Breakout Targets [AlgoAlpha]🟠 OVERVIEW
This script identifies consolidation zones and provides automated breakout targets with risk management levels. It focuses on finding periods where price action compresses and then tracks the subsequent breakout from these ranges. When a price breakout is confirmed, the script automatically projects three take-profit (TP) levels and a stop-loss (SL) based on current market volatility. This helps traders move from identifying a range to executing a trade with predefined exit points without manual calculation.
🟠 CONCEPTS
The script uses a relationship between Weighted Moving Averages (WMA) and Exponential Moving Averages (EMA) of price ranges to detect consolidation. When these moving averages cross, it triggers the detection of recent pivot highs and lows to draw a visual "box" or channel. This channel represents the current trading range. Once price closes outside this box, the script uses the Average True Range (ATR) to determine the volatility-adjusted distance for the stop loss. The take-profit levels are then calculated as multiples of this risk distance, ensuring a consistent reward-to-risk approach.
🟠 FEATURES
Dynamic box drawing that highlights potential supply and demand zones within the range.
Real-time breakout signals with bullish (green) and bearish (red) markers.
Automated trade projection including Entry, SL, and three TP levels.
Integrated alert system for breakouts and hits on any profit or loss target.
🟠 USAGE
Setup : Add the script to your chart and adjust the "Range Detection Period." A higher period will find larger, more significant ranges, while a lower period will find smaller, short-term consolidation zones.
Read the chart : Look for the grey boxes on your chart; these represent areas where the market is "coiling." A green arrow label indicates a bullish breakout from the top of the box, while a red arrow indicates a bearish breakout from the bottom. Once a breakout occurs, follow the projected horizontal levels for your trade management.
Settings that matter : The Stop Loss ATR Multiplier is the most critical setting for risk; increasing it will give the trade more room to breathe but will also push your TP levels further away. The Prevent Overlap toggle is useful for keeping the chart clean by ensuring the script doesn't draw new boxes until the current range has been resolved.
Indicadores e estratégias
Crypto PCA [LuxAlgo]The Crypto PCA indicator provides a sophisticated, multi-asset sentiment gauge by applying Principal Component Analysis (PCA) to a basket of the top 20 cryptocurrencies.
By extracting the primary driver of variance across these assets, the tool offers a "market-wide" oscillator that filters out individual coin noise to highlight the dominant trend and sentiment shifts in the crypto space.
In modern quantitative finance, PCA is used to reduce dimensionality and identify the underlying factors that move a group of assets. This indicator brings that institutional-grade approach to the retail trader, condensing the price action of Bitcoin, Ethereum, Solana, and 17 other majors into a single, actionable signal.
🔶 USAGE
The script serves as a macro-sentiment oscillator, allowing traders to see the "hidden" force driving the crypto market. It is designed to identify when the market is moving in unison and when that collective movement has reached an extreme.
🔹 Identifying Market Regimes
The primary use of the PCA line (PC1) is to determine the current market regime. When the oscillator is above the zero line and colored green, it indicates that the majority of the top 20 assets are experiencing positive variance, signaling a broad bullish regime. Conversely, when the line is below zero and colored red, the market is in a collective bearish state. Traders can use this to align their individual trades with the direction of the total market energy.
🔹 Using Snapshot Mode for Situational Analysis
While the continuous mode is ideal for long-term trend following, the Snapshot Mode provides a focused view of market dynamics over the most recent lookback window. This mode isolates the current sentiment cycle, allowing traders to see the specific trajectory and "shape" of the latest move without the influence of older historical data.
By enabling Snapshot Mode, you can analyze the immediate internal structure of the market. It is particularly useful for identifying whether a recent pump or dump is a coordinated market-wide event or a more fragmented move. This helps in distinguishing between a broad structural shift and a temporary volatility spike.
🔹 Spotting Overextended Sentiment
The indicator includes dashed horizontal lines at +2 and -2, representing standard deviation thresholds. Because the assets are standardized before calculation, these levels mark statistical extremes.
Overbought Extremes: When the PCA line exceeds +2, the broad market is significantly overextended to the upside. This often precedes a cooling-off period or a mean-reversion event across the entire sector.
Oversold Extremes: When the PCA line drops below -2, it suggests a "panic" or exhausted selling state across the basket. This can signal potential bottoming interest or a relief rally.
🔹 Gauging Relative Strength
The faint "ghost" lines in the background represent the individual standardized price paths of the 20 included assets. By comparing these to the main PCA line, traders can identify leaders and laggards. An asset line that stays consistently above the PCA line during a rally is exhibiting relative strength, while an asset trailing below the PCA line is underperforming the market average.
🔶 DETAILS
The indicator follows a rigorous mathematical pipeline to ensure the data is statistically significant and comparable across assets with different price scales.
🔹 Standardization (Z-Scores)
Before performing PCA, every asset must be on the same scale. The script converts the price of all 20 assets into Z-scores based on the user-defined Lookback Period. A Z-score tells us how many standard deviations a price is from its mean. This allows the movement of a high-priced asset like BTC to be mathematically compared to a lower-priced asset like PEPE.
🔹 The Basket & PCA Approximation
The indicator includes the following assets: BTC, ETH, BNB, XRP, SOL, TRX, DOGE, ADA, BCH, WBTC, XLM, LTC, HBAR, LINK, AVAX, PEPE, DOT, UNI, NEAR, and ICP.
The script uses a correlation-based approximation to find the First Principal Component. It calculates the correlation of each asset to the equally weighted basket and uses these correlations as "loadings" to compute the PC1. This ensures that assets moving in sync with the general market trend are given higher priority in the final oscillator value.
🔹 Why PCA?
Most "Crypto Indices" are simply weighted averages. PCA is superior because it identifies the commonality between assets. If 18 coins are moving up and 2 are moving down, PCA gives more weight to the 18 moving together, as they represent the "Principal Component" of the market's current energy.
🔶 SETTINGS
🔹 Main Settings
Lookback Period (N): Determines the window used for Z-score standardization and PCA calculation. A shorter period makes the indicator more reactive, while a longer period identifies macro-cycle shifts.
Z-Score Smoothing: Applies a Simple Moving Average (SMA) to the standardized asset values before the PCA calculation. This effectively filters out high-frequency noise and produces a smoother principal component line, which is useful for reducing false regime shifts in volatile markets.
Enable Snapshot Mode: Switches the visual output from a continuous rolling line to a static view of the PCA over the most recent lookback window.
🔹 Visual Settings
Standardized Assets Color: Controls the color and transparency of the 20 individual asset lines.
Bull/Bear Colors: Defines the colors used for positive and negative market sentiment.
Disclaimer: This indicator is a statistical tool for sentiment analysis and does not constitute financial advice. The PCA approach measures variance and correlation, not guaranteed future direction.
Std Dev Zones MTFStd Dev Zones MTF Key Features Overview
• ⭐ Built using ADR10 (Average Daily Range) logic to measure volatility-based standard deviation zones from timeframe open.
• ⚙️ ADR10 STD DEV Zones Pine v6 — MTF support for Daily, H4, H8, H12 timeframes for multi-timeframe volatility analysis.
• 📦 Dynamic zones calculated from period open (Daily/H4/H8/H12) using average range = clean, objective volatility structure.
• 📊 ±0.5 SD zones = neutral territory — price within normal range from open.
• 📈 +0.75 SD & +1.0 SD = OVERBOUGHT zones — price extended above normal range, potential exhaustion or reversal area.
• 📉 -0.75 SD & -1.0 SD = OVERSOLD zones — price extended below normal range, potential exhaustion or reversal area.
• 🔥 +1.25 SD = MAX OVERBOUGHT — extreme extension above open, highest volatility threshold for exits/profit-taking.
• 🧊 -1.25 SD = MAX OVERSOLD — extreme extension below open, highest volatility threshold for exits/profit-taking.
• 🧠 Adjustable zone thickness (% of ADR10) so zones scale with market volatility — perfect for Gold, Forex, Crypto swings.
• 🎨 Color-coded zones with large labels inside each zone for instant visual clarity — no interpretation lag.
• 🧭 Zones extend throughout the trading period so you can track price behavior relative to volatility bands.
• 🟩🟪 Dual color system for upper/lower zones + descriptive labels - zero confusion on market extension.
• 🧼 Clean overlay display: zones + open line = actionable, minimal, fast volatility assessment.
• ⭐ Apply to your M15/M30/H1/H4 TradingView chart — your volatility roadmap for Gold, FX, Crypto, Indices.
• 🚀 Use for exit planning & take-profit levels at overbought/oversold extremes — NOT for standalone entry signals.
• 📦 Enable/Disable individual zone levels (±0.5, ±0.75, ±1.0, ±1.25) to customize your chart view.
• 📦 Too cluttered? Adjust "Periods to Show" or increase zone thickness % from settings.
• 🎯 How to use this? Monitor price behavior at overbought/oversold zones for potential reversals or continuations. Use Max Overbought/Oversold levels for aggressive profit-taking. Combine with your entry system for complete trade management.
• ⚠️ IMPORTANT NOTICE: This indicator is designed to measure market volatility and identify potential exit/take-profit zones. It should NOT be used as a standalone signal for entering trades. Use it in conjunction with your trading strategy to assess overbought/oversold conditions and plan exits.
NQ
GBPUSD
BTCUSD
GK Trend Ribbon SWING + PREPARE HUDGK Trend Ribbon SWIGN+ PREPARE HUD
This is the swing trading version of GK Trend Ribbon system.
it works with the core logic and structure as its predecessors,
but is tuned for a smoother, longer trend phases and reduced noise, making it more suitable for holding trades through broader market moves
The ribbon adapts to volatility using ATR-based bands, wile the zero-lag bassline tracks real trend direction.
The visual prepare alerts gives a early heads up before confirmed GK BUY or GK SELL signals,
helping traders get positioned before momentum fully shifts
CREATOR'S preferred timeframes for XAUUSD
15MIN CHART
30MIN CHART
also works on other assets
designed for structure trend based swing execution-patience, discipline and letting the ribbon lead
Precision Market Entropy Heatmap [LuxAlgo]The Precision Market Entropy Heatmap indicator provides a high-resolution visualization of volume distribution and market activity within specific anchor intervals using intrabar data.
By utilizing lower timeframe (LTF) precision, it maps out where the most significant trading activity occurred, allowing traders to identify institutional interest zones and "fair value" areas through a dynamic heat-mapped profile.
🔶 USAGE
The indicator segments the chart into blocks based on the selected Anchor Interval. Within each block, a vertical distribution of volume is calculated using the Intrabar Precision setting to ensure the heatmap accurately reflects market participation at specific price levels.
Heatmap Blocks : Brighter colors represent higher volume concentrations (high entropy). These areas often act as significant support or resistance zones where the market has previously found "fair value" or high liquidity.
Identifying Institutional Interest : High-volume "bright" nodes represent price levels where heavy institutional participation occurred. These nodes act as powerful magnets or barriers for future price action.
Navigating Liquidity Voids : Darker areas indicate low volume nodes (low entropy). Price often "slips" through these gaps quickly. Traders can use these zones to anticipate fast-moving price action or set targets beyond the void.
Trend Direction via POC : Observe the slope and shifts of the Developing POC polyline. An ascending POC confirms bullish value migration, while a descending one suggests bearish value migration.
Mean Reversion : Significant price deviations from the largest high-volume node, when the POC remains static, can signal that the market is overextended and likely to return to "fair value."
Breakout Validation : Use the blocks to identify compression zones. A breakout is more reliable when the POC shifts into the new range, confirming that the move is backed by volume and accepted by the market.
POC Extensions : Dashed lines extend the session's final POC. These are dynamically colored based on their relationship to the current price: Green if the POC is below the current price (potential support) and Red if above (potential resistance).
🔶 DETAILS
Unlike standard Volume Profiles that look at fixed ranges, this script focuses on "Entropy" by visualizing the density of distribution across a user-defined grid.
By requesting security data from lower timeframes, it provides a much more granular view of price action than what is visible on the current chart timeframe alone.
The indicator uses a gradient-based coloring system to distinguish between low-activity areas and high-volume nodes, making it easier to spot "Liquidity Voids" (darker areas) and "High Volume Nodes" (brighter areas).
🔶 SETTINGS
🔹 Heatmap Settings
Anchor Interval : Sets the timeframe that defines each heatmap block (e.g., "D" for Daily blocks).
Intrabar Precision : Determines the lower timeframe used to calculate the volume distribution. Lower values (like "1m") provide higher precision but are limited by available historical data.
Number of Rows : Controls the vertical price resolution of the heatmap grid. Higher values create a more detailed but computationally heavier profile.
🔹 Style Settings
Heatmap Intensity : A three-color gradient selector that defines the color transition from low to high volume areas.
Heatmap Transparency : Adjusts the visibility of the heatmap blocks on the chart.
POC Extension (Bull/Bear) : Sets the colors for the dashed POC lines based on whether they are currently below (Bull) or above (Bear) the market price.
Show Developing POC : Toggles the visibility of the real-time POC polyline.
Auto : When enabled, the developing POC color automatically syncs with your chart theme's foreground color.
🔹 Display Settings
Max Sessions to Show : Limits the number of historical heatmap blocks rendered on the chart to maintain performance.
Extend POCs to Current Bar : When enabled, historical POC lines will extend to the far right of the chart until they are replaced by newer sessions.
Smooth Accelarating RSISmooth Accelerating RSI (SA RSI) | MisinkoMaster
Smooth Accelerating RSI is a refined long-term momentum oscillator designed to deliver smoother RSI behavior while preserving the ability to react when momentum begins to accelerate. The indicator focuses on reducing noise typically found in standard RSI calculations while maintaining responsiveness during meaningful trend transitions.
This makes it particularly suitable for traders who prefer longer-term structure analysis or want cleaner signals across volatile markets.
Key Features
Smoother, longer-term RSI behavior compared to standard RSI
Momentum acceleration component for faster reaction to trend changes
Multiple moving average types supported for flexible smoothing behavior
Configurable trend and value-zone thresholds
Visual trend labeling and colored candles for intuitive reading
Divergence-style momentum histogram for shift detection
Adaptive smoothing to balance responsiveness and stability
How It Works
The indicator builds on traditional RSI logic but introduces layered smoothing and acceleration techniques to improve stability while preserving responsiveness.
Instead of relying on a single smoothing pass, the oscillator blends multiple smoothing layers and applies adaptive acceleration logic. This allows the RSI to remain calm during consolidation yet react quickly when momentum begins to expand.
An additional momentum change component highlights acceleration or deceleration phases, helping traders detect potential trend continuation or exhaustion.
The result is an RSI variant that behaves more smoothly over longer horizons while still adapting when market momentum shifts.
Inputs Overview
Source — Selects the price source used in RSI calculations
RSI Length — Controls the primary RSI calculation period
Smooth Accelerating Length — Controls final smoothing and acceleration responsiveness
MA Type — Selects which moving average method is applied throughout calculations
ALMA Offset & Sigma — Parameters used only when ALMA smoothing is selected
Upper Threshold — Level signaling bullish trend bias
Lower Threshold — Level signaling bearish trend bias
Overbought Threshold — Defines potential exhaustion zones on the upside
Oversold Threshold — Defines potential exhaustion zones on the downside
Usage Notes
Designed for smoother, longer-term momentum tracking
Suitable for traders preferring fewer but more stable signals
Momentum histogram helps identify acceleration or weakening trends
Threshold crossings can indicate directional shifts
Overbought and oversold zones may help locate pullback opportunities
Works best when combined with price action or confirmation tools
Always test parameters according to asset volatility and timeframe
Summary
Smooth Accelerating RSI provides a calmer and more structured alternative to standard RSI while preserving the ability to detect meaningful momentum changes. It is well suited for traders seeking cleaner long-term signals without losing awareness of emerging trend acceleration.
NQ Statistical MapperNQ Statistical Mapper
CRITICAL DISCLAIMER - READ FIRST
WARNING: THIS INDICATOR IS EXCLUSIVELY FOR NQ (NASDAQ-100 E-MINI FUTURES) ONLY
All statistics displayed in this indicator are HARD-CODED values derived from a comprehensive analysis of 12 years (2013-2025) of 1-minute NQ futures data. These statistics are calculated offline using Python and embedded directly into the indicator code.
These probabilities DO NOT apply to any instrument other than NQ
What This Indicator Does
The NQ Statistical Mapper is a data-driven trading tool that displays historical probability statistics for intraday NQ price behavior based on overnight session structure and opening positioning. Rather than generating signals, it provides context by showing:
Three trading sessions with visual boxes: Asia (8PM-2AM), London (2AM-8AM), and New York (8AM-4PM) Eastern Time
Key price levels with historical hit rate percentages showing the probability these levels are touched during the NY cash session (8AM-4PM)
Context-aware statistics that change based on current market conditions
Session range analysis showing whether Asia and London ranges are unusually large or small compared to recent history
Core Methodology and Statistical Foundation
Pattern Detection System
The indicator automatically detects one of four overnight session patterns based on how the London session (2AM-8AM) interacts with the Asia session (8PM-2AM):
London Engulfs Asia: London high is greater than Asia high AND London low is less than Asia low
Asia Engulfs London: Asia high is greater than or equal to London high AND Asia low is less than or equal to London low
London Partial Up: London high is greater than Asia high BUT London low is greater than or equal to Asia low (took out Asia high only)
London Partial Down: London low is less than Asia low BUT London high is less than or equal to Asia high (took out Asia low only)
Each pattern has distinct statistical characteristics that influence NY session behavior.
Conditional Probability Framework
The indicator uses a conditional probability approach where statistics adapt based on:
Primary Condition: Where does NY open (8:00 AM) relative to the London session midpoint?
"NY opens above London midpoint"
"NY opens below London midpoint"
This single condition dramatically changes the probabilities. For example:
When NY opens above London midpoint: 76.68% chance NY hits the London high before the London low during 8AM-4PM
When NY opens below London midpoint: 73.32% chance NY hits the London low before the London high during 8AM-4PM
Secondary Condition: The overnight pattern further refines these probabilities. Each combination of "NY position vs London midpoint" plus "overnight pattern" has unique hit rate statistics calculated from the 12-year dataset.
"Hit First" Statistics Explained
The table displays "Hit High First" and "Hit Low First" percentages. These answer the question: "During the NY cash session (8AM-4PM), if price eventually touches both the London high AND London low, which one does it touch FIRST?"
Example interpretation:
Hit High First: 76.68% means that in 76.68% of historical days with this setup, price touched the London high before touching the London low
Hit Low First: 22.48% means London low was touched first
The remaining approximately 1% represents days where neither level was hit during the NY session
This is fundamentally different from asking "will price go up or down" - it is about the sequence of range expansion during the NY session.
Displayed Levels and Their Meanings
Session Highs/Lows (Solid Lines)
These appear when each session completes and extend through the NY session:
Asia High/Low (Orange): The highest and lowest prices during 8PM-2AM EST
London High/Low (Blue): The highest and lowest prices during 2AM-8AM EST
Each level shows its hit rate percentage - the probability that NY session price (8AM-4PM) will touch that level, based on the current pattern and NY opening position.
Hourly Midpoint Levels (Dashed Gray Lines)
Three specific hourly levels with remarkably high hit rates:
7-8 AM Midpoint: Average of high and low during the 7-8 AM hour. Hit rates consistently above 93-94%, essentially sitting at the 8 AM open price (mean distance: -0.001%)
Midnight Open: The opening price at midnight EST. Hit rates vary from 62-87% depending on pattern and setup
2-3 AM Midpoint: Average of high and low during the 2-3 AM hour. Hit rates range from 67-92%
These levels are derived from mean-reversion behavior - price tends to revisit certain overnight reference points during the NY session.
Session Midpoints (Dotted Lines)
Optional display of Asia and London session midpoints. These lines terminate when their respective sessions end, providing additional reference levels for session positioning.
Statistics Table Breakdown
The table displays five sections of information:
1. SETUP Section
Shows whether "NY opens above/below London midpoint"
Displays the detected overnight pattern (1 of 4 types)
Sample size: Number of historical days matching this exact setup
Hit High First / Hit Low First: Directional bias percentages
2. HIT RATES (8AM-4PM) Section
Shows probability that each level gets touched at any point during the NY cash session:
7-8 AM Midpoint: Almost always touched (93-97% depending on pattern)
Midnight Open: Varies significantly (62-87%) based on whether the overnight pattern is aligned or contrary to NY's opening position
2-3 AM Midpoint: Strong hit rates (67-92%)
These are independent probabilities - they do not predict which is hit first, just whether each level gets visited.
3. ASIA RANGE Section
Real-time comparison of today's Asia session range versus recent history:
Sessions Captured: Shows how many sessions are in the rolling calculation (e.g., "18 / 50" = 18 sessions captured out of 50 requested). This alerts users if their chart history is insufficient
Current Range: Today's Asia high minus Asia low in points
Mean Range: Average range over the captured sessions
Percentile Rank: Where today's range falls in the distribution
80th percentile (red background): Unusually large range - top 20% of days
60-80th percentile (light gray): Above average
20-60th percentile (white): Normal range
Less than 20th percentile (light blue): Unusually small range - bottom 20% of days
4. LONDON RANGE Section
Identical structure to Asia Range section, analyzing the London session's range characteristics.
Why Percentile Rank Instead of Standard Deviation?
Intraday ranges exhibit right-skewed distributions with fat tails (volatility spikes create extreme outliers). Percentile rank is distribution-free and robust to these characteristics, providing more reliable identification of unusual ranges than z-scores or standard deviations.
How To Use This Indicator
For Context and Confluence
This is not a standalone trading system. The indicator provides statistical context to support other analysis:
Understanding Session Bias: If the table shows 76% probability of hitting the session high first, you know there is a statistical lean toward upside range expansion
Target Setting: If trading a breakout above the overnight high, knowing that Asia high gets hit 75% of the time helps assess target viability
Entry Timing: The 7-8 AM midpoint's 94% hit rate makes it an excellent re-entry or scaling level
Range Expansion Assessment: Percentile rankings help identify whether overnight sessions showed abnormal volatility, which may influence NY session behavior
Pattern-Specific Insights
London Partial Up plus NY Opens Below London Midpoint:
Midnight open hit rate jumps to 87.82% (strong mean reversion)
Suggests counter-trend reversal back toward overnight lows is likely
London Partial Down plus NY Opens Above London Midpoint:
Midnight open hit rate is 86.30%
Mirror pattern - reversion toward overnight highs
Asia Engulfs London Pattern:
Very high hit rates (85-98%) across all levels
Suggests consolidation/mean reversion during NY session rather than directional expansion
Typical Workflow
8:00 AM: Review the statistics table - which pattern occurred? Where did NY open relative to London midpoint?
Check Hit Rates: Note which levels have the highest probabilities of being touched
Assess Range Percentiles: Are Asia/London ranges unusually large or small? High percentiles may indicate already-extended ranges
Combine With Your Strategy: Use the statistics as confluence with your technical analysis, support/resistance, or order flow
Customization Options
Trading Sessions Settings
Session Visualization:
Toggle each session on/off independently
Customize colors for each session (New York, London, Asia)
Adjust background transparency using "Range Area Transparency" slider (0-100, default 90)
Show/hide session outlines with "Range Outline" checkbox
Each session has three customizable parameters on the same line:
Checkbox to enable/disable the session
Text field to rename the session label if desired
Color picker to select the session's display color
Hit Rate Levels Settings
Master Controls:
"Show Hit Rate Levels" - Master toggle to show or hide all level lines and labels
Individual Level Toggles:
"7-8 AM Midpoint" - Toggle the 7-8 AM hour midpoint level
"Midnight Open" - Toggle the midnight opening price level
"2-3 AM Midpoint" - Toggle the 2-3 AM hour midpoint level
Hourly Level Styling (applies to 7-8 AM Mid, Midnight, and 2-3 AM Mid):
"Hourly Level Color" - Color picker for all three hourly levels
"Hourly Level Line Width" - Thickness of hourly level lines (1-5, default 1)
"Hourly Level Line Style" - Choose between Solid, Dashed, or Dotted lines (default Dashed)
Session High/Low Styling (applies to Asia High/Low and London High/Low):
"Session High/Low Line Width" - Thickness of session extreme lines (1-5, default 1)
"Session High/Low Line Style" - Choose between Solid, Dashed, or Dotted lines (default Solid)
Additional Options:
"Show Session Midpoints" - Toggle display of Asia and London midpoint reference lines (dotted lines that end when each session completes)
"Label Text Size" - Size of percentage labels on all levels (tiny, small, normal, large, default small)
Table Settings
Statistics Table Controls:
"Show Statistics Table" - Master toggle to display or hide the entire statistics table
"Stats Table Position" - Choose from 9 positions on the chart:
Top: Top Left, Top Center, Top Right
Middle: Middle Left, Middle Center, Middle Right
Bottom: Bottom Left, Bottom Center, Bottom Right
"Stats Table Size" - Text size within the table (Auto, Tiny, Small, Normal, Large, Huge, default Small)
"Sessions for Stats Calculation" - Number of historical sessions to use for percentile calculations (5-100, default 50)
Lower values (20-30): More responsive to recent market conditions
Higher values (50-100): More stable baseline, requires more chart history
The table displays "Sessions Captured" to show how many sessions were actually available
Important Limitations and Considerations
1. This Is Historical Data, Not Prediction
The statistics show what happened in the past given similar setups. Markets evolve, regimes change, and past probability does not guarantee future outcomes. A 75% hit rate means that in 25% of historical cases, the level was NOT hit.
2. Chart History Requirements
TradingView imposes data limits:
5-minute chart: Approximately 10 days of history (enough for minimal statistics)
1-minute chart: Approximately 2-3 days of history (insufficient for percentile calculations)
Use 5-minute or higher timeframes to ensure adequate session capture
The table displays "Sessions Captured" (e.g., 18/50) to alert you when your chart history is limited.
3. Session Timing Is Fixed (EST)
All sessions use America/New_York timezone:
Asia: 8PM-2AM
London: 2AM-8AM
NY: 8AM-4PM
These times do not adjust for daylight saving changes in other regions. The definitions match CME NQ futures trading hours.
4. The Statistics Are From 2013-2025 Data
The 12-year analysis period includes:
Multiple market regimes (bull/bear/sideways)
Various volatility environments
QE, taper tantrums, COVID, 2022 bear market, 2023-2024 rally
However, it is still a limited sample. Future market structure changes (algorithmic trading evolution, regulatory changes, etc.) may alter these probabilities over time.
5. No Real-Time Calculation
This indicator does not recalculate statistics based on your chart's data. It displays pre-calculated probabilities. The only real-time calculations are:
Which pattern occurred today
Where NY opened relative to London midpoint
Current session ranges and their percentile ranks (based on your chart's recent history)
Statistical Methodology Details
Data Source
Instrument: NQ (Nasdaq-100 E-mini Futures) continuous contract
Timeframe: 1-minute bars
Period: January 2013 - January 2025 (12 years)
Sample Size: 3,132 trading days analyzed
Analysis Approach
Each trading day was classified by overnight pattern (4 types). NY opening position vs London midpoint was determined. For each combination (4 patterns times 2 positions equals 8 scenarios), the following was measured:
How often each level (session highs/lows, hourly midpoints) was touched during 8AM-4PM
Which session extreme (high or low) was hit first
Mean distance from 8 AM open to each level
Session ranges were measured for percentile analysis. All percentages were rounded to two decimal places for display.
Why These Specific Levels?
The levels were not chosen arbitrarily:
Session highs/lows: Natural support/resistance from overnight price discovery
7-8 AM midpoint: The final hour before NY open often establishes the opening range balance point
Midnight open: Represents the "true" start of the trading day (6PM-5PM structure)
2-3 AM midpoint: Captures early London price action balance
Testing showed these levels had the highest and most consistent hit rates across different patterns and setups.
Technical Implementation Notes
Language: Pine Script v5
Drawing Objects: Uses boxes for session visualization, lines for levels, labels for percentages, table for statistics
Performance: Optimized for real-time use with max limits set (500 boxes, 500 lines, 500 labels)
Calculations Per Bar:
Session detection (3 sessions)
Hourly detection (3 hourly periods)
Pattern classification
Conditional probability lookup
Percentile rank calculation (for session ranges)
All heavy statistical analysis was performed offline. The indicator only performs simple lookups and real-time range tracking.
Educational Value
Beyond trading application, this indicator demonstrates:
Conditional Probability: How market context (opening position, overnight structure) dramatically changes probabilities
Mean Reversion Dynamics: Why certain levels (7-8 AM midpoint, midnight) have such high revisit rates
Pattern Recognition: How overnight session relationships create different NY session behaviors
Distribution Analysis: Using percentile ranks instead of parametric statistics for skewed data
Understanding these concepts helps traders develop more sophisticated market models beyond simple "support and resistance."
Final Notes
This indicator is a tool for informed decision-making, not a crystal ball. It answers questions like:
"What typically happens in this setup?"
"How often does price revisit these levels?"
"Is this overnight range unusual?"
It does NOT answer:
"Should I buy or sell right now?"
"Where will price be at 4 PM?"
"What will happen tomorrow?"
Combine these statistics with proper risk management, sound trading strategy, and awareness that any individual day can deviate significantly from historical norms. The power of this indicator lies in providing objective, data-driven context to complement your analysis - not in replacing your judgment.
Forecast Trend Filter ~ CharonQuantThe Forecast Trend Filter (FTF) is a trend and momentum confirmation indicator built on the original Forecast Oscillator concept developed by Tushar Chande.
The original Forecast Oscillator measures how far price deviates from a linear regression forecast to highlight momentum shifts.
This version extends that foundation and restructures it into a practical, signal-quality focused trend filter designed for real trading conditions.
What’s different in this implementation:
• Forecast Oscillator combined with slope confirmation to ensure momentum is accelerating, not stalling
• Trend alignment filter using a user-selectable moving average (SMA, EMA, WMA, HMA, ALMA, VWMA)
• Minimum deviation threshold to filter out weak or noisy signals
• Directional state logic that clearly defines bullish, bearish, or neutral conditions
• Visual trend context using adaptive colors, background bias, and overlay plots
Signals are only generated when all conditions align:
• Price deviates meaningfully from its linear regression forecast
• Oscillator slope confirms momentum continuation
• Deviation exceeds the minimum quality threshold
• Price is aligned with the higher-level trend filter
If one condition fails, the signal is ignored.
This design prioritizes signal quality over signal frequency.
Development and usage notes:
This indicator was developed and calibrated on the 1D INDEX:ETHUSD chart.
You must tweak the parameters to fit your market, timeframe, and trading style.
If you do not read this description or do not understand what the indicator is designed to do, do not use it.
Indicators amplify both discipline and mistakes.
Important reminder: No single indicator is sufficient on its own.
Supertrend with Keltner Channels ~ CharonQuantThe Supertrend with Keltner Channels Strategy is a trend-following and volatility indicator designed to filter noise and highlight high-quality directional opportunities.
Core Logic
The indicator is based on two complementary components:
• Supertrend defines the primary market regime (bullish or bearish)
• Keltner Channels define volatility expansion and contraction
Signals are only generated when both trend direction and volatility breakout agree.
Signal Conditions
A Buy signal is triggered when:
• Supertrend flips bullish
• Price breaks above the upper Keltner Channel
A Sell signal is triggered when:
• Supertrend flips bearish
• Price breaks below the lower Keltner Channel
If one condition is missing, no signal is produced. This design prioritizes signal quality over signal frequency.
Visual Structure
The indicator uses a clear visual hierarchy:
• Bar coloring reinforces directional bias
• Supertrend acts as the main directional spine
• Keltner Channels provide volatility context
• Buy and Sell labels mark execution points
All visual elements can be enabled or disabled from the Visual Settings panel.
Development and usage notes:
This indicator was developed and calibrated on the 1D INDEX:BTCUSD chart.
You must tweak the parameters to fit your market, timeframe, and trading style.
If you do not read this description or do not understand what the indicator is designed to do, do not use it.
Indicators amplify both discipline and mistakes.
Important reminder: No single indicator is sufficient on its own.
SFP Trend & VWAP Liquidity Pro [Zofesu]🎯 SFP Trend & VWAP Liquidity Pro
Master the Flow with Institutional Precision.
It was primarily built on Nasdaq, sometimes works on Crypto and Commodities, mostly on Indices. Suitable for periods when the market is going sideways. Requires longer setup.
This indicator is a high-performance trading tool designed to identify Swing Failure Patterns (SFP) while maintaining strict alignment with market momentum. By combining Dynamic Liquidity Zones with a Dual-Filter Trend Engine , it ensures you only trade the most high-probability sweeps in the direction of institutional money.
🧠 The Philosophy
Trading liquidity sweeps (SFP) without a trend filter is like catching falling knives. This tool solves that by requiring Confluence . It identifies where retail stop-losses are being hunted and confirms if the major trend (VWAP/MA) is ready to defend that level.
🛠️ Key Features & Functionality
⚡ Smart SFP Detection: Automatically tracks historical Swing Highs and Lows to detect "fakeouts" where price sweeps liquidity and closes back within the range.
🛡️ Dual-Filter Trend Engine: Two fully customizable filters (EMA, SMA, HMA, or VWAP). You can use them to define a "Golden Zone" for entries.
⚓ Professional VWAP Anchoring: Choose how your volume-weighted price resets—Session, Week, Month, or Year. This allows you to track institutional value from intraday to long-term swing perspectives.
📊 Dynamic Liquidity Lines: Real-time visual tracking of the most recent "Upper" and "Lower" liquidity levels.
⚙️ Customizable Modes
The Institutional Fort: Use two slow MAs (e.g., 2000 & 5000) for maximum safety. Only take SFPs that align with the long-term macro trend.
The Volume Specialist: Combine one MA with a Weekly/Monthly VWAP. This aligns price action with pure volume-weighted value.
The Pure Aggressor: Turn off MA filters and use only Session VWAP for high-frequency scalping and rapid liquidity plays.
🚀 How to Trade with STVL Pro
Long Signal (BULL SFP): Price sweeps below a Swing Low but closes above it + Price is trending above your active Filters (A & B).
Short Signal (BEAR SFP): Price sweeps above a Swing High but closes below it + Price is trending below your active Filters (A & B).
You can preset filter A to EMA 2000
You can preset filter B to HMA 5000.
If the price is approaching the green lookback, just switch filter B to VWAP, you don't have to change the numbers. VWAP automatically uses the "Session" setting. So you will have EMA as support on the chart and VWAP will search for SFP. If HMA is closer to the red lookback zone, switch filter A to VWAP, it will search for SFP for short. SFP label may not always appear, it is very strict.
⚠️ Disclaimer
Past performance does not guarantee future results. Always use proper risk management. Designed for disciplined traders who value quality over quantity.
For Loop THMA ~ CharonQuantThe For Loop THMA is a trend classification and momentum confirmation indicator designed to measure directional strength through relative price dominance, not raw crossings.
This indicator blends a Triple Hull Moving Average structure with a for-loop comparison engine and multiple trend quality filters to reduce noise and false signals.
Concept Overview
The core idea behind this indicator is simple:
Instead of asking “did price cross a line?”, it asks
“How often is the price stronger than its recent past?”
By looping over previous THMA values and comparing them to the current value, the indicator builds a directional score that reflects internal momentum and persistence.
This approach allows trends to be evaluated statistically rather than emotionally.
Indicator Components
The For Loop THMA is composed of four layers:
• Triple Hull Moving Average (THMA) as the smoothed price backbone
• For-loop counter to quantify relative dominance over a lookback window
• EMA trend filter to align signals with higher-timeframe bias
• ADX + DMI filter to ensure sufficient trend strength
Signals are only produced when all components align.
For-Loop Logic
The for-loop compares the current THMA value to its past values over a user-defined range.
Each comparison increments or decrements a counter, producing an oscillator that reflects bullish or bearish pressure.
Optional weighting can be enabled to give more importance to recent price action.
This counter becomes the primary decision engine of the indicator.
Visual Interpretation
• The oscillator displays the strength and direction of the trend
• Threshold lines define bullish and bearish regimes
• Bar coloring reflects the active trend state
• Color intensity adapts to directional confidence
Credits and Inspiration
This indicator is inspired by and builds upon:
• THMA ~ CharonQuant
• For Loop MA Indicator from CraftMan18
Development and usage notes:
You must tweak the parameters to fit your market, timeframe, and trading style.
If you do not read this description or do not understand what the indicator is designed to do, do not use it.
Indicators amplify both discipline and mistakes.
Important reminder: No single indicator is sufficient on its own.
Impulse OTE Fibonacci & Trend Catcher V2------------IMPORTANT------------
Look at the first 3 options in the input settings. You can change these based on what your trading - crypto, NQ, Forex etc. There are tool tips with the recommended settings there as well.
------------What the trader is supposed to do------------
Wait for an UP or DOWN arrow (trend shift).
Let the indicator lock an impulse and draw the fibs.
When price pulls into OTE, it prints READY.
When confirmation happens, it prints ENTRY.
------------Why it’s useful------------
It’s meant to stop you from:
taking random fibs from random swings,
trading weak/noisy moves,
or entering too early without confirmation.
Instead it forces a simple flow:
Trend → Impulse → Pullback to OTE → Confirmed entry
Volatility-Based Stop CalculatorVolatility-Based Stop Calculator
Daily volatility-based stop distance and target levels with regime awareness using VIX-derived stress features
Overview
Volatility-Based Stop Calculator is a daily risk-sizing helper that computes ATR-based stop distances and target levels using a volatility regime score built from VIX momentum, VIX acceleration, and SPY realized volatility. It is not a signal or entry tool; it provides a consistent stop distance and target ladder for the current session.
Key Features
Volatility Regime Scoring: Uses VIX momentum (5‑day change), VIX acceleration, and SPY realized volatility to create a daily severity score.
Quantile Buckets: Maps the severity score into 4 volatility buckets (LOW / NORMAL / ELEVATED / EXTREME).
Dynamic k Multiplier: Adjusts stop distance via VIX percentile, gap risk (ETFs only), realized vol ratio, and VIX9D term stress.
ATR-Based Stops: Final stop distance is ATR × k, rounded to tick size.
Targets Ladder: Plots TP1/TP2/TP3 and stop levels from a reference price (daily close or live price).
Overlap Consolidation: In Both mode, overlapping long/short levels are merged into a single line/label.
Live Lines + Labels: Uses dynamic lines and labels (not plot lines) for clean chart overlays.
Table Summary: Monospace table showing regime, k, ATR, stop distance, and volatility stats.
How It Works
Daily Data Pull: Uses daily bars for all volatility calculations to match the original daily model.
Severity Score: Ranks VIX momentum, VIX acceleration, and SPY realized vol, then blends them with weights.
Bucket Mapping: Converts severity into 4 quantile buckets and selects base k per bucket.
Dynamic Adjustments: Adds VIX percentile, ETF gap risk, asset vs market realized vol, and VIX9D term stress.
Stop + Targets: Computes stop distance and applies 1R/2R/3R targets from the reference price.
Use Cases
Stop Placement: Avoid stops that are too tight in high volatility or too wide in low volatility.
Risk Sizing: Use the stop distance with your own risk model to size positions.
Daily Context: Track volatility regime shifts without needing a separate regime model.
Consistent Execution: Standardize stop/target placement across sessions.
Settings
Volatility Inputs:
VIX Symbol, VIX9D Symbol
SPY Symbol (market baseline)
NQ/ES Baseline Symbols (futures baselines)
Stop Model:
ATR EMA Span
VIX Percentile Window
Severity Lookback
Bucket Lookback
Gap Lookback (ETFs)
Bucket Smoothing
Display:
Show Levels (Long/Short/Both)
Use Live Price (current chart) or Daily Close
Level Line Style/Width
Label Size and Position
Long/Short/Overlap colors
Table Styling:
Background, header, border, frame, and text settings
Table position and text size
Technical Notes
All volatility calculations are based on daily data; intraday charts use daily series under the hood.
Futures gap adjustment is disabled; ETFs include gap risk.
This is a risk sizing helper, not a trade signal generator.
Best Practices
Use daily regime output to set stops, then execute on your preferred timeframe.
Confirm symbol mappings for VIX/VIX9D/ES/NQ in your data feed.
If levels feel too wide or tight, adjust the k inputs rather than ATR length first.
A daily volatility‑based stop calculator that adapts stop distance and targets to the current regime.
Central Bank Liquidity Gap IndicatorThis indicator measures the gap between global liquidity growth and stock market growth to identify potential buying opportunities.
Liquidity drives markets. When central banks print money, that liquidity eventually flows into stocks and other assets. If we spot when liquidity growth is outpacing market growth, we can spot moments when the market is "due" to catch up.
I like this quote:
Earnings don't move the overall market; it's the Federal Reserve Board... focus on the central banks and focus on the movement of liquidity."
- Stanley Druckenmiller
How Central Bank Liquidity Gap Indicator Works
The indicator calculates a simple divergence:
Divergence = Liquidity Growth % − S&P 500 Growth %
Green bars = Liquidity is growing faster than the market (bullish)
Red bars = Market is growing faster than liquidity (less bullish)
Multi-Country M2 Money Supply
Unlike basic M2 indicators, this one lets you combine money supply data from multiple economies, including US, UK, Canada, China, Eurozone, Switzerland and Japan.
Each country's M2 is automatically weighted by its actual size (converted to USD). Larger economies have more influence on the global liquidity picture.
I've added a discount for China. China's M2 weight is reduced by 50% to account for capital controls that limit how much Chinese liquidity flows into global markets and into the US market.
Fed Net Liquidity
You can also blend in Fed Net Liquidity for a more precise US liquidity measure:
Net Liquidity = Fed Balance Sheet − Treasury General Account − Reverse Repo
This captures the actual liquidity the Fed has injected into financial markets, not just the broad money supply.
How To Read It
The Buy Zone (5%+ Divergence)
When the divergence exceeds +5%, the indicator enters the "Buy Zone" (highlighted with green background). This means liquidity is significantly outpacing market growth — historically a good buy signal.
The Support Table
The info table shows:
Component weights: How much each country's M2 contributes
Corr w/ SPX: Current correlation between liquidity and SPX (are they moving together?)
Leads SPX by X: Does past liquidity predict future SPX moves? (higher = more predictive)
Divergence %: Current divergence value
Signal
Correlation Stats
Corr w/ SPX: Measures if liquidity and SPX are moving in sync right now
Leads SPX: Measures if liquidity changes predict future SPX moves. A positive value here suggests liquidity is a leading indicator.
Potential Use Cases
Long-term investing: Wait for 5%+ divergence (buy zone) to accumulate index funds, ETFs, or stocks
Leveraged ETFs: Use buy zone signals to time entries into UPRO, TQQQ, SSO (higher risk, higher reward)
Crypto: Bitcoin and crypto markets also correlate with global liquidity — use this for BTC accumulation timing
Risk management: Avoid adding positions when divergence is deeply negative
Important Notes
This is a long-term indicator and not for daytrading. It works best used on Daily/Weekly timeframes
It identifies accumulation zones and not precise bottoms
Truly yours, Henrique Centieiro
Inspired by the relationship between M2 money supply and market performance, enhanced with multi-country liquidity tracking and Fed balance sheet analysis.
Let me know if you have questions/suggestions.
FX-CLINIC: Ultimate ICT Toolkit V1FX-CLINIC: Ultimate ICT Toolkit V1
ICT indicator contain multiple tools working powerful together
1- EXTRNAL STRUCTURE:
# Show EMSS,EBOS automatic
# Can control the length of the swing
# Can Change color type of the label and the line
2- INTERNAL STRUCTURE:
# Show IMSS,IBOS automatic
# Can control the length of the swing
# Can Change color type of the label and the line
3- LIQUIDITY LEVELS
# BSL,SSL
# Can control the strong of liquidity from 1-20
# Can Change color type of the label and the line
4- LIQUIDITY SWEEP:
# Can control the strong of liquidity from 1-20
# Can Change color type of the label and the line
5- FVG
# Automatic updated and deleted if break 100% by body candle
# Can Change color type of the label and the line
# Has 50% line and Can Change color type
6- ORDER BLOCK
# Automatic updated and deleted if break 100% by body candle
# Can Change color type of the label and the line
# Has 50% line and Can Change color type
RSI Directional OverlayRSI Directional Overlay is a clean, minimal price‑pane tool built around a custom Adaptive RSI (ARSI) engine. It focuses on one thing only: showing the true directional state of momentum with instant visual clarity.
How it works:
The indicator compares ARSI vs. its signal line and classifies the market into two directional regimes:
Green State: ARSI > Signal
Red State: ARSI < Signal
Each state is then refined using the RSI midline (50):
Light Green: Bullish shift forming, ARSI below/near 50
Dark Green: Strong bullish momentum, ARSI above 50
Light Red: Bearish shift forming, ARSI above/near 50
Dark Red: Strong bearish momentum, ARSI below 50
This creates a smooth, intuitive color transition without the noise of yellow “transition” candles.
Directional arrows appear only when ARSI crosses its signal line, giving clean, unambiguous shift markers.
Why it’s useful:
Removes emotional bias by showing momentum shifts instantly
Highlights early trend transitions with light colors
Confirms strong directional conviction with dark colors
Keeps the chart clean — no traffic lights, no labels, no clutter
Perfect for scalpers, day traders, and momentum‑based entries
Best setup:
Use on 1m–15m for intraday precision
Pair with the RSI Cross Over pane indicator for confirmation
Light colors = early transition
Dark colors = strong directional follow‑through
Arrows = momentum shift triggers
This indicator is designed for traders who want clarity, speed, and zero noise.
RSI Futures Trading SystemRSI Futures Trading System
RSI Futures Trading System is a clean, continuous RSI engine built specifically for futures markets (ES, NQ, YM, RTY, CL, GC, Crypto).
The indicator uses an adaptive RSI/Signal pair to color candles, mark RSI state flips with subtle arrows, and print actionable LONG/SHORT labels only when price confirms above or below the last directional arrow. Labels always take priority over arrows to keep the chart clean and readable.
Important:
Your results depend heavily on selecting the right RSI Length, Signal Length, and smoothing methods for your instrument and timeframe. Futures structure changes throughout the day, and using inappropriate RSI settings will produce noisy or misleading labels. Backtesting and tuning these values is essential for stable, high‑quality signals.
Optional overlays include Bollinger Bands and two EMAs for additional context.
This tool is designed for traders who want a disciplined, minimal, and continuous RSI workflow without the clutter or resets found in equity‑based systems.
Other Important Notes:
This is not a strategy; it does not place trades automatically.
All signals are visual and intended for discretionary or rule‑based manual execution.
Always backrest and validate signals on your preferred futures instrument and timeframe.
Renko Cloud (H-Ashi Data)First, thanks to the author of the original idea - pl.tradingview.com and his indicator
The idea behind my idea is to smooth the chart as much as possible...
This script is a trend-following indicator that combines Heikin Ashi price data, Renko box logic, and ALMA (Arnaud Legoux Moving Average) smoothing to filter out market noise.
A small note at the beginning - the indicator on Japanese candles and Heiken Ashi is the same - figuratively - the calculations from Heiken Ashi are projected onto regular candles ;)
PS - The default settings are proposed for BTC/USD on the 1D interval
Here is a breakdown of what the script does:
1. Data Pre-processing (Heikin Ashi)
Instead of using standard price bars, the script fetches Heikin Ashi data. Heikin Ashi candles are already a filtering mechanism designed to reduce "sawtooth" price action and make trends easier to spot. The script specifically uses the average of the Heikin Ashi Open and Close as its main price source.
2. Dual ALMA Moving Averages
The script plots two ALMA lines on the chart:
Medium (Aggressive): A faster moving average used to detect short-term trend shifts.
Long: A slower moving average used to identify the macro trend.
Visuals: These lines change color (e.g., Green for up, Red for down) based on their slope.
3. "Synthetic" Renko Logic
Standard Renko charts discard the time axis, but this script calculates Renko logic on top of a standard time-based chart.
Brick Size Calculation: You can choose how the "brick" size is determined:
ATR: Dynamically adjusts based on volatility (using an ALMA-smoothed ATR).
Percent: Based on a percentage of the price.
Static: A fixed point/pip value.
Trend Tracking: The script only updates its "current" price level when the source price moves by at least one full "brick size." This effectively ignores minor price fluctuations that don't meet the threshold.
4. Dynamic Ribbon & Visualization
The script visualizes the trend through a "Ribbon" or "Channel":
Renko Center: The smoothed path of the Renko levels.
Bands: It plots an Upper and Lower band (one brick size away from the center).
Color Gradients: The space between the bands is filled with color. It turns Green when the Renko direction is Up and Red when the Renko direction is Down.
Barcolor: It automatically changes the color of your price bars to match the detected trend.
Summary of Use Case
This indicator is designed for trend traders who want to stay in a position as long as the momentum is strong and exit only when a significant reversal occurs. By combining Heikin Ashi and Renko logic, it aims to eliminate "fakeouts" and keep the trader focused on the primary market direction.
Happy hunting for profits!
Volume Apex - Pattern Intelligence [DAFE]Volume Apex - Pattern Intelligence : The Definitive VSA & Market Structure Engine
This is not a volume indicator. This is an X-Ray into the market's auction, powered by the Wick Pressure Kernel, the DAFE Visuals Library, and a multi-resolution pattern intelligence core. It is the ultimate tool for trading the cause, not the effect.
█ CHAPTER 1: THE PHILOSOPHY - BEYOND VOLUME BARS, INTO THE APEX
Traditional volume analysis is a conversation with a ghost. It shows you a simple bar representing the total activity, but it tells you nothing of the battle that took place within it. Was that high volume a sign of aggressive buying breaking out, or was it the desperate final gasp of a trend being absorbed by a wall of institutional limit orders? A simple volume bar cannot answer.
The Volume Apex was engineered to be the definitive answer. It is a complete, institutional-grade analytical framework built upon a revolutionary principle: that every significant market move, every trend, and every reversal is preceded by a "Volume Apex"—a critical moment of confluence where Price Spread, Volume Intensity, and Order Flow Delta align to signal the true intent of the market's largest players.
This is not a single indicator, but a powerful fusion of DAFE's most advanced library systems. It leverages the Wick Pressure Kernel (WPK) to dissect the physics of every candle and the DafeVisualsLib to render this complex data into stunning, intuitive art. The result is a multi-resolution pattern intelligence engine that allows you to see the market not as a series of random price bars, but as a structured, cause-and-effect auction process.
█ CHAPTER 2: THE DUAL-LIBRARY CORE - A FUSION OF GENIUSES
The unparalleled power of Volume Apex comes from its unique architecture. It is the first indicator of its kind to be built upon two separate, specialized DAFE libraries, creating a system that is far greater than the sum of its parts.
ENGINE #1: The Wick Pressure Kernel (WPK) - The "Why"
This is the analytical brain. Instead of just looking at volume, this library acts as an integrated physics and machine learning engine to reconstruct the "invisible auction" inside every candle. It provides the deep, contextual data that standard indicators miss:
Delta Physics: The WPK calculates the Estimated Institutional Delta for every bar. It analyzes the geometry of the wicks versus the body to estimate whether the volume was aggressive (market orders) or passive (limit orders), revealing the true net buying or selling pressure.
Siege Analysis: It tracks the structural integrity of key price levels with a "Siege Decay" score. It understands that a support level tested once is strong, but a level tested five times is weak and likely to break.
Kinetic Force: It calculates the true "impact" of a candle by multiplying its relative volume by its relative range, quantifying the physical force of the move.
Anomaly Scoring: It uses Z-Score normalization to identify statistically rare events, flagging candles that represent significant institutional intervention.
By importing the WPK, Volume Apex moves beyond simple VSA and into the realm of quantitative, physics-based market analysis.
ENGINE #2: The DafeVisualsLib - The "How"
This is the artistic soul. Raw data is useless if it's not intuitive. This library takes the complex, multi-dimensional output from the WPK and the core Volume Apex engine and transforms it into stunning, actionable art.
Intelligent Analysis: Before drawing anything, the analyze() function scans the data to understand its nature—is it a bounded oscillator, a zero-centric momentum, or raw volume?
Auto-Configuration: The auto_config() function then acts as an AI artist. It automatically selects the optimal color gradients, applies physics-based "Neon Glow" effects whose intensity is tied to market volatility, and adapts the plot style and line width for maximum clarity.
Revolutionary Rendering: It provides access to a suite of 14+ animated visualization modes , allowing you to see the volume data as a "Kernel Fusion," a "Siege Architecture," a "Nebula Plasma," or a "Neural Flux," among others.
By importing the DafeVisualsLib, Volume Apex transcends the limitations of standard plotting, creating a user experience that is as beautiful as it is intelligent.
█ CHAPTER 3: THE PATTERN TAXONOMY - DECODING THE APEX
The Volume Apex engine is a master of pattern recognition. It doesn't just show you volume; it classifies it, giving you a clear narrative of the market's story.
🔴 Climax (Stopping Volume): An extreme volume spike (>2.0 Sigma) coupled with a large rejection wick. This is the "transfer of ownership." At a top, it's smart money selling into retail FOMO. At a bottom, it's smart money absorbing retail panic. Action: Expect a reversal or significant pause.
🏦 Absorption (The Iceberg): High volume on a very small price range. This is the signature of a massive, hidden wall of limit orders absorbing all aggressive market orders. Price is trying to move but is being held in place by an invisible force. Action: Fade the attempted move. A failed breakout from an absorption zone is a high-probability reversal signal.
💨 Dry-Up (No Supply/Demand): A sequence of bars with volume significantly below average. This indicates a lack of interest and participation. It signifies that a trend or pullback is running out of fuel. Action: Use this as confirmation for an entry. A pullback to a support level on dry-up volume is a classic, high-probability long setup.
⚡ Thrust (Initiation): A large-bodied candle that breaks a range on high volume, following a period of low-volume consolidation. This is the signature of smart money initiating a new trend after a period of accumulation or distribution. Action: Join the move. This is a powerful trend-following signal.
🔄 Divergence: When price makes a new high but volume makes a lower high, it shows that the trend is losing participation and is built on a weak foundation. The WPK's delta calculation provides an even more powerful divergence signal.
█ CHAPTER 4: A MULTI-RESOLUTION VIEW OF THE BATTLEFIELD
Volume analysis on a single timeframe is short-sighted. The Volume Apex provides a complete, multi-resolution view of the market's auction.
The HTF (Higher Timeframe) Analysis
The engine can analyze volume patterns on a higher timeframe (e.g., Daily) and overlay that intelligence onto your current chart. An HTF background tint gives you an immediate sense of the macro volume regime. A "Climax Top" pattern on the Daily chart that appears on your 15-minute screen is a critical, high-level warning that the macro trend may be reversing.
The LTF (Lower Timeframe) Analysis
This is the high-fidelity microstructure engine. By requesting intrabar data from a lower timeframe (e.g., 1-minute data on a 5-minute chart), the WPK can reconstruct the order flow with incredible precision, calculating an Aggregated Delta that is far superior to any single-timeframe estimation. This allows you to see the outcome of the battle inside the current candle before it even closes.
The MTF Confluence BaR
This brilliant little display at the bottom of the volume overlay synthesizes the directional bias of all three timeframes (LTF, Chart, HTF) into a single, easy-to-read verdict. When all three are aligned (e.g., +3 Bullish), it signals a state of powerful trend coherence across all resolutions.
█ CHAPTER 5: THE DASHBOARD - YOUR ANALYTICAL COMMAND CENTER
The dashboard provides a clean, professional, and data-rich summary of the entire system's analysis.
Core Flow: Get a real-time readout of the cumulative CVD, the current bar's Delta, and the Buy vs. Sell volume breakdown.
Sequence Analysis: See the breakdown of the current bar's auction into its Early, Mid, and Late phases, along with the classified pattern and its confidence score.
Signal Status: Confirms the most recent high-level signal generated by the engine.
Zone Count: A live count of the number of active Demand and Supply zones detected by the Smart Kill Zone engine.
Extended Metrics (Toggle): A special section for the professional quant, displaying the raw values for Relative Volume, Delta, MTF Confluence, LTF Delta, HTF Delta, and Kinetic Force.
█ DEVELOPMENT PHILOSOPHY
Volume Apex was born from the conviction that to truly understand the market, you must understand the auction. By synergizing our most advanced libraries—the Wick Pressure Kernel for physics-based analysis and the DafeVisualsLib for intelligent rendering—we have created a tool that goes beyond VSA. It is a comprehensive framework for quantifying, visualizing, and trading the unseen forces of institutional order flow. It is for the trader who seeks to move from reacting to price to anticipating it.
Volume Apex is designed to give you that patience—the patience that comes from seeing the smart money accumulating in a low-volume dry-up, or distributing into a high-volume climax, and having the data-driven confidence to wait for your moment.
█ DISCLAIMER AND BEST PRACTICES
THIS IS AN ADVANCED ANALYTICAL TOOL: This indicator provides intelligence on volume and order flow, not financial advice. It is a decision-support tool.
RISK MANAGEMENT IS PARAMOUNT: All trading involves substantial risk. The zones and signals are based on historical data and statistical probability, not guarantees.
LTF IS KEY: For the most precise delta calculations, set your Lower Timeframe (LTF) appropriately. For a 15-minute chart, use 1m or 3m. For a 1-Hour chart, use 5m.
USE CONFLUENCE: The highest probability signals come from confluence. A "Climax Bottom" pattern on your chart that occurs within an HTF Demand Zone and shows a bullish MTF Confluence score is an A++ grade setup.
"The stock market is a device for transferring money from the impatient to the patient."
— Warren Buffett
Taking you to school. - Dskyz, Create with DAFE
ALMA SD Bands | RakoQuantALMA SD Bands | RakoQuant is a volatility-regime band system built from first principles using an institutional smoothing framework: an ALMA baseline combined with ALMA-smoothed standard deviation width, designed for clean trend containment and controlled regime classification.
This tool is part of the RakoQuant protected research line, focusing on minimal noise, persistent state logic, and volatility-aware market structure rather than traditional reactive Bollinger-style band behavior.
Core Concept
This indicator answers one key structural question:
Is price operating inside a stable volatility regime, or transitioning into a new directional band expansion phase?
Unlike classical deviation band systems that fluctuate aggressively candle-to-candle, ALMA SD Bands introduce:
* Ultra-smooth baseline structure
* Smoothed volatility width
* Persistent directional regime logic
* Deadband-based flip stabilization
The result is a clean institutional containment model rather than noisy retail band plotting.
How It Works
1. ALMA Baseline (Institutional Mean Structure)
The centerline of the system is computed using:
Arnaud Legoux Moving Average (ALMA)
ALMA provides:
* Reduced lag compared to EMA
* Superior smoothness compared to SMA
* Stable regime structure across crypto volatility
This baseline acts as the equilibrium axis of the band system.
2. Standard Deviation Volatility Width (Smoothed)
Band width is driven by volatility, measured through standard deviation, with two selectable modes:
* Price Standard Deviation
* Return Standard Deviation (log-return volatility)
Rather than using raw deviation directly, volatility is passed through a second ALMA smoothing layer:
Smoothed Volatility = ALMA(StdDev)
This eliminates the jitter and band shaking that defines most Bollinger-type systems.
3. Adaptive Containment Bands
Final bands are constructed as:
* Upper Band = ALMA Basis + Multiplier × Smoothed Volatility
* Lower Band = ALMA Basis − Multiplier × Smoothed Volatility
Unlike traditional ±2σ envelopes, the multiplier is intentionally adjustable and tuned for regime containment rather than extreme tagging.
4. Deadband Regime Engine (Persistent State Logic)
A defining feature of this protected release is its regime persistence model.
Instead of flipping trend bias instantly, the script applies a volatility-scaled deadband buffer:
* Bull regime activates only above Basis + Deadband
* Bear regime activates only below Basis − Deadband
This removes micro-flips and produces a true structural regime state:
* Bullish containment (green)
* Bearish containment (red)
* Neutral transition zone suppression
Regime state persists until a confirmed boundary transition occurs.
Visual Engine
ALMA SD Bands follows the RakoQuant minimal institutional plotting standard:
* Active volatility bands only
* Smooth containment fill
* Optional candle painting by regime bias
* Ultra-clean overlays suitable for confluence stacking
This indicator is designed as a structural layer, not a clutter generator.
How To Use
✅ Volatility containment framework
✅ Trend regime bias overlay
✅ Expansion / contraction classifier
✅ Portfolio directional filter (RSPS compatible)
Recommended workflow:
* Trade long only during bullish regime containment
* Defensive during bearish containment
* Watch for regime flips as volatility transition events
* Combine with momentum triggers for execution
Best environments:
* 4H–1D swing trend structure
* Volatility breakout classification
* Institutional band containment systems
Screenshot Placement
📸 Example chart / screenshot:
Day/Month Returns Analysis [theUltimator5]This indicator calculates the average returns for day of the week, months of the year, and each Friday of the month, then gives a visualization of the average returns in green/red bars as well as the average percentage move.
You can select from (3) options.
1) Day of the week. This shows the average returns for each day of the week calculated back as far as your chart history goes. For crypto, it calculates all 7 days of the week. If not crypto, it does Monday through Friday
2) Month of the year. This shows the average returns for each month. Self explanatory
3) Friday of the month. This is a niche setting that lets you see the average returns of each Friday of the month, to track if there is any OPEX related consistency.
You can also set the start date for the indicator to start calculating from in the options. If there is a certain date that a symbol starts acting differently and you want to only calculate from that point forwards, you can.
The visuals appear as a table which can be repositioned to whichever section of your screen you would like.
This indicator works best on the daily timeframe since lower timeframes may not have enough bars back in history to calculate enough to make an average.
RTR - Indecision Box Buy/Sell 3RRRTR Buy and Sell Indicator
The RTR Buy and Sell indicator is a technical analysis tool designed to identify potential buying and selling opportunities in the market. It generates buy signals when market conditions suggest a possible upward movement, and sell signals when conditions indicate a potential downward move. The indicator helps traders make more informed decisions by highlighting trend changes and optimal entry and exit points.
Adaptive Nadaraya-Watson (Non Repainting) [Metrify]To understand this implementation of the Nadaraya-Watson estimator, we have to look at the core equation governing non-parametric regression. This script aren't trying to average prices; we are trying to find the probability density of where price should be relative to its recent history.
1. The Kernel Physics (Bandwidth Modulation)
In standard kernel regression, you have a bandwidth parameter (h). This controls the "smoothness" of the curve. If h is too low, the curve jitters with every tick of noise. If h is too high, it acts like a sluggish SMA.
A static h fails because market volatility is dynamic. When the market explodes (high volatility), a tight bandwidth generates false signals. When the market sleeps, a wide bandwidth misses the micro-trends.
It try solving this by making h a function of the Asset's volatility ratio:
heff=h×max(0.5,min(SMA(ATR20,100)ATR20,2.0))
If the current ATR(20) is double the long-term average (100), the bandwidth doubles. This forces the estimator to "zoom out" during chaos, effectively ignoring noise that would otherwise look like a reversal.
vol_ratio = use_vol ? vol_raw / (vol_base == 0 ? 1 : vol_base) : 1.0
vol_mod = math.max(0.5, math.min(vol_ratio, 2.0))
h_eff = h_val * vol_mod
2. The Gaussian Loop (Endpoint Estimation)
Standard Nadaraya-Watson scripts repaint because they calculate the regression over a full window centered on the bar. To make this usable for live trading, we must calculate the Endpoint Estimate.
We iterate backward from the current bar (i=0) to the lookback limit. For every historical price Xi, we calculate a weight wi based on how far away it is in time (distance).
The weight is derived from the Gaussian Kernel function:
wi=exp(−2heff2i2)
Price data closer to the current bar (i=0) gets a weight near 1.0. Data further away (i=50) decays exponentially toward 0.
for i = 0 to lookback by 1
float dist = float(i)
float w = math.exp(-math.pow(dist, 2) / (2 * math.pow(h_eff, 2)))
num := num + w * src
den := den + w
3. Statistical Deviation (MAE vs. StDev)
Most Bollinger Band-style indicators use Standard Deviation (Root Mean Square). The problem with StDev is that it squares the errors, which heavily penalizes large outliers. In crypto or volatile forex pairs, one wick can blow out the bands for 20 bars.
This one use Mean Absolute Error (MAE) instead.
MAE=N1∑∣Price−y^∣
MAE is linear. It measures the average distance price strays from the kernel estimate without squaring the penalty. This creates "tighter" bands that adhere closer to price action during normal trend behavior but don't expand ridiculously during a flash crash.
Pine Script
float error = math.abs(src - y_hat)
float mae = ta.sma(error, lookback)
We project two sets of bands:
Inner Band (Balanced): The "Noise Zone". Price inside here is considered random walk.
Outer Band (Precision): The "Exhaustion Zone". Price reaching here is statistically unlikely (2.8x MAE).
Input & Visual Summary
Kernel Physics:
h_val: The base smoothness. Lower (e.g., 6) = faster, noisier. Higher (e.g., 10) = slower, smoother.
use_vol: Keep this TRUE. It prevents the bands from being too tight during news events.
Envelope Statistics:
mult_in / mult_out: These are your risk settings. 1.5/2.8 is a standard deviation-like setting suited for MAE.
