Using only pattern detection gives you anomalies without trend exhaustion context. Using all four together creates a complete analytical framework where each layer compensates for the others' weaknesses. This is not a mashup for the sake of combining indicators. It is a structured analytical system where each component has a defined role in a multi-dimensional market assessment process. HOW TO READ THE INDICATOR - VISUAL ELEMENTS GUIDE VMDM displays up to five visual layer types. You can enable or disable each layer independently in settings under "Visual Layers." VISUAL LAYER 1 - MARKET STRUCTURE (Pivot Points and Lines) What You See: Small labels at swing highs and lows marked "PH" (Pivot High) and "PL" (Pivot Low) with horizontal dashed lines extending right from each pivot. What It Means: These are CONFIRMED pivots, not real-time. A pivot low appears AFTER the required right-side confirmation bars pass (default 3 bars). This creates a delay but prevents repainting. The pivot only appears once it is mathematically confirmed. The horizontal lines represent support (from pivot lows) and resistance (from pivot highs) levels where price previously found significant rejection. Color Coding: Green label and line: Pivot Low (potential support) Red label and line: Pivot High (potential resistance) How To Use: These pivots are the foundation for divergence detection. Divergence is only calculated between confirmed pivots, ensuring all signals are non-repainting. The lines help you see historical structure levels. VISUAL LAYER 2 - PRESSURE ZONES (Background Color) What You See: Subtle background color shading on bars - light green or light red tint. What It Means: This visualizes volume pressure strength in real-time. Color Coding: Light Green Background: Pressure Strength above 70 (strong buying pressure - price closing near highs on volume) Light Red Background: Pressure Strength below 30 (strong selling pressure - price closing near lows on volume) No Color: Neutral pressure (pressure between 30-70) How To Use: When a bullish divergence pattern appears during green pressure zones, it suggests the divergence is forming during accumulation. When a bearish divergence appears during red zones, distribution is occurring. Pressure zones help you filter divergences - those forming in supportive pressure environments have higher probability. VISUAL LAYER 3 - DIVERGENCE LINES (Dotted Connectors) What You See: Dotted lines connecting two pivot points (either two pivot lows or two pivot highs). What It Means: A divergence has been detected between those two pivots. The line connects the price pivots where RSI showed opposite behavior. Color Coding: Bright Green Line: Bullish divergence (regular or hidden) Bright Red Line: Bearish divergence (regular or hidden) How To Use: The divergence line appears ONLY after the second pivot is confirmed (delayed by right-side confirmation bars). This is intentional to prevent repainting. When you see the line appear, it means: For Bullish Regular Divergence: Price made a lower low (second pivot lower than first) RSI made a higher low (RSI at second pivot higher than first) Interpretation: Downtrend losing momentum For Bullish Hidden Divergence: Price made a higher low (second pivot higher than first) RSI made a lower low (RSI at second pivot lower than first) Interpretation: Uptrend continuation likely (pullback within uptrend) For Bearish Regular Divergence: Price made a higher high (second pivot higher than first) RSI made a lower high (RSI at second pivot lower than first) Interpretation: Uptrend losing momentum For Bearish Hidden Divergence: Price made a lower high (second pivot lower than first) RSI made a higher high (RSI at second pivot higher than first) Interpretation: Downtrend continuation likely (bounce within downtrend) If "Show Consolidated Analysis Label" is disabled, a small label will appear on the divergence line showing the divergence type abbreviation. VISUAL LAYER 4 - BEHAVIORAL FOOTPRINT MARKERS What You See: Boxes, labels, and markers at specific bars showing pattern detection. ABSORPTION ZONES (Boxes): Colored rectangular boxes spanning one or more bars. Purple Box: Accumulation absorption zone (high volume, tight range, bullish close) Red Box: Distribution absorption zone (high volume, tight range, bearish close) If absorption continues for multiple consecutive bars, the box extends and a counter appears in the label showing how many bars the absorption lasted. What It Means: Large volume is being absorbed without significant price movement. This often precedes directional breakouts once the absorption phase completes. STOP HUNT MARKERS (Labels): Small labels below or above wicks labeled "BULL HUNT" or "BEAR HUNT" (may show bar count if consecutive). What It Means: BULL HUNT : Price spiked below recent lows then reversed back up on volume - likely triggered sell stops before reversing BEAR HUNT : Price spiked above recent highs then reversed back down on volume - likely triggered buy stops before reversing EXHAUSTION MARKERS (Labels): Labels showing "SELL EXHAUST" or "BUY EXHAUST." What It Means: SELL EXHAUST : Large lower wick with high volume and low RSI - aggressive selling met with strong rejection BUY EXHAUST : Large upper wick with high volume and high RSI - aggressive buying met with strong rejection How To Use: These markers help you identify WHERE structural anomalies occurred. When a divergence signal appears AT THE SAME TIME as one of these patterns, the confluence score increases. You are looking for alignment - divergence + behavioral pattern + pressure confirmation = high-quality setup. VISUAL LAYER 5 - CONSOLIDATED ANALYSIS LABEL (Main Pattern Signal) What You See: A large label appearing at pivot points (or in real-time mode, at current bar) containing full pattern analysis. Label Appearance: Depending on your "Use Compact Label Format" setting: COMPACT MODE (Single Line): Example: "BULLISH REGULAR | Q:HIGH QUALITY C:82" Breakdown: BULLISH REGULAR: Divergence type detected Q:HIGH QUALITY: Pattern quality tier C:82: Confluence score (82 out of 100) FULL MODE (Multi-Line Detailed): Example: PATTERN DETECTED ------------------- BULLISH REGULAR Quality: HIGH QUALITY Price: Lower Low Momentum: Higher Low Signal: Weakening Downtrend CONFLUENCE: 82/100 ------------------- Divergence: 30 Pressure: 25 Institutional: 20 RSI Extreme: 0 Volume: 10 Breakdown: Top section: Pattern type and quality Middle section: Divergence explanation (what price did vs what RSI did) Bottom section: Confluence score with itemized breakdown showing which factors contributed Label Position: In Confirmed modes: Label appears AT the pivot point (delayed by confirmation bars) In Real-time mode: Label appears at current bar as conditions develop Label Color: Gold: Textbook quality (90+ confluence) Green: High quality (75-89 confluence) Blue: Valid quality (60-74 confluence) How To Use: This is your primary decision-making label. When it appears: Check the divergence type (regular divergences are reversal signals, hidden divergences are continuation signals) Review the quality tier (textbook and high quality have better historical win rates) Examine the confluence breakdown to see which factors are present and which are missing Look at the chart context (trend, support/resistance, timeframe) Use this information to assess whether the setup aligns with your strategy The label does NOT tell you to buy or sell. It tells you a technical pattern has formed and provides the quality assessment. Your trading decision must incorporate risk management, market context, and your strategy rules. UNDERSTANDING THE THREE DETECTION MODES VMDM offers three signal detection modes in settings to accommodate different trading styles and learning objectives. MODE 1: "Confluence Only (Real-Time)" How It Works: Displays signals AS THEY DEVELOP on the current bar without waiting for pivot confirmation. The system calculates confluence score from pressure, volume, RSI extremes, and behavioral patterns. Divergence signals are NOT required in this mode. Delay: ZERO - signals appear immediately. Use Case: Real-time scanning for high-confluence zones without divergence requirement. Useful for intraday traders who want immediate alerts when multiple factors align. Tradeoff: More frequent signals but includes setups without confirmed divergence. Higher false signal rate. Signals can change as the bar develops (not repainting in historical bars, but current bar updates). Visual Behavior: Labels appear at the current bar. No divergence lines unless divergence happens to be present. MODE 2: "Divergence + Confluence (Confirmed)" - DEFAULT RECOMMENDED How It Works: Full system engagement. Signals appear ONLY when: A pivot is confirmed (requires right-side confirmation bars to pass) Divergence is detected between current pivot and previous pivot Total confluence score meets or exceeds your minimum threshold Delay: Equal to your "Pivot Right Bars" setting (default 3 bars). This means signals appear 3 bars AFTER the actual pivot formed. Use Case: Highest-quality, non-repainting signals for swing traders and learners who want to study confirmed pattern completion. Tradeoff: Delayed signals. You will not receive the signal until confirmation occurs. In fast-moving markets, price may have already moved significantly by the time the signal appears. Visual Behavior: Labels appear at the historical pivot location (in the past). Divergence lines connect the two pivots. This is the most educational mode because it shows completed, confirmed patterns. Non-Repainting Guarantee: Yes. Once a signal appears, it never disappears or changes. MODE 3: "Divergence + Confluence (Relaxed)" How It Works: Same as Confirmed mode but with adaptive thresholds. If confluence is very high (10 points above threshold), the signal may appear even if some factors are weak. If divergence is present but confluence is slightly below threshold (within 10 points), it may still appear. Delay: Same as Confirmed mode (right-side confirmation bars). Use Case: Slightly more signals than Confirmed mode for traders willing to accept near-threshold setups. Tradeoff: More signals but lower average quality than Confirmed mode. Visual Behavior: Same as Confirmed mode. DASHBOARD GUIDE - READING THE METRICS The dashboard appears in the corner of your chart (position selectable in settings) and provides real-time market state analysis. You can choose between four dashboard detail levels in settings: Off, Compact, Optimized (default), Full. DASHBOARD ROW EXPLANATIONS ROW 1 - Header Information Left: Current symbol and timeframe Center: "VMDM " Right: Version number ROW 2 - Mode and Delay Shows which detection mode you are using and the signal delay. Example: "CONFIRMED | Delay: 3 bars" This reminds you that signals in confirmed mode appear 3 bars after the pivot forms. ROW 3 - Market Regime Format: "TREND UP HV" or "RANGING NV" First Part - Trend State: TREND UP: 20 EMA above 50 EMA with strong separation TREND DOWN: 20 EMA below 50 EMA with strong separation RANGING: EMAs close together, low trend strength TRANSITION: Between trending and ranging states Second Part - Volatility State: HV: High Volatility (current ATR more than 1.3x the 50-bar average ATR) NV: Normal Volatility (current ATR between 0.7x and 1.3x average) LV: Low Volatility (current ATR less than 0.7x average) Third Column: Volatility ratio (example: "1.45x" means current ATR is 1.45 times normal) How To Use: Regime context helps you interpret signals. Reversal divergences are more reliable in ranging or transitional regimes. Continuation divergences (hidden) are more reliable in trending regimes. High volatility means wider stops may be needed. ROW 4 - Pressure Shows current volume pressure state. Format: "BUYING | ██████████░░░░░░░░░" States: BUYING : Pressure strength above 60 (closes near highs) SELLING : Pressure strength below 40 (closes near lows) NEUTRAL : Pressure strength between 40-60 Bar Visualization: Each block represents 10 percentile points. A full bar (10 filled blocks) = 100th percentile pressure. Color: Green for buying, red for selling, gray for neutral. How To Use: When pressure aligns with divergence direction (bullish divergence during buying pressure), confluence is stronger. ROW 5 - Volume and RSI Format: "1.8x | RSI 68 | OB" First Value: Current volume ratio (1.8x = volume is 1.8 times the moving average) Second Value: Current RSI reading Third Value: RSI state OB: Overbought (RSI above 70) OS: Oversold (RSI below 30) Blank: Neutral RSI How To Use: Volume spikes (above 1.5x) during divergence formation add confluence. RSI extremes at pivots add confluence. ROW 6 - Behavioral Footprint Format: "BULL HUNT | 2 bars" Shows the most recent behavioral pattern detected and how long ago. States: ACCUMULATION / DISTRIBUTION: Absorption detected BULL HUNT / BEAR HUNT: Stop hunt detected SELL EXHAUST / BUY EXHAUST: Exhaustion detected SCANNING: No recent pattern NOW: Pattern is active on current bar How To Use: When footprint activity is recent (within 50 bars) or active now, it adds context to divergence signals forming in that area. ROW 7 - Current Pattern Shows the divergence type currently detected (if any). Examples: "BULLISH REGULAR", "BEARISH HIDDEN", "Scanning..." Quality: Shows pattern quality (TEXTBOOK, HIGH QUALITY, VALID) How To Use: This tells you what type of signal is active. Regular divergences are reversal setups. Hidden divergences are continuation setups. ROW 8 - Session Summary Format: "14 events | A3 H8 E3" First Value: Total institutional events this session Breakdown: A: Absorption events H: Stop hunt events E: Exhaustion events How To Use: High event counts suggest an active, volatile session with frequent structural anomalies. Low counts suggest quiet, orderly price action. ROW 9 - Confluence Score (Optimized/Full mode only) Format: "78/100 | ████████░░" Shows current real-time confluence score even if no pattern is confirmed yet. How To Use: Watch this in real-time to see how close you are to pattern formation. When it exceeds your threshold and divergence forms, a signal will appear (after confirmation delay). ROW 10 - Patterns Studied (Optimized/Full mode only) Format: "47 patterns | 12 bars ago" First Value: Total confirmed patterns detected since chart loaded Second Value: How many bars since the last confirmed pattern appeared How To Use: Helps you understand pattern frequency on your selected symbol and timeframe. If many bars have passed since last pattern, market may be trending without reversal opportunities. ROW 11 - Bull/Bear Ratio (Optimized/Full mode only) Format: "28:19 | BULL" Shows count of bullish vs bearish patterns detected. Balance: BULL: More bullish patterns detected (suggests market has had more bullish reversals/continuations) BEAR: More bearish patterns detected BAL: Equal counts How To Use: Extreme imbalances can indicate directional bias in the studied period. A heavily bullish ratio in a downtrend might suggest frequent failed rallies (bearish continuation). Context matters. ROW 12 - Volume Ratio Detail (Optimized/Full mode only) Shows current volume vs average volume in absolute terms. Example: "1.4x | 45230 / 32300" How To Use: Confirms whether current activity is above or below normal. ROW 13 - Last Institutional Event (Full mode only) Shows the most recent institutional pattern type and how many bars ago it occurred. Example: "DISTRIBUTION | 23 bars" How To Use: Tracks recency of last anomaly for context. SETTINGS GUIDE - EVERY PARAMETER EXPLAINED PERFORMANCE SECTION Enable All Visuals (Master Toggle) Default: ON What It Does: Master kill switch for ALL visual elements (labels, lines, boxes, background colors, dashboard). When OFF, only plot outputs remain (invisible unless you open data window). When To Change: Turn OFF on mobile devices, 1-second charts, or slow computers to improve performance. You can still receive alerts even with visuals disabled. Impact: Dramatic performance improvement when OFF, but you lose all visual feedback. Maximum Object History Default: 50 | Range: 10-100 What It Does: Limits how many of each object type (labels, lines, boxes) are kept in memory. Older objects beyond this limit are deleted. When To Change: Lower to 20-30 on fast timeframes (1-minute charts) to prevent slowdown. Increase to 100 on daily charts if you want more historical pattern visibility. Impact: Lower values = better performance but less historical visibility. Higher values = more history visible but potential slowdown on fast timeframes. Alert Cooldown (Bars) Default: 5 | Range: 1-50 What It Does: Minimum number of bars that must pass before another alert of the same type can fire. Prevents alert spam when multiple patterns form in quick succession. When To Change: Increase to 20+ on 1-minute charts to reduce noise. Decrease to 1-2 on daily charts if you want every pattern alerted. Impact: Higher cooldown = fewer alerts. Lower cooldown = more alerts. USER EXPERIENCE SECTION Show Enhanced Tooltips Default: ON What It Does: Enables detailed hover-over tooltips on labels and visual elements. When To Change: Turn OFF if you encounter Pine Script compilation errors related to tooltip arguments (rare, platform-specific issue). Impact: Minimal. Just adds helpful hover text. MARKET STRUCTURE DETECTION SECTION Pivot Left Bars Default: 3 | Range: 2-10 What It Does: Number of bars to the LEFT of the center bar that must be higher (for pivot low) or lower (for pivot high) than the center bar for a pivot to be valid. Example: With value 3, a pivot low requires the center bar's low to be lower than the 3 bars to its left. When To Change: Increase to 5-7 on noisy timeframes (1-minute charts) to filter insignificant pivots Decrease to 2 on slow timeframes (daily charts) to catch more pivots Impact: Higher values = fewer, more significant pivots = fewer signals. Lower values = more frequent pivots = more signals but more noise. Pivot Right Bars Default: 3 | Range: 2-10 What It Does: Number of bars to the RIGHT of the center bar that must pass for confirmation. This creates the non-repainting delay. Example: With value 3, a pivot is confirmed 3 bars AFTER it forms. When To Change: Increase to 5-7 for slower, more confirmed signals (better for swing trading) Decrease to 2 for faster signals (better for intraday, but still non-repainting) Impact: Higher values = longer delay but more reliable confirmation. Lower values = faster signals but less confirmation. This setting directly controls your signal delay in Confirmed and Relaxed modes. Minimum Confluence Score Default: 60 | Range: 40-95 What It Does: The threshold score required for a pattern to be displayed. Patterns with confluence scores below this threshold are not shown. When To Change: Increase to 75+ if you only want high-quality textbook setups (fewer signals) Decrease to 50-55 if you want to see more developing patterns (more signals, lower average quality) Impact: This is your primary signal filter. Higher threshold = fewer, higher-quality signals. Lower threshold = more signals but includes weaker setups. Recommended starting point is 60-65. TECHNICAL PERIODS SECTION RSI Period Default: 14 | Range: 5-50 What It Does: Lookback period for RSI calculation. When To Change: Decrease to 9-10 for faster, more sensitive RSI that detects shorter-term momentum changes Increase to 21-28 for slower, smoother RSI that filters noise Impact: Lower values make RSI more volatile (more frequent extremes and divergences). Higher values make RSI smoother (fewer but more significant divergences). 14 is industry standard. Volume Moving Average Period Default: 20 | Range: 10-200 What It Does: Lookback period for calculating average volume. Current volume is compared to this average to determine volume ratio. When To Change: Decrease to 10-14 for shorter-term volume comparison (more sensitive to recent volume changes) Increase to 50-100 for longer-term volume comparison (smoother, less sensitive) Impact: Lower values make volume ratio more volatile. Higher values make it more stable. 20 is standard. ATR Period Default: 14 | Range: 5-100 What It Does: Lookback period for Average True Range calculation used for volatility measurement and label positioning. When To Change: Rarely needs adjustment. Use 7-10 for faster volatility response, 21-28 for slower. Impact: Affects volatility ratio calculation and visual label spacing. Minimal impact on signals. Pressure Percentile Lookback Default: 50 | Range: 10-300 What It Does: Lookback period for calculating volume pressure percentile ranking. Your current pressure is ranked against the pressure of the last X bars. When To Change: Decrease to 20-30 for shorter-term pressure context (more responsive to recent changes) Increase to 100-200 for longer-term pressure context (smoother rankings) Impact: Lower values make pressure strength more sensitive to recent bars. Higher values provide more stable, long-term pressure assessment. Capped at 300 for performance reasons. SIGNAL DETECTION SECTION Signal Detection Mode Default: "Divergence + Confluence (Confirmed)" Options: Confluence Only (Real-time) Divergence + Confluence (Confirmed) Divergence + Confluence (Relaxed) What It Does: Selects which detection logic mode to use (see "Understanding The Three Detection Modes" section above). When To Change: Use Confirmed for learning and non-repainting signals. Use Real-time for live scanning without divergence requirement. Use Relaxed for slightly more signals than Confirmed. Impact: Fundamentally changes when and how signals appear. VISUAL LAYERS SECTION All toggles default to ON. Each controls visibility of one visual layer: Show Market Structure: Pivot markers and support/resistance lines Show Pressure Zones: Background color shading Show Divergence Lines: Dotted lines connecting pivots Show Institutional Footprint Markers: Absorption boxes, hunt labels, exhaustion labels Show Consolidated Analysis Label: Main pattern detection label Use Compact Label Format Default: OFF What It Does: Switches consolidated label between single-line compact format and multi-line detailed format. When To Change: Turn ON if you find full labels too large or distracting. Impact: Visual clarity vs. information density tradeoff. DASHBOARD SECTION Dashboard Mode Default: "Optimized" Options: Off, Compact, Optimized, Full What It Does: Controls how much information the dashboard displays. Off: No dashboard Compact: 8 rows (essential metrics only) Optimized: 12 rows (recommended balance) Full: 13 rows (every available metric) Dashboard Position Default: "Top Right" Options: Top Right, Top Left, Bottom Right, Bottom Left What It Does: Screen corner where dashboard appears. HOW TO USE VMDM - PRACTICAL WORKFLOW STEP 1 - INITIAL SETUP Add VMDM to your chart Select your detection mode (Confirmed recommended for learning) Set your minimum confluence score (start with 60-65) Adjust pivot parameters if needed (default 3/3 is good for most timeframes) Enable the visual layers you want to see STEP 2 - CHART ANALYSIS Let the indicator load and analyze historical data Review the patterns that appear historically Examine the confluence scores - notice which patterns had higher scores Observe which patterns occurred during supportive pressure zones Notice the divergence line connections - understand what price vs RSI did STEP 3 - PATTERN RECOGNITION LEARNING When a consolidated analysis label appears: Read the divergence type (regular or hidden, bullish or bearish) Check the quality tier (textbook, high quality, or valid) Review the confluence breakdown - which factors contributed Look at the chart context - where is price relative to structure, trend, etc. Observe the behavioral footprint markers nearby - do they support the pattern STEP 4 - REAL-TIME MONITORING Watch the dashboard for real-time regime and pressure state Monitor the current confluence score in the dashboard When it approaches your threshold, be alert for potential pattern formation When a new pattern appears (after confirmation delay), evaluate it using the workflow above Use your trading strategy rules to decide if the setup aligns with your criteria STEP 5 - POST-PATTERN OBSERVATION After a pattern appears: Mark the level on your chart Observe what price does after the pattern completes Did price respect the reversal/continuation signal What was the confluence score of patterns that worked vs. those that failed Learn which quality tiers and confluence levels produce better results on your specific symbol and timeframe RECOMMENDED TIMEFRAMES AND ASSET CLASSES VMDM is timeframe-agnostic and works on any asset with volume data. However, optimal performance varies: BEST TIMEFRAMES 15-Minute to 1-Hour: Ideal balance of signal frequency and reliability. Pivot confirmation delay is acceptable. Sufficient volume data for pressure analysis. 4-Hour to Daily: Excellent for swing trading. Very high-quality signals. Lower frequency but higher significance. Recommended for learning because patterns are clearer. 1-Minute to 5-Minute: Works but requires adjustment. Increase pivot bars to 5-7 for filtering. Decrease max object history to 30 for performance. Expect more noise. Weekly/Monthly: Works but very infrequent signals. Increase confluence threshold to 70+ to ensure only major patterns appear. BEST ASSET CLASSES Forex Majors: Excellent volume data and clear trends. Pressure analysis works well. Crypto (Major Pairs): Good volume data. High volatility makes divergences more pronounced. Works very well. Stock Indices (SPY, QQQ, etc.): Excellent. Clean price action and reliable volume. Individual Stocks: Works well on high-volume stocks. Low-volume stocks may produce unreliable pressure readings. Commodities (Gold, Oil, etc.): Works well. Clear trends and reactions. WHAT THIS INDICATOR CANNOT DO - LIMITATIONS LIMITATION 1 - It Does Not Predict The Future VMDM identifies when technical conditions align historically associated with potential reversals or continuations. It does not predict what will happen next. A textbook 95-confluence pattern can still fail if fundamental events, news, or larger timeframe structure override the setup. LIMITATION 2 - Confirmation Delay Means You Miss Early Entry In Confirmed and Relaxed modes, the non-repainting design means you receive signals AFTER the pivot is confirmed. Price may have already moved significantly by the time you receive the signal. This is the tradeoff for non-repainting reliability. You can use Real-time mode for faster signals but sacrifice divergence confirmation. LIMITATION 3 - It Does Not Tell You Position Sizing or Risk Management VMDM provides technical pattern analysis. It does not calculate stop loss levels, take profit targets, or position sizing. You must apply your own risk management rules. Never risk more than you can afford to lose based on a technical signal. LIMITATION 4 - Volume Pressure Analysis Requires Reliable Volume Data On assets with thin volume or unreliable volume reporting, pressure analysis may be inaccurate. Stick to major liquid assets with consistent volume data. LIMITATION 5 - It Cannot Detect Fundamental Events VMDM is purely technical. It cannot predict earnings reports, central bank decisions, geopolitical events, or other fundamental catalysts that can override technical patterns. LIMITATION 6 - Divergence Requires Two Pivots The indicator cannot detect divergence until at least two pivots of the same type have formed. In strong trends without pullbacks, you may go long periods without signals. LIMITATION 7 - Institutional Pattern Names Are Interpretive The behavioral footprint patterns are named using common trading education terminology, but they are detected through technical analysis, not actual institutional data access. The patterns are interpretations based on price and volume behavior. CONCEPT FOUNDATION - WHY THIS APPROACH WORKS MARKET PRINCIPLE 1 - Momentum Divergence Precedes Price Reversal Price is the final output of market forces, but momentum (the rate of change in those forces) shifts first. When price makes a new low but the momentum behind that move is weaker (higher RSI low), it signals that sellers are losing strength even though they temporarily pushed price lower. This precedes reversal. This is a fundamental principle in technical analysis taught by Charles Dow, widely observed in market behavior. MARKET PRINCIPLE 2 - Volume Reveals Conviction Price can move on low volume (low conviction) or high volume (high conviction). When price makes a new low on declining volume while RSI shows improving momentum, it suggests the new low is not confirmed by participant conviction. Adding volume pressure analysis to momentum divergence adds a confirmation layer that filters false divergences. MARKET PRINCIPLE 3 - Anomalies Mark Structural Extremes When volume spikes significantly but range contracts (absorption), or when price spikes beyond structure then reverses (stop hunt), or when aggressive moves are met with large-wick rejection (exhaustion), these anomalies often mark short-term extremes. Combining these structural observations with momentum analysis creates context. MARKET PRINCIPLE 4 - Confluence Improves Probability No single technical factor is reliable in isolation. RSI divergence alone fails frequently. Volume analysis alone cannot time entries. Combining multiple independent factors into a weighted system increases the probability that observed patterns have structural significance rather than random noise. THE EDUCATIONAL VALUE By visualizing all four layers simultaneously and breaking down the confluence scoring transparently, VMDM teaches you to think in terms of multi-dimensional analysis rather than single-indicator reliance. Over time, you will learn to recognize these patterns manually and understand which combinations produce better results on your traded assets. INSTITUTIONAL TERMINOLOGY - IMPORTANT CLARIFICATION This indicator uses the following terms that are common in trading education: Institutional Footprint Absorption (Accumulation / Distribution) Stop Hunt Exhaustion CRITICAL DISCLAIMER: These terms are EDUCATIONAL LABELS for specific price action and volume behavior patterns detected through technical analysis of publicly available chart data (open, high, low, close, volume). This indicator does NOT have access to: Actual institutional order flow or order book data Market maker positions or intentions Broker stop-loss databases Non-public trading data Proprietary institutional information The patterns labeled as "institutional footprint" are interpretations based on observable price and volume behavior that educational trading literature often associates with potential large-participant activity. The detection is algorithmic pattern recognition, not privileged data access. When this indicator identifies "absorption," it means it detected high volume within a small range - a condition that MAY indicate large orders being filled but is not confirmation of actual institutional participation. When it identifies a "stop hunt," it means price briefly penetrated a structural level then reversed - a pattern that MAY have triggered stop losses but is not confirmation that stops were specifically targeted. When it identifies "exhaustion," it means high volume with large rejection wicks - a pattern that MAY indicate aggressive participation meeting strong opposition but is not confirmation of institutional involvement. These are technical analysis interpretations, not factual statements about market participant identity or intent. DISCLAIMER AND RISK WARNING EDUCATIONAL PURPOSE ONLY This indicator is designed as an educational tool to help traders learn to recognize technical patterns, understand multi-factor analysis, and practice systematic market observation. It is NOT a trading system, signal service, or financial advice. NO PERFORMANCE GUARANTEE Past pattern behavior does not guarantee future results. A pattern that historically preceded price movement in one direction may fail in the future due to changing market conditions, fundamental events, or random variance. Confluence scores reflect historical technical alignment, not future certainty. TRADING INVOLVES SUBSTANTIAL RISK Trading financial instruments involves substantial risk of loss. You can lose more than your initial investment. Never trade with money you cannot afford to lose. Always use proper risk management including stop losses, position sizing, and portfolio diversification. NO PREDICTIVE CLAIMS This indicator does NOT predict future price movement. It identifies when technical conditions align in patterns that historically have been associated with potential reversals or continuations. Market behavior is probabilistic, not deterministic. BACKTESTING LIMITATIONS If you backtest trading strategies using this indicator, ensure you account for: Realistic commission costs Realistic slippage (difference between signal price and actual fill price) Sufficient sample size (minimum 100 trades for statistical relevance) Reasonable position sizing (risking no more than 1-2 percent of account per trade) The confirmation delay inherent in the indicator (you cannot enter at the exact pivot in Confirmed mode) Backtests that do not account for these factors will produce unrealistic results. AUTHOR LIABILITY The author (BullByte) is not responsible for any trading losses incurred using this indicator. By using this indicator, you acknowledge that all trading decisions are your sole responsibility and that you understand the risks involved. NOT FINANCIAL ADVICE Nothing in this indicator, its code, its description, or its visual outputs constitutes financial, investment, or trading advice. Consult a licensed financial advisor before making investment decisions. FREQUENTLY ASKED QUESTIONS Q: Why do signals appear in the past, not at the current bar A: In Confirmed and Relaxed modes, signals appear at confirmed pivots, which requires waiting for right-side confirmation bars (default 3). This creates a delay but prevents repainting. Use Real-time mode if you want current-bar signals without pivot confirmation. Q: Can I use this for automated trading A: You can create alert-based automation, but understand that Confirmed mode signals appear AFTER the pivot with delay, so your entry will not be at the pivot price. Real-time mode signals can change as the current bar develops. Automation requires careful consideration of these factors. Q: How do I know which confluence score to use A: Start with 60. Observe which patterns work on your symbol/timeframe. If too many false signals, increase to 70-75. If too few signals, decrease to 55. Quality vs. quantity tradeoff. Q: Do regular divergences mean I should enter a reversal trade immediately A: No. Regular divergences indicate momentum exhaustion, which is a WARNING sign that trend may reverse, not a confirmation that it will. Use confluence score, market context, support/resistance, and your strategy rules to make entry decisions. Many divergences fail. Q: What's the difference between regular and hidden divergence A: Regular divergence = price and momentum move in opposite directions at extremes = potential reversal signal. Hidden divergence = price and momentum move in opposite directions during pullbacks = potential continuation signal. Hidden divergence suggests the pullback is just a correction within the larger trend. Q: Why does the pressure zone color sometimes conflict with the divergence direction A: Pressure is real-time current bar analysis. Divergence is confirmed pivot analysis from the past. They measure different things at different times. A bullish divergence confirmed 3 bars ago might appear during current selling pressure. This is normal. Q: Can I use this on stocks without volume data A: No. Volume is required for pressure analysis and behavioral pattern detection. Use only on assets with reliable volume reporting. Q: How often should I expect signals A: Depends on timeframe and settings. Daily charts might produce 5-10 signals per month. 1-hour charts might produce 20-30. 15-minute charts might produce 50-100. Adjust confluence threshold to control frequency. Q: Can I modify the code A: Yes, this is open source. You can modify for personal use. If you publish a modified version, please credit the original and ensure your publication meets TradingView guidelines. Q: What if I disagree with a pattern's confluence score A: The scoring weights are based on general observations and may not suit your specific strategy or asset. You can modify the code to adjust weights if you have data-driven reasons to do so. Final Notes VMDM - Volume, Momentum and Divergence Master is an educational multi-layer market analysis system designed to teach systematic pattern recognition through transparent, confluence-weighted signal detection. By combining RSI momentum divergence, volume pressure quantification, behavioral footprint pattern recognition, and quality scoring into a unified framework, it provides a comprehensive learning environment for understanding market structure. Use this tool to develop your analytical skills, understand how multiple technical factors interact, and learn to distinguish high-quality setups from noise. Remember that technical analysis is probabilistic, not predictive. No indicator replaces proper education, risk management, and trading discipline. Trade responsibly. Learn continuously. Risk only what you can afford to lose. -BullByte
Indikator Pine Script®
oleh BullByte
10
ICT Smart Money Trading Suite PRO [SwissAlgo]ICT SMC Trading Suite Pro Structure Detection. Imbalance Tracking. Trade Planning. Contextual Alerts. Why This Integrated System Was Built The ICT/SMC methodology requires tracking multiple analytical components simultaneously - a process prone to manual errors, time inefficiency, and visual clutter . This indicator consolidates these elements into a single, unified system , providing rules-based validation for experienced ICT traders who may struggle with execution speed, consistency, and manual calculations. ----------------------------------------------------------------- What This Indicator Does ICT/SMC methodology involves tracking multiple analytical components simultaneously. This indicator consolidates them into a single system. Common challenges when applying ICT manually: 1️⃣ Structure Identification
 Determining which pivots qualify as external (macro) structure versus internal (micro) structure requires consistent rules. Inconsistent structure identification affects the detection of the relevant trading range for entries , Change of Character (ChoCH) , and Break of Structure (BoS) . Accurate structure identification is paramount ; a faulty reading invalidates the entire ICT thesis for the current swing. While no automated system can replace human judgment, the indicator provides you with a rules-based starting point for structural analysis. The key goal is to help you find and map the relevant structural leg to focus on. 2️⃣ Chart Organization
 Drawing Fibonacci retracements, Fair Value Gaps, Order Blocks, and other imbalances manually creates visual complexity that can obscure the analysis. The indicator addresses this by striving to show all imbalances in a consistent, unified, and understandable visual way , using color coding and z-order layering to maintain clarity even when multiple components are active. 3️⃣ Imbalance Tracking
 ICT methodology requires monitoring a vast array of institutional footprints : Fair Value Gaps (FVG), Order Blocks (OB), Breaker Blocks (BB), Liquidity Pools (LP), Volume Imbalances, Wick Imbalances, and Kill Zone ranges. Tracking all these simultaneously and manually monitoring their mitigation status is highly time-intensive and prone to oversight . The indicator constantly scans and tracks all key imbalance types for you, automatically updating their status and creating a dynamic, real-time visual heatmap of unmitigated institutional inefficiency. 4️⃣ Trade Calculation
 Determining structure-based Stop Loss (SL) placement, calculating multiple Take Profit (TP) levels with accurate position-sizing splits, and computing the final blended Risk-to-Reward (R:R) ratio involves multiple time-sensitive, manual calculations per setup . The indicator automates this entire trade calculation process for you, instantly providing the necessary pricing (entry, SL, TP), sizing, and performance projections, and mitigating the risk of execution error . 5️⃣ Condition Monitoring 
 ICT setups often require specific technical conditions to align: price reaching discount Fibonacci levels (0.618-0.882 for shorts, 0.118-0.382 for longs), EMA crossovers confirming momentum, or structural shifts (ChoCH/BoS). Identifying these moments requires continuous chart observation across multiple assets and timeframes. This indicator includes an alert system that monitors these technical conditions and sends notifications when they occur (real-time). The alert system is designed to minimize spam. This allows traders to review potential setups on demand rather than through continuous observation - particularly relevant for those monitoring multiple instruments or trading sessions outside their local timezone. ----------------------------------------------------------------- Intended Use This indicator is designed for traders who: ♦ Apply ICT/SMC methodology - Familiarity with concepts such as Fair Value Gaps, Order Blocks, Liquidity Pools, market structure, and discount/premium zones is assumed. The indicator does not teach these concepts but provides tools to apply them. ♦ Trade on intraday to swing timeframes - The structure detection and Fibonacci zone mapping work across multiple timeframes. Recommended primary timeframe: 1H (adjustable based on trading approach). ♦ Prefer systematic entry planning - The trade calculation feature computes stop loss, take profit levels, and risk-to-reward ratios based on structure and Fibonacci positioning. Suitable for traders who use defined entry criteria. ♦ Monitor multiple instruments or sessions - The alert functionality notifies when specific technical conditions occur (discount zone entries, EMA crossovers, structure changes), reducing the need for continuous manual monitoring. ♦ Use trade execution platforms - The trade summary table displays pre-formatted values (entry, SL, TP levels with quantity splits) that can be manually input into trading platforms or bot services like 3Commas.
 ----------------------------------------------------------------- How To Use Step 1: Structure Analysis
 The indicator automatically detects external and internal market structure using pivot analysis. Structure lines are color-coded: red for bearish structure, green for bullish. External pivots are marked with larger triangles, internal pivots with smaller markers. The pivot length parameters (default: 20/20) can be adjusted in settings to align with your structural analysis approach and the asset you are analyzing. Step 2: Define Your Trading Zone
 Use the "Start Swing" and "End Swing" date inputs to mark the beginning and end of the (external) structural leg you wish to analyze. The indicator calculates Fibonacci retracement levels based on these points and color-codes the zones: * Green zones: Discount area (0.618-0.882 for bearish / 0.118-0.382 for bullish) * Yellow zones: Premium area (0.786-1.0 for bearish / 0.0-0.214 for bullish) * Red zones: Extension area beyond structure (potential fake-out zones) Step 3: Review Imbalances
 The indicator identifies and displays multiple imbalance types: 🔥 Volume imbalances (from displacement candles based on PVSRA methodology) 🔥 Fair Value Gaps (FVG) 🔥 Order Blocks (OB) and Breaker Blocks (BB) 🔥 Liquidity Pools (LP) at equal highs/lows 🔥 Wick imbalances (exceptional wick formations) 🔥 Kill Zone liquidity from specific trading sessions (Asian, London, NY AM) Volume Imbalances Fair Value Gaps Order Blocks Liquidity Pools Wick Imbalances Kill Zone Imbalances According to ICT methodology, imbalances act as price magnets - areas where price tends to return for mitigation. When multiple imbalances overlap at the same price level, this creates a confluence zone with a higher probability of price reaction . Imbalances are displayed as gray boxes , creating a visual heatmap of institutional inefficiencies. When imbalances overlap, the zones appear darker due to layering, and labels combine to show confluence (e.g., "FVG + OB" or "Vol + LP"). Heatmap of Imbalances User can view each type alone, or all together (heatmap) Each imbalance type is tracked until mitigated by price according to ICT principles and can be toggled on/off independently in settings. Step 4: Reference Levels & Sessions The indicator displays additional reference data: 🔥 Daily Pivot Points (PP, R1-R3, S1-S3) calculated from previous day 🔥Average Daily Range (ADR) projected from the current day's extremes 🔥 Daily OHLC levels: Today's Open (DO), Previous Day High (PDH), Previous Day Low (PDL) 🔥Session backgrounds (optional): Color-coded boxes for Asian, London, NY AM, and NY PM sessions Sessions While these are not ICT-specific imbalances, they represent widely-watched price levels that often attract institutional activity and can act as additional reference points for support, resistance, and liquidity targeting. All reference levels can be toggled independently in settings. Step 5: Momentum Reference
 EMA 14 and EMA 21 lines are displayed for momentum analysis. When EMA 14 enters discount zones and crosses EMA 21, a triangle marker appears on the chart. This indicates a potential alignment of structure and momentum conditions. Step 6: Trade Planning
 Input your intended entry price in the "Entry Price" field along with your margin and leverage parameters. The indicator automatically calculates all trade parameters: * Stop loss level (based on Fibonacci structure - typically at 1.118 extension) * Three take profit levels (TP1, TP2, TP3) with position quantity splits * Risk-to-reward ratio (blended across all three targets) * Projected profit/loss values in both dollars and percentage All calculated values are displayed both visually on the chart (as horizontal lines with labels) and in a formatted Trade Summary table. The table organizes the information for quick reference: entry details, take profit levels with quantities, stop loss parameters, and performance projections. This pre-calculated data can be manually copied into trading platforms or bot services (such as 3Commas Smart Trades) without requiring additional calculations. Step 7: Alert Configuration
 Create alerts using TradingView's alert system (select "Any alert() function call"). The indicator sends notifications when: * Price reaches specific discount Fibonacci levels (0.618, 0.786, 0.882 for shorts / 0.382, 0.214, 0.118 for longs) * EMA 14/21 crossovers occur within discount zones * Change of Character (ChoCH) is detected * Break of Structure (BoS) is detected Note: Alerts require active TradingView alert functionality. Update alerts when changing your trading zone parameters. ----------------------------------------------------------------- Key Features Structure & Zone Analysis * Automated structure detection with external/internal pivots and zig-zag visualization * Fibonacci retracement mapping with color-coded discount/premium zones * Visual zone classification: Green (optimal discount), Yellow (premium), Red (fake-out risk) ICT Imbalances Heatmap * Volume imbalances (PVSRA displacement candles) * Fair Value Gaps (FVG) * Order Blocks (OB) and Breaker Blocks (BB) * Liquidity Pools (LP) at equal highs/lows * Wick imbalances (exceptional wick formations) * Kill Zone liquidity (Asian, London, NY AM sessions) * Confluence detection with combined labels and visual layering Reference Levels * Daily Pivot Points (PP, R1-R3, S1-S3) * Average Daily Range (ADR) projections * Daily OHLC levels (DO, PDH, PDL) * Session backgrounds for kill zones Trade Planning Tools * Automated stop loss calculation based on Fibonacci structure * Three-tier take profit system with position quantity splits * Risk-to-reward ratio calculation (blended across all targets) * P&L projections in dollars and percentages * Trade Summary table formatted for manual platform entry Momentum & Signals * EMA 14/21 overlay for momentum analysis * Visual crossover markers (triangles) in discount zones * Change of Character (ChoCH) detection and labels * Break of Structure (BoS) detection and labels Chart Enhancements * Higher timeframe candle overlay (5m to Monthly) * PVSRA candle coloring (volume-based) * Symbol legend for quick reference * Customizable visual elements (toggle all components independently) Alert System * Discount zone entry notifications (Fibonacci level monitoring) * EMA crossover signals within discount zones * Structure change alerts (ChoCH and BoS) * Configurable via TradingView alert functionality Alert Functionality The indicator includes an alert system that monitors technical conditions continuously. When configured, alerts notify users when specific events occur: ❗ Discount Zone Monitoring
 When EMA 14 crosses into key Fibonacci levels (0.618, 0.786, 0.882 for bearish structure / 0.382, 0.214, 0.118 for bullish structure), an alert is triggered. Example: Trading BTC and ETH simultaneously - instead of monitoring both charts for zone entries, alerts notify when either asset reaches the specified level. ❗ Momentum Alignment
 When EMA 14 crosses EMA 21 within discount zones, an alert is sent. Example: Monitoring setups across multiple timeframes (1H, 4H, Daily) - alerts indicate when momentum conditions align on any timeframe being tracked. ❗ Structure Changes
 Change of Character (ChoCH) and Break of Structure (BoS) events trigger alerts. Example: Trading during the Asian session while located in a different timezone - alerts notify of structure changes occurring outside active monitoring hours. Configuration
 Alerts are set up through TradingView's native alert system. Select "Any alert() function call" when creating the alert. ⚠️ Note: Alert parameters are captured at creation time, so alerts must be updated when changing trading zone settings (Start/End Swing dates) or any other parameter. How to Create Alerts Step 1: Open Alert Creation
 Click the "Alert" button (clock icon) in the top toolbar of TradingView, or right-click on the chart and select "Add Alert." Step 2: Configure Alert Condition * In the alert dialog, set the Condition dropdown to select this indicator * Set the alert type to ⚠️ " Any alert() function call " * This configuration allows the indicator to trigger alerts based on its internal logic Step 3: Set Alert Timing * Timeframe: Same as chart * Expiration: Choose "Open-ended (when triggered)" to keep the alert active until conditions occur * Message tab: choose a name for the alert Step 4: Notification Settings
 Configure how you want to receive notifications: * Popup within TradingView * Email notification * Mobile app push notification (requires TradingView mobile app) Step 5: Create
 Important Notes: * Alert parameters are captured at creation time . If you change your trading zone (Start/End Swing dates) or entry price, delete the old alert and create a new one . * One alert per chart: Create separate alerts for each instrument and timeframe you're monitoring. * TradingView alert limits apply based on your TradingView subscription tier. What Triggers Alerts: This indicator sends alerts for four key event types: 1. Discount Zone Entry - EMA 14 crossing key Fibonacci levels 2. Momentum Crossover - EMA 14/21 crossovers within discount zones 3. Change of Character (ChoCH) - Structure reversal detected 4. Break of Structure (BoS) - Trend continuation confirmed All four conditions are monitored by a single alert configuration . ----------------------------------------------------------------- Recommended Settings * Timeframe : 1H works well for most assets * Theme : Dark mode recommended * Structural Pivots : Default 20/20 captures reasonable structure; adjust to match your analysis ----------------------------------------------------------------- Chart Elements Guide ♦ Structure Visualization Zig-zag lines Automated structure detection - green lines indicate bullish structure, red lines indicate bearish structure. Thick lines represent external structure , thin faded lines show internal structure . Triangle markers Large triangles mark external pivots (swing highs/lows), small triangles mark internal pivots. Fibonacci Zones * Green zones: Discount area - potential entry zones (0.618-0.882 for shorts / 0.118-0.382 for longs) * Yellow zones: Premium area - higher extension zones (0.786-1.0 for shorts / 0.0-0.214 for longs) * Red zones: Fake-out risk area - price beyond structural extremes (above 1.0 for shorts / below 0.0 for longs) * White dashed lines: Individual Fibonacci levels (1.0, 0.882, 0.786, 0.618, 0.5, 0.382, 0.214, 0.118, 0.0) ♦ Imbalance Heatmap Gray boxes with dotted midlines Unmitigated imbalances create a visual heatmap. Overlapping imbalances appear darker due to layering. Combined labels When multiple imbalances overlap, labels show confluence (e.g., "FVG + OB", "Vol + LP + Wick") Types displayed : Vol (Volume), FVG (Fair Value Gap), OB (Order Block), BB (Breaker Block), LP (Liquidity Pool), Wick, KZ (Kill Zone) ♦ Momentum Indicators * Red line: EMA 14 * Yellow line: EMA 21 * Small triangles on price: Crossover signals - red triangle (bearish crossover), green triangle (bullish crossover) when occurring within discount zones ♦ Structure Change Markers * Labels with checkmarks/crosses: ChoCH (Change of Character) and BoS (Break of Structure) events (Green label with ✓: Bullish ChoCH or BoS, Red label with ✗: Bearish ChoCH or BoS) ♦ Trade Planning Lines (when entry price is set) * Blue horizontal line: Entry price * Green dashed lines: TP1 and TP2 * Green solid line: TP3 (final target) * Red horizontal line: Stop Loss level TP levels and SL are calculated based on the structure range, entry price, and mapped trading zone, and aim to achieve a minimum risk: reward ratio of 1:1.5 (R:R) ♦ Colored background zones: Green shading between entry and TP3 (profit zone), red shading between entry and SL (loss zone) ♦ Reference Levels * Orange dotted lines with labels: Daily Pivot Points (PP, R1-R3, S1-S3) * Purple dotted lines with labels: ADR High and ADR Low projections * Cyan dotted lines with labels: DO (Daily Open), PDH (Previous Day High), PDL (Previous Day Low) ♦ Session Backgrounds (optional) * Yellow shaded box: Asian session (19:00-00:00 NY time) * Blue shaded box: London session (02:00-05:00 NY time) * Green shaded box: NY AM session (09:30-11:00 NY time) * Orange shaded box: NY PM session (13:30-16:00 NY time) ♦ Trade Summary Table (top-right corner) Displays a complete trade plan with sections: * Sanity Check: Plan validation status * Setup: Trade type, leverage, entry price, position size * Take Profit: TP1, TP2, TP3 with prices, percentages, and quantity splits * Stop Loss: SL price and type * Performance: Potential profit/loss, ROI, and risk-to-reward ratio ♦ HTF Candle Overlay (optional, displayed to the right of the current price) * Larger candlesticks representing higher timeframe price action * Green bodies: Bullish HTF candles * Red bodies: Bearish HTF candles * Label shows selected timeframe (e.g., "HTF→ D" for daily) ♦ Legend Table (bottom-right corner) Quick reference guide explaining all symbol abbreviations and color codes used on the chart. ----------------------------------------------------------------- Methodology & Calculation Details This indicator consolidates multiple ICT/SMC analytical components into a single integrated system. While individual elements could be created separately, this integration provides automated coordination between components , consistency, and reduces chart complexity. Structure Detection External and internal pivots Are identified using fractal pivot analysis with configurable lookback periods (default: 20 bars for both). A pivot high is confirmed when the high at the pivot bar exceeds all highs within the lookback range on both sides. Pivot lows use inverse logic. Structure lines connect validated pivots, with color coding based on price direction (higher highs/higher lows = bullish, lower highs/lower lows = bearish). Fibonacci Retracement Calculation Users define two swing points via date/time inputs. The indicator calculates the price range between these points and applies standard Fibonacci ratios (0.0, 0.118, 0.214, 0.382, 0.5, 0.618, 0.786, 0.882, 1.0, plus extensions at 1.118, 1.272, -0.118, -0.272). Zone classification is based on ICT discount/premium principles: 0.618-1.0 range for bearish setups, 0.0-0.382 for bullish setups. Imbalance Identification Volume Imbalances : Detected using PVSRA (Price, Volume, Support, Resistance Analysis) methodology. Candles are classified based on the percentile ranking of volume and price range over a 1344-bar lookback period. Type 1 imbalances require ≥95th percentile in both volume and range; Type 2 requires ≥85th percentile. Additional filters include body-to-range ratio (≥50% for Type 1, ≥30% for Type 2) and ATR validation. Fair Value Gaps (FVG) : Identified when a three-candle sequence shows a price gap: low > high for bullish FVG, high < low for bearish FVG. The middle candle must close beyond the gap edge. Mitigation occurs when the price retraces into the gap. Order Blocks (OB) : Detected by identifying the last opposing candle before a significant price move. When price breaks a swing high/low, the algorithm scans backwards to find the candle with the highest high (bearish OB) or lowest low (bullish OB) before the breakout. When an OB is breached, it converts to a Breaker Block (BB). Liquidity Pools (LP) : Identified by detecting equal highs or equal lows using a tolerance threshold based on ATR. Pivot highs/lows within this tolerance range are grouped. Equal highs create Buy-Side Liquidity (BSL) zones above the level; equal lows create Sell-Side Liquidity (SSL) zones below the level. Wick Imbalances: Flagged when a candle's wick exceeds 1.0x ATR and comprises >50% of the total candle range. These represent rapid rejections or absorption events. Kill Zone Liquidity: Tracks the high/low range during specific ICT-defined sessions (Asian: 19:00-00:00 NY, London: 02:00-05:00 NY, NY AM: 09:30-11:00 NY). At session close, BSL and SSL zones are created above/below the session range. Change of Character (ChoCH) & Break of Structure (BoS) ChoCH is detected when price breaks counter to the established structure (bearish structure broken upward = bullish ChoCH; bullish structure broken downward = bearish ChoCH). BoS occurs when price breaks in the direction of the established trend (bearish structure breaking lower = bearish BoS; bullish structure breaking higher = bullish BoS). Trade Calculations Stop Loss and Take Profit levels are calculated based on the entry position within the Fibonacci zone structure: * Premium entries (0.786-1.0 for shorts / 0.0-0.214 for longs): SL at 1.118/-0.118 extension, TP structure weighted toward zone extremes * Golden entries (0.618-0.786 for shorts / 0.214-0.382 for longs): SL at 1.0/0.0 boundary, TP structure balanced across range Risk-to-reward ratios are calculated as blended values across all three take profit levels, weighted by position quantity splits. Reference Level Calculations * Pivot Points: Standard formula using previous day's high, low, and close: PP = (H + L + C) / 3 * Support/Resistance: R1 = 2×PP - L, S1 = 2×PP - H, with R2/S2 and R3/S3 calculated using range extensions * ADR: 14-period simple moving average of daily high-low range, projected from current day's extremes Momentum Analysis EMA 14 and EMA 21 use standard exponential moving average calculations. Crossovers are detected when EMA 14 crosses EMA 21 within user-defined discount zones, with directional confirmation (cross under in bearish discount = short signal; cross over in bullish discount = long signal). Why This Integration Matters While components like EMA crossovers, pivot detection, or Fibonacci retracements exist as separate indicators, this system provides: 1. Coordinated Analysis : All components reference the same structural framework (user-defined trading zone) 2. Automated Mitigation Tracking : Imbalances are monitored continuously and removed when mitigated according to ICT principles 3. Contextual Alerts : Notifications are triggered only when conditions align within the defined structural context 4. Trade Parameter Automation : Stop loss and take profit calculations adjust dynamically based on entry positioning within the structure 5. Consistent Visual Display : All elements use a unified color scheme, labeling system, and z-order layering. This eliminates visual conflicts that occur when stacking multiple independent indicators (overlapping lines, label collisions, inconsistent transparency levels, conflicting color schemes). This consolidation reduces the need to manually coordinate 8-10 separate indicators, eliminates redundant calculations across disconnected tools, and maintains visual clarity even when all components are displayed simultaneously. ----------------------------------------------------------------- Disclaimer 1. Indicator Functionality and Purpose This indicator is solely a technical analysis tool built upon established methodologies (Smart Money Concepts/ICT) and statistical calculations (Pivots, Fibonacci, EMAs). It is designed to assist experienced traders in visualizing complex data, streamlining the analytical workflow, and automating conditional alerting. The indicator is NOT: ♦ Financial Advice: It does not provide personalized investment recommendations, solicited advice, or instruction on buying, selling, or holding any financial instrument. ♦ A Guarantee of Profit: The presence of a signal, alert, or trade plan output by this tool does not guarantee that any trade will be profitable. ♦ A Predictor of Future Prices: The tool calculates probabilities and potential scenarios based on historical data and current structure; it does not predict future market movements. 2. General Trading Risks and Capital Loss ♦ All trading involves substantial risk of loss. You may lose some or all of your initial capital. Leveraged products, such as futures, CFDs, and margin trading, carry a high degree of risk and are not suitable for all investors. ♦ Risk Acknowledgment: By using this indicator, you acknowledge and accept that you are solely responsible for all trading decisions, and you bear the full risk of any resulting profit or loss. ♦ Risk Management is Crucial: This indicator is an analytical tool only. You must employ independent risk management techniques (position sizing, stop-loss orders) tailored to your personal financial situation and risk tolerance. 3. Calculation Limitations and Non-Real-Time Data The calculations performed by this indicator are based on the data provided by your charting platform (e.g., TradingView). ♦ Data Accuracy: The accuracy of the outputs (e.g., Price Delivery Arrays, Pivots, P&L projections) is dependent on the accuracy and real-time nature of the underlying market data feed. ♦ Latencies: Trade alerts and signals may be subject to minor delays due to server processing, internet connectivity, or charting platform performance. Do not rely solely on alerts for execution. ♦ Backtesting and Performance: Any depiction of past performance, including data visible on the chart, is not indicative of future results. Trading results will vary based on market conditions, liquidity, and execution speed. 4. Software and Platform Disclaimer "As Is" Basis: The indicator is provided on an "as is" basis without warranties of any kind, whether express or implied. The author does not guarantee the script will be error-free or operate without interruption. Third-Party Integration: This indicator is not affiliated with, endorsed by, or connected to TradingView, 3Commas, or any other broker or execution platform. All third-party names are trademarks of their respective owners. The formatting of the Trade Summary Table for 3Commas is for user convenience only. 5. Required Competency (User Responsibility) This indicator is built on the assumption that the user is an experienced trader with a working understanding of the complex concepts being visualized (ICT/SMC, FVG, Order Blocks, Liquidity, etc.). The indicator does not teach these concepts. You Must Always Do Your Own Research (DYOR) before making any trading decision based on signals or visualization provided by this tool. By installing and using this indicator, you explicitly agree to these terms and assume full responsibility for all trading activity.
Indikator Pine Script®
oleh SwissAlgo
1
ATR Trailing Stop (Long or Short Selectable)The ATR Trailing Stop (Long or Short Selectable) will start calculating on a set date that you specify. This is great because you want to trail the price from the breakout day or even after exceeding specific price level (can be your breakeven level or even to capture more of the upside after the price target is met). Entry price: If you act at the close of the day, you can leave this value as 0 and it will take the close of the day for the initial protective stop-loss calculation. You can choose to add a value such as the pattern boundary and in that case it will subtract the initial protective stop-loss from the pattern boundary and not the close of the day. If you use a scaling in tactic during the day (buying in tranches intraday as the breakout takes place) and your average purchase price is different than the close of the day, you can also plug that number in to calculate the initial protective stop-loss. This is a modified version as many followers asked for ATR trailing for short setups. Now you can select the Long/Short trade setup from the drop down menu. ATR period: You can select the ATR period. It can be 10 day, 14 day or 30 day or any ATR period of your choice. ATR Multiplier for Stop-loss: This is the multiplier that you want to trail the price with. From the highest level price reached it will trail the price with a 3 x ATR () distance. The higher the number, the wider the trailing stop-loss. A multiplier of 1 will trail the price so close that and adverse movement can result in triggering the stop-loss. Custom Value for First day Trailing Stop: This is my favorite part. For aggressive risk management, your initial protective stop can be smaller than what the ATR Trailing Stop will use in its calculation after entry day. In this case you can take 1xATR () or even with FX and Futures you can apply 0.5xATR() as the first day to calculate initial protective stop. The protective stop turns into a trailing stop after the first day.
Indikator Pine Script®
oleh akselkibar
MACD Trading System - Professional V2# MACD Trading System - Professional V2 ## Executive Summary **MACD Pro V2** is an institutional-grade trading indicator combining classical MACD analysis with advanced risk management, multi-timeframe confirmation, and comprehensive performance metrics. Designed for both manual traders and algorithmic systems, this indicator provides actionable signals with built-in stop loss calculation, take profit targets, position sizing, and trailing stop logic. This indicator is NOT just a signal generator—it's a complete trading system with risk/reward management, performance tracking, and market regime detection. --- ## Core Features ### 1. Advanced MACD Calculation - **Customizable EMAs**: Fast (default 8), Slow (default 21), Signal (default 5) - **Confirmed Signals**: Uses barstate.isconfirmed to prevent repainting - **Zero-Line Position**: Shows MACD above/below zero for momentum context ### 2. Multi-Timeframe Analysis - **4 Simultaneous Timeframes**: 4H, 1H, 15M, 5M analyzed in parallel - **MTF Alignment Score**: 0-100% showing consensus across timeframes - **Smart Requests**: Uses lookahead=barmerge.lookahead_off for accuracy ### 3. Market Regime Detection Automatically identifies current market conditions: - **TRENDING** - ADX > 25, strong directional movement - **RANGING** - ADX < 20, choppy sideways movement - **VOLATILE** - ATR > 1.5x average, high uncertainty - **NORMAL** - Default market state ### 4. Integrated Risk Management Complete position management system: - **Stop Loss Calculation**: Automatic SL placement based on ATR × multiplier - **Take Profit Targets**: Calculated using Risk:Reward ratio (default 2:1) - **Position Sizing**: Scales position size based on account risk percentage - **Trailing Stop**: Dynamically adjusts SL as price moves in your favor - **Drawdown Monitoring**: Tracks maximum drawdown vs account ### 5. Advanced Signal Scoring 0-100 point system weighing: - **MTF Alignment (35%)**: Multi-timeframe confirmation strength - **Momentum (25%)**: RSI conditions + Divergence detection - **Volume (20%)**: Volume profile and confirmation - **Volatility (20%)**: Market regime adjustment **Signal Classifications:** - **STRONG (70+)**: High confidence, tight stops, optimal entry - **MEDIUM (50-69)**: Valid signals, confirm with price action - **WEAK (<50)**: Low conviction, skip or use tight risk management ### 6. Professional Performance Metrics Real-time trading statistics: - **Win Rate**: Percentage of winning trades - **Max Drawdown**: Largest peak-to-trough decline - **Sharpe Ratio**: Risk-adjusted returns (anualized) - **Profit Factor**: Gross profit / Gross loss ratio - **Consecutive Losses**: Psychological stress indicator ### 7. Advanced Filtering System - **Divergence Detection**: Automatic bullish/bearish divergence identification - **Support/Resistance**: Pivot-based dynamic S/R levels - **Volume Confirmation**: Only takes signals with volume > 1.0x average - **Session Filter**: Optional trading hours restriction - **Volatility Adjustment**: Reduces entries in extremely high volatility --- ## How It Works ### Signal Generation Process **Step 1: MACD Crossover** - Crossover of MACD above/below signal line triggers base signal - Uses confirmed values to prevent false signals **Step 2: Multi-Timeframe Confirmation** - Checks trend alignment on 4H, 1H, 15M, 5M - Calculates MTF alignment percentage - Higher alignment = higher confidence **Step 3: Advanced Scoring** Signal is scored on 100-point scale: - MTF alignment contribution (35 pts max) - RSI + Divergence (25 pts max) - Volume profile (20 pts max) - Volatility regime adjustment (20 pts max) **Step 4: Filter Application** - Session filter (if enabled) - Support/Resistance proximity bonus - Volume confirmation requirement - Drawdown check (if risk mgmt enabled) **Step 5: Risk Calculation** - Stop Loss placed 2 ATR below entry (customizable) - Take Profit calculated using 2:1 risk/reward ratio - Position size scaled to risk 1% per trade - Trailing stop activated after 1R profit **Step 6: Signal Output** - Buy Signal: Green triangle (Strong) or circle (Medium) - Sell Signal: Red triangle (Strong) or circle (Medium) - Dashboard shows complete trade details --- ## Trading Scenarios ### Scenario 1: Strong Buy Setup ``` Requirements met: ✓ MACD crosses above signal line ✓ 3/4 timeframes bullish (4H, 1H, 15M) ✓ RSI oversold (< 30) ✓ Volume spike confirmed ✓ Score: 78/100 → STRONG BUY System provides: - Entry: Current price - Stop Loss: 2 ATR below entry - Take Profit: 2× risk distance above - Position Size: Adjusted to 1% account risk - Trailing Stop: Activates at 1R profit ``` ### Scenario 2: Medium Buy with Divergence ``` Requirements met: ✓ MACD crosses above signal line ✓ 2/4 timeframes bullish (4H, 1H) ✓ Bullish divergence detected ✓ Price near support level ✓ Score: 62/100 → MEDIUM BUY Considerations: - Lower confidence → tighter risk management - Use smaller position size - Require additional confirmation - Better as counter-trend entry ``` ### Scenario 3: Ranging Market Filter ``` Market condition detected: RANGING ADX < 20, sideways movement System response: - Reduces signal score by volatility adjustment - May skip signals entirely - Prioritizes higher confluence - Warns of low trend probability Best action: Wait for trending market ``` --- ## Risk Management Deep Dive ### Stop Loss Calculation ``` Stop Loss Distance = ATR × ATR Multiplier (default 2.0) Example: - Current price: 1.0850 - ATR(14): 0.0045 - SL Distance: 0.0045 × 2.0 = 0.009 - BUY SL: 1.0850 - 0.009 = 1.0760 ``` ### Position Sizing ``` Position Size = (Account Risk % / Price Risk %) Example: - Risk per trade: 1% of account - Stop distance: 0.009 on price of 1.0850 - Price risk: 0.009 / 1.0850 = 0.83% - Position size: 1.0% / 0.83% = 1.2x (capped at 1.0x max) ``` ### Trailing Stop Logic ``` Normal SL: 2 ATR below entry Trigger Level: Entry + (Entry - SL) × Trail Activation (1.0R) Trailing Mechanism: - If price hits trigger, trailing SL activates - SL moves up to: Close - 2 ATR - SL never moves down, only up (for longs) - Protects profits while allowing upside ``` ### Drawdown Protection ``` Tracks: - Peak equity reached - Current drawdown from peak - Maximum drawdown recorded - Stops trading if max DD exceeded Example: - Peak: $10,000 - Current: $9,200 - Drawdown: 8% - Max allowed: 10% - Status: CONTINUE TRADING ``` --- ## Dashboard Metrics Explained ### Market Section - **Market Regime**: Current state (Trending/Ranging/Volatile/Normal) - **ADX Value**: Trend strength indicator (0-100) ### Position Section - **Current Position**: LONG, SHORT, or NONE - **P&L**: Unrealized profit/loss percentage if in position ### Timeframe Section - Individual 4H/1H/15M trend status - **Alignment**: Percentage of bullish timeframes ### Risk Management Section - **Stop Loss %**: Distance from current price - **Take Profit %**: Target profit distance - **Position Size**: Capital allocation multiplier - **Risk %**: Per-trade risk percentage ### Performance Section - **Win Rate**: % of winning trades (>60% is excellent) - **Max DD**: Maximum drawdown experienced - **Sharpe Ratio**: Risk-adjusted return metric - **Profit Factor**: Ratio of profits to losses ### Indicators Section - **RSI**: Momentum and overbought/oversold levels - **Volume**: Current vs. average volume ratio - **Divergence**: Active divergence detection --- ## Advanced Features ### Divergence Detection ``` Bullish Divergence: - Price makes lower low - MACD makes higher high - Signals potential reversal UP Bearish Divergence: - Price makes higher high - MACD makes lower low - Signals potential reversal DOWN Lookback: 20 bars (customizable) ``` ### Support & Resistance ``` Method: Pivot High/Low detection - Pivot Left/Right: 10 bars - Dynamic S/R levels update as new pivots form - Bonus score if entry near identified levels ``` ### Performance Tracking Real-time statistics calculated from: - Win/loss signals - Profit/loss per trade - Consecutive losing trades - Cumulative returns - Standard deviation (Sharpe calculation) Stores last 100 trades in memory for statistics. --- ## Input Parameters Explained ### MACD Settings - **Fast EMA** (5-13): Lower = more responsive, more false signals - **Slow EMA** (20-26): Higher = smoother, misses faster moves - **Signal EMA** (5-9): Crossover sensitivity ### Risk Management - **ATR Period** (default 14): Volatility measurement period - **SL ATR Multiplier** (1.5-3.0): Stop loss tightness - **Risk:Reward Ratio** (1-5): Profit target calculation - **Trail Activation** (0.5-2.0): When to start trailing stop - **Risk Per Trade** (0.1-5.0): Account risk percentage - **Max Drawdown** (5-30%): Trading pause threshold ### Scoring Weights Customize signal emphasis: - **MTF Alignment** (35%): How important is multi-timeframe - **Momentum** (25%): RSI and divergence weight - **Volume** (20%): Volume confirmation priority - **Volatility** (20%): Regime adjustment strength ### Advanced Filters - **Check Divergence**: Enable/disable divergence scoring - **Session Filter**: Restrict to specific hours - **Min Volume Ratio**: Minimum volume for signal ### Display - **Show Dashboard**: Main metrics table - **Show Performance**: Trading statistics - **Show S/R Levels**: Support/resistance visualization --- ## Best Practices 1. **Backtest Before Trading**: Test parameters on your preferred pairs 2. **Start with Strong Signals**: Use only 70+ scored signals initially 3. **Position Size**: Never risk more than 1-2% per trade 4. **Market Regime Awareness**: Skip ranging market entries 5. **Volume Confirmation**: Always check volume spikes 6. **Profit Taking**: Lock in profits at TP, don't let winners die 7. **Loss Management**: Honor stop losses, don't move them 8. **Performance Review**: Check metrics weekly, adjust if needed --- ## Trading Strategy Examples ### Conservative Strategy (Win-Rate Focus) ``` Settings: - Signal Score Minimum: 70+ (Strong only) - Risk Per Trade: 0.5% - Risk:Reward: 3:1 - Position Size: 0.5x (smaller) Targets: - Win Rate > 65% - Max DD < 5% - Profit Factor > 2.0 ``` ### Aggressive Strategy (Profit Focus) ``` Settings: - Signal Score Minimum: 50+ (Medium+) - Risk Per Trade: 2% - Risk:Reward: 1.5:1 - Position Size: 1.0x (maximum) Targets: - Win Rate > 55% - Max DD < 10% - Profit Factor > 1.5 ``` ### Trend Trading Strategy ``` Settings: - Only trade when ADX > 25 (Trending) - MTF Alignment: 3+ timeframes - Use Trailing Stop: Yes - Risk:Reward: 2.5:1 Focus on: Riding large moves Best on: 4H timeframe Pairs: Trending majors (EURUSD, GBPUSD) ``` ### Divergence Trading Strategy ``` Settings: - Signal Score Minimum: 60+ - Enable Divergence: Yes - Volume Confirmation: Required - Position Size: 0.75x Focus on: Reversal entries Best setup: Divergence at resistance/support Risk management: Tight stops (1.5 ATR) ``` --- ## Advantages ✓ Complete trading system, not just signals ✓ Built-in risk management and position sizing ✓ Real-time performance tracking ✓ Multi-timeframe confirmation reduces false signals ✓ Advanced filtering and divergence detection ✓ Market regime awareness ✓ Customizable scoring weights ✓ Professional dashboard display ✓ Support/resistance integration ✓ Trailing stop logic for profit protection --- ## Limitations - Lagging indicator (uses confirmed bars) - Works best on trending markets - Not optimized for news/event trading - Requires parameter optimization per pair - Performance varies by timeframe - Past performance doesn't guarantee future results - Can produce whipsaw signals in ranging markets --- ## System Requirements - TradingView Premium or higher (for advanced charting) - Recommended: 4H or 1H timeframe - Historical data: Minimum 100 bars - Currency pairs: Works on all FX pairs, stocks, commodities --- ## Disclaimer This indicator is provided for educational and informational purposes only. It is not financial advice and does not guarantee profits. Past performance does not predict future results. **Important Notices:** - Always use proper risk management - Trade only with capital you can afford to lose - Backtest thoroughly before live trading - Combine with your own analysis - Consider external market factors and news - Monitor positions actively - Keep emotional discipline --- ## Support & Optimization For best results: 1. Test on your preferred instrument (6-12 months history) 2. Adjust MACD parameters to your timeframe 3. Optimize scoring weights to your style 4. Set risk management per your account size 5. Document your trade results and review weekly 6. Adapt parameters if performance degrades This is a powerful system when used correctly. Respect the rules and let statistics work in your favor.
Indikator Pine Script®
oleh Gyorgyak
MNQ TopStep 50K | Ultra Quality v3.0MNQ TopStep 50K | Ultra Quality v3.0 - Publish Summary 📊 Overview A professional-grade trading indicator designed specifically for MNQ futures traders using TopStep funded accounts. Combines 7 technical confirmations with 5 advanced safety filters to deliver high-quality trade signals while managing drawdown risk. 🎯 Key Features Core Signal System 7-Point Confirmation: VWAP, EMA crossovers, 15-min HTF trend, MACD, RSI, ADX, and Volume Signal Grading: Each signal is rated A+ through D based on 7 quality factors Quality Threshold: Adjustable minimum grade requirement (A+, A, B, C, D) Advanced Safety Filters (Customizable) Mean Reversion Filter - Prevents chasing extended moves beyond VWAP bands ATR Spike Filter - Avoids trading during extreme volatility events EMA Spacing Filter - Ensures proper trend separation (optional) Momentum Filter - Requires consecutive directional bars (optional) Multi-Timeframe Confirmation - Aligns with 15-min trend (optional) TopStep Risk Management Real-time drawdown tracking Position sizing calculator based on remaining cushion Daily loss limit monitoring Consecutive loss protection Max trades per day limiter Visual Components VWAP with 1σ, 2σ, 3σ bands EMA 9/21 with cloud fill 15-min EMA 50 for HTF trend Comprehensive metrics dashboard Risk management panel Filter status panel Detailed trade labels with entry, stops, and targets ⚙️ Default Settings (Balanced for Regular Signals) Technical Indicators Fast EMA: 9 | Slow EMA: 21 | HTF EMA: 50 (15-min) MACD: 10/22/9 RSI: 14 period | Thresholds: 52 (buy) / 48 (sell) ADX: 14 period | Minimum: 20 ATR: 14 period | Stop: 2x | TP1: 2x | TP2: 3x Volume: 1.2x average required Session Settings Default: 9:30 AM - 11:30 AM ET (adjustable) Avoids first 15 minutes after market open Customizable trading hours Safety Filters (Default Configuration) ✅ Mean Reversion: Enabled (2.5σ max from VWAP) ✅ ATR Spike: Enabled (2.0x threshold) ❌ EMA Spacing: Disabled (can enable for quality) ❌ Momentum: Disabled (can enable for quality) ❌ MTF Confirmation: Disabled (can enable for quality) Risk Controls Minimum Signal Quality: C (adjustable to A+ for fewer/better signals) Min Bars Between Signals: 10 Max Trades Per Day: 5 Stop After Consecutive Losses: 2 📈 Expected Performance With Default Settings: Signals per week: 10-15 trades Estimated win rate: 55-60% Risk-Reward: 1:2 (TP1) and 1:3 (TP2) With Aggressive Settings (Min Quality = D, All Filters Off): Signals per week: 20-25 trades Estimated win rate: 50-55% With Conservative Settings (Min Quality = A, All Filters On): Signals per week: 3-5 trades Estimated win rate: 65-70% 🚀 How to Use Basic Setup: Add indicator to MNQ 5-minute chart Adjust TopStep account settings in inputs Set your risk per trade percentage (default: 0.5%) Configure trading session hours Set minimum signal quality (Start with C for balanced results) Signal Interpretation: Green Triangle (BUY): Long signal - all confirmations aligned Red Triangle (SELL): Short signal - all confirmations aligned Label Details: Shows entry, stop loss, take profit levels, position size, and signal grade Signal Grade: A+ = Elite (6-7 points) | A = Strong (5) | B = Good (4) | C = Fair (3) Dashboard Monitoring: Top Right: Technical metrics and market conditions Top Left: Filter status (which filters are passing/blocking) Bottom Right: TopStep risk metrics and position sizing ⚡ Customization Tips For More Signals: Lower "Minimum Signal Quality" to D Decrease ADX threshold to 18-20 Lower RSI thresholds to 50/50 Reduce Volume multiplier to 1.1x Disable additional filters For Higher Quality (Fewer Signals): Raise "Minimum Signal Quality" to A or A+ Increase ADX threshold to 25-30 Enable all 5 advanced filters Tighten VWAP distance to 2.0σ Increase momentum requirement to 3-4 bars For TopStep Compliance: Adjust "Max Total Drawdown" and "Daily Loss Limit" to match your account Update "Already Used Drawdown" daily Monitor the Risk Panel for cushion remaining Use recommended contract sizing 🛡️ Risk Disclaimer IMPORTANT: This indicator is for educational and informational purposes only. Past performance does not guarantee future results All trading involves substantial risk of loss Use proper risk management and position sizing Test thoroughly in paper trading before live use The indicator does not guarantee profitable trades Adjust settings based on your risk tolerance and trading style Always comply with your broker's and TopStep's rules
Indikator Pine Script®
oleh elivgorelick
3
MNQ TopStep 50K | Ultra Quality v3.0MNQ TopStep 50K | Ultra Quality v3.0 - Publish Summary📊 OverviewA professional-grade trading indicator designed specifically for MNQ futures traders using TopStep funded accounts. Combines 7 technical confirmations with 5 advanced safety filters to deliver high-quality trade signals while managing drawdown risk.🎯 Key FeaturesCore Signal System 7-Point Confirmation: VWAP, EMA crossovers, 15-min HTF trend, MACD, RSI, ADX, and Volume Signal Grading: Each signal is rated A+ through D based on 7 quality factors Quality Threshold: Adjustable minimum grade requirement (A+, A, B, C, D) Advanced Safety Filters (Customizable) Mean Reversion Filter - Prevents chasing extended moves beyond VWAP bands ATR Spike Filter - Avoids trading during extreme volatility events EMA Spacing Filter - Ensures proper trend separation (optional) Momentum Filter - Requires consecutive directional bars (optional) Multi-Timeframe Confirmation - Aligns with 15-min trend (optional) TopStep Risk Management Real-time drawdown tracking Position sizing calculator based on remaining cushion Daily loss limit monitoring Consecutive loss protection Max trades per day limiter Visual Components VWAP with 1σ, 2σ, 3σ bands EMA 9/21 with cloud fill 15-min EMA 50 for HTF trend Comprehensive metrics dashboard Risk management panel Filter status panel Detailed trade labels with entry, stops, and targets ⚙️ Default Settings (Balanced for Regular Signals)Technical Indicators Fast EMA: 9 | Slow EMA: 21 | HTF EMA: 50 (15-min) MACD: 10/22/9 RSI: 14 period | Thresholds: 52 (buy) / 48 (sell) ADX: 14 period | Minimum: 20 ATR: 14 period | Stop: 2x | TP1: 2x | TP2: 3x Volume: 1.2x average required Session Settings Default: 9:30 AM - 11:30 AM ET (adjustable) Avoids first 15 minutes after market open Customizable trading hours Safety Filters (Default Configuration) ✅ Mean Reversion: Enabled (2.5σ max from VWAP) ✅ ATR Spike: Enabled (2.0x threshold) ❌ EMA Spacing: Disabled (can enable for quality) ❌ Momentum: Disabled (can enable for quality) ❌ MTF Confirmation: Disabled (can enable for quality) Risk Controls Minimum Signal Quality: C (adjustable to A+ for fewer/better signals) Min Bars Between Signals: 10 Max Trades Per Day: 5 Stop After Consecutive Losses: 2 📈 Expected PerformanceWith Default Settings: Signals per week: 10-15 trades Estimated win rate: 55-60% Risk-Reward: 1:2 (TP1) and 1:3 (TP2) With Aggressive Settings (Min Quality = D, All Filters Off): Signals per week: 20-25 trades Estimated win rate: 50-55% With Conservative Settings (Min Quality = A, All Filters On): Signals per week: 3-5 trades Estimated win rate: 65-70% 🚀 How to UseBasic Setup: Add indicator to MNQ 5-minute chart Adjust TopStep account settings in inputs Set your risk per trade percentage (default: 0.5%) Configure trading session hours Set minimum signal quality (Start with C for balanced results) Signal Interpretation: Green Triangle (BUY): Long signal - all confirmations aligned Red Triangle (SELL): Short signal - all confirmations aligned Label Details: Shows entry, stop loss, take profit levels, position size, and signal grade Signal Grade: A+ = Elite (6-7 points) | A = Strong (5) | B = Good (4) | C = Fair (3) Dashboard Monitoring: Top Right: Technical metrics and market conditions Top Left: Filter status (which filters are passing/blocking) Bottom Right: TopStep risk metrics and position sizing ⚡ Customization TipsFor More Signals: Lower "Minimum Signal Quality" to D Decrease ADX threshold to 18-20 Lower RSI thresholds to 50/50 Reduce Volume multiplier to 1.1x Disable additional filters For Higher Quality (Fewer Signals): Raise "Minimum Signal Quality" to A or A+ Increase ADX threshold to 25-30 Enable all 5 advanced filters Tighten VWAP distance to 2.0σ Increase momentum requirement to 3-4 bars For TopStep Compliance: Adjust "Max Total Drawdown" and "Daily Loss Limit" to match your account Update "Already Used Drawdown" daily Monitor the Risk Panel for cushion remaining Use recommended contract sizing 🛡️ Risk DisclaimerIMPORTANT: This indicator is for educational and informational purposes only. Past performance does not guarantee future results All trading involves substantial risk of loss Use proper risk management and position sizing Test thoroughly in paper trading before live use The indicator does not guarantee profitable trades Adjust settings based on your risk tolerance and trading style Always comply with your broker's and TopStep's rules
Indikator Pine Script®
oleh elivgorelick
SL Hunting Detector📌 Step 1: Identify Liquidity Zones The script plots high-liquidity zones (red) and low-liquidity zones (green). These are areas where big players target stop-losses before reversing the price. Example: If price is near a red liquidity zone, expect a potential stop-loss hunt & reversal downward. If price is near a green liquidity zone, expect a potential stop-loss hunt & reversal upward. 📌 Step 2: Watch for Stop-Loss Hunts (Fakeouts) The indicator marks stop-loss hunts with red (bearish) or green (bullish) arrows. When do stop-loss hunts occur? ✅ A long wick below support (with high volume) = Stop hunt before reversal upward. ✅ A long wick above resistance (with high volume) = Stop hunt before reversal downward. Confirmation: Volume must spike (volume > 1.5x the average volume). ATR-based wicks must be longer than usual (showing a stop-hunt trap). 📌 Step 3: Enter a Trade After a Stop-Hunt 🔹 Bullish Trade (Buying a Dip) If a green arrow appears (stop-hunt below support): ✅ Enter a long (buy) trade at or just above the wick’s recovery level. ✅ Stop-loss: Below the wick’s low (avoid getting hunted again). ✅ Take-profit: Next resistance level or mid-range of the liquidity zone. 🔹 Bearish Trade (Shorting a Fakeout) If a red arrow appears (stop-hunt above resistance): ✅ Enter a short (sell) trade at or just below the wick’s rejection level. ✅ Stop-loss: Above the wick’s high (avoid getting stopped out). ✅ Take-profit: Next support level or mid-range of the liquidity zone. 📌 Step 4: Set Alerts & Automate ✅ The indicator triggers alerts when a stop-hunt is detected. ✅ You can set TradingView to notify you instantly when: A bullish stop-hunt occurs → Look for long entry. A bearish stop-hunt occurs → Look for short entry. 📌 Example Trade Setup Example (BTC Long Trade on Stop-Hunt) BTC is near $40,000 support (green liquidity zone). A long wick drops to $39,800 with a green arrow (bullish stop-hunt signal). Volume spikes, and price recovers quickly back above $40,000. Trade entry: Buy at $40,050. Stop-loss: Below wick ($39,700). Take-profit: $41,500 (next resistance). Result: BTC pumps, stop-loss remains safe, and trade profits. 🔥 Final Tips Always wait for confirmation (don’t enter blindly on signals). Use higher timeframes (15m, 1H, 4H) for better accuracy. Combine with Order Flow tools (like Bookmap) to see real liquidity zones. 🚀 Now try it on TradingView! Let me know if you need adjustments. 📈🔥
Indikator Pine Script®
oleh arpanghorai54860
Risk Management Calculator with Fees and Take Profit [CHE]Risk Management Calculator with Fees and Take Profit Welcome to the Risk Management Calculator with Fees and Take Profit script! This powerful tool is designed to help traders manage their risk effectively, calculate leverage, and set take profit targets. The script is inspired by and builds upon the ideas from the following TradingView script: (). This script is inspired by and builds upon the ideas from the following TradingView script: Features 1. Portfolio Size Input: Enter the size of your portfolio to accurately calculate your risk and leverage. 2. Max Loss Percent Input: Specify the maximum percentage of your portfolio that you are willing to risk on a single trade. 3. Max Leverage Input: Set the maximum leverage you are comfortable using. 4. Trading Fee Input: Include trading fees in your calculations to get a more realistic view of your potential losses and gains. 5. ATR Settings: Configure the ATR period and multiplier to calculate your stop loss and take profit levels. 6. RSI Settings: Adjust the RSI period for trend analysis. How to Use Portfolio Size - Description: This is the total value of your trading account. - Input: `portfolioSize` - Default Value: 100 - Minimum Value: 0.001 Max Loss Percent - Description: The maximum percentage of your portfolio you are willing to lose on a single trade. - Input: `maxLossPercent` - Default Value: 3% - Range: 0.1% to 100% Max Leverage - Description: The maximum leverage you wish to use. - Input: `maxLeverage` - Default Value: 125 - Range: 1 to 125 Trading Fee - Description: The fee percentage you pay per trade. - Input: `feeRate` - Default Value: 1% - Range: 0% to 10% ATR Settings - ATR Period: Number of bars used to calculate the Average True Range. - Input: `atrPeriod` - Default Value: 5 - ATR Multiplier: Multiplier for ATR to set stop loss levels. - Input: `atrMultiplier` - Default Value: 2.0 Take Profit Multiplier - Description: Multiplier for ATR to set take profit levels. - Input: `takeProfitMultiplier` - Default Value: 2.0 RSI Settings - RSI Period: Period for the RSI calculation. - Input: `rsiPeriod` - Default Value: 14 Dashboard The script includes a customizable dashboard that displays the following information: - Portfolio Size - Maximum Loss Amount - Entry Price - Stop Loss Price - Stop Loss Percentage - Calculated Leverage - Order Value - Order Quantity - Trend Direction - Adjusted Maximum Loss Percentage - Take Profit Price Dashboard Settings - Location: Choose the position of the dashboard on the chart. - Options: 'Top Right', 'Bottom Right', 'Top Left', 'Bottom Left' - Size: Adjust the size of the dashboard text. - Options: 'Tiny', 'Small', 'Normal', 'Large' - Text/Frame Color: Set the color for the text and frame of the dashboard. Underlying Principles and Assumptions Leverage Calculation The leverage calculation is fundamental to risk management in trading. It ensures that the risk per trade does not exceed a specified percentage of the portfolio. This calculation takes into account the potential loss from the entry price to the stop loss level, adjusted for trading fees. By dividing the maximum acceptable loss by the total potential loss (including fees), we derive a leverage that limits the exposure per trade. This approach helps traders avoid over-leveraging, which can lead to significant losses. ATR and Stop Loss The Average True Range (ATR) is used to set stop loss levels because it measures market volatility. A higher ATR indicates more volatility, which means wider stop losses are needed to avoid being prematurely stopped out by normal market fluctuations. By using an ATR multiplier, the stop loss is dynamically adjusted based on current market conditions, providing a more robust risk management strategy. Take Profit Calculation The take profit level is calculated as a multiple of the ATR, ensuring that it is set at a realistic level relative to market volatility. This method aims to capture significant price movements while avoiding the noise of smaller fluctuations. Setting take profit targets this way helps in locking in profits when the market moves favorably. RSI for Trend Confirmation The Relative Strength Index (RSI) is used to confirm the trend direction. An RSI above 50 typically indicates a bullish trend, while an RSI below 50 indicates a bearish trend. By aligning trades with the prevailing trend, the script increases the probability of successful trades. This trend confirmation helps in making informed decisions about leverage and position sizing. Risk Color Coding The script uses color coding to visually indicate the risk level and trend direction. Green indicates a favorable condition for long trades, red for short trades, and gray for neutral conditions. This intuitive color coding aids in quickly assessing the market conditions and making timely trading decisions. Conclusion This script aims to provide a comprehensive risk management tool for traders. By integrating portfolio size, leverage, fees, ATR, and RSI, it helps in making informed trading decisions. We hope you find this tool useful in your trading journey. Happy Trading!
Indikator Pine Script®
oleh chervolino
2
Position Size Calculator for ContractDescription: Position Size Calculator is a versatile Pine Script tool designed to help traders manage their risk and position sizing effectively. This script calculates essential trading metrics and visualizes them directly on your chart, helping you make informed trading decisions. Features: - Account Size & Risk Management: - Account Size: Input your total account balance to calculate position sizes. - Maximum Risk: Define how much of your account you are willing to risk per trade in dollars. - Pip Value: Set the value of a single pip for one contract, which is crucial for calculating risk and position size. Trade Setup Visualization: - Entry Price: Specify the price at which you plan to enter the trade. - Stop Loss: Define your stop loss level to manage your risk. - Take Profit: Set your target profit level for the trade. - Visualize the Entry, Stop Loss, and Take Profit levels on your chart with customizable line colors and text sizes. - View the distance in pips between the Entry, Stop Loss, and Take Profit levels. Position Size Calculation: - Calculates the number of contracts to open based on your risk tolerance and the pip value. - Displays the maximum number of contracts you can open given your risk parameters. Customizable Table Display: - Table Position: Choose the position of the summary table on the chart (Top-Left, Top-Right, Bottom-Left, Bottom-Right, etc.). - Table Text Size: Adjust the text size for the summary table. - Table Background Color: Set the background color for the summary table. - Table Border Color: Customize the border color of the summary table. How to Use: 1- Input your Account Size: Enter your current account balance. 2- Set Maximum Risk and Pip Value: Define how much you're willing to risk per trade and the pip value for your contract. 3- Define Trade Levels: Input your desired Entry Price, Stop Loss, and Take Profit levels. 4- Customize Visuals: Adjust the line styles and table settings to fit your preferences. 5- View Calculations: The script will display the distance in pips and the calculated position size directly on your chart. Example Usage: Example to calculate the value of 1 pips with 1 contract: Inputs: Account Size: Your total trading account balance. Maximum Risk: Risk amount per trade in dollars. Pip Value: Value of one pip for a single contract. Entry Price: The price at which you plan to enter the trade. Stop Loss: The level at which you will exit the trade to cut losses. Take Profit: The target price to lock in profits. Line Text Size: Size of the text for the Entry, Stop Loss, and Take Profit lines. Line Extend: Option to extend the lines for visual clarity. Table Position: Position of the summary table on the chart. Table Text Size: Size of the text in the summary table. Table Background Color: Background color of the summary table. Table Border Color: Border color of the summary table. Visuals: Entry Price, Stop Loss, and Take Profit levels are clearly marked on the chart. Summary Table with important trade metrics displayed.
Indikator Pine Script®
oleh Giovanni-1-