ASI - Small-CapsAltcoin Season Indicator (ASI) — Small Caps (8h)
Built for young, fast-moving altcoins with limited price history.
This preset keeps ASI’s core edge—timed entries at real bottoms and timely exits near overheating—but is tuned to read early small-cap structure on the 8-hour chart.
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Why this preset:
Optimized for new listings and low-cap projects with short daily history.
Higher sensitivity to early trend shifts without chasing one-off spikes.
Same clean read as Default: it adapts to the coin and the market phase.
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Usage:
Timeframe: 8h (primary).
Best fit: newer/smaller projects (e.g., early listings and emerging narratives).
Playbook: If the Default (1D) shows no actionable read on a young coin, switch to Small Caps (8h). As the asset matures and builds sufficient history, transition back to Default (1D).
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Reading:
Green zone → Entry (credible bottoming, start of a new leg)
Red zone → Exit (overheating, distribution risk)
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Who is it for?
Traders hunting early rotations in small caps who still want disciplined timing and clear visuals.
*(ASI is a timing tool, not financial advice.)*
Ciclos
Dual MTF Stoch & MACD Visualizer (Vertical) & 10EMAMulti-frame stoch and macd chart for current and previous candle, giving traders an overview of momentum, also integrated with 10 ema lines 5,12,21,35,50,75,100,200
9, 21, 50 EMA TN
This indicator plots three exponential moving averages (EMAs) on the chart:
9 EMA (purple) – short-term trend and momentum
21 EMA (yellow) – medium-term trend
50 EMA (cyan) – long-term trend and overall market direction
How it’s used:
Traders look for the 9 EMA to cross above the 21 EMA as a potential bullish signal. This suggests upward momentum and may be used as confirmation for call entries.
Conversely, when the 9 EMA crosses below the 21 EMA, it can indicate bearish momentum, often used as confirmation for put entries.
The 50 EMA acts as a higher timeframe filter: when price and the shorter EMAs are above the 50 EMA, it confirms bullish bias; when they’re below, it confirms bearish bias.
This tool helps identify short-term momentum shifts while staying aligned with the larger market trend.
[blackcat] L3 Improved Dual Ehlers BPF for Volatility DetectionOVERVIEW
This script implements an advanced L3 Improved Dual Ehlers Bandpass Filter (BPF) for volatility detection, combining both L1 and L2 calculation methods to create a comprehensive trading signal. The script leverages John Ehlers' sophisticated digital signal processing techniques to identify market cycles and extract meaningful trading signals from price action. By combining multiple cycle detection methods and filtering approaches, it provides traders with a powerful tool for identifying trend changes, momentum shifts, and potential reversal points across various market conditions and timeframes. The L3 approach uniquely combines the outputs of both L1 (01 range) and L2 (-11 range) methods, creating a signal that ranges from -1~2 and provides enhanced sensitivity to market dynamics.
FEATURES
🔄 Dual Calculation Methods: Choose between L1 (01 range), L2 (-11 range), or combine both for L3 signal (-1~2 range) to match your trading style
📊 Multiple Cycle Detection: Seven different dominant cycle calculation methods including HoDyDC (Hilbert Transform Dominant Cycle), PhAcDC (Phase Accumulation Dominant Cycle), DuDiDC (Duane Dominant Cycle), CycPer (Cycle Period), BPZC (Bandpass Zero Crossing), AutoPer (Autocorrelation Period), and DFTDC (Discrete Fourier Transform Dominant Cycle)
🎛️ Flexible Mixing Options: Six sophisticated mixing methods including weighted averaging, simple sum, difference extraction, dominant-only, subdominant-only, and adaptive mixing that adjusts based on signal strength
🌊 Bandpass Filtering: Precise bandwidth control for both dominant and subdominant filters, allowing fine-tuning of frequency response characteristics
📈 Advanced Divergence Detection: Robust algorithm for identifying bullish and bearish divergences with customizable lookback periods and range constraints
🎨 Comprehensive Visualization: Extensive customization options for all signals, colors, plot styles, and display elements
🔔 Comprehensive Alert System: Built-in alerts for divergence signals, zero line crosses, and various market conditions
📊 Real-time Cycle Information: Optional display of dominant and subdominant cycle periods for educational purposes
🔄 Adaptive Signal Processing: Dynamic adjustment of parameters based on market conditions and volatility
🎯 Multiple Signal Outputs: Simultaneous generation of L1, L2, and L3 signals for different trading strategies
HOW TO USE
Select Calculation Method: Choose between "l1" (01 range), "l2" (-11 range), or "both" (L3, -1~2 range) in the Calculation Method settings based on your preferred signal characteristics
Configure Cycle Detection: Select your preferred Dominant Cycle Method from the seven available options and adjust the Cycle Part parameter (0.1-0.9) to fine-tune cycle sensitivity
Set Subdominant Parameters: Configure the subdominant cycle either as a ratio of the dominant cycle or as a fixed period, depending on your analysis approach
Adjust Filter Bandwidth: Fine-tune the bandwidth settings for both dominant and subdominant filters (0.1-1.0) to control the frequency response and signal smoothing
Choose Mixing Method: Select how to combine the filters - weighted averaging for balance, sum for maximum sensitivity, difference for trend isolation, or adaptive mixing for dynamic response
Configure Smoothing: Select from SMA, EMA, or HMA smoothing methods with adjustable length (1-20 bars) to reduce noise in the final signal
Customize Visualization: Enable/disable individual plots, divergence detection, zero line, fill areas, and customize all colors to match your chart preferences
Set Divergence Parameters: Configure lookback ranges (5-60 bars) for divergence detection to match your trading timeframe and style
Monitor Signals: Watch for crosses above/below zero line and divergence patterns, paying attention to signal strength and consistency
Set Up Alerts: Configure alerts for divergence signals, zero line crosses, and other market conditions to stay informed of trading opportunities
LIMITATIONS
The script requires the dc_ta library from blackcat1402 for several advanced cycle calculation methods (HoDyDC, PhAcDC, DuDiDC, CycPer, BPZC, AutoPer, DFTDC)
L1 method operates in 01 range while L2 method uses -11 range, requiring different interpretation approaches
Combined L3 signal ranges from -1~2 when both methods are selected, creating unique signal characteristics that traders must adapt to
Divergence detection accuracy depends on proper lookback period settings and market volatility conditions
Performance may be impacted with very long lookback ranges (>60 bars) or when multiple plots are simultaneously enabled
The script is designed for non-overlay use and may not display correctly on certain chart types or with conflicting indicators
Adaptive mixing method requires careful threshold tuning to avoid excessive signal fluctuation
Cycle detection algorithms may produce unreliable results during low volatility or highly choppy market conditions
The script assumes regular price data and may not perform optimally with irregular or gapped price sequences
NOTES
The script implements advanced mathematical calculations including bandpass filters, Hilbert transforms, and various cycle detection algorithms developed by John Ehlers
For optimal results, experiment with different cycle detection methods and bandwidth settings across various market conditions and timeframes
The adaptive mixing method automatically adjusts weights based on signal strength, providing dynamic response to changing market conditions
Divergence detection works best when the "Plot Divergence" option is enabled and when combined with other technical analysis tools
Zero line crosses can indicate potential trend changes or momentum shifts, especially when confirmed by volume or other indicators
The script includes commented code for cycle information display that can be enabled if you want to monitor cycle periods in real-time
Different calculation methods may perform better in different market environments - L1 tends to be smoother while L2 is more sensitive
The subdominant cycle helps filter out noise and provides additional confirmation for signals generated by the dominant cycle
Bandwidth settings control the filter's frequency response - lower values provide more smoothing while higher values increase sensitivity
Mixing methods offer different approaches to combining signals - weighted averaging is generally most reliable for most trading applications
THANKS
Special thanks to John Ehlers for his pioneering work in cycle analysis and digital signal processing for financial markets. This script implements and significantly improves upon his bandpass filter methodology, incorporating multiple advanced techniques from his extensive body of work. Also heartfelt thanks to blackcat1402 for the dc_ta library that provides essential cycle calculation methods and for maintaining such a valuable resource for the Pine Script community. Additional appreciation to the TradingView platform for providing the tools and environment that make sophisticated technical analysis accessible to traders worldwide. This script represents a collaborative effort in advancing the field of algorithmic trading and technical analysis.
Rbpov1 – Opening Range Multi-Actifs Final📌 Strategy Bio – Rbpov1 Opening Range Pro
🎯 Core Concept
The Rbpov1 Opening Range Pro is an advanced algorithmic trading system built around the opening range breakout concept.
It is based on the observation that, after a period of consolidation (the opening range), markets often generate strong directional moves once the range is broken.
This strategy is designed to be multi-asset (Forex, indices, commodities, crypto) and multi-timeframe, with the following key principles:
A reference range (default: 03:00 → 06:00 UTC+2, customizable).
Trade entries are taken only after the range closes.
Smart filtering (trend, volatility, volume) to reduce false signals.
Strict risk management in USD, with Stop Loss and Take Profit defined in multiples of R.
Automatic end-of-day flat rule: all positions are closed by session end.
⚙️ Filters & Conditions
🔹 1. Trend Filter (EMA HTF)
A 21-period EMA is applied to a higher timeframe (default: H4).
If price is above EMA, only longs are allowed.
If price is below EMA, only shorts are allowed.
👉 This aligns intraday trades with the dominant trend.
🔹 2. Volatility Filter (ATR)
Uses a 14-period ATR to validate range conditions.
Opening range is valid only if:
Range > minATR × ATR
Range < maxATR × ATR
Default: minATR = 0.2, maxATR = 6.0.
👉 Filters out noise (tiny ranges) or overextended volatility.
🔹 3. Volume Filter (Optional)
Breakout candle must show higher volume than the average (default SMA 20).
Prevents low-liquidity breakouts.
🔹 4. Session & Trading Rules
No trades during weekends (Forex).
Maximum X trades per day (default: 2).
Positions are force-closed at EOD (default: 19:00 UTC+2).
💰 Risk Management
Dynamic position sizing in USD (capital × risk%).
Stop Loss automatically set at the opposite side of the range (with optional buffer).
Take Profit in multiples of R (default: 1.5R).
Equity-based recalculation ensures consistency as account grows.
📊 Key Benefits
✅ Professional and modular architecture.
✅ Works across Forex, indices, gold, and crypto.
✅ Smart filtering for cleaner signals.
✅ Robust and consistent risk management.
✅ Automatic end-of-day flattening (no overnight risk).
✅ Modern and visual dashboard interface for readability.
🏆 Use Cases
Forex (USD/JPY, EUR/USD, GBP/USD) → Asian session ranges.
Indices (NAS100, US30, DAX) → NYSE opening ranges.
Gold (XAU/USD) → Tokyo or pre-London ranges.
Crypto (BTC, ETH) → Tailored to volatility peaks.
Trading HUB V001Entry Logic:
Trades are triggered when the strategy conditions (like breakouts or retests) occur.
Random Trade Filter:
To simulate randomness, the robot only allows a limited number of trades per day. Each trade has a chance to be taken or skipped, ensuring not every signal becomes a trade. This creates a probabilistic, randomized execution style.
Max Trades per Day:
You can define a daily cap (e.g., 30 trades per day). Once this number is reached, no further trades are opened until the next day.
Wrong Direction Exit:
If the price moves too far against the trade (measured by stop-loss distance or deviation threshold), the robot can close the position early instead of holding through large drawdowns.
Backtesting-Friendly:
The random logic is deterministic, meaning that backtests remain consistent and repeatable instead of changing each run.
Jackson Hole Meetings - Lines and LabelsThis TradingView Pine Script indicator marks the dates of the Federal Reserve’s annual Jackson Hole Economic Symposium meetings on your chart. For each meeting date from 2020 through 2025, it draws a red dashed vertical line directly on the corresponding daily bar. Additionally, it places a label above the bar indicating the year of the meeting (e.g., "JH 2025").
Features:
Marks all known Jackson Hole meeting dates from 2020 to 2025.
Draws a vertical dashed line on each meeting day for clear visual identification.
Displays a label above the candle with the meeting year.
Works best on daily timeframe charts.
Helps traders quickly spot potential market-moving events related to Jackson Hole meetings.
Use this tool to visually correlate price action with these key Federal Reserve events and enhance your trading analysis.
FVG Zones – shrink on fill (bull/bear)Detects classic 3-candle FVGs (ICT definition).
Draws zones as boxes that extend to the right.
On each bar close:
Checks overlap with the current candle.
Shrinks the zone when price wicks into it (bullish: top moves down; bearish: bottom moves up).
Deletes the zone once it’s completely filled/closed.
Inputs: bullish/bearish zone color, border color, and max number of visible FVGs.
Possible extensions:
Multi-timeframe FVGs (e.g. H1 FVGs shown on M5).
Separate limits for bullish and bearish zones.
Alerts for new FVG, partial fill, or closed FVG.
Option “Body only” (ignore wicks when detecting overlap).
Minimum FVG size filter (ticks/ATR).
Inicio de Semana (línea vertical completa)This indicator plots a vertical line at the start of each new trading week. The line extends across the entire chart window, making it easy to visually identify weekly boundaries.
Key features:
Full-height vertical lines marking the beginning of every week.
Customizable color, width, and style (solid, dotted, or dashed).
Works on any timeframe (daily, intraday, etc.), automatically adjusting to weekly changes.
Purpose:
This tool is designed to help traders quickly spot the start of a new trading week, improving time-based analysis and making it easier to evaluate price action, weekly cycles, and strategy performance.
Liquidity-Weighted Business Cycle (Satoshi Global Base)🌍 BTC-Affinity Global Liquidity Business Cycle (MACD Model)
This indicator models Bitcoin’s macroeconomic business cycle using a BTC-weighted global liquidity index as its foundation. It adapts a MACD-based framework to visualize expansions and contractions in fiat liquidity across major economies with high Bitcoin affinity.
🔍 What It Does:
🧠 Constructs a Global M2 Liquidity Index from the top 10 most BTC-relevant fiat currencies
(USD, EUR, JPY, GBP, INR, CNY, KRW, BRL, CAD, AUD)
— each weighted by its Bitcoin adoption score and FX-converted into USD.
📊 Applies a MACD (Moving Average Convergence Divergence) signal to the index to detect macro liquidity trends.
🟢 Plots a histogram of business cycle momentum (red = expansion, green = contraction).
🔴 Marks potential cycle peaks, useful for macro trading alignment.
⚖️ BTC Affinity-Weighted Countries:
🇺🇸 United States
🇪🇺 Eurozone
🇯🇵 Japan
🇬🇧 United Kingdom
🇮🇳 India
🇨🇳 China
🇰🇷 South Korea
🇧🇷 Brazil
🇨🇦 Canada
🇦🇺 Australia
Weights are user-adjustable to reflect evolving capital controls, regulation, and real-world BTC adoption trends.
✅ Use Cases:
Confirm macro risk-on vs risk-off regimes for BTC and crypto.
Identify ideal entry and exit zones in macro pair trades (e.g., MSTR vs MSTY).
Monitor how global monetary expansion feeds into BTC valuations.
US Liquidity-Weighted Business Cycle📈 BTC Liquidity-Weighted Business Cycle
This indicator models the Bitcoin macro cycle by comparing its logarithmic price against a log-transformed liquidity proxy (e.g., US M2 Money Supply). It helps visualize cyclical tops and bottoms by measuring the relative expansion of Bitcoin price versus fiat liquidity.
🧠 How It Works:
Transforms both BTC and M2 using natural logarithms.
Computes a liquidity ratio: log(BTC) – log(M2) (i.e., log(BTC/M2)).
Runs MACD on this ratio to extract business cycle momentum.
Plots:
🔴 Histogram bars showing cyclical growth or contraction.
🟢 Top line to track the relative price-to-liquidity trend.
🔴 Cycle peak markers to flag historical market tops.
⚙️ Inputs:
Adjustable MACD lengths
Toggle for liquidity trend line overlay
🔍 Use Cases:
Identifying macro cycle tops and bottoms
Timing long-term Bitcoin accumulation or de-risking
Confirming global liquidity's influence on BTC price movement
Note: This version currently uses US M2 (FRED:M2SL) as the liquidity base. You can easily expand it with other global M2 sources or adjust the weights.
K-TREND Strategy k trend is very useful and high profitablility , it gives entry signals with buy/sell entry signalwith stoploss and targets
NYC Candle Times Grid Muestra el horario de apertura de las velas en diferentes time frames.
Displays the opening hours of the candles in different time frames.
VWAP Suite v1.0.5This is the latest script by Kenny at The Nexus Discord. ONLY available to members in The Nexus, please DM Kenny to be approved for the script.
VWAP Suite gives you many different vwaps and Anchored Vwaps to choose from also being able to set your own custom ones from important timeframes. Trump pump? Yep. Major lows, Yup.
Also can email kenny@aceindicators.com for questions.
BTC Regime Phase [HY|YC|GLI]The correlation between global liquidity and INDEX:BTCUSD has attracted a lot of attention. Building on this insight, I developed an indicator that not only tracks global liquidity but also integrates the high‑yield spread and yield‑curve slope to capture credit risk and growth expectations.
Essence and Logic
At its core, the Risk‑On Composite Z‑Score converts three macro factors global liquidity momentum, the US high‑yield spread and the slope of the US yield curve into standardized Z‑scores, weights them, and tracks moving‑average crossovers. Each factor has a rationale: high‑yield spreads are powerful business‑cycle indicators and often outperform other financial variables (Gertler & Lown, 2000). Yield‑curve steepness reflects investor optimism and prompts shifts toward riskier assets global liquidity drives cross‑border flows and risk sentiment (Goldberg, 2023; Lee, 2024). Combining these measures gives a composite signal that has historically aligned well with Bitcoin’s tops and bottoms. Usable also for other crypto coins: INDEX:ETHUSD CRYPTO:SOLUSD CRYPTO:LINKUSD
Limitations and My Current Model Outlook
I want to be transparent: the three model sections are highly correlated. Currently, the high‑yield spread and yield curve data come only from the US; I may add Euro or Japanese spreads later. I’m also aware that macro dynamics are evolving. Fiscal policy and political choices could shorten bear markets and make the current sell signals less relevant. In a stagflationary world, inflation‑adjusted liquidity may swing more violently and require an asset‑inflation adjustment. Yet, the model has captured Bitcoin’s tops and bottoms almost to the week—future patterns may rhyme, not repeat.
Questions and Ideas:
Do you think this model will still be useful as fiscal and monetary regimes shift?
Should I add a stagnation modulation perhaps real yields or inflation‑adjusted liquidity—to better capture a stagflation scenario?
Are there high‑yield spreads on TV beyond the US that I should include? (Euro and Japan indices do exist.)
Would it make sense to incorporate Bitcoin halving events or a stock‑to‑flow module?
The indicator is free to use. If it brings you value, you’re welcome to follow for updates. I appreciate your support and feedback. When you are interested in the source code, feel free to contact me for more details. When you feel like supporting me with some sats, contact me and I will give you a Lightning address. I am a student and that would help a lot – but please only if you can afford it!
♡ Thanks to everyone who contributes insight on TradingView ♡
© Robinhodl21
Features: Users can enable or disable each component, adjust weights and choose a short‑tenor (1‑year or 2‑year) for the yield curve. The script automatically scales lookback windows based on the chart timeframe (daily, weekly or monthly). It offers visual plots of each Z‑score, the composite score, and smoothed moving averages, with background colours highlighting regimes and markers for entries and exits. Trade logic includes optional dip‑buy triggers when the composite falls below a threshold, Friday‑only execution on daily charts to reduce whipsaws. A trend table summarises current Z‑scores and their trends. Settings are tuned for BTC weekly data but should be adjusted for other assets or timeframes. Because some inputs (e.g., GLI weights) have limited historical data, long backtests may be less reliable when using on other Risk On Assets like NASDAQ:NDX NCDEX:COPPER
‼ Disclaimer: This indicator is for educational purposes and does not constitute investment advice. Markets involve risk; past performance is not indicative of future results. Users should not rely solely on this script for trading decisions. Always test and adapt settings to your asset, timeframe and risk tolerance. The author assumes no liability for any trading losses.
Literature:
Gertler, M., & Lown, C. S. (2000). The information in the high yield bond spread for the business cycle: Evidence and some implications. NBER Working Paper 7549.
Lee, B. (2024). Staying ahead of the yield curve. CME Group.
McCauley, R. N. (2012). Risk‑on/risk‑off, capital flows, leverage and safe assets. BIS Working Paper 382.
Goldberg, L. (2023). Global liquidity: Drivers, volatility and toolkits. Federal Reserve Bank of New York Staff Report 1064.
FRED (2025). ICE BofA Euro High Yield Index Option‑Adjusted Spread (BAMLHE00EHYIOAS). St. Louis Fed Data.
Office of Financial Research (2025). Financial Stress Index sources: High yield indices..
Tashev, T. (2025). The Bitcoin Stock‑to‑Flow Model: A comprehensive guide. Webopedia.
Daily Separator & Killzone marker (L3J)The “Daily Separator (L3J)” is a tool built for day traders who want a clean intraday structure around key U.S. market times and a professional trading-day model. It visually segments trading days, marks critical intraday timestamps (pre-market, cash open, killzone), and aligns with routines inspired by ICT concepts.
Important note: internal code comments and notes are written in French.
What the script does
Draws clear, configurable vertical lines to separate each trading day.
Supports two trading-day models:
- CME 18:00–17:00 (anchored on the Asian session, common for indices/futures)
- Calendar 00:00–23:59 (midnight-to-midnight)
Plots four key intraday rays in UTC‑4:
- 08:30 — U.S. pre-market open
- 09:30 — U.S. cash market open
- 09:50 — killzone start (per my routine)
- 10:30 — killzone end (per my routine)
Smart display logic: each day’s marker stays visible until the time is reached, then auto-hides to keep charts clean.
Object-budget control: caps the number of historical separators to preserve performance.
Day trading strengths (ICT-friendly)
Robust CME anchoring: day switches at the Asian session start in UTC‑4, which better reflects U.S. liquidity flow than calendar midnight.
Focused killzone: highlights 09:50–10:30 for impulse setups, rebalancing, and liquidity events around the open.
Clean readability: fully customizable colors, styles, and widths; markers auto-remove after their window.
Inputs (end‑user labels in French)
- Timezone: choose the time zone (default UTC‑4) for session alignment.
- Day separator:
- Day type: “CME 18:00–17:00” or “Calendrier 00:00–23:59”
- Color, style (solid, dashed, dotted), width
- Max number of visible separators (performance control)
Session (CME): Asian session window used as the anchor (default 18:00–16:00 UTC‑4)
ndependent intraday markers:
- Pre‑Market Open 08:30
- Market Open 09:30
- Killzone Open 09:50
- Killzone Close 10:30
- Each with show/hide, color, style, and width settings
Best practices
U.S. indices ( CME_MINI:ES1! , CME_MINI:NQ1! ) and U.S. equities: favor the “CME 18:00–17:00” mode for a more liquidity‑centric read.
ICT day trading: form directional bias around 09:30, execute between 09:50–10:30 as initial volatility structures.
Multi‑timeframe use: keep it on execution charts (1–5 min) and context charts (15–60 min) for time alignment.
Technical notes
Created by L3J.
Pine Script v6, overlay=true, controlled object budget.
Deterministic time calculations via Pine built‑ins.
All times are expressed in UTC‑4 to align with U.S. practice; adjust the timezone input as needed.
- Internal code comments/notes are written in French.
If this script helps you structure your sessions better, consider leaving a like and sharing it with other intraday traders.
Happy trading, everyone!