Volume OscillatorDescription
The Volume Oscillator measures the momentum of trading volume by calculating the percentage difference between a fast and a slow Simple Moving Average (SMA) of daily volume. It helps traders identify periods of increasing or decreasing market participation, often signaling potential trend strength or exhaustion.
Key Features:
Adaptive to Trading Session:
Automatically adjusts SMA periods based on the actual trading session length (default: 8.5 hours for FTSEMIB, customizable for any market — e.g., 6.5h for US stocks, 24h for crypto).
Fast & Slow SMAs:
Compares a short-term SMA (default 10 days) with a longer-term SMA (default 25 days) of volume.
Oscillator Formula:
100 × (Fast SMA / Slow SMA - 1)
→ Positive values = increasing volume momentum (bullish)
→ Negative values = decreasing volume momentum (bearish)
Signal Line (optional):
A moving average of the oscillator (default 7 days) for smoother trend identification and crossover signals.
Overbought/Oversold Levels:
User-defined horizontal lines (default +40 / -40) to highlight extreme volume conditions.
Customizable Colors:
Change the oscillator and signal line colors to match your chart style.
How to Interpret:
Bullish Conditions:
Oscillator crosses above the zero line
Oscillator crosses above the signal line
Readings near or above +40 may indicate strong buying pressure (watch for possible exhaustion if too extreme)
Bearish Conditions:
Oscillator crosses below the zero line
Oscillator crosses below the signal line
Readings near or below -40 may indicate selling pressure or capitulation
Divergences:
Look for divergences between price and the Volume Oscillator (e.g., price makes new highs but oscillator fails to confirm with higher highs) — a classic sign of weakening momentum.
Best Use Cases:
Indices (FTSEMIB, DAX, CAC, SPX, etc.), stocks and futures with defined trading hours, crypto (set session duration to 24 hours).
Works well on intraday (e.g., 15m, 30m, 1h) and daily charts.
Customization Tips:
- Shorten fast/slow lengths for faster signals (more noise)
- Lengthen them for smoother, longer-term analysis
- Adjust session duration for non-standard market hours
- Enable/disable the signal line in the settings
Note: Volume data quality can vary by symbol and exchange. Always combine this indicator with price action and other tools. Use proper risk management.
Osciladores Centrados
Volume ROC (smoothed)Description
The Volume ROC (Rate of Change) indicator is designed to measure the momentum of trading volume over a user-defined period, adjusted for the trading session length of the symbol (e.g., 8.5 hours for the FTSEMIB index). This makes it particularly useful for intraday charts where standard daily calculations might not align with actual trading days.
By focusing on volume changes rather than price, it helps identify potential shifts in market participation, such as accumulation, distribution, or unusual activity that could precede price movements.
How It Works:
Session Adjustment:
The indicator calculates the number of candles per trading day based on the input session duration (in hours) and the chart's timeframe. This ensures that the ROC and other calculations are based on "trading days" rather than calendar days, making it adaptable to markets with non-standard hours like European indices (e.g., FTSEMIB).
Daily Data Fetch:
It retrieves daily high, low, close, and volume data using "request.security" to ensure consistency across timeframes.
ROC Calculation:
The Rate of Change (ROC) is computed on volume using "ta.change" over the specified length (in days), multiplied by the candles-per-day factor for timeframe independence. By chosing the subtraction method instead of the division method we avoid distortions of the ROC below the zero line (method ok for timespans inferior to two years).
Smoothing with SMA:
A Simple Moving Average (SMA) is applied to the ROC to reduce noise and highlight trends in volume momentum.
Standard Deviation Bands:
The standard deviation of the smoothed ROC is calculated over a lookback period. Bands are plotted at +2σ (overbought) and -2σ (oversold) to provide context for extreme volume changes, similar to Bollinger Bands but applied to volume ROC.
Key Plots:
SMA Line (Orange): The smoothed ROC value. Positive values indicate increasing volume momentum; negative values suggest decreasing momentum.
Zero Line (Black Dotted): A reference line at 0, separating positive and negative ROC territories.
+2σ Band (Red Dotted): Upper overbought threshold. Crossings above this may signal excessive buying volume.
-2σ Band (Green Dotted): Lower oversold threshold. Dips below this could indicate capitulation or low interest.
Usage and Interpretation:
Trend Confirmation:
Use the SMA crossing above/below zero to confirm price trends with volume backing. For example, a rising price with positive Volume ROC suggests strong conviction.
Divergences:
Look for divergences between price and Volume ROC (e.g., price making new highs but ROC weakening), which can signal reversals.
Overbought/Oversold Signals:
The ±2σ bands act as dynamic levels. Volume ROC spiking above +2σ might precede pullbacks, while below -2σ could indicate buying opportunities.
Best Applied To:
European indices (like FTSEMIB or DAX), stocks, or futures with defined session hours. Test on intraday (e.g., 2h) and combine with price-based indicators like RSI or MACD for confluence.
Customization:
Adjust the ROC/SMA lengths for sensitivity (shorter for scalping, longer for swings). The STDEV lookback affects band width—longer periods create smoother bands.
Limitations:
Volume data can be noisy in low-liquidity symbols. This indicator assumes consistent session lengths; irregular holidays may affect accuracy. Always backtest and use with risk management.
This indicator is original and built for educational/trading purposes.
Effort-Result Divergence [Interakktive]The Effort-Result Divergence (ERD) measures whether volume effort is producing proportional price result. It quantifies the classic Wyckoff principle: when price moves easily, momentum is real; when price struggles despite heavy volume, absorption is occurring.
Think of ERD as "energy efficiency" for price movement — green means price is gliding, red means price is grinding.
█ WHAT IT DOES
• Measures volume EFFORT relative to average volume
• Measures price RESULT relative to ATR-normalized movement
• Computes ERD = Result minus Effort (each scaled 0-100)
• Flags statistical divergences via Z-score analysis
• Absorption events: high effort, low result (negative ERD)
• Vacuum events: low effort, high result (positive ERD)
█ WHAT IT DOES NOT DO
• NO buy/sell signals
• NO entry/exit recommendations
• NO alerts (v1 is educational only)
• NO performance claims or guarantees
This is a context tool for understanding market participation quality.
█ HOW IT WORKS
The ERD analyzes two dimensions of market activity and compares them.
EFFORT (Volume Intensity)
Compares current volume to a moving average baseline:
Effort Ratio = Volume ÷ SMA(Volume, Length)
Effort Score = clamp(100 × Effort Ratio ÷ Effort Cap)
High effort means above-average volume participation.
Low effort means below-average volume participation.
RESULT (Price Efficiency)
Measures how much price moved relative to expected volatility:
Result Ratio = |Close − Previous Close| ÷ ATR
Result Score = clamp(100 × Result Ratio ÷ Result Cap)
High result means price moved significantly for the volatility regime.
Low result means price barely moved despite market activity.
ERD SCORE
ERD = Result − Effort
• Positive ERD: Result exceeds effort → price moved easily (vacuum/thin liquidity)
• Negative ERD: Effort exceeds result → price struggled (absorption/accumulation)
• Near zero: Balanced effort-to-result relationship
STATISTICAL DIVERGENCE DETECTION
Z-score analysis identifies statistically significant extremes:
Z = (ERD − Mean) ÷ StdDev
• Absorption Event: Z ≤ −threshold (extreme negative ERD)
• Vacuum Event: Z ≥ +threshold (extreme positive ERD)
█ INTERPRETATION
GREEN BARS (Positive ERD)
Price moved with relatively little volume effort. This suggests:
• Thin liquidity / low resistance
• Strong directional interest
• Momentum is "real" — not forced
RED BARS (Negative ERD)
Heavy volume was used but price barely moved. This suggests:
• Absorption / accumulation occurring
• Large players opposing the move
• Inefficiency — someone is working hard for little result
THE KEY INSIGHT
When you see:
• Down moves = high effort (red spikes)
• Up moves = low effort (green bars)
This means: It's easier for price to go up than down.
That is asymmetric strength — classic bullish pressure.
The reverse (red on up moves, green on down moves) signals bearish pressure.
PRACTICAL RULES
Without any other indicators:
• Avoid shorting when ERD is mostly green and red spikes appear only on down candles
• Be cautious buying when ERD turns red on up candles (signals absorption of buying pressure)
• Vacuum events (extreme green) often precede continuation or pause — not violent reversal
• Absorption events (extreme red) often precede reversals or range formation
█ VOLUME DATA NOTE
This indicator uses the volume variable which represents:
• Exchange volume on stocks and futures
• Tick volume on Forex and CFD instruments
Tick volume is a proxy for activity, not actual exchange volume. The indicator remains useful on Forex as relative volume comparisons are still meaningful, but interpretation should account for this limitation.
█ INPUTS
Core Settings
• Volume Average Length: Baseline period for effort calculation (default: 20)
• ATR Length: Volatility normalization period (default: 14)
• Effort Cap: Volume ratio that maps to 100% effort (default: 3.0)
• Result Cap: ATR multiple that maps to 100% result (default: 1.0)
Divergence Detection
• Z-Score Lookback: Statistical analysis window (default: 100)
• Z-Score Threshold: Standard deviations for event flags (default: 2.0)
Visual Settings
• Show ERD Histogram: Toggle main display
• Show Zero Line: Toggle reference line
• Show Divergence Markers: Toggle event circles
• Show Effort/Result Lines: Display component breakdown
█ ORIGINALITY
While Wyckoff's effort-versus-result principle is well-established, existing implementations are typically:
• Purely visual with no quantification
• Pattern-based requiring subjective interpretation
• Not statistically normalized for comparison across instruments
ERD is original because it:
1. Normalizes both effort and result to 0-100 scales for direct comparison
2. Uses ATR for result normalization (adapts to volatility regime)
3. Applies statistical Z-score for objective divergence detection
4. Provides quantified output suitable for systematic analysis
█ DATA WINDOW EXPORTS
When enabled, the following values are exported:
• Effort (0-100)
• Result (0-100)
• ERD Score
• Z-Score
• Absorption Event (1/0)
• Vacuum Event (1/0)
█ SUITABLE MARKETS
Works on: Stocks, Futures, Forex, Crypto
Best on: Instruments with reliable volume data (stocks, futures, crypto)
Timeframes: All timeframes — interpretation adapts accordingly
█ RELATED
• Market Efficiency Ratio — measures price path efficiency
• Wyckoff Volume Spread Analysis — conceptual foundation
█ DISCLAIMER
This indicator is for educational purposes only. It does not constitute financial advice. Past performance does not guarantee future results. Always conduct your own analysis before making trading decisions.
BK AK-IED💥 Introducing BK AK-IED — Volatility Ignition / Expansion / Detonation 💥
A pressure-to-release weapon system for traders who want timing, not noise.
Markets don’t move clean because they “feel like it.” They load, they ignite, and then they detonate into expansion. BK AK-IED is built to expose that sequence in real time—so you stop trading randomness and start trading regime shifts.
⚔️ What BK AK-IED is
BK AK-IED is a 3-speed VWMA energy oscillator that blends price movement + volume into a single pressure readout:
Fast (5) = ignition energy (range-driven)
Medium (21) = core pressure engine
Slow (55) = structural volatility backdrop
It’s not a “direction oracle.” It’s an energy meter that tells you when the market is coiling, when it’s waking up, and when it’s breaking out with force.
🧠 Core Weapon Systems
✅ Dynamic Scaling
Keeps the oscillator readable across symbols (no ridiculous y-axis blowouts).
✅ Volatility State Bar (Bottom Strip) — Your War Room
🟨 CONTRACTION = VWMA convergence / coil / pressure loading
🟩 EXPANSION = energy spike begins
🟥 BREAKOUT = expansion without contraction (release phase)
⬜ NEUTRAL = dead zone, don’t force it
✅ Breakout Peak Icons (Crown markers)
Crowns print only when there’s true breakout energy and the move hits major peak territory versus recent extremes. Translation:
tighten risk, scale-out, stop getting greedy. These are exhaustion warnings—not automatic reversals.
Timeframe-adaptive peak filtering is built in:
< 1H: stricter peak requirement
≥ 1H: more realistic swing threshold
🧭 How to use it (execution, not opinions)
1) 🟨 Contraction = don’t bleed.
This is the chop factory. You wait. You map levels. You stalk.
2) 🟩 Expansion = prepare.
Start aligning with structure: trend framework, VWAP, key levels, HTF bias.
3) 🟥 Breakout = engage.
This is where moves pay. Trade the direction your structure supports and manage risk like a professional.
4) 👑 Peak during breakout = harvest / protect.
Scale. Tighten stops. Don’t turn winners into donations.
🧱 Inputs that matter (what you’re actually tuning)
Amplitude Multiplier = how aggressive the energy read is
VWMA Spread Contraction Threshold = how tight “coil” must be to count
Scale Lookback = how far back the dynamic scaling references
Peak Thresholds = how selective peaks are (auto-switches based on timeframe)
The “AK” in the name is an acknowledgment of my mentor A.K. His standards (patience, precision, clarity, and emotional control) are a major reason I build tools with structure instead of hype.
And above all: all praise to Gd — the true source of wisdom, restraint, and right timing.
👑 King Solomon Lens — ZENITH Discipline
Solomon didn’t build greatness by impulse. He built it by measure, order, and restraint.
When the Temple was built, the stones were prepared away from the site—so the structure went up with precision, not chaos. That is the market lesson: the decisive moment is loud, but the preparation is silent. If you only show up for the noise, you will always arrive late.
BK AK-IED is that Solomon blueprint on a chart:
🟨 Contraction is the quarry.
The market is cutting the stones in silence. This is where the undisciplined burn money “doing something.” The wise do the opposite: they reduce noise, define levels, and wait.
🟩 Expansion is the line being set.
Pressure starts to move. This is where you bring structure online—bias, levels, risk plan. Not excitement.
🟥 Breakout is the placement.
The stone drops into position. This is the only phase where aggression is righteous—because it’s backed by a real shift, not hope.
👑 Peak icons are ZENITH—crown-of-the-move logic.
Zenith is where force and momentum reach their highest point before decay begins. The crown is not “celebrate and add.” The crown is govern yourself: harvest, tighten, protect. Solomon’s edge wasn’t prediction—it was rule over the self. That’s what separates profit from punishment.
This is what wisdom looks like in trading: not guessing the future—governing your exposure when the present is telling you the truth. And may Gd bless your restraint as much as your entries, because restraint is where survival becomes power.
✅ Final
BK AK-IED is your volatility weapon for market warfare:
Load → Ignite → Detonate.
Use it with structure. Use it with discipline. And give praise to Gd for every protected loss, every clean entry, and every moment you didn’t force a trade. 🙏
Adaptive Z-Score Oscillator [QuantAlgo]🟢 Overview
The Adaptive Z-Score Oscillator transforms price action into statistical significance measurements by calculating how many standard deviations the current price deviates from its moving average baseline, then dynamically adjusting threshold levels based on historical distribution patterns. Unlike traditional oscillators that rely on fixed overbought/oversold levels, this indicator employs percentile-based adaptive thresholds that automatically calibrate to changing market volatility regimes and statistical characteristics. By offering both adaptive and fixed threshold modes alongside multiple moving average types and customizable smoothing, the indicator provides traders and investors with a robust framework for identifying extreme price deviations, mean reversion opportunities, and underlying trend conditions through the visualization of price behavior within a statistical distribution context.
🟢 How It Works
The indicator begins by establishing a dynamic baseline using a user-selected moving average type applied to closing prices over the specified length period, then calculates the standard deviation to measure price dispersion:
basis = ma(close, length, maType)
stdev = ta.stdev(close, length)
The core Z-Score calculation quantifies how many standard deviations the current price sits above or below the moving average basis, creating a normalized oscillator that facilitates cross-asset and cross-timeframe comparisons:
zScore = stdev != 0 ? (close - basis) / stdev : 0
smoothedZ = ma(zScore, smooth, maType)
The adaptive threshold mechanism employs percentile calculations over a historical lookback period to determine statistically significant extreme zones. Rather than using fixed levels like ±2.0, the indicator identifies where a specified percentage of historical Z-Score readings have fallen, automatically adjusting to market regime changes:
upperThreshold = adaptive ? ta.percentile_linear_interpolation(smoothedZ, percentilePeriod, upperPercentile) : fixedUpper
lowerThreshold = adaptive ? ta.percentile_linear_interpolation(smoothedZ, percentilePeriod, lowerPercentile) : fixedLower
The visualization architecture creates a four-tier coloring system that distinguishes between extreme conditions (beyond the adaptive thresholds) and moderate conditions (between the midpoint and threshold levels), providing visual gradation of statistical significance through opacity variations and immediate recognition of distribution extremes.
🟢 How to Use This Indicator
▶ Overbought and Oversold Identification:
The indicator identifies potential overbought conditions when the smoothed Z-Score crosses above the upper threshold, indicating that price has deviated to a statistically extreme level above its mean. Conversely, oversold conditions emerge when the Z-Score crosses below the lower threshold, signaling statistically significant downward deviation. In adaptive mode (default), these thresholds automatically adjust to the asset's historical behavior, i.e., during high volatility periods, the thresholds expand to accommodate wider price swings, while during low volatility regimes, they contract to capture smaller deviations as significant. This dynamic calibration reduce false signals that plague fixed-level oscillators when market character shifts between volatile and ranging conditions.
▶ Mean Reversion Trading Applications:
The Z-Score framework excels at identifying mean reversion opportunities by highlighting when price has stretched too far from its statistical equilibrium. When the oscillator reaches extreme bearish levels (below the lower threshold with deep red coloring), it suggests price has become statistically oversold and may snap back toward the mean, presenting potential long entry opportunities for mean reversion traders. Symmetrically, extreme bullish readings (above the upper threshold with bright green coloring) indicate potential short opportunities or long exit points as price becomes statistically overbought. The moderate zones (lighter colors between midpoint and threshold) serve as early warning areas where traders can prepare for potential reversals, while exits from extreme zones (crossing back inside the thresholds) often provide confirmation that mean reversion is underway.
▶ Trend and Distribution Analysis:
Beyond discrete overbought/oversold signals, the histogram's color pattern and shape reveal the underlying trend structure and distribution characteristics. Sustained periods where the Z-Score oscillates primarily in positive territory (green bars) indicate a bullish trend where price consistently trades above its moving average baseline, even if not reaching extreme levels. Conversely, predominant negative readings (red bars) suggest bearish trend conditions. The distribution shape itself provides insight into market behavior, e.g., a narrow, centered distribution clustering near zero indicates tight ranging conditions with price respecting the mean, while a wide distribution with frequent extreme readings reveals volatile trending or choppy conditions. Asymmetric distributions skewed heavily toward one side demonstrate persistent directional bias, whereas balanced distributions suggest equilibrium between bulls and bears.
▶ Built-in Alerts:
Seven alert conditions enable automated monitoring of statistical extremes and trend transitions. Enter Overbought and Enter Oversold alerts trigger when the Z-Score crosses into extreme zones, providing early warnings of potential reversal setups. Exit Overbought and Exit Oversold alerts signal when price begins reverting from extremes, offering confirmation that mean reversion has initiated. Zero Cross Up and Zero Cross Down alerts identify transitions through the neutral line, indicating shifts between above-mean and below-mean price action that can signal trend changes. The Extreme Zone Entry alert fires on any extreme threshold penetration regardless of direction, allowing unified monitoring of both overbought and oversold opportunities.
▶ Color Customization:
Six visual themes (Classic, Aqua, Cosmic, Ember, Neon, plus Custom) accommodate different chart backgrounds and aesthetic preferences, ensuring optimal contrast and readability across trading platforms. The bar transparency control (0-90%) allows fine-tuning of visual prominence, with minimal transparency creating bold, attention-grabbing bars for primary analysis, while higher transparency values produce subtle background context when using the oscillator alongside other indicators. The extreme and moderate zone coloring system uses automatic opacity variation to create instant visual hierarchy, with darkest colors highlight the most statistically significant deviations demanding immediate attention, while lighter shades mark developing conditions that warrant monitoring but may not yet justify action. Optional candle coloring extends the Z-Score color scheme directly to the price candles on the main chart, enabling traders to instantly recognize statistical extremes and trend conditions without needing to reference the oscillator panel, creating a unified visual experience where both price action and statistical analysis share the same color language.
Kinetic RSI [Vel + Accel] + AlertsThe Problem with Standard RSI
Most traders use the Relative Strength Index (RSI) to see if a market is "Overbought" (above 70) or "Oversold" (below 30). The problem? A strong trend can stay overbought for days, burning short sellers, or an asset can stay oversold while price continues to crash. Standard RSI tells you where the price is, but it doesn't tell you how hard it is moving.
The Solution: Kinetic RSI
This script reimagines RSI by applying basic physics concepts: Velocity and Acceleration.
Instead of asking "Is RSI below 30?", this indicator asks: "Is RSI below 35 AND did it just make a violent, high-speed turn upwards?"
It filters out lazy, drifting price action and only signals when momentum is accelerating in a new direction.
How It Works (The Math)
Velocity: We calculate the speed of the RSI change (Current RSI - Previous RSI).
Acceleration: We calculate if that speed is increasing (Current Velocity - Previous Velocity).
The Trigger: A signal is only generated if the RSI is in an extreme zone (<35 or >65) AND it has high Velocity AND positive Acceleration.
How to Trade It
1. The "Kick" Signals (Background Highlights)
🟢 Green Background (Bullish Kick): The RSI was low, but buyers stepped in aggressively. The momentum is not just positive; it is accelerating upward. This is often a "V-Bottom" catch.
🔴 Red Background (Bearish Kick): The RSI was high, but sellers slammed the price down. Momentum is accelerating downward.
2. The Line Color
Lime Line: Velocity is positive (Momentum is rising).
Fuchsia Line: Velocity is negative (Momentum is falling).
Usage: If the background flashes Green (Buy Signal), but the line turns back to Fuchsia (Red) a few bars later, the move has failed—exit the trade.
Settings & Alerts
RSI Length: Standard 14 (Adjustable).
Velocity Threshold: Controls sensitivity.
Lower (e.g., 2-3): More signals, catches smaller reversals.
Higher (e.g., 5+): Fewer signals, catches only massive "shocks" to the price.
Alerts Included: You can set alerts for "Bullish Kick," "Bearish Kick," or "Any Kick" to get notified of volatility spikes.
Best Practices
Wait for the Close: This indicator measures the closing velocity. Always wait for the bar to close to confirm the background color signal.
Trend Filtering: This works best as a "Reversal" indicator. If the market is in a super-strong uptrend, ignore the Bearish (Red) signals and only take the Bullish (Green) dips.
ICT Immediate RebalanceThe ICT Concept, whereby as soon as it is created, the price makes a strong movement in its favor, requires two "Wicks" to coincide at the same level or for there to be an overlap of no more than 2 Pips, a function that this Indicator fulfills to detect them.
3SPC Three Candle Price Action Setup3SPC (Three Candle Price Action Setup) is an open-source indicator designed to detect
a simple and clearly defined three-candle price action pattern.
The logic is based on the following structure:
• The first two candles move in the same direction (bullish or bearish).
• The third candle interacts with the real bodies of both previous candles,
which may indicate a short-term liquidity sweep or price reaction.
• A bullish setup is confirmed when price holds above the open of the first candle.
• A bearish setup is confirmed when price holds below the open of the first candle.
This script does not use oscillators or lagging indicators.
It is intended as a visual aid for discretionary traders and should be used
together with market context, risk management and higher timeframe analysis.
The script is published as open-source for educational and transparency purposes.
UI Labels Translation:
- نمایش ستاپ صعودی: Show bullish setups
- نمایش ستاپ نزولی: Show bearish setups
VEGA (Velocity of Efficient Gain Adaptation)VEGA (Velocity of Efficient Gain Adaptation)
VEGA is a momentum oscillator that measures the velocity of an efficiency-weighted adaptive moving average. Unlike traditional momentum indicators that react uniformly to all price movements, VEGA intelligently adapts its sensitivity based on market conditions—responding quickly during trending periods and filtering noise during consolidation.
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What Makes VEGA Different
Efficiency-Driven Adaptation
At its core, VEGA uses the Efficiency Ratio (ER) to distinguish between trending and choppy markets. When price moves efficiently in one direction, VEGA's underlying adaptive MA speeds up to capture the move. When price chops sideways, it slows down to avoid whipsaws. This creates a momentum reading that's inherently cleaner than fixed-period alternatives.
Linear Regression Smoothed Source
VEGA offers an optional LinReg-smoothed price source that blends regular candles with linear regression values. This pre-smoothing reduces noise before it ever enters the calculation, resulting in a histogram that's easier to read without sacrificing responsiveness. The mix ratio lets you dial in exactly how much smoothing you want.
Z-Score Normalization with Dead Zone
Rather than arbitrary oscillator bounds, VEGA normalizes output as standard deviations from the mean. This gives statistically meaningful levels: readings above +2σ or below -2σ represent genuinely extreme momentum. The configurable dead zone (with Snap, Soft Fade, or None modes) filters out insignificant movements near zero, keeping you focused on signals that matter.
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How It Works
1. Source Preparation — Price is smoothed via a LinReg/regular candle blend
2. Efficiency Ratio — Measures directional movement vs total movement over the lookback period
3. Adaptive MA — Applies variable smoothing based on efficiency (fast during trends, slow during chop)
4. Velocity — Calculates the rate of change of the adaptive MA
5. Normalization — Converts to Z-Score (standard deviations) or ATR-normalized percentage
6. Dead Zone — Optionally filters near-zero values to reduce noise
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How To Read VEGA
Signal and Interpretation
Histogram above zero | Bullish momentum
Histogram below zero | Bearish momentum
Bright color | Momentum accelerating
Faded color | Momentum decelerating
Beyond ±1σ bands | Above-average momentum
Beyond ±2σ bands | Extreme momentum (potential reversal zone)
Zero line cross*| Momentum shift
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Key Settings
ER Length — Lookback for efficiency ratio calculation. Higher = smoother, slower adaptation.
Fast/Slow Smoothing — Controls the adaptive MA's responsiveness range. The MA blends between these based on efficiency.
LinReg Settings — Enable smoothed candles and adjust the blend ratio (0 = regular candles, 1 = full LinReg, 0.5 = 50/50 mix).
Z-Score Lookback — Period for calculating mean and standard deviation. Shorter = more reactive normalization.
Dead Zone Type — How to handle near-zero values:
Snap — Hard cutoff to zero
Soft Fade — Gradual reduction toward zero
None — No filtering
Dead Zone Threshold — Values within this Z-Score range are affected by the dead zone setting.
VEGA works on any timeframe and any market. For best results, adjust the ER Length and LinReg settings to match your trading style and the volatility characteristics of your instrument.
SB - RSI EW OscillatorAdd EW with RSI.
Makes sense take a call if RSI is above 50 and EW turns green and vice versa.
VixTrixVixTrix - Because markets move in both directions.
VixTrix was born from a fundamental limitation in traditional volatility indicators: they only measure downside panic, completely missing the greed-driven extremes that form market tops.
How It Works:
Dual-Component Analysis:
vixBear = Panic selling intensity (distance from recent highs)
vixBull = FOMO buying intensity (distance from recent lows)
Oscillator = vixBear - vixBull = Net fear/greed imbalance
When the oscillator is positive, fear dominates (potential bottom forming). When negative, greed dominates (potential top forming).
Professional-Grade Filtering:
The magic happens with the symmetric RMS (Root Mean Square) bands. Unlike fixed percentage bands or standard deviation, RMS:
Creates mathematically symmetric positive/negative thresholds
Naturally adapts to changing volatility regimes
Provides statistical significance to extremes
VixTrix also adds selectable MA smoothing for the RMS calculation:
WMA (default): Balanced – middle-ground approach
VWMA: Volume-weighted – filters low-volume noise
EMA: Responsive – catches quick reversals
SMA: Stable – for swing trading
HMA: Fast and smooth – ideal for day trading
Signals require triple confirmation:
Statistical Extreme: Oscillator beyond RMS band
Price Action Confirmation: Correct candle color (bullish for bottoms, bearish for tops)
Momentum Continuation: Oscillator still moving toward extreme (exhaustion)
This multi-filter approach reduces premature entries and false signals while maintaining early positioning at potential reversal points.
Why This Matters for Your Trading:
In bull markets, traditional fear indicators sit near zero, giving no warning of impending tops.
VixTrix identifies when greed becomes excessive – when FOMO buying reaches statistical extremes that often precede corrections.
In range-bound markets, VixTrix excels at identifying overreactions in both directions, providing high-probability mean reversion opportunities.
During crashes, it captures the panic selling with the same precision as VixFix, but with better timing through its momentum confirmation.
VixTrix spots continuations through:
"No Signal" = Healthy Trend – Oscillator stays between RMS bands (no exhaustion)
Failed Extremes – Touches band but no triple confirmation = trend likely continues
Hidden Divergence – Price makes higher low while oscillator makes shallower low = uptrend continues
Controlled Emotions – Oscillator negative but not extreme in uptrends (greed present but not excessive)
Key Insight: When VixTrix doesn't give a signal during a pullback, institutions aren't panicking – they're just pausing before resuming the trend.
Green columns = Bullish exhaustion (potential bottoms)
Red columns = Bearish exhaustion (potential tops)
Golden RMS bands = Dynamic thresholds adapting to current volatility
Background highlights = Active signal conditions
The Result: A professional-grade oscillator that works in all market conditions – trending up, trending down, or ranging – by measuring the complete emotional spectrum driving price action.
Session Range Control [PointAlgo]Session Range Control (SRC)
The Session Range Control (SRC) indicator provides a structured view of intraday price behavior by tracking where the current price sits within the session’s high–low range and how today’s volatility compares to the Average Daily Range (ADR). It combines range analytics, momentum context, volatility interpretation, and visual cues to help traders understand session strength and shifts in intraday conditions.
Core Concept
Every trading session forms a unique high and low. SRC continuously reads these values and calculates the Position in Range, expressed on a scale from 0% to 100%:
0% → Price at Day Low
100% → Price at Day High
50% → Mid-range equilibrium
By normalizing price into a percentage, traders can quickly interpret where market pressure is concentrated during the session.
Trend Zones and Market State
SRC divides the range into logical zones to show the likely sentiment of the session:
1. Strong Uptrend Zone (Above Threshold)
When price consistently holds above the user-defined upper threshold (e.g., 60%), the indicator marks a Strong Uptrend.
This typically reflects:
Persistent intraday buying pressure
Price acceptance near the upper part of the range
Reduced likelihood of deep pullbacks
2. Strong Downtrend Zone (Below Threshold)
When price remains below the lower threshold (e.g., 40%), SRC signals a Strong Downtrend, indicating:
Dominant intraday selling
Consistent pressure keeping price near session lows
3. Bullish / Bearish Zones
Between the midline and strong thresholds, SRC displays softer trend zones:
Above 50% = Bullish Zone
Below 50% = Bearish Zone
These zones help classify whether price is trending, balanced, or drifting.
4. Neutral Territory
When price hovers around the mid-level without conviction, the indicator treats it as a neutral or undecided phase.
Signal Logic :
SRC includes built-in momentum shift signals based on range transitions:
Long Signal
Triggered when price crosses upward through 50%, often showing:
A shift from intraday weakness to strength
Buyers gaining control of the session
Short Signal
Triggered when price crosses downward through 50%, suggesting:
Loss of intraday strength
Sellers taking control
These signals help highlight potential turning points inside the session.
Extreme Levels :
SRC highlights the top and bottom 10% of the range:
> 90% = Extreme High (Overbought intraday condition)
< 10% = Extreme Low (Oversold intraday condition)
These conditions can be useful for identifying overextended movements or potential reaction zones.
ADR Comparison and Volatility Context :
The indicator also measures how today’s price range compares to the Average Daily Range (ADR):
Range Expanding: Today’s range is significantly larger than the ADR
Indicates heightened volatility
Often associated with trending or breakout environments
Range Compressing: Today’s range is much smaller
Suggests low volatility
Common before breakout phases
Characteristic of consolidation or balanced markets
This volatility context helps traders assess whether the session is behaving within normal boundaries or deviating significantly.
Dashboard Overview :
When enabled, the dashboard summarizes key intraday metrics in a structured table:
Trend status (Strong Uptrend, Strong Downtrend, Bullish, Bearish, Neutral)
Range position (%)
Signal status (Long Cross, Short Cross, Extreme High/Low, or None)
Day range calculation
Range vs ADR (%)
Day High / Day Low
Current price level
Simplified action label based on current conditions
This provides a quick reference system to interpret both trend and volatility at a glance without analyzing the full chart visually.
Visual Elements
SRC includes:
Colored dynamic plot for easy trend recognition
Horizontal reference lines at key levels (0%, 50%, 100%, strong-trend thresholds)
Background shading during extreme zone conditions
A separate ADR comparison plot
These visuals ensure the indicator remains intuitive regardless of chart style or timeframe.
Alerts
The script includes alert conditions for:
Long cross
Short cross
Strong trend detection
Extreme high / extreme low
These allow users to automate notifications during key market events without manually monitoring the chart.
Customization Options
Users can configure:
ADR length
Strong trend thresholds
Dashboard visibility
Dashboard position on chart
This makes SRC adaptable to different trading instruments and intraday styles.
Usage Notes
Works best on intraday timeframes where session boundaries are clearly defined.
Designed for analytical interpretation—trend bias, volatility phase, and range structure.
Can complement other tools such as moving averages, volume, or market structure analysis.
Disclaimer :
This indicator is intended for chart analysis and educational purposes only.
It does not generate financial, investment, or trading advice.
Users should validate signals with additional research and apply proper risk management.
SCOTTGO Advanced MACD🌟 Custom MACD: Enhanced Visuals & Crossover Signals
This indicator is a highly customized version of the traditional Moving Average Convergence Divergence (MACD) oscillator, designed to provide clear, immediate visual confirmation of signal line crossovers and zero-line crossings.
Core Features:
MACD Crossover Shadow Fill: The area between the MACD line and the Signal line is filled with a customizable shadow. This instantly visualizes whether the MACD is above (bullish crossover) or below (bearish crossover) the Signal line.
Signal Crossover Markers (Arrows & Dots):
Crossover Dot: A small, configurable solid dot is plotted exactly at the point where the MACD and Signal lines intersect, providing pinpoint accuracy for the crossover event.
Crossover Arrows: Customizable up (green) and down (red) arrows are plotted using a small numerical offset from the crossover point, ensuring visibility without cluttering the indicator lines.
Zero-Line Crossing Markers: Distinct, small markers (circles/diamonds) are used to signal when the MACD line crosses the zero line, indicating a shift in momentum relative to the baseline.
Customizable MA Type: The user can select either Exponential Moving Average (EMA) or Simple Moving Average (SMA) for both the MACD oscillator calculation and the signal line calculation.
This indicator is ideal for traders who rely on MACD crossovers and require precise, configurable visual feedback directly on the chart.
Fractal Fade Pro IndicatorA revolutionary contrarian trading indicator that applies chaos theory, fractal mathematics, and market entropy to generate high-probability reverse signals. This indicator fades traditional technical signals, providing BUY signals when conventional indicators say SELL, and SELL signals when they say BUY.
Full Description:
Most traders follow the herd. QFCI does the opposite. It identifies when conventional technical analysis is about to fail by detecting mathematical patterns of exhaustion in market structure.
How It Works (Technical Overview):
The indicator combines three sophisticated mathematical approaches:
Fractal Dimension Analysis: Measures the "roughness" of price movements using fractal mathematics
Market Entropy Calculation: Quantifies the randomness and disorder in price returns using information theory
Phase Space Reconstruction: Analyzes price evolution in multi-dimensional state space from chaos theory
Signal Generation Process:
Step 1: Market Regime Detection
Chaotic Regime: High fractal complexity + rising entropy (avoid trading)
Trending Regime: Low fractal complexity + high phase space distance (fade breakouts)
Mean-Reverting Regime: Very low fractal complexity (fade extremes)
Step 2: Reverse Signal Logic
When traditional indicators would give:
BUY signal (breakout, oversold bounce, volatility spike) → QFCI shows SELL
SELL signal (breakdown, overbought rejection, volatility crash) → QFCI shows BUY
Step 3: Smart Signal Filtering
No consecutive same-direction signals
Adjustable minimum bars between signals
Multiple confirmation layers required
Unique Features:
1. Mathematical Innovation:
Original fractal dimension algorithm (not standard indicators)
Market entropy calculation from information theory
Phase space reconstruction from chaos theory
Multi-regime adaptive logic
2. Trading Psychology Advantage:
Contrarian by design - profits from market overreactions
Fades retail trader mistakes - enters when others are exiting
Reduces overtrading - strict signal frequency controls
3. Clean Visual Interface:
Only BUY/SELL labels - no chart clutter
Clear directional arrows - immediate signal recognition
Built-in alerts - never miss a trade
Recommended Settings:
Default (Balanced Approach):
Fractal Depth: 20
Entropy Period: 200
Min Bars Between Signals: 100
Aggressive Trading:
Fractal Depth: 10-15
Entropy Period: 100-150
Min Bars Between Signals: 50-75
Conservative Trading:
Fractal Depth: 30-40
Entropy Period: 300-400
Min Bars Between Signals: 150-200
Optimal Timeframes:
Primary: Daily, Weekly (best performance)
Secondary: 4-Hour, 12-Hour
Can work on: 1-Hour (with adjusted parameters)
How to Use:
For Beginners:
Apply indicator to chart
Use default settings
Wait for BUY/SELL labels
Enter on next candle open
Use 2:1 risk/reward ratio
Always use stop losses
For Advanced Traders:
Adjust parameters for your trading style
Combine with support/resistance levels
Use volume confirmation
Scale in/out of positions
Track performance by regime
Risk Management Guidelines:
Position Sizing:
Conservative: 1-2% risk per trade
Moderate: 2-3% risk per trade
Aggressive: 3-5% risk per trade (not recommended)
Stop Loss Placement:
BUY signals: Below recent swing low or -2x ATR
SELL signals: Above recent swing high or +2x ATR
Take Profit Targets:
Primary: 2x risk (minimum)
Secondary: Previous support/resistance
Tertiary: Trailing stops after 1.5x risk
IMPORTANT RISK DISCLOSURE
This indicator is for educational and informational purposes only. It is not financial advice. Past performance does not guarantee future results. Trading involves substantial risk of loss and is not suitable for every investor. The risk of loss in trading can be substantial. You should therefore carefully consider whether such trading is suitable for you in light of your financial condition.
CEF (Chaos Theory Regime Oscillator)Chaos Theory Regime Oscillator
This script is open to the community.
What is it?
The CEF (Chaos Entropy Fusion) Oscillator is a next-generation "Regime Analysis" tool designed to replace traditional, static momentum indicators like RSI or MACD. Unlike standard oscillators that only look at price changes, CEF analyzes the "character" of the market using concepts from Chaos Theory and Information Theory.
It combines advanced mathematical engines (Hurst Exponent, Entropy, VHF) to determine whether a price movement is a real trend or just random noise. It uses a novel "Adaptive Normalization" technique to solve scaling problems common in advanced indicators, ensuring the oscillator remains sensitive yet stable across all assets (Crypto, Forex, Stocks).
What It Promises:
Intelligent Filtering: Filters out false signals in sideways (volatile) markets using the Hurst Base to measure trend continuity.
Dynamic Adaptation: Automatically adapts to volatility. Thanks to trend memory, it doesn't get stuck at the top during uptrends or at the bottom during downtrends.
No Repainting: All signals are confirmed at the close of the bar. They don't repaint or disappear.
What It Doesn't Promise:
Magic Wand: It's a powerful analytical tool, not a crystal ball. It determines the regime, but risk management is up to the investor.
Late-Free Holy Grail: It deliberately uses advanced correction algorithms (WMA/SMA) to provide stability and filter out noise. Speed is sacrificed for accuracy.
Which Concepts Are Used for Which Purpose?
CEF is built on proven mathematical concepts while creating a unique "Fusion" mechanism. These are not used in their standard forms, but are remixed to create a consensus engine:
Hurst Exponent: Used to measure the "memory" of the time series. Tells the oscillator whether there is a probability of the trend continuing or reversing to the mean.
Vertical Horizontal Filter (VHF): Determines whether the market is in a trend phase or a congestion phase.
Shannon Entropy: Measures the "irregularity" or "unpredictability" of market data to adjust signal sensitivity.
Adaptive Normalization (Key Innovation): Instead of fixed limits, the oscillator dynamically scales itself based on recent historical performance, solving the "flat line" problem seen in other advanced scripts.
Original Methodology and Community Contribution
This algorithm is a custom synthesis of public domain mathematical theories. The author's unique contribution lies in the "Adaptive Normalization Logic" and the custom weighting of Chaos components to filter momentum.
Why Public Domain? Standard indicators (RSI, MACD) were developed for the markets of the 1970s. Modern markets require modern mathematics. This script is presented to the community to demonstrate how Regime Analysis can improve trading decisions compared to static tools.
What Problems Does It Solve?
Problem 1: The "Stagnant Market" Trap
CEF Solution: While the RSI gives false signals in a sideways market, CEF's Hurst/VHF filter suppresses the signal, essentially making the histogram "off" (or weak) during noise.
Problem 2: The "Overbought" Fallacy
CEF Solution: In a strong trend (Pump/Dump), traditional oscillators get stuck at 100 or 0. CEF uses "Trend Memory" to understand that an overbought price is not a reversal signal but a sign of trend strength, and keeps the signal green/red instead of reversing it prematurely. Problem 3: Visual Confusion
CEF Solution: Instead of multiple lines, it presents a single, color-coded histogram featuring only prominent "Smart Circles" at high-probability reversal points.
Automation Ready: Custom Alerts
CEF is designed for both manual trading and automation.
Smart Buy/Sell Circles: Visual signals that only appear when trend filters are aligned with momentum reversals.
Deviation Labels: Automatically detects and labels structural divergences between price and entropy.
Disclaimer: This indicator is for educational purposes only. Past performance does not guarantee future results. Always practice appropriate risk management.
Williams %R + Bollinger %B📊 Williams %R + Bollinger %B Indicator
This indicator blends two complementary oscillators to provide a clearer view of market momentum, volatility, and extreme zones:
🔹 Williams %R (W%R):
Measures the price’s position within its recent range, helping identify overbought/oversold conditions and potential reversal points. It reacts quickly to market shifts, making it useful for spotting short-term exhaustion.
🔹 Bollinger %B (BB%):
Shows where the price sits relative to the Bollinger Bands, highlighting volatility expansions, contractions, and pressure around the bands. It helps confirm breakouts, squeezes, and volatility-driven moves.
🎯 What This Combined Indicator Offers
Dual insight: Momentum (W%R) + volatility (BB%).
Higher precision: Identifies areas where both range extremes and volatility extremes align.
Better timing: Provides clearer entry/exit confirmation based on price behavior relative to range and volatility.
🧠 Suggested Use
Look for confluences, such as W%R showing oversold while BB% signals a lower-band rejection or squeeze.
Spot true breakouts when BB% expands while W%R exits extreme zones.
Filter out noise by analyzing the relationship between both oscillators.
Swing Trading IndicatorThis script is a swing‑trading dashboard designed for BTC, ETH, S&P 500 (for now). It combines weekly RSI, USDT.D, VIX, moving averages and Fisher Transform into a single visual tool, with background highlights, an on‑chart info table and ready‑made alerts to help you time high‑probability swing entries and manage risk.
1. Overview
The indicator is intended to work on daily timeframe.
Signals are context‑aware: BTC and ETH get USDT.D conditions, SPX gets VIX and EMA‑100 logic, and all non‑ETH symbols can also use Fisher Transform as a mean‑reversion filter.
2. Conditions and background highlights
Each component sets a boolean condition and, when active, paints a background layer:
Weekly RSI condition
True when weekly RSI is below its symbol‑specific threshold.
USDT.D conditions
BTC: triggered when USDT.D is above the user threshold and the chart symbol is BTC.
ETH: same logic for ETH, but tracked separately..
VIX condition (SPX only)
True when VIX high is at or above the VIX threshold while the chart is SPX.
EMA condition (BTC & SPX)
BTC: daily close below EMA‑200.
SPX: daily close below EMA‑100.
Fisher Transform condition (non‑ETH)
Fisher Transform on the chart timeframe, using the configured period.
True when Fisher value is below the Fisher threshold.
3. Intended use and notes
This indicator is designed as a confluence tool for swing traders, not a standalone buy/sell system. It works best on assets that are in a clear uptrend, where the main idea is to accumulate during corrections within that broader bullish structure.
During larger market shocks, deep corrections, or black‑swan events, trend‑based and mean‑reversion filters can produce false signals, because volatility and correlations often behave abnormally in those periods. For that reason, this script should always be combined with independent risk management, higher‑timeframe trend analysis, and your own discretion.
Pivot Boss IndicatorsPivot boss indicators shows central pivot range and pivot levels for support and resistance.
XAU Micro ScalperThis indicator is designed for short-term price rotation detection on XAUUSD, especially on the 1-minute timeframe.
It combines three momentum components—Stochastic, RSI, and OBV slope—to highlight potential reversal points and short-term scalping opportunities.
Core Logic
The script generates a signal only when multiple conditions align:
1. Stochastic Reversal (Timing Component)
A basic long/short trigger occurs when the Stochastic oscillator exits oversold (long) or overbought (short).
This represents a potential shift in short-term momentum.
2. RSI “Smart Rotation” Filter (Context Component)
Instead of using fixed oversold/overbought thresholds, the indicator checks whether RSI is turning:
Long: RSI is below a contextual ceiling (default 50) and rising
Short: RSI is above a contextual floor (default 55) and falling
This avoids premature entries during strong trending phases and confirms that momentum is actually rotating.
3. OBV Slope Filter (Volume Confirmation)
The On-Balance Volume trend is compared to its previous value:
Long: OBV slope improving
Short: OBV slope deteriorating
This helps confirm whether volume pressure is shifting in favor of the trade direction.
Both RSI and OBV filters can be enabled or disabled independently via the indicator settings.
Signals
Small circles mark raw Stochastic reversal points (unfiltered).
Green / red triangles represent validated long/short signals where all active filters agree.
Optional candle coloring highlights confirmed entry signals on the chart.
Use Cases
Intraday and scalping strategies on XAUUSD
Identifying short-term momentum reversals
Filtering noisy signals during high-volatility sessions
Studying how volume and momentum align around turning points
Customization
Users can adjust:
RSI contextual thresholds
Lookback periods
OBV slope sensitivity
Stochastic parameters
Activation of RSI and OBV filters
This flexibility allows the indicator to adapt to different market conditions and timeframes.
Disclaimer
This indicator does not provide financial advice or guarantee performance.
Always test any strategy on historical data and use proper risk management.
VWAP-Anchored MACD [BOSWaves]VWAP-Anchored MACD - Volume-Weighted Momentum Mapping With Zero-Line Filtering
Overview
The VWAP-Anchored MACD delivers a refined momentum model built on volume-weighted price rather than raw closes, giving you a more grounded view of trend strength during sessions, weeks, or months.
Instead of tracking two EMAs of price like a standard MACD, this tool reconstructs the MACD engine using anchored VWAP as the core input. The result is a momentum structure that reacts to real liquidity flow, filters out weak crossovers near the zero line, and visualizes acceleration shifts with clear, high-contrast gradients.
This indicator acts as a precise momentum map that adapts in real time. You see how weighted price is accelerating, where valid crossovers form, and when trend conviction is strong enough to justify execution.
It uses gradient line coloring to show bullish or bearish momentum, histogram shading to highlight energy shifts, cross dots to mark valid crossovers, optional buy/sell diamonds for execution cues, and candle coloring to display trend strength at a glance.
Theoretical Foundation
Traditional MACD compares the difference between two exponential moving averages of price.
This variant replaces price with anchored VWAP, making the calculation sensitive to actual traded volume across your chosen period (Session, Week, or Month).
Three principles drive the logic:
Anchored VWAP Momentum : Price is weighted by volume and aggregated across the selected anchor. The fast and slow VWAP-EMAs then expose how liquidity-corrected momentum is expanding or contracting.
Zero-Line Distance Filtering : Crossover signals that occur too close to the zero line are removed. This eliminates the common MACD problem of generating weak, directionless signals in choppy phases.
Directional Visualization : MACD line, signal line, histogram, candle colors, and optional diamond markers all react to shifts in VWAP-momentum, giving you a clean structural read on market pressure.
Anchoring VWAP to session, weekly, or monthly resets creates a systematic framework for tracking how capital flow is driving momentum throughout each trading cycle.
How It Works
The core engine processes momentum through several mapped layers:
VWAP Aggregation : Price × volume is accumulated until the anchor resets. This creates a continuous, liquidity-corrected VWAP curve.
MACD Construction : Fast and slow VWAP-EMAs define the MACD line, while a smoothed signal line identifies edges where momentum shifts.
Zero-Line Distance Filter : MACD and signal must both exceed a threshold distance from zero for a crossover to count as valid. This prevents fake crossovers during compression.
Visual Momentum Layers : It uses gradient line coloring to show bullish or bearish momentum, histogram shading to highlight energy shifts, cross dots to mark valid crossovers, optional buy/sell diamonds for execution cues, and candle coloring to display trend strength at a glance.
This layered structure ensures you always know whether momentum is strengthening, fading, or transitioning.
Interpretation
You get a clean, structural understanding of VWAP-based momentum:
Bullish Phases : MACD > Signal, histogram expands, candles turn bullish, and crossovers occur above the threshold.
Bearish Phases : MACD < Signal, histogram drives lower, candles shift bearish, and downward crossovers trigger below the threshold.
Neutral/Compression : Both lines remain near the zero boundary, histogram flattens, and signals are suppressed to avoid noise.
This creates a more disciplined version of MACD momentum reading - less noise, more conviction, and better alignment with liquidity.
Strategy Integration
Trend Continuation : Use VWAP-MACD crossovers that occur far from the zero line as higher-conviction entries.
Zero-Line Rejection : Watch for histogram contractions near zero to anticipate flattening momentum and potential reversal setups.
Session/Week/Month Anchors : Session anchor works best for intraday flows. Weekly or monthly anchor structures create cleaner macro momentum reads for swing trading.
Signal-Only Execution : Optional buy/sell diamonds give you direct points to trigger trades without overanalyzing the chart.
This indicator slots cleanly into any momentum-following system and offers higher signal quality than classic MACD variants due to the volume-weighted core.
Technical Implementation Details
VWAP Reset Logic : Session (D), Week (W), or Month (M)
Dynamic Fast/Slow VWAP EMAs : Fully configurable lengths, smoothing and anchor settings
MACD/Signal Line Framework : Traditional structure with volume-anchored input
Zero-Line Filtering : Adjustable threshold for structural confirmation
Dual Visualization Layers : MACD body + histogram + crosses + candle coloring
Optimized Performance : Lightweight, fast rendering across all timeframes
Optimal Application Parameters
Timeframes:
1- 15 min : Short-term momentum scalping and rapid trend shifts
30- 240 min : Balanced momentum mapping with clear structural filtering
Daily : Macro VWAP regime identification
Suggested Configuration:
Fast Length : 12
Slow Length : 26
Signal Length : 9
Zero Threshold : 200 - 500 depending on asset range
These suggested parameters should be used as a baseline; their effectiveness depends on the asset volatility, liquidity, and preferred entry frequency, so fine-tuning is expected for optimal performance.
Performance Characteristics
High Effectiveness:
Assets with strong intraday or session-based volume cycles
Markets where volume-weighted momentum leads price swings
Trend environments with strong acceleration
Reduced Effectiveness:
Ultra-choppy markets hugging the VWAP axis
Sessions with abnormally low volume
Ranges where MACD naturally compresses
Disclaimer
The VWAP-Anchored MACD is a structural momentum tool designed to enhance directional clarity - not a guaranteed predictor. Performance depends on market regime, volatility, and disciplined execution. Use it alongside broader trend, volume, and structural analysis for optimal results.
Relative Value & Risk Analytics DashboardThis is your risk-adjusted alpha analysis tool - exactly what hedge fund and insurance company clients want to see.
Attractiveness Score | Composite score combining RV and Risk (0-100)
Relative Performance | vs Benchmark (SET/SPY), RS Ratio Trend, 52W Position, Spread Z-Score
Risk Metrics | Beta, Alpha, Sharpe, Sortino, Information Ratio, Volatility
Correlation | Benchmark Correlation, R-Squared, Regime Change Detection
Pair Trade | Peer Correlation, Pair Z-Score, Long/Short Signals
Factor Exposure | Momentum (1/3/6M), Mean Reversion Signal, Distance from SMA50
Drawdown | Current DD, Max DD, Recovery Needed, Ulcer Index, Calmar, VaR
Key Features:
Benchmark-Relative Analysis: Compare any stock vs SET Index or any other benchmark
Pair Trade Signals: Automatically generates long/short signals based on Z-score
Risk-Adjusted Returns: Sharpe, Sortino, Information Ratio - what your clients actually care about
Regime Change Detection: Alert when correlation dynamics shift
Drawdown Risk: VaR, Ulcer Index, Calmar Ratio for risk-conscious clients
TTM Squeeze Pro Enhanced v1.5.1 [pyrevo]# TTM Squeeze Pro Enhanced
**Version:** 1.5.1
**Author:** pyrevo
**License:** MPL 2.0
## Credits
This indicator is a collective work based on the contributions of the TradingView community:
* **John Carter**: Creator of the original TTM Squeeze and TTM Squeeze Pro concepts.
* **Lazybear**: Original interpretation of the TTM Squeeze (Squeeze Momentum Indicator).
* **Makit0**: Evolution of Lazybear's script to factor in TTM Squeeze Pro upgrades (Squeeze PRO Arrows).
* **marsrides**: Some aesthetics solutions.
* **Beardy_Fred**: The base code from which this enhanced version was derived.
## Overview
**TTM Squeeze Pro Enhanced** is a professional-grade momentum and volatility indicator designed to identify explosive breakout opportunities. It is a refined version of the community's collective works, with amendments primarily to the Squeeze Conditions and visual aesthetics to provide a clearer, more actionable reading of market state.
### The Concept
For those unfamiliar with the TTM Squeeze, it is a visual way of seeing how Bollinger Bands (standard deviations from a simple moving average) relate to Keltner Channels (average true range bands) compared with the momentum of the price action.
The concept is that as Bollinger Bands compress within Keltner Channels, price volatility decreases, giving way for a potential explosive price movement up or down.
### TTM Squeeze vs. TTM Squeeze Pro
* **Original TTM Squeeze:** Uses a 1.5 ATR Keltner Channel.
* **TTM Squeeze Pro (Enhanced):** Uses 1.0, 1.5, and 2.0 ATR Keltner Channels.
This helps differentiate between levels of squeeze (compression). The greater the compression (Bollinger Bands moving deeper into tighter Keltner Channels), the more potential for explosive moves.
## Indicator Analysis
### 1. Squeeze Detection (Dots)
The colored dots along the zero line represent the state of market volatility. This enhanced version uses a distinct color palette to indicate compression levels:
* **🔴 Red Dots (High Compression):** Extreme squeeze. One or both Bollinger Bands are inside the 1.0 ATR Keltner Channel.
* **🟠 Orange Dots (Medium Compression):** Significant squeeze. One or both BBs are inside the 1.5 ATR Keltner Channel.
* **⚪ Gray Dots (Low Compression):** Standard squeeze. One or both BBs are inside the 2.0 ATR Keltner Channel.
* **◽ Light Gray Dots (No Squeeze):** Volatility is normal or expanding. Squeeze has "fired".
### 2. Momentum (Histogram)
The histogram bars show price momentum relative to the squeeze:
* **Bright Green:** Positive, increasing momentum (Bullish).
* **Dark Green:** Positive, decreasing momentum (Bullish exhaustion).
* **Bright Red:** Negative, increasing momentum (Bearish).
* **Dark Red:** Negative, decreasing momentum (Bearish exhaustion).
### 3. Dual Momentum System
An optional secondary system to gauge trend strength:
* **Fast & Slow Momentum Lines:** Moving averages of the momentum to help identify crossovers.
* **Trend Crossovers:** Triangle markers indicate when fast momentum crosses slow momentum.
## Ideal Scenario
As the ticker enters the squeeze, **Gray dots** would warn of the beginning of a low compression squeeze. As the Bollinger bands continue to constrict, **Orange dots** would highlight a medium compression. As the price action and momentum continues to compress, a **Red dot** shows warning of high compression.
As price action leaves the squeeze, the coloring would reverse (Red → Orange → Gray → Light Gray). Any compression squeeze is considered "fired" at the first Light Gray dot that appears.
*Note: This is an ideal progression, however any type of squeeze sequence may appear at anytime.*
## Entry and Exit Guide
* **Entry:** John Carter recommends entering a position after at least 5 dots of compression (Gray/Orange/Red) or waiting for the first "No Squeeze" dot (Light Gray) to appear with confirming momentum.
* **Exit:** Exit on the second bar of decreasing momentum (Dark Green or Dark Red), or remain in the position after confirming a continuing trend through a separate indicator.
## Settings & Customization
* **Timeframe:** Built-in Multi-Timeframe (MTF) support allowing you to view higher-timeframe squeeze signals on lower-timeframe charts.
* **Appearance Modes:**
* **Default:** Standard enhanced palette.
* **Modern:** High-contrast palette (Teal/Red/Gold).
* **Classic MACD:** Traditional Blue/Orange line configuration.
* **Dashboard:** An on-chart table providing real-time data on squeeze status, momentum value, and trend strength.
