📊 ORB 30-Min Breakout📊 ORB 30-Min Breakout (NQ 3-Min)
This script automates one of the most classic and popular day trading strategies: the Opening Range Breakout (ORB).
The entire philosophy is based on the idea that the first 30 minutes of the US market open (9:30 - 10:00 AM CT for futures) establishes the day's initial high and low. The first breakout of this range often dictates the primary direction for the rest of the session.
This indicator is designed to find this one high-probability trade per day and filter out all the noise.
⭐ Core Features
Automatic Range Plotting: Automatically detects and draws the Range High (green), Range Low (red), and Midpoint (dashed) from your 30-minute opening window.
"Anti-Fakeout" Entry Logic: This is not a simple "price crossed a line" script. By default, it requires two things for a valid signal:
Candle Close Confirmation: The breakout candle must CLOSE outside the range, not just wick through it. This is your primary filter against "stop hunts" and "fakeouts."
Volume Surge Confirmation: The breakout candle must have a surge in volume (default 1.5x the average). This confirms conviction behind the move.
"One-and-Done" Logic: This system is built to take only the first valid breakout of the day (either long or short). If a LONG signal appears, the script will not look for any SHORT signals afterward, and vice-versa. This prevents over-trading and getting chopped up in "whipsaw" conditions.
Full Trade Plan on Every Signal: Every valid signal arrow (▲/▼) prints a label with the entire trade plan:
Entry Price (close of the signal candle)
Stop Price (the opposite side of the range)
Target Price (based on your Risk:Reward settings)
Range Size (in points)
Status HUD: A clean on-screen display shows the current status (BUILDING RANGE..., 🎯 READY, ✅ POSITION TAKEN), the key price levels, and which (if any) trade has been taken for the day.
Alerts Ready: You can create alerts for "ORB LONG" and "ORB SHORT" to get notified of new signals.
📈 How to Trade This Strategy (The Rules)
This is designed to be a systematic, non-discretionary strategy.
1. The Setup (9:30 - 10:00 AM CT)
DO NOTHING. During this period, the chart background will be yellow.
The script is "Building the Range" by logging the highest high and lowest low.
At 10:00 AM CT, the Range High (green line) and Range Low (red line) will appear and extend across your chart.
2. The Trading Window (After 10:00 AM CT)
The chart background will turn blue. This means the script is "Ready" and is now actively hunting for a breakout.
Your only job is to wait for the first valid signal.
3. Taking a LONG Trade
Entry: Wait for a LONG (▲) arrow and label to appear.
What this means: A candle has closed above the Range High (green line) and it did so with a Volume Surge (if enabled).
Stop Loss: Your stop loss is the Range Low (red line).
Take Profit: The label provides a target based on your R:R setting (default 2:1). For example, if the range is 30 points, your risk is 30 points, and your target will be 60 points from your entry.
4. Taking a SHORT Trade
Entry: Wait for a SHORT (▼) arrow and label to appear.
What this means: A candle has closed below the Range Low (red line) and it did so with a Volume Surge (if enabled).
Stop Loss: Your stop loss is the Range High (green line).
Take Profit: The label provides the target price.
5. Key Management Rules
ONE AND DONE: This is the most important rule. The script will only give you one signal per day (the first one that triggers). If you get a LONG signal at 10:15 AM, you are done for the day. You do not take a SHORT signal that may appear at 11:30 AM.
NO TRADE IS A TRADE: On some days, the price will never break out. It may chop around inside the opening range all day. On these days, no signal will appear. This is a feature, not a bug—it has kept you out of a non-trending, "chop" market.
❓ Frequently Asked Questions (FAQ)
Q: This is the MOST important setting: What is the Timezone Offset? A: The script is built for futures, which operate on CT (Chicago Time). The 9:30-10:00 AM window is in CT. You MUST set this offset if your chart is in a different timezone.
If your TradingView chart is set to New York (EST/EDT): Set Timezone Offset to +1.
If your TradingView chart is set to Los Angeles (PST/PDT): Set Timezone Offset to -2.
If your chart is set to Chicago (CST/CDT): Set Timezone Offset to 0.
Q: Price broke the line, but no signal printed! Why? A: This is almost always your filters working correctly! The 4 most common reasons are:
No Close: The Require Close Outside Range filter is ON, and the price only wicked through the line before closing back inside. This is a "fakeout," and the script successfully filtered it.
No Volume: The Require Volume Surge filter is ON, and the breakout candle had weak, unconvincing volume. The script ignored it.
Trade Already Taken: A signal already happened earlier in the day. The "One-and-Done" logic is active, and the HUD will say "POSITION TAKEN."
Outside Trading Window: The breakout happened after your "Stop Trading After (CT)" time (default 15:00 / 3 PM CT).
Q: What is the best timeframe and asset? A: This script was built and optimized specifically for the NQ (Nasdaq 100 Futures) 3-minute chart. It can also be effective on the ES (S&P 500 Futures) 3-min or 5-min chart.
Q: What if the Opening Range is huge (e.g., >80 points on NQ)? A: This is a point of professional discretion. A very large range means your stop loss (the opposite side of the range) will be very wide, representing a large amount of risk. On extremely volatile days, many traders will either skip the ORB trade or trade with a much smaller position size.
Q: Can I turn off the confirmation filters? A: Yes. In the settings, you can uncheck Require Volume Surge and Require Close Outside Range. This will make the script much more aggressive and will result in many more signals, but also many more "fakeouts." It is not recommended until you are an advanced user of this strategy.
Indicadores e estratégias
UltimateFlow by Kate V0.1 [ultimateflow]Ultimate Flow Script: Tracks market structure breaks, buy/sell entries (CE/SE), and trends with a Zero Lag SMA. Highlights Bullish & Bearish Order Blocks (OB, BB, MM) with dynamic boxes and tiny labels. Zigzag swings visualize market structure for smart entries. Play with the various settings to suit your trading style. Alerts available for MSB changes and price in OB zones.
Disclaimer: This script is for educational and informational purposes only. It should be used in line with your own trading strategy, risk management, and discretion. Past performance is not indicative of future results.
This script is designed for price action, market structure, and order block analysis on TradingView. It includes:
Buy & Sell Signals (CE/SE) – Highlights potential entries based on market structure breaks and trend changes. Mini triangles or markers indicate possible reversals.
Zero Lag SMA (ZSMA) – Smooths price action for trend confirmation without delay. Helps identify trend direction and support/resistance areas.
Order Blocks (OBs) – Highlights key Bullish (Bu-OB) and Bearish (Be-OB) order blocks on the chart. Boxes dynamically extend as price evolves and include tiny labels (Bu-OB, Be-BB, MM, etc.) for clarity.
Zigzag Market Structure – Draws swing highs and lows to visualize market structure breaks (MSB).
How it works:
OB boxes extend automatically and change when price breaks them.
CE/SE markers help identify high-probability trade entries.
ZSMA confirms trend direction.
Alerts can be set for MSB changes or when price enters an OB zone.
UltimateFlow by Kate V0.1 [ultimateflow]Ultimate Flow Trading Script
This script is designed for price action, market structure, and order block analysis on TradingView. It includes:
Buy & Sell Signals (CE/SE) – Highlights potential entries based on market structure breaks and trend changes. Mini triangles or markers indicate possible reversals.
Zero Lag SMA (ZSMA) – Smooths price action for trend confirmation without delay. Helps identify trend direction and support/resistance areas.
Order Blocks (OBs) – Highlights key Bullish (Bu-OB) and Bearish (Be-OB) order blocks on the chart. Boxes dynamically extend as price evolves and include tiny labels (Bu-OB, Be-BB, MM, etc.) for clarity.
Zigzag Market Structure – Draws swing highs and lows to visualize market structure breaks (MSB).
How it works:
OB boxes extend automatically and change when price breaks them.
CE/SE markers help identify high-probability trade entries.
ZSMA confirms trend direction.
Alerts can be set for MSB changes or when price enters an OB zone.
Momentum Master v1Momentum Master v1 - Multi-Strategy Trading System
This script implements a trading system that integrates standard indicators (EMA, RSI, MACD, Bollinger Bands):
1. ADAPTIVE CONFIDENCE-BASED POSITION SIZING: Each signal receives a real-time confidence score (0-100%) calculated using a proprietary weighted algorithm. This confidence score dynamically adjusts stop loss distance (80%+ confidence = 1.2x stops, <60% = 0.9x stops), creating intelligent position sizing based on signal quality. This is NOT found in any standard indicator combination.
2. MULTI-LEVEL TP ANALYTICS WITH INDEPENDENT WIN RATE TRACKING: Each take profit level (TP1-TP6) maintains separate win rate statistics, enabling data-driven optimization. Traders can disable underperforming TP levels and focus on high-performers based on actual market data. This is NOT just multiple exit levels - it's a performance optimization system.
3. UNIVERSAL FILTER INTEGRATION: All filters (RSI, ADX, Volume, Divergence, Order Blocks) work identically across all 6 strategies using unified logic, creating a modular testing environment. This allows traders to test filter combinations on any strategy - a capability not found in standard scripts.
WHY THIS IS WORTH PAYING FOR (Despite Using Standard Indicators)
While this script uses standard indicators (EMA, RSI, MACD, BB), the value lies in the ORIGINAL INTEGRATION and PROPRIETARY SYSTEMS listed above. Standard indicators are used as INPUTS to these original systems, not as the core value. The proprietary confidence scoring algorithm, adaptive position sizing, and multi-level TP analytics are original innovations that cannot be found in free scripts or standard indicator combinations.
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CORE INNOVATION: UNIFIED ARCHITECTURE
This script implements a TRUE UNIFIED SYSTEM where 6 independent trading strategies share:
- The SAME risk management system (not separate systems per strategy)
- The SAME universal filters (not strategy-specific filters)
- The SAME performance analytics (not separate tracking per strategy)
This unified architecture allows traders to:
- Switch between strategies without reconfiguring risk management
- Test filter combinations universally across all strategies
- Compare strategy performance using identical metrics
This is fundamentally different from scripts that simply display multiple indicators together. This is a unified system where components integrate to create intelligent trading decisions.
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DETAILED METHODOLOGY (Specific Algorithms Used)
SIGNAL CONFIDENCE CALCULATION ALGORITHM
The proprietary confidence scoring system uses the following weighted algorithm:
Confidence Score = Base Strategy Signal (50 points)
+ Volume Confirmation Bonus (20 points if volume > threshold)
+ Volume Trend Bonus (10 points if volume increasing over 3 bars)
+ RSI Confirmation Bonus (10 points if RSI in neutral zone 30-70)
This creates a score from 0-100%. The score is then used to adjust stop loss distance:
IF confidence >= 80%: Stop Distance = ATR × Multiplier × 1.2
IF confidence >= 70%: Stop Distance = ATR × Multiplier × 1.1
IF confidence >= 60%: Stop Distance = ATR × Multiplier × 1.0
IF confidence < 60%: Stop Distance = ATR × Multiplier × 0.9
This adaptive system recognizes that high-confidence setups can withstand wider stops, while low-confidence setups need tighter risk control.
MULTI-LEVEL TAKE PROFIT SYSTEM WITH INDEPENDENT TRACKING
The script implements 6 progressive take profit levels (TP1-TP6) with the following risk/reward ratios:
- TP1: Entry ± (Stop Distance × 2.0) = 1:2 R/R
- TP2: Entry ± (Stop Distance × 4.0) = 1:4 R/R
- TP3: Entry ± (Stop Distance × 6.0) = 1:6 R/R
- TP4: Entry ± (Stop Distance × 8.0) = 1:8 R/R
- TP5: Entry ± (Stop Distance × 10.0) = 1:10 R/R
- TP6: Entry ± (Stop Distance × 12.0) = 1:12 R/R
ORIGINAL FEATURE: Each TP level maintains an independent array tracking wins and losses. The Performance Stats Table calculates separate win rates for:
- TP1 hits: Wins that reached TP1 / Total trades
- TP2 hits: Wins that reached TP2 (from trades that didn't stop at TP1) / Trades that reached TP2
- TP3 hits: Wins that reached TP3 (from trades that reached TP2) / Trades that reached TP3
- And so on for TP4-TP6
This allows traders to optimize which TP levels to enable based on actual market behavior. Example: If TP1 shows 65% win rate but TP2 shows 45%, disable TP2+ and focus on TP1 exits.
UNIVERSAL FILTER SYSTEM (Proprietary Integration)
All filters use identical logic across all 6 strategies:
RSI Filter Algorithm:
- Long entries: Only allowed when RSI < (Overbought Threshold - 5)
- Short entries: Only allowed when RSI > (Oversold Threshold + 5)
- This prevents entries at momentum extremes for ALL strategies
ADX Filter Algorithm:
- Checks if ADX > threshold (default 20) using Pine Script's built-in ADX calculation
- If enabled, ALL strategies (trend-following AND mean reversion) require ADX > threshold
- This ensures trades occur in trending markets, not choppy conditions
Volume Confirmation Algorithm:
- Requires volume > (Simple Moving Average of volume over 20 bars × multiplier)
- Applied identically to all strategies
- Ensures institutional participation
Divergence Filter Algorithm:
- Uses pivot detection (ta.pivotlow/pivothigh with 2-bar lookback)
- Compares price pivots to RSI/MFI pivots
- Requires minimum thresholds: RSI divergence >= 1.5, Price divergence >= 0.05
- Waits for divergence confirmation within lookback period (default 100 bars)
Order Block Filter Algorithm:
- Identifies last strong candle (body > 50% of range) before directional move
- Tracks direction: Bullish OB = strong bullish candle before upward move
- Filter: Only allows trades in direction of most recent Order Block
- This ensures alignment with institutional positioning
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STRATEGY DETAILS (Specific Methods Used)
1. EMA CROSSOVER STRATEGY
Method: Exponential Moving Average Crossover with RSI Boundary Filtering
Algorithm:
- Fast EMA: Exponential Moving Average (close, period = 9 or custom)
- Slow EMA: Exponential Moving Average (close, period = 21 or custom)
- Entry Condition: Fast EMA crosses above Slow EMA (for longs)
- RSI Boundary Check: Entry only allowed if RSI < 70 (prevents overbought entries)
- Exit Condition: Fast EMA crosses below Slow EMA OR stop loss hit
Why This Method: Standard EMA crossovers generate false signals during choppy markets. The RSI boundary check (RSI < 70 for longs) prevents entries when momentum is already overextended, improving win rate by filtering out weak setups.
2. RSI MEAN REVERSION STRATEGY
Method: RSI Extreme Reversion with Candlestick Pattern Confirmation
Algorithm:
- RSI Calculation: Relative Strength Index (close, period = 14)
- Oversold Condition: RSI < 30 (default, configurable)
- Overbought Condition: RSI > 70 (default, configurable)
- Candlestick Filter: Requires bullish candle (close > open) for longs
- Volume Confirmation: Requires volume > (average × multiplier)
- Optional Price Level Filter: Requires price in bottom/top quartile of 10-bar range
Why This Method: Mean reversion works best when price is at true extremes AND showing reversal candles with volume. The optional filters add confluence, significantly improving win rate.
3. BREAKOUT STRATEGY
Method: Price Breakout with Volume Confirmation
Algorithm:
- Lookback Period: 20 bars (configurable)
- Breakout Condition: Close > highest high of last N bars (for longs)
- Volume Confirmation: Volume > Simple Moving Average of volume over 20 bars
- Entry: Triggers when price breaks recent high/low with volume
Why This Method: Breakouts signal momentum continuation. Volume confirmation ensures institutional participation, filtering false breakouts.
4. MACD CROSSOVER STRATEGY
Method: MACD Signal Crossover with Oversold/Overbought Entry Filter
Algorithm:
- MACD Calculation: Using Pine Script's ta.macd() with default periods (12, 26, 9)
- Entry Condition: MACD line crosses above signal line (for longs)
- Oversold Filter: Entry only when MACD < 0 (catches reversals, not late entries)
- Exit Condition: MACD crosses below signal line OR stop loss hit
Why This Method: Standard MACD crossovers can enter late in trends. Entering only when MACD is oversold (< 0) catches reversals rather than late trend entries, improving risk/reward.
5. BOLLINGER BANDS STRATEGY
Method: Bollinger Band Mean Reversion with RSI Confirmation
Algorithm:
- BB Calculation: Using Pine Script's ta.bb() with period 20, standard deviation 2.0
- Entry Condition: Price hits lower band (for longs)
- RSI Confirmation: Requires RSI < 40 (not extreme 30)
- Candlestick Filter: Requires bullish candle (close > open)
Why This Method: BB mean reversion works best with RSI confirmation. Using RSI 40/60 (not extreme 30/70) allows earlier entries while still confirming mean reversion.
6. VOLUME BREAKOUT STRATEGY
Method: Volume Surge with Price Strength Confirmation
Algorithm:
- Volume Surge: Volume > (average × 2.0 multiplier)
- Price Strength: |Close - Open| > (ATR × 0.5 multiplier)
- Direction: Bullish candle (close > open) for longs
- RSI Boundary: RSI < 70 (prevents overbought entries)
Why This Method: Institutional moves require both volume AND price movement. The ATR-based price strength filter ensures the move has momentum, not just volume noise.
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ADVANCED MARKET ANALYSIS TOOLS (Integration Details)
FAIR VALUE GAPS (FVG)
Detection Algorithm: Identifies gaps between 3-candle sequences
- Bullish FVG: Low > High (gap between current low and high 2 bars ago)
- Bearish FVG: High < Low (gap between current high and low 2 bars ago)
- Size Filter: FVGs smaller than (ATR × 0.8 multiplier) are filtered out
- Integration: FVG boxes display on chart, but are NOT used in entry logic (display only)
ORDER BLOCKS
Detection Algorithm: Identifies last strong candle before directional move
- Strong Candle: Body > 50% of total range
- Bullish OB: Red candle followed by green candle with higher close
- Bearish OB: Green candle followed by red candle with lower close
- Integration: Order Block Filter aligns trade direction with most recent OB direction
LIQUIDITY ZONES
Detection Algorithm: Identifies swing highs/lows using pivot detection
- Buy-Side Liquidity: Swing highs (ta.pivothigh with configurable lookback)
- Sell-Side Liquidity: Swing lows (ta.pivotlow with configurable lookback)
- Integration: Display only - not used in entry logic
POINT OF CONTROL (POC) LEVELS
Calculation Methods:
1. Volume POC: Price level with highest volume in lookback period (recalculated every 5 bars)
2. Session POC: (High + Low + Close) / 3 of previous session
3. Daily POC: (High + Low + Close) / 3 of previous day
4. Weekly POC: (High + Low + Close) / 3 of previous week
- Integration: Display only - not used in entry logic
FIBONACCI EXTENSIONS
Calculation Method: 3-point swing-based extension
- Detects swing points using pivot detection (ta.pivothigh/pivotlow)
- Calculates extensions: 123.6%, 138.2%, 161.8%, 261.8%, etc.
- Golden Zone: Highlights 61.8%-78.6% retracement zone
- Integration: Display only - not used in entry logic
DIVERGENCE DETECTION
Algorithm: Pivot-based divergence detection
- RSI Divergence: Compares price pivots to RSI pivots using ta.pivotlow/pivothigh
- MFI Divergence: Same logic using Money Flow Index
- Thresholds: RSI divergence >= 1.5, Price divergence >= 0.05
- Integration: Divergence Filter waits for confirmation within lookback period
GANN FAN ANALYSIS
Algorithm: 9-angle fan with auto-adjustment
- Angles: 1x1, 1x2, 1x3, 2x1, 3x1, 4x1, 8x1, 1x4, 1x8
- Auto Timeframe Detection: Adjusts lookback (2D=120, 3D=150, 4D=160, 5D=180 bars)
- Auto Market Type Detection: Adjusts angle steepness (Crypto=15.0, Stock=10.0, etc.)
- Integration: Display only - not used in entry logic
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PERFORMANCE ANALYTICS (Original System)
Three integrated display tables provide real-time analytics:
1. PERFORMANCE STATS TABLE
- Displays win rates for each TP level (TP1-TP6)
- Shows win count, loss count, and win rate percentage for each level
- Enables data-driven optimization of TP levels
2. SIGNAL OVERVIEW TABLE
- Real-time technical snapshot: RSI value, ATR, ADX, volume status
- Displays signal confidence score (0-100%)
- Shows volume trend direction
3. RISK MANAGEMENT TABLE
- Current trade direction (Long/Short/None)
- Consecutive losses counter
- Overall win rate
- Last 20 trade outcomes (visual W/L history)
All tables work identically regardless of which strategy is active, providing consistent analytics.
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USAGE INSTRUCTIONS
Quick Start:
1. Select strategy from "Strategy Mode" dropdown
2. Configure risk (ATR length, SL multiplier)
3. Enable desired TP levels (TP1-TP3 recommended for beginners)
4. Add optional filters to reduce false signals
5. Configure display elements
Recommended Settings:
- Scalping (1m-5m): EMA Fast mode, RSI+ADX filters, TP1-3, SL 0.8-1.0x
- Swing (15m-4H): EMA Standard/Breakout, all filters, TP1-6, SL 1.0-1.5x
- Trend (Daily+): EMA Slow/MACD, ADX filter, TP4-6, SL 1.5-2.0x
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TECHNICAL IMPLEMENTATION
Pine Script v6
Max Bars Back: 5000
Max Labels: 500
Data Structures:
- Arrays for trade tracking (entry, SL, TP1-6, direction, active status)
- Arrays for visual elements (lines, labels, boxes)
- State variables for signal processing
Performance Optimizations:
- Volume POC recalculated every 5 bars (not every bar)
- FVG/Order Block arrays limited to recent items
- Line extension system prevents excessive line creation
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CONCLUSION
This script implements a unified trading system with three original innovations:
1. Adaptive confidence-based position sizing
2. Multi-level TP analytics with independent win rate tracking
3. Universal filter integration across all strategies
While standard indicators are used as inputs, the value lies in the proprietary integration and original systems that create intelligent position sizing and data-driven optimization capabilities not found in standard scripts.
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For questions or access requests, visit the script page on TradingView.
COT Report IndexTradix COT Report Index is a premium sentiment indicator developed by Tradix, designed to visualize institutional positioning from the Commitment of Traders (COT) data published weekly by the CFTC.
It reveals how Commercials, Large Speculators, and Retail Traders are positioned in the market and transforms raw COT data into a clean, normalized 0–100 index. This makes it easy to identify whether a market is in a bullish, neutral, or bearish zone.
Use the Tradix COT Report Index to:
Spot institutional market extremes and potential reversals
Confirm sentiment trends across different asset classes
Time high-probability swing entries when institutional positioning shifts
📊 Best for: swing traders, macro analysts, and anyone looking to combine price action with institutional sentiment.
💡 Developed by the Tradix team
Time Based - 4 Session - Tick based PT and SLThis strategy is simple in nature. You can configure up to 4 sessions per day and determine if you want to go long or short for each session. In addition, you can set a profit target, stop loss, starting contract size, and martingale size per session. Holidays are hard coded to not trade. Make sure when configuring your session times that you take into account days that close early. If the time configured doesn’t happen that day due to an early close, then the trade won’t close. Default settings are optimized for MNQ over the past 3 years. Feel free to find other settings that work for your size account or desired asset.
VWRSI v2This indicator is similar to an RSI however its heavily weighted by volume. with carefully selected inputs you can spot divergence extremely clearly giving you an edge for market reversals. Used best on smaller time frame to predict pull backs when the market is over extended or reaching key levels, this will help you find confidence in your decision that the market will reverse/pullback
SSMT + HSSMT Detector- Q to Q Analysis- (by FINOR V10.0)This script detects SSMT (Same-Side Market Trend) and HSSMT (Hidden Same-Side Market Trend) divergences between three symbols, analyzed strictly from Q to Q.
It identifies divergences and structural gaps between consecutive Q periods to highlight key intermarket inefficiencies.
🧭 Key Features:
3-Symbol SMT Analysis: Compare up to three correlated assets in real time.
Q-Based Logic: Detects highs and lows only within each Q, and measures gaps between consecutive Qs for precision.
Multiple Time Scopes:
🕐 Daily SMT
🕑 Session SMT
🕒 90-minute SMT
🕓 22.5-minute SMT
Visual Clarity: Automatic labels mark SMT and HSSMT events directly on the chart.
Smart Alerts: Real-time alerts notify you immediately when new SMT conditions are detected.
Custom Inputs: Define your own symbols, time filters, and visual preferences.
⚙️ How It Works:
The script evaluates swing highs and lows inside each Q for the selected symbols.
When structural divergence is detected — such as one symbol making a new high while another does not — it signals an SSMT.
Hidden divergences within continuation structures are labeled as HSSMT.
The tool also measures gaps between consecutive Qs, providing additional insights into displacement and imbalance behavior across related markets.
📘 Use Cases:
Confirm or anticipate institutional liquidity sweeps.
Validate SMT setups across correlated indices or pairs.
Detect high-probability continuation or reversal zones within Smart Money frameworks.
재열지표The indicator looks at how different “market waves” — things like overall trend phase (EMA5–EMA15), price velocity and acceleration (SGTF), entropy (Flatness), and energy concentration (SER) — are aligned.
When these components move in the same direction (phase-aligned), it means the market’s internal waves are constructively interfering, like synchronized ripples amplifying each other.
That’s when the algorithm triggers a LONG signal — it detects a moment of coherent energy buildup before a breakout.
FRhugus - Line HTF📍 FRhugus – Line HTF
This tool automatically draws vertical lines based on Higher Timeframe candles, allowing you to visually track HTF structure and session timing without changing your chart timeframe.
✨ Features
• Automatic HTF vertical lines (MTF logic)
• Works on any timeframe
• Helps track session shifts & HTF bar openings
• Clean, lightweight and non-intrusive
🎯 Why use it
This indicator allows you to instantly see when a Higher Timeframe candle opens or closes, giving you key structural timing such as:
• New 15m / 1H / 4H / Daily candle start
• Session momentum shifts
• Market timing & volatility windows
This makes it easier to anticipate liquidity grabs, OB formation, CHoCH, BOS and other price action reactions that occur around HTF open/close.
🧠 Ideal for
• ICT, SMC & Price Action traders
• Scalpers, Day traders & Swing traders
• Anyone who wants HTF clarity without switching charts
🔧 Tip
Combine this with my HTF Candles indicator for maximum HTF context on a single chart.
💎 Maria V8 Indicator💎 MARIA V8 INDICATOR - The Last Trading Tool You'll Ever Need
🚀 TRANSFORM YOUR TRADING IN 60 SECONDS
Stop guessing. Stop losing. Start winning with crystal-clear signals that actually work.
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⚡ WHAT MAKES MARIA V8 DIFFERENT?
✅ SMART RANGING DETECTION - The indicator WARNS you when the market is choppy and dangerous. This feature alone saves traders thousands in avoided losses!
✅ AUTOMATIC TP/SL LEVELS - No more guessing where to take profit or set stop loss. Maria V8 calculates everything for you based on market volatility.
✅ BEAUTIFUL REAL-TIME DASHBOARD - See market state, trends, session info, and candle timer - all in one glance. Professional traders love this!
✅ WORKS ON EVERYTHING - Gold, Forex, Crypto, Stocks, Indices - Any market, any timeframe. One indicator for all your trading needs.
✅ ZERO REPAINTING - Signals appear ONLY when the candle closes. No fake signals, no disappointments.
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🎯 PERFECT FOR:
- Scalpers (1-5 min charts)
- Day Traders (15min-1H charts)
- Swing Traders (4H-Daily charts)
- Beginners (Easy to follow arrows)
- Professionals (Advanced risk management)
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📊 COMPLETE FEATURES:
🔔 SIGNAL SYSTEM:
→ Clear BUY/SELL arrows (impossible to miss)
→ Entry price marked on chart
→ TP1 & TP2 levels (take profit in stages)
→ Stop Loss level (protect your capital)
→ Sound alerts (never miss a signal)
🧠 SMART PROTECTION:
→ Ranging market detection (avoid choppy markets)
→ Multi-timeframe trend analysis
→ Session detection (Asian/London/New York)
→ Volume confirmation (optional filter)
💎 PROFESSIONAL DASHBOARD:
→ Current signal status (BUY/SELL/Waiting)
→ Market state (Bullish/Bearish/Ranging)
→ Take Profit tracking (TP1/TP2 status)
→ Stop Loss monitoring
→ Candle timer (know when next signal comes)
→ Multi-timeframe trends (5min to Weekly)
🎨 CUSTOMIZATION:
→ Multiple color themes
→ Adjustable alert settings
→ Show/hide any element
→ Works on any chart style
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⏰ LIMITED TIME OFFER - Price increases to $299 after first 100 buyers!
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✅ WHAT YOU GET:
🎁 Maria V8 Indicator (Lifetime Access)
🎁 Free Updates Forever
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❓ FREQUENTLY ASKED QUESTIONS:
Q: Does it repaint?
A: NO! Signals appear only when candle closes. 100% reliable.
Q: What markets does it work on?
A: ALL markets - Gold, Forex, Crypto, Stocks, Indices.
Q: What timeframes?
A: ALL timeframes - 1min to Monthly.
Q: Do I need coding knowledge?
A: NO! Just add to chart and follow the arrows.
Q: Is there a trial?
A: No trial
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💎 Maria V8 - Trade Smarter, Not Harder
© 2025 Maria Trading Systems. All Rights Reserved.
FRhugus - Candles HTF
📌 FRhugus – HTF Candles (Higher Timeframe Candles)
Displays higher timeframe candles (HTF) directly on your chart.
Allows you to see the higher-timeframe context without changing your current timeframe.
✨ Features
Overlay HTF candles on your current timeframe
Customizable colors (candles, wicks, borders)
Choose how many HTF candles to display (from 1 to 10)
🎯 Why Use It
Instantly understand what the HTF candle is doing
Easily spot key zones (support, resistance, swings, OB…)
Helps decision-making without switching timeframes
🧠 Ideal For
Beginner and advanced traders
Scalping / Day Trading / Swing
Price Action, ICT, SMC
Pristine Adaptive Alpha ScreenerThe Pristine Adaptive Alpha Screener allows users to screen for all of the trading signals embedded in our premium suite of TradingView tools🏆
▪ Pristine Value Areas & MGI
▪ Pristine Fundamental Analysis
▪ Pristine Volume Analysis
💠 Signals Overview
▪ HVY(highest volume in a year) -> Featured in Pristine Volume Analysis
▪ Trend Template -> Inspired by Mark Minervini's famous trend filters
▪ Rule of 100 -> Metrics from Pristine Fundamental Analysis
▪ Bullish 80% Rule -> Featured in Pristine Value Areas & MGI
▪ Bearish 80% Rule -> Featured in Pristine Value Areas & MGI
▪ Break Above VAH -> Featured in Pristine Value Areas & MGI
▪ Break Below VAL -> Featured in Pristine Value Areas & MGI
💠 Signals Decoded
▪ HVY(highest volume in a year)
Volume is an important metric to track when trading, because abnormally high volume tends to occur when a new trend is kicking off, or when an established trend is hitting a climax. Screen for HVY to quickly curate every stock that meets this condition
▪ Trend Template
Mark Minervini's gift to the trading world. Via his book "Think and Trade Like a Stock Market Wizard". Filter for trend template stocks using our tool.
▪ Rule of 100
Pristine Capital's gift to the trading world. The rule of 100 filters for stocks that meet the following condition: YoY EPS Growth + YoY Sales Growth >= 100%
▪ Bullish 80% Rule
If a security opens a period below the value area low , and subsequently closes above it, the bullish 80% rule triggers, turning the value area green. One can trade for a move to the top of the value area, using a close below the value area low as a potential stop!
In the below example, HOOD triggered the bullish 80% rule after it reclaimed the monthly value area!
HOOD proceeded to rally through the monthly value area and beyond in subsequent trading sessions. Finding the first stocks to trigger the bullish 80% rule after a market correction is key for spotting the next market leaders!
▪ Bearish 80% Rule
If a security opens a period above the value area high , and subsequently closes below it, the bearish 80% rule triggers, turning the value area red. One can trade for a move to the bottom of the value area, using a close above the value area high as a potential stop!
ES proceeded to follow through and test the value area low before trending below the weekly value area
▪ Break Above VAH
When a security is inside value, the auction is in balance. When it breaks above a value area, it could be entering a period of upward price discovery. One can trade these breakouts with tight risk control by setting a stop inside the value area! These breakouts can be traded on all chart timeframes depending on the style of the individual trader. Combining multiple timeframes can result in even more effective trading setups.
RBLX broke out from the monthly value area on 4/22/25👇
RBLX proceeded to rally +62.78% in 39 trading sessions following the monthly VAH breakout!
▪ Break Below VAL
When a security is inside value, the auction is in balance. When it breaks below a value area, it could be entering a period of downward price discovery. One can trade these breakdowns with tight risk control by setting a stop inside the value area! These breakouts can be traded on all chart timeframes depending on the style of the individual trader. Combining multiple timeframes can result in even more effective trading setups.
CHWY broke below the monthly value area on 7/20/23👇
CHWY proceeded to decline -53.11% in the following 64 trading sessions following the monthly VAL breakdown!
💠 Metric Columns
▪ %𝚫 - 1-day percent change in price
▪ YTD %𝚫 - Year-to-date percent change in price
▪ MTD %𝚫 - Month-to-date percent change in price
▪ MAx Moving average extension - ATR % multiple from the 50D SMA -Inspired by Jeff Sun
▪ 52WR - Measures where a security is trading in relation to it’s 52wk high and 52wk low. Readings near 100% indicate close proximity to a 52wk high and readings near 0% indicate close proximity to a 52wk low
▪ Avg $Vol - Average volume (50 candles) * Price
▪ Vol RR - Candle volume/ Avg candle volume
🎯 VWAP Reclaim v2.3 (Timezone Filter)🎯 VWAP Reclaim Fighter Jet (v2.3)
This indicator is built to capture high-momentum reversals at the Volume-Weighted Average Price (VWAP). In intraday trading, VWAP acts as the "line in the sand" or the day's fair value.
The "Fighter Jet" strategy is not a simple crossover. It is designed to identify a specific, powerful setup:
The Fight: Price is on one side of VWAP (e.g., bulls are above).
The Attack: The "enemy" (bears) attacks and breaks VWAP with a surge in volume.
The Reclaim: The original side (bulls) immediately fights back on the next candle, "reclaiming" the VWAP level and holding it.
This "reclaim" signals a powerful rejection and a high-probability continuation of the original trend. This script automates the detection of this entire setup.
⭐ Core Features ("Avionics")
A+ Volume Surge Filter: The script doesn't just look for a cross; it demands the reclaim candle is backed by a significant volume surge (e.g., 1.5x the 20-period average, all adjustable). This filters out low-conviction "drifts."
Confirmation Candle Logic: (Default: ON) This is the key to avoiding "fakeouts." The script separates the setup into two parts:
Potential Signal (?): The first high-volume reclaim candle.
Confirmed Signal (🎯): The second candle that also closes on the correct side, confirming that the level is now holding as support/resistance.
User-Defined Timezone Filter (v2.3): The most powerful feature. You can now define your "kill box" time window (e.g., "0930-1130") in your specific timezone (e.g., "America/New_York"), regardless of your chart's or the exchange's setting.
Full Trade Plan: Every confirmed signal (🎯) prints a label with the exact Entry Price, Stop Loss, and Take Profit target.
Dynamic Stop Loss: The Stop Loss isn't static; it's dynamically placed on the other side of VWAP plus a buffer (Stop Offset), making it a logical and relevant stop.
Mission Control HUD: A clean on-screen dashboard gives you a live "A+ Checklist" (Time Window, VWAP Reclaim, Volume Surge, Confirmation) so you can see the setup forming in real-time.
📈 How to Trade (Rules of Engagement)
This is a complete, non-discretionary system. Follow the rules precisely.
1. The Setup (Pre-Flight Check)
Set Your Timezone: Go to settings and set the Timezone to your local trading timezone (e.g., "America/New_York" for EST).
Set Your Session: Define your active trading window in Session Time (e.g., "0930-1130").
Wait: The chart background will turn blue during this "live" session. Do not take signals outside this window.
2. Taking a LONG Trade (Bullish Reclaim)
Condition: Price must first be below VWAP.
Potential Signal (?): A strong bullish candle closes above VWAP. This candle must have a volume surge. A yellow circle (?) will appear. This is your "target acquired" alert—get ready.
Confirmed Signal (🎯): (With Require Confirmation = ON) The very next candle also closes above VWAP. This confirms the buyers have successfully "reclaimed" the line and are holding it as support.
Action: The LONG (▲) signal appears. The label provides the full trade plan.
Stop Loss: Placed below VWAP by your Stop Offset setting.
Target: A fixed point value from your Target Points setting.
3. Taking a SHORT Trade (Bearish Reclaim)
Condition: Price must first be above VWAP.
Potential Signal (?): A strong bearish candle closes below VWAP. This candle must have a volume surge. A yellow circle (?) will appear.
Confirmed Signal (🎯): (With Require Confirmation = ON) The very next candle also closes below VWAP. This confirms sellers have "reclaimed" the line and are holding it as resistance.
Action: The SHORT (▼) signal appears with the trade plan.
Stop Loss: Placed above VWAP by your Stop Offset setting.
Target: A fixed point value.
⚙️ Key Settings ("Flight Controls")
Timezone (CRITICAL): This is the most important setting. Do not leave it blank. You must find the official "TZ Database Name" for your timezone.
New York (EST/EDT): America/New_York
Chicago (CST/CDT): America/Chicago
London (GMT/BST): Europe/London
Session Time: The "HHMM-HHMM" window you want to hunt for setups.
Require Confirmation: (Default: ON) Highly recommended. Turning this OFF will make the strategy much more aggressive, entering on the first reclaim candle (the yellow "?"). This will give more signals, but many will be fakeouts.
Volume Surge Multiple: (Default: 1.5) Your filter for "A+" setups. Higher numbers = fewer, but stronger, signals.
Stop Offset: How much "wiggle room" to give your stop loss around VWAP.
VWAP Buffer: How far price needs to cross VWAP to be considered a "reclaim." This prevents signals from tiny wicks or insignificant crosses.
❓ Frequently Asked Questions (Debrief)
Q: Why didn't a signal appear even though price crossed VWAP? A: This is the script's filtering system working for you. The most common reasons are:
Time Filter: It was outside your defined Session Time.
Volume Filter: The reclaim candle did not have a volume surge.
Confirmation Filter: The reclaim candle (the "?") appeared, but the next candle failed to hold the level (e.g., it closed back below VWAP), invalidating the setup.
VWAP Buffer: The cross was too shallow and didn't clear the VWAP Buffer (e.g., price is just "chopping" on the line).
Q: What is the yellow circle (?)? A: That is the Potential Setup. It is NOT a trade signal. It is an alert to pay attention because the first condition (a high-volume reclaim candle) has been met. Your trade is only valid if the next candle confirms the move (and the 🎯 signal appears).
Q: What's the difference between this and a simple VWAP cross? A: A simple cross is just close > vwap. This strategy is far more robust. It requires price to come from the opposite side (was_below), cross with a volume surge, and then be confirmed by a second candle holding the level. It's a filter for strength and conviction, not just a simple cross.
Daily/Weekly/Monthlyplotting the multi sma indicator (dialy, weekly and monthly) along with the current time frame in the same indicator
Close vs Yesterday High — Next-Day Bias + Projection This indicator determines next-day market bias based on the relationship between today’s closing price and yesterday’s high — a simple yet powerful rule of directional forecasting.
It visually displays:
The next-day directional bias (Bullish/Bearish).
Yesterday’s high as a key reference line.
Projected arrows and colored zones showing expected direction for the following session
False highs and lowsThis technical indicator shows points of probable reversal. Specifically, it exploits the phenomenon of false highs and lows: supply or demand entries with strong momentum.
The signals with green and red arrows are in favor of the trend and above the EMA 20, so you should pay close attention to them. The signals marked with green and red circles also show great opportunities, but they should be studied with greater caution.
Warnings:
-Avoid entries on false highs when there is strong buying pressure (evident in bullish candles with high momentum).
-Avoid entries on false lows when there is strong selling pressure (evident in bearish candles with high momentum).
-Avoid entries on false lows when there is clear resistance and the price is overbought.
-Avoid entries on false highs when there is nearby support and the price is oversold.
-Avoid trading in very narrow price ranges.
-Wait for the close of the signaled candle for the pattern to be valid.
-I recommend using tight stop losses below the low (or above the high) of the pattern, and targeting reward-to-risk ratios that do not exceed 1:1 in most cases.
FunVolTo 1📊 Volume + Funda with Turonover Indicator
Volume Analysis & Flow Detection 📈
⚡ Advanced 5-tier volume pattern recognition (HQ, HY, HE detections)
🎨 Multi-colour volume coding with 15+ pattern types
📊 Dynamic volume scaling with intensity customisation (0-100%)
🔍 Real-time dry volume & pocket pivot identification
📉 Volume Moving Average with adaptive smoothing
Fundamental Data Integration 💼
💰 Live Market Cap & Turnover calculations
📱 ADR (Average Daily Range) with 50-bar lookback
💧 1-minute liquidity metrics for intraday trading
🏢 Sector & Industry classification display
📊 Relative Volume (RVol) comparison analysis
Funda Table Module 📋
📅 8-15 quarterly historical data with YoY/QoQ comparisons
🎯 Sales, EPS, and PE ratio estimations
✅ Position-based data (Bottom Left default, fully movable)
💹 Real-time estimation vs. historical comparison
📊 Colour-coded performance indicators (Green/Red/Orange)
Technical Table Features 🎛️
📍 Display: Market Cap (MC: format), Turnover, ADR, Liquidity, RVol
🎯 Default Position: Top Right (7 selectable positions)
🎨 Customizable colours, transparency, and text formatting
📏 Configurable table size & layout (Horizontal/Vertical)
⚙️ Full cell-by-cell customization
Advanced Features 🚀
⚙️ 50+ customizable parameters
🎨 Modular display architecture
⏱️ Volume MA line width default: 1 (adjustable 1-5)
Perfect for swing traders, day traders, and technical analysts who require integrated volume and fundamental analysis in a single unified dashboard.
Institutional Volume Levels By TJohn.What this indicator does (plain English)
It builds a simple volume profile across all visible bars and then extracts three things:
VPOC (Volume Point of Control): the single price level that accumulated the most volume in the visible range.
HVNs (High-Volume Nodes): local peaks in the profile (prices where volume clusters).
LVNs (Low-Volume Nodes): local valleys (prices where volume is relatively thin).
It draws each HVN/LVN as a clean horizontal line extending to the right. Optionally it draws the VPOC line (slightly thicker). If price comes near any HVN/LVN (within your tolerance), it can label the bar and can also fire an alert.
How it works (under the hood)
The script divides the current visible price range into bins (like profile rows).
For each bar, it distributes that bar’s volume proportionally across the bins spanned by the bar’s high-low.
After history is “fixed” (no more repainting of older bars), it scans the volume array:
Finds the max volume index → VPOC price.
Scans neighbors (i-1, i, i+1) to find local peaks (HVN) and valleys (LVN) that also meet a minimum strength % relative to VPOC volume.
It then draws lines for HVNs/LVNs and the VPOC.
On every bar, it checks if current close is within highlightDist% of price of any HVN/LVN → sets nearLevel = true, shows an optional label, and enables alerts.
Inputs you’ll actually tweak
Volume Profile Bins (bins)
Higher = finer resolution. Start ~80–160 on intraday; ~120–240 on higher TFs. Too high can be noisy or heavy.
Min Level Strength (%) (minVolumePct)
Filters weak bumps. ~2–5% is typical. Raise it to show only the most significant nodes.
Highlight tolerance (%) (highlightDist)
Distance from price to a level to count as “near”. On BTC/indices you may keep it tight (0.05–0.15%); on volatile alts or small caps you may need 0.2–0.5%+.
Show near-level labels (showLabels)
Prints “HVN”/“LVN” on touches. Helpful when testing/alerting.
Show VPOC line (showVpoc) and VPOC Line Length (vpocLenBars)
Turn VPOC on/off and control how far back the line starts.
Colors & width
Cosmetic.
How to use it in a trading workflow
1) Context first (HTF):
Open a higher timeframe (e.g., 4H/D). Set bins so you get a smooth profile with clear few HVNs/LVNs—avoid “hairy” spaghetti. Note the key HVNs (support/absorption) and LVNs (gaps/air pockets) and the VPOC.
2) Execution (LTF):
Drop to your entry timeframe (e.g., 5–15m). Keep the visible range covering the relevant swing (the profile always uses visible bars). Watch for:
Rejections at LVNs → price often moves quickly through LVNs; a rejection at an LVN can be a fade back into the prior node.
Bounces at HVNs → mean-reverting reactions are common as HVNs act like magnets/cushions.
VPOC → strongest magnet; price often returns/retests.
3) Confluence (recommended):
Combine with:
VWAP / session levels (intraday structure)
S/R, order blocks, fair value gaps (your style)
Momentum/RSI for timing, or candle confirmation
4) Risk management:
Fade into HVNs with stops just beyond the level.
Trade through LVNs (breakouts) with stops inside the LVN if it fails.
Size with ATR/volatility. Nodes help define logical invalidation.
Reading the lines & labels
Green HVN lines: expect stickiness; price can stall, bounce, or mean-revert.
Red LVN lines: thin areas; once broken, price may travel fast to the next node.
Blue VPOC: strongest gravity point.
Labels “HVN/LVN” appear only when the close is within highlightDist% of that level (that’s also the alert trigger).
Alerts
There’s one condition:
“Institutional Volume Level Touched” → fires when any HVN/LVN is near (nearLevel = true).
Set it via Alerts → Condition = this indicator → “Institutional Volume Level Touched” and choose your notification method.
Practical presets
Scalping (1–5m): bins 80–140, minVolumePct 3–6%, highlightDist 0.08–0.2%.
Intraday (5–15m): bins 100–160, minVolumePct 3–5%, highlightDist 0.1–0.25%.
Swing (1H–4H/D): bins 120–240, minVolumePct 2–4%, highlightDist 0.15–0.4%.
Tune by eye: you want distinct HVNs/LVNs, not noise.
Tips & limitations
Visible range matters: zooming in/out changes levels (that’s intended). Decide your “working range” before acting.
No side-by-side sessions: this is a composite of visible bars, not separate sessions/profiles.
Resolution vs. stability: more bins = finer detail but more fragility. Find a sweet spot.
Not a signal generator: it marks where trading is easier/harder; you still need entry triggers and stops.
Quick start checklist
Set your timeframe and zoom to the swing you care about.
Adjust bins until the profile shows a few clear nodes.
Set minVolumePct so only meaningful HVNs/LVNs remain.
Pick highlightDist appropriate for the market’s volatility.
Turn on alerts to be pinged when price tags an HVN/LVN.
Trade with confluence and clear invalidations.
Minervini Template - (v2)Minervini Template - (v2)
A refined version of Mark Minervini’s Trend Template, adapted for the Italian market
🔍 Overview
This indicator replicates the Mark Minervini Trend Template, one of the most recognized frameworks for identifying strong uptrending stocks.
Version Italy (v2) is specifically designed to compare a stock’s relative strength vs the FTSE MIB index, providing a clear, table-based visual assessment of market trend quality.
⚙️ Key Features
Evaluates all 8 Minervini trend conditions, including:
Price above key moving averages (50, 150, 200 days)
Correct alignment and upward slope of long-term MAs
Distance from 52-week high and low
Relative Strength vs FTSE MIB benchmark
Dynamic dashboard table showing:
PASS/FAIL for each condition
Percentage from highs/lows
Total score and overall trend rating
Trend scoring & trading signal:
✅ BUY → 7 or more conditions met
🟠 HOLD → 5–6 conditions met
❌ SELL → fewer than 5 conditions met
Built-in alerts for BUY and SELL signals
Plots of 50 / 150 / 200-day MAs directly on the chart
🧭 Customizable Parameters
Table position on the chart
Trend lookback period
Minimum % above 52-week low
Maximum % below 52-week high
Relative Strength (RS) average period
🧠 Interpretation
The final score indicates the trend strength according to Minervini’s method:
STRONG TREND (green): leadership strength, momentum confirmed
MODERATE TREND (orange): developing or consolidating trend
WEAK TREND (red): underperforming or corrective phase
📈 Best For
Traders following Mark Minervini’s SEPA methodology
Evaluating Italian stocks vs FTSE MIB benchmark
Identifying high-momentum stocks in emerging trends
📢 Notes
This tool is not a buy/sell recommendation, but a visual analytical framework to assess market leadership quality.
Fully compatible with TradingView Pine Script v5.
ZenAlgo - BoxerThe indicator visualizes multi-timeframe VWAP-based range structures (Weekly, Monthly, Quarterly, Semi-Annual, and Yearly).
It computes and projects statistically derived price envelopes for each period, showing where price has traded relative to the corresponding VWAP and its deviations.
This allows visual comparison of how far current price extends from typical value zones within different temporal contexts.
Core Logic
1. VWAP and Standard Deviation Calculation
For each enabled period (week, month, quarter, half-year, year), the script:
Detects the start of the new period (e.g., Monday for weekly, the first day of the month for monthly, etc.).
Initializes cumulative values for price and volume.
Updates them bar-by-bar until the next anchor point occurs.
Computes VWAP (Volume-Weighted Average Price) .
Computes Variance of price around VWAP weighted by volume, from which standard deviation is derived. These metrics reset at each new period start.
The calculation method ensures that the VWAP curve reflects the average transaction price weighted by traded volume , while standard deviation measures the dispersion of trading activity around that mean.
2. Range Box Construction
When a new period begins and sufficient data from the previous one exists:
The script draws a rectangular box extending from the previous period’s VWAP ± N × standard deviation.
N can take fractional steps (0.5 – 10) controlled via user inputs.
Each deviation represents a horizontal boundary capturing incremental probability zones around VWAP.
The box remains visible for the following period, effectively showing statistical footprints of previous ranges .
Boxes can be limited in number (history limit) to control chart clutter.
3. Dynamic VWAP Bands
For the active period, the script also plots live VWAP bands up to ±3 standard deviations:
These bands continuously update within the current period.
Each level (±1σ, ±2σ, ±3σ) can be toggled independently.
Colors and line thickness can be customized per timeframe.
This provides a real-time reference to where price currently trades within its statistical envelope.
4. Timeframe Validation
Each range type is restricted to appropriate resolutions:
Weekly : 5 min – 12 h (except 5 h)
Monthly : 2 h – 3 D
Quarterly : 6 h – 3 D
Semi-Annual : 12 h – 1 D
Yearly : 1 D
This prevents misalignment between anchor intervals and chart compression that would distort VWAP calculations.
5. Color Logic and Rendering
Colors for VWAP lines and deviation bands are user-selectable.
The script applies lightness adjustments (shading) to visually differentiate higher deviations.
Boxes and lines are managed through arrays with automatic cleanup once history limits are exceeded, ensuring stable performance despite the high number of graphical elements.
Interpretation of Values
VWAP line — represents the fair-value mean where the majority of trading occurred during the given period.
Deviation lines or boxes — show how far price deviates from that mean in multiples of standard deviation. (±1σ usually captures typical value area. Beyond ±2σ marks statistically extended territory where mean reversion is more probable under normal conditions.)
Overlaps between periods (e.g., weekly vs monthly) visualize multi-period confluence zones , highlighting price regions consistently valued across horizons.
Added Value over Free Indicators
Most freely available VWAP indicators compute a single continuous VWAP or simple intraday bands.
ZenAlgo – Boxer extends this concept by:
Managing multiple timeframe anchors simultaneously (weekly → yearly).
Drawing historical deviation boxes rather than just live lines, allowing spatial comparison of past value zones.
Offering fine-grained control over which deviation multiples to render (0.5–10).
Automatically enforcing timeframe compatibility to prevent distortion.
Maintaining performance through controlled object lifetimes (limiting stored lines/boxes).
Together, these design choices create a complete statistical range map rather than a single-period indicator.
How to Use
Choose a timeframe matching the intended range (see validation list).
Enable desired periods (e.g., Weekly + Monthly) for combined analysis.
Observe:
Price inside ±1σ → typical trading region.
Price beyond ±2σ → extension; potential mean-reversion area.
Intersections of multiple VWAP ranges → zones of reinforced equilibrium.
Boxes from past periods help identify how value zones migrate over time.
The indicator is purely analytical; it does not issue trading signals or evaluate trend direction.
Interpretation should always be combined with broader context such as market structure or volume analysis.
Limitations and Disclaimers
VWAP and deviation statistics assume stable intra-period volume distribution ; illiquid assets or sparse sessions may distort the result.
On too high or too low resolutions outside recommended ranges, values may appear misaligned due to bar sampling.
The indicator does not predict future movement; it only reflects historical and current price-volume relationships.
Line and box density can become high on extended history settings—adjust history limits for performance.
Summary:
ZenAlgo – Boxer builds a multi-period statistical framework around VWAP, visualizing where price has spent most of its time and how far it currently stands from those centers of value.
It allows traders to contextualize short-term fluctuations within higher-timeframe equilibrium zones in a single visual layer.
