ATR in %Muh indicator :)
Simple but so useful little script. I work in percents because this is what makes sense not "pips" and "ticks" my account grows or diminishes a certain percentage I risk "1%" for example not ticks, ticks is what bad dogs have.
Was tired of calculating manually every time.
Makes it easier to set stop losses, get an idea of what to expect, risk in a kind of worse case scneario, backtest strategies, compare charts etc quickly. More quick now.
Example.
Bitcoin and NatGas, you do NOT need leverage...
optionsellers.com that somehow got surprised by Natgas volatility and squeezed, I think he did not bother doing this...
Happens all the time on NatGas, that "short seller catastrophy" that made the headlines was not even that big of a spike...
Plenty of way worse ones not long ago
Pesquisar nos scripts por "文华财经tick价格"
Balance & Reversal Indicator [SYNC & TRADE]ndicator Description: "Balance & Reversal Indicator "
Purpose of the Indicator
The "Balance & Reversal Indicator " indicator is designed for analyzing market activity in cryptocurrency and other financial markets. It assists traders in identifying potential trend reversal points, detecting market equilibrium zones, and evaluating the balance between buying and selling volumes. The indicator is suitable for both short-term and long-term trading, offering flexible settings to adapt to various trading styles and timeframes.
What Does the Indicator Provide?
Volume Analysis: Calculates buy and sell volumes, along with the Long/Short Ratio, to assess current market dynamics.
Reversal Signals: Generates signals for potential Long (buy) and Short (sell) reversals based on customizable levels, ranging from "Potential Reversal" to "Maximum Signal."
Equilibrium Zones: Identifies zones where the market is in balance, useful for recognizing neutral market conditions.
Flexible Calculation Methods: Supports four volume calculation methods (Tick Based, Candle Based, Delta Based, Price Movement) to suit different trading approaches.
Auto and Manual Sensitivity: Offers "Auto" mode for timeframe-based sensitivity or "Manual" mode for custom sensitivity settings.
Data Visualization: Displays key metrics (total volume, buy/sell volumes, ratio, and percentages) via a comparison table and on-chart labels for easy interpretation.
Volume Unit Customization: Allows volume display in USDT, Active contracts, or other units for enhanced flexibility.
How to Use the Indicator?
Adding to the Chart:
Find "Balance & Reversal Indicator " in the TradingView library and add it to your chart.
The indicator appears in a separate panel below the chart, keeping price data unobstructed (overlay=false).
Configuring Settings:
Calculation Method: Choose one of four volume analysis methods:
Tick Based: Analyzes price movement within a candle.
Candle Based: Evaluates candle direction (up/down).
Delta Based: Considers the difference between open and close prices.
Price Movement: Assesses movement strength based on candle body and wick sizes.
Sensitivity Mode:
In "Auto" mode, sensitivity adjusts automatically based on the timeframe (e.g., higher for minute charts, lower for daily charts).
In "Manual" mode, set sensitivity manually (from 0.1 to 1.0).
Reversal Levels (Long/Short): Configure levels for Long and Short signals with associated ranges. For example, Long Reversal Level 1 = -30% with a 5% range triggers signals between -35% and -30%.
Equilibrium Levels: Set levels for neutral market zones (e.g., ±7% for Equilibrium Level 1).
Messages: Customize signal messages to align with your trading style.
Analysis Period (Start/End Time): Define the time range for volume calculations.
Volume Unit: Select USDT, Active (active contracts), or Contracts for volume display.
Interpreting Signals:
Comparison Table (Top-Right Corner): Displays analysis results for all four calculation methods (Long/Short Ratio, Buy %, Sell %, Signal), enabling method comparison.
On-Chart Labels: Show total volume, buy/sell volumes, Long/Short Ratio, buy/sell percentages, current method, and sensitivity.
Color-Coded Signals:
Green: Potential Long (buy) opportunity.
Red: Potential Short (sell) opportunity.
Yellow: Market in equilibrium zone.
Chart Levels: Horizontal lines indicate reversal levels (green for Long, red for Short, yellow for equilibrium) with a transparency gradient for clarity.
Applying in Trading:
Use reversal signals to enter positions. For example, a "Maximum Long Signal" may indicate a strong buying opportunity.
Equilibrium zones help avoid trading during low-volatility periods.
Compare methods in the table to confirm signals.
Adjust settings to match your timeframe and asset. For instance, use "Tick Based" with high sensitivity for scalping on minute charts or "Price Movement" with low sensitivity for long-term trading.
Recommendations:
Test the indicator on historical data to optimize settings for your asset and strategy.
Combine indicator signals with other technical analysis tools (e.g., support/resistance levels or trend indicators) for greater accuracy.
Regularly update the time range (Start/End Time) to ensure relevant data analysis.
Who Is This Indicator For?
"Balance & Reversal Indicator " is ideal for traders who:
Trade on cryptocurrency exchanges and want to analyze trading volumes.
Seek reversal points for entering Long or Short positions.
Prefer customizable settings and the ability to compare different analysis methods.
Operate across various timeframes, from minutes to months.
Note: This indicator is not financial advice. Always conduct your own analysis and consider risks before making trading decisions.
© TradingStrategyCourses, 2025. All rights reserved.
JL - Market HeatmapThis indicator plots a static table on your chart that displays any tickers you want and their % change on the day so far.
It updates in real time, changes color as it updates, and has several custom functions available for you:
1. Plot up to 12 tickers of your choice
2. Choose a layout with 1-4 rows
3. Display % Change or Not
4. Choose your font size (Tiny, Small, Normal, Large)
5. Up/Down Cell Colors (% change dependent)
6. Up/Down Text Colors (high contrast to your color choices)
The purpose of the indicator is to quickly measure a broad basket of market instruments to paint a more context-rich perspective of the chart you are looking at.
I hope this indicator can help you (and me) accomplish this task in a simple, clean, and seamless manner.
Thanks and enjoy - Jack
Canuck Trading Traders Strategy [Candle Entropy Edition]Canuck Trading Traders Strategy: A Unique Entropy-Based Day Trading System for Volatile Stocks
Overview
The Canuck Trading Traders Strategy is a custom, entropy-driven day trading system designed for high-volatility stocks like TSLA on short timeframes (e.g., 15m). At its core is CETP-Plus, a proprietary blended indicator that measures "order from chaos" in candle patterns using Shannon entropy, while embedding mathematical principles from EMA (recent weighting), RSI (momentum bias), ATR (volatility scaling), and ADX (trend strength) into a single score. This unique approach avoids layering multiple indicators, reducing complexity while improving timing for early trend detection and balanced long/short trades.
CETP-Plus calculates a score from weighted candle ratios (body, upper/lower wicks) binned into a 3D histogram for entropy (low entropy = strong pattern). The score is adjusted with momentum, volatility, and trend multipliers for robust signals. Entries occur when the score exceeds thresholds (positive for longs, negative for shorts), with exits on reversals or stops. The strategy is automatic—no manual bias needed—and optimized for margin accounts with equal long/short treatment.
Backtested on TSLA 15m (Jan 2015–Aug 2025), it targets +50,000% net profit (beating +1,478% buy-hold by 34x) with ~25,000 trades, 85-90% win rate, and <10% drawdown (with costs). Results vary by timeframe/period—test with your data and add slippage/commission for realism. Disclaimer: Past performance isn't indicative of future results; consult a financial advisor.
Key Features
CETP-Plus Indicator: Blends entropy with momentum/vol/trend for a single score, capturing bottoms/squeezes and trends without external tools.
Automatic Balance: Positive scores trigger longs in bull trends, negative scores trigger shorts in bear trends—no user input for direction.
Customizable Math: Tune weights and scales to adapt for different stocks (e.g., lower thresholds for NVDA's smoother trends).
Risk Controls: Stop-loss, trailing stops, and score strength filter to minimize drawdowns in volatile markets like TSLA.
Exit Debugging: Plots exit reasons ("Stop Loss", "Trail Stop", "CETP Exit") for analysis.
Input Settings and Purposes
All inputs are grouped in TradingView's Inputs tab for ease. Defaults are optimized for TSLA 15m day trading; adjust for other intervals or tickers (e.g., increase window for 1h, lower thresholds for NVDA).
CETP-Plus Settings
CETP Window (default: 5, min: 3, max: 20): Lookback bars for entropy/momentum. Short values (3-5) for fast sensitivity on short frames; longer (8-10) for stability on hourly+.
CETP Bins per Dimension (default: 3, min: 3, max: 10): Histogram granularity for entropy. Low (3) for speed/simple patterns; high (5+) for detail in complex markets.
Long Threshold (default: 0.15, min: 0.1, max: 0.8, step: 0.05): CETP score for long entries. Lower (0.1) for more longs in mild bull trends; higher (0.2) to filter noise.
Short Threshold (default: -0.05, min: -0.8, max: -0.1, step: 0.05): CETP score for short entries. Less negative (-0.05) for more shorts in mild bear trends; more negative (-0.2) for strong signals.
CETP Momentum Weight (default: 0.8, min: 0.1, max: 1.0, step: 0.1): Emphasizes momentum in score. High (0.9) for aggressive in fast moves; low (0.5) for entropy focus.
Momentum Scale (default: 1.6, min: 0.1, max: 2.0, step: 0.1): Amplifies momentum. High (2.0) for short intervals; low (1.0) for stability.
Body Ratio Weight (default: 1.2, min: 0.0, max: 2.0, step: 0.1): Weights candle body in entropy (trend focus). High (1.5) for strong trends; low (0.8) for wick emphasis.
Upper Wick Ratio Weight (default: 0.8, min: 0.0, max: 2.0, step: 0.1): Weights upper wick (reversal noise). Low (0.5) to reduce false ups.
Lower Wick Ratio Weight (default: 0.8, min: 0.0, max: 2.0, step=0.1): Weights lower wick. Low (0.5) to reduce false downs.
Trade Settings
Confirmation Bars (default: 0, min: 0, max: 5): Bars for sustained CETP signals. 0 for immediate entries (more trades); 1-2 for reliability (fewer but stronger).
Min CETP Score Strength (default: 0.04, min: 0.0, max: 0.5, step: 0.05): Min absolute score for entry. Low (0.04) for more trades; high (0.15) for quality.
Risk Management
Stop Loss (%) (default: 0.5, min: 0.1, max: 5.0, step: 0.1): % from entry for stop. Tight (0.4) for quick exits; wide (0.8) for trends.
ATR Multiplier (default: 1.5, min: 0.5, max: 3.0, step: 0.1): Scales ATR for stops/trails. Low (1.0) for tight; high (2.0) for room.
Trailing ATR Mult (default: 3.5, min: 0.5, max: 5.0, step: 0.1): ATR mult for trails. High (4.0) for longer holds; low (2.0) for profits.
Trail Start Offset (%) (default: 1.0, min: 0.5, max: 2.0, step: 0.1): % profit before trailing. Low (0.8) for early lock-in; high (1.5) for bigger moves.
These settings enable customization for intervals/tickers while CETP-Plus handles automatic balancing.
Risk Disclosure
Trading involves significant risk and may result in losses exceeding your initial capital. The Canuck Trading Trader Strategy is provided for educational and informational purposes only. Users are responsible for their own trading decisions and should conduct thorough testing before using in live markets. The strategy’s high trade frequency requires reliable execution infrastructure to minimize slippage and latency.
SITFX_FuturesSpec_v17SITFX_FuturesSpec_v17 – Universal Futures Contract Library
Full-scale futures contract specification library for Pine Script v6. Covers CME, CBOT, NYMEX, COMEX, CFE, Eurex, ICE, and more – including minis, micros, metals, energies, FX, and bonds.
Key Features:
✅ Instrument‑agnostic: ES/MES, NQ/MNQ, YM/MYM, RTY/M2K, metals, energies, FX, bonds
✅ Full contract data: Tick size, tick value, point value, margins
✅ Continuation‑safe: Single‑line logic, no arrays or continuation errors
✅ Foundation for SITFX tools: Gann, Fibs, structure, and risk modules
Usage example:
import SITFX_FuturesSpec_v17/1 as fs
spec = fs.get(syminfo.root)
label.new(bar_index, high, str.format("{0}: Tick={1}, Value=${2}", spec.name, spec.tickSize, spec.tickValue))
Range Filter Strategy [Real Backtest]Range Filter Strategy - Real Backtesting
# Overview
Advanced Range Filter strategy designed for realistic backtesting with precise execution timing and comprehensive risk management. Built specifically for cryptocurrency markets with customizable parameters for different assets and timeframes.
Core Algorithm
Range Filter Technology:
- Smooth Average Range calculation using dual EMA filtering
- Dynamic range-based price filtering to identify trend direction
- Anti-noise filtering system to reduce false signals
- Directional momentum tracking with upward/downward counters
Key Features
Real-Time Execution (No Delay)
- Process orders on tick: Immediate execution without waiting for bar close
- Bar magnifier integration for intrabar precision
- Calculate on every tick for maximum responsiveness
- Standard OHLC bypass for enhanced accuracy
Realistic Price Simulation
- HL2 entry pricing (High+Low)/2 for realistic fills
- Configurable spread buffer simulation
- Random slippage generation (0 to max slippage)
- Market liquidity validation before entry
Advanced Signal Filtering
- Volume-based filtering with customizable ratio
- Optional signal confirmation system (1-3 bars)
- Anti-repetition logic to prevent duplicate signals
- Daily trade limit controls
Risk Management
- Fixed Risk:Reward ratios with precise point calculation
- Automatic stop loss and take profit execution
- Position size management
- Maximum daily trades limitation
Alert System
- Real-time alerts synchronized with strategy execution
- Multiple alert types: Setup, Entry, Exit, Status
- Customizable message formatting with price/time inclusion
- TradingView alert panel integration
Default Parameters
Optimized for BTC 5-minute charts:
- Sampling Period: 100
- Range Multiplier: 3.0
- Risk: 50 points
- Reward: 100 points (1:2 R:R)
- Spread Buffer: 2.0 points
- Max Slippage: 1.0 points
Signal Logic
Long Entry Conditions:
- Price above Range Filter line
- Upward momentum confirmed
- Volume requirements met (if enabled)
- Confirmation period completed (if enabled)
- Daily trade limit not exceeded
Short Entry Conditions:
- Price below Range Filter line
- Downward momentum confirmed
- Volume requirements met (if enabled)
- Confirmation period completed (if enabled)
- Daily trade limit not exceeded
Visual Elements
- Range Filter line with directional coloring
- Upper and lower target bands
- Entry signal markers
- Risk/Reward ratio boxes
- Real-time settings dashboard
Customization Options
Market Adaptation:
- Adjust Sampling Period for different timeframes
- Modify Range Multiplier for various volatility levels
- Configure spread/slippage for different brokers
- Set appropriate R:R ratios for trading style
Filtering Controls:
- Enable/disable volume filtering
- Adjust confirmation requirements
- Set daily trade limits
- Customize alert preferences
Performance Features
- Realistic backtesting results aligned with live trading
- Elimination of look-ahead bias
- Proper order execution simulation
- Comprehensive trade statistics
Alert Configuration
Alert Types Available:
- Entry signals with complete trade information
- Setup alerts for early preparation
- Exit notifications for position management
- Filter direction changes for market context
Message Format:
Symbol - Action | Price: XX.XX | Stop: XX.XX | Target: XX.XX | Time: HH:MM
Usage Recommendations
Optimal Settings:
- Bitcoin/Major Crypto: Default parameters
- Forex: Reduce sampling period to 50-70, multiplier to 2.0-2.5
- Stocks: Reduce sampling period to 30-50, multiplier to 1.0-1.8
- Gold: Sampling period 60-80, multiplier 1.5-2.0
TradingView Configuration:
- Recalculate: "On every tick"
- Orders: "Use bar magnifier"
- Data: Real-time feed recommended
Risk Disclaimer
This strategy is designed for educational and analytical purposes. Past performance does not guarantee future results. Always test thoroughly on paper trading before live implementation. Consider market conditions, broker execution, and personal risk tolerance when using any automated trading system.
Best Settings Found for Gold 15-Minute Timeframe
After extensive testing and optimization, these are the most effective settings I've discovered for trading Gold (XAUUSD) on the 15-minute timeframe:
Core Filter Settings:
Sampling Period: 100
Range Multiplier: 3.0
Professional Execution Engine:
Realistic Entry: Enabled (HL2)
Spread Buffer: 2 points
Dynamic Slippage: Enabled with max 1 point
Volume Filter: Enabled at 1.7x ratio
Signal Confirmation: Enabled with 1 bar confirmation
Risk Management:
Stop Loss: 50 points
Take Profit: 100 points (2:1 Risk-Reward)
Max Trades Per Day: 5
These settings provide an excellent balance between signal accuracy and realistic market execution. The volume filter at 1.7x ensures we only trade during periods of sufficient market activity, while the 1-bar confirmation helps filter out false signals. The spread buffer and slippage settings account for real trading costs, making backtest results more realistic and achievable in live trading.
Range Filter Strategy [Arabic Real Backtest]استراتيجية مرشح النطاق - اختبار واقعي
نظرة عامة
استراتيجية مرشح النطاق المتقدمة مصممة للاختبار الواقعي مع توقيت تنفيذ دقيق وإدارة مخاطر شاملة. تم بناؤها خصيصًا لأسواق العملات الرقمية مع معلمات قابلة للتخصيص لأصول وفترات زمنية مختلفة.
الخوارزمية الأساسية
تقنية مرشح النطاق:
* حساب متوسط النطاق السلس باستخدام فلترة مزدوجة للـ EMA
* فلترة أسعار استنادًا إلى النطاق الديناميكي لتحديد اتجاه الاتجاه
* نظام فلترة ضد الضوضاء لتقليل الإشارات الخاطئة
* تتبع الزخم الاتجاهي مع عدادات للأعلى/للأسفل
الميزات الرئيسية
**التنفيذ الفوري (بدون تأخير)**
* معالجة الأوامر عند كل نقطة: تنفيذ فوري دون انتظار إغلاق الشمعة
* تكامل مكبر الشمعة للحصول على دقة داخل الشمعة
* الحساب في كل نقطة لضمان الاستجابة القصوى
* تجاوز OHLC القياسي لزيادة الدقة
**محاكاة الأسعار الواقعية**
* تسعير الدخول باستخدام HL2 (High+Low)/2 لملء واقعي
* محاكاة للبُعد العازل للسعر القابل للتخصيص
* إنشاء انزلاق عشوائي (من 0 إلى الحد الأقصى للانزلاق)
* التحقق من سيولة السوق قبل الدخول
**فلترة الإشارات المتقدمة**
* فلترة استنادًا إلى الحجم مع نسبة قابلة للتخصيص
* نظام تأكيد الإشارة اختياري (من 1 إلى 3 شموع)
* منطق مضاد للتكرار لمنع الإشارات المكررة
* التحكم في حد التداول اليومي
**إدارة المخاطر**
* نسب ثابتة للمخاطرة: العائد مع حساب دقيق للنقاط
* تنفيذ وقف الخسارة وجني الأرباح تلقائيًا
* إدارة حجم المركز
* تحديد الحد الأقصى للصفقات اليومية
**نظام التنبيهات**
* تنبيهات فورية متزامنة مع تنفيذ الاستراتيجية
* أنواع متعددة من التنبيهات: إعداد، دخول، خروج، حالة
* تخصيص تنسيق الرسائل مع تضمين السعر/الوقت
* تكامل مع لوحة تنبيهات TradingView
المعلمات الافتراضية
محسن لرسوم بيانية لفترة 5 دقائق لبيتكوين:
* فترة العينة: 100
* معامل النطاق: 3.0
* المخاطرة: 50 نقطة
* المكافأة: 100 نقطة (نسبة 1:2)
* بُعد الانتشار: 2.0 نقطة
* الحد الأقصى للانزلاق: 1.0 نقطة
منطق الإشارة
**شروط الدخول الطويل:**
* السعر فوق خط مرشح النطاق
* تأكيد الزخم الصاعد
* تلبية متطلبات الحجم (إذا تم تمكينها)
* اكتمال فترة التأكيد (إذا تم تمكينها)
* لم يتم تجاوز حد الصفقات اليومية
**شروط الدخول القصير:**
* السعر تحت خط مرشح النطاق
* تأكيد الزخم الهابط
* تلبية متطلبات الحجم (إذا تم تمكينها)
* اكتمال فترة التأكيد (إذا تم تمكينها)
* لم يتم تجاوز حد الصفقات اليومية
العناصر البصرية
* خط مرشح النطاق مع تلوين الاتجاه
* الأشرطة العليا والسفلى المستهدفة
* علامات إشارات الدخول
* صناديق نسبة المخاطرة/العائد
* لوحة إعدادات حية
خيارات التخصيص
**التكيف مع السوق:**
* تعديل فترة العينة لبيانات الزمن المختلفة
* تعديل معامل النطاق لمستويات التقلب المختلفة
* تكوين الانتشار/الانزلاق لوسطاء مختلفين
* تحديد النسب المناسبة للمخاطرة/العائد حسب أسلوب التداول
**ضوابط الفلترة:**
* تمكين/تعطيل فلترة الحجم
* تعديل متطلبات التأكيد
* تعيين حدود الصفقات اليومية
* تخصيص تفضيلات التنبيه
الميزات المتعلقة بالأداء
* نتائج اختبار واقعية متوافقة مع التداول المباشر
* القضاء على تحيز المستقبل
* محاكاة تنفيذ الأوامر بشكل صحيح
* إحصائيات تداول شاملة
تكوين التنبيه
**أنواع التنبيهات المتاحة:**
* إشارات الدخول مع معلومات التداول الكاملة
* تنبيهات الإعداد للتحضير المبكر
* إشعارات الخروج لإدارة المراكز
* فلترة التغيرات في الاتجاه لظروف السوق
**تنسيق الرسائل:**
رمز - الإجراء | السعر: XX.XX | الوقف: XX.XX | الهدف: XX.XX | الوقت: HH\:MM
التوصيات لاستخدام الاستراتيجية
**الإعدادات المثلى:**
* بيتكوين/العملات الرقمية الرئيسية: المعلمات الافتراضية
* الفوركس: تقليل فترة العينة إلى 50-70، المعامل إلى 2.0-2.5
* الأسهم: تقليل فترة العينة إلى 30-50، المعامل إلى 1.0-1.8
* الذهب: فترة العينة 60-80، المعامل 1.5-2.0
**تكوين TradingView:**
* إعادة الحساب: "على كل نقطة"
* الأوامر: "استخدام مكبر الشمعة"
* البيانات: يوصى باستخدام التغذية الحية
إخلاء المسؤولية
تم تصميم هذه الاستراتيجية لأغراض تعليمية وتحليلية. الأداء السابق لا يضمن النتائج المستقبلية. يجب دائمًا إجراء اختبارات شاملة على التداول الورقي قبل التنفيذ المباشر. يجب أخذ ظروف السوق، تنفيذ الوسيط، والتحمل الشخصي للمخاطر في الاعتبار عند استخدام أي نظام تداول آلي.
Range Filter Strategy - Real Backtesting
# Overview
Advanced Range Filter strategy designed for realistic backtesting with precise execution timing and comprehensive risk management. Built specifically for cryptocurrency markets with customizable parameters for different assets and timeframes.
Core Algorithm
Range Filter Technology:
- Smooth Average Range calculation using dual EMA filtering
- Dynamic range-based price filtering to identify trend direction
- Anti-noise filtering system to reduce false signals
- Directional momentum tracking with upward/downward counters
Key Features
Real-Time Execution (No Delay)
- Process orders on tick: Immediate execution without waiting for bar close
- Bar magnifier integration for intrabar precision
- Calculate on every tick for maximum responsiveness
- Standard OHLC bypass for enhanced accuracy
Realistic Price Simulation
- HL2 entry pricing (High+Low)/2 for realistic fills
- Configurable spread buffer simulation
- Random slippage generation (0 to max slippage)
- Market liquidity validation before entry
Advanced Signal Filtering
- Volume-based filtering with customizable ratio
- Optional signal confirmation system (1-3 bars)
- Anti-repetition logic to prevent duplicate signals
- Daily trade limit controls
Risk Management
- Fixed Risk:Reward ratios with precise point calculation
- Automatic stop loss and take profit execution
- Position size management
- Maximum daily trades limitation
Alert System
- Real-time alerts synchronized with strategy execution
- Multiple alert types: Setup, Entry, Exit, Status
- Customizable message formatting with price/time inclusion
- TradingView alert panel integration
Default Parameters
Optimized for BTC 5-minute charts:
- Sampling Period: 100
- Range Multiplier: 3.0
- Risk: 50 points
- Reward: 100 points (1:2 R:R)
- Spread Buffer: 2.0 points
- Max Slippage: 1.0 points
Signal Logic
Long Entry Conditions:
- Price above Range Filter line
- Upward momentum confirmed
- Volume requirements met (if enabled)
- Confirmation period completed (if enabled)
- Daily trade limit not exceeded
Short Entry Conditions:
- Price below Range Filter line
- Downward momentum confirmed
- Volume requirements met (if enabled)
- Confirmation period completed (if enabled)
- Daily trade limit not exceeded
Visual Elements
- Range Filter line with directional coloring
- Upper and lower target bands
- Entry signal markers
- Risk/Reward ratio boxes
- Real-time settings dashboard
Customization Options
Market Adaptation:
- Adjust Sampling Period for different timeframes
- Modify Range Multiplier for various volatility levels
- Configure spread/slippage for different brokers
- Set appropriate R:R ratios for trading style
Filtering Controls:
- Enable/disable volume filtering
- Adjust confirmation requirements
- Set daily trade limits
- Customize alert preferences
Performance Features
- Realistic backtesting results aligned with live trading
- Elimination of look-ahead bias
- Proper order execution simulation
- Comprehensive trade statistics
Alert Configuration
Alert Types Available:
- Entry signals with complete trade information
- Setup alerts for early preparation
- Exit notifications for position management
- Filter direction changes for market context
Message Format:
Symbol - Action | Price: XX.XX | Stop: XX.XX | Target: XX.XX | Time: HH:MM
Usage Recommendations
Optimal Settings:
- Bitcoin/Major Crypto: Default parameters
- Forex: Reduce sampling period to 50-70, multiplier to 2.0-2.5
- Stocks: Reduce sampling period to 30-50, multiplier to 1.0-1.8
- Gold: Sampling period 60-80, multiplier 1.5-2.0
TradingView Configuration:
- Recalculate: "On every tick"
- Orders: "Use bar magnifier"
- Data: Real-time feed recommended
Risk Disclaimer
This strategy is designed for educational and analytical purposes. Past performance does not guarantee future results. Always test thoroughly on paper trading before live implementation. Consider market conditions, broker execution, and personal risk tolerance when using any automated trading system.
ADR Tracker Version 2Description
The **ADR Tracker** plots a customizable panel on your chart that monitors the Average Daily Range (ADR) and shows how today’s price action compares to that average. It calculates the daily high–low range for each of the past 14 days (can be adjusted) and then takes a simple moving average of those ranges to determine the ADR.
**Features:**
* **Current ADR value:** Shows the 14‑day ADR in price units.
* **ADR status:** Indicates whether today’s range has reached or exceeded the ADR.
* **Ticks remaining:** Calculates how many minimum price ticks remain before the ADR would be met.
* **Real‑time tracking:** Monitors the intraday high and low to update the range continuously.
* **Customizable panel:** Uses TradingView’s table object to display the information. You can set the table’s horizontal and vertical position (top/middle/bottom and left/centre/right) with inputs. The script also lets you change the text and background colours, as well as the width and height of each row. Table cells use explicit width and height percentages, which Pine supports in v6. Each call to `table.cell()` defines the text, colours and dimensions for its cell, so the panel resizes automatically based on your settings.
**Usage:**
Apply the indicator to any chart. For the most accurate real‑time tracking, use it on intraday timeframes (e.g. 5‑min or 1‑hour) so the current day’s range updates as new bars arrive. Adjust the inputs in the settings panel to reposition the list or change its appearance.
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This description explains what the indicator does and highlights its customizable table display, referencing the Pine Script table features used.
Info TableOverview
The Info Table V1 is a versatile TradingView indicator tailored for intraday futures traders, particularly those focusing on MESM2 (Micro E-mini S&P 500 futures) on 1-minute charts. It presents essential market insights through two customizable tables: the Main Table for predictive and macro metrics, and the New Metrics Table for momentum and volatility indicators. Designed for high-activity sessions like 9:30 AM–11:00 AM CDT, this tool helps traders assess price alignment, sentiment, and risk in real-time. Metrics update dynamically (except weekly COT data), with optional alerts for key conditions like volatility spikes or momentum shifts.
This indicator builds on foundational concepts like linear regression for predictions and adapts open-source elements for enhanced functionality. Gradient code is adapted from TradingView's Color Library. QQE logic is adapted from LuxAlgo's QQE Weighted Oscillator, licensed under CC BY-NC-SA 4.0. The script is released under the Mozilla Public License 2.0.
Key Features
Two Customizable Tables: Positioned independently (e.g., top-right for Main, bottom-right for New Metrics) with toggle options to show/hide for a clutter-free chart.
Gradient Coloring: User-defined high/low colors (default green/red) for quick visual interpretation of extremes, such as overbought/oversold or high volatility.
Arrows for Directional Bias: In the New Metrics Table, up (↑) or down (↓) arrows appear in value cells based on metric thresholds (top/bottom 25% of range), indicating bullish/high or bearish/low conditions.
Consensus Highlighting: The New Metrics Table's title cells ("Metric" and "Value") turn green if all arrows are ↑ (strong bullish consensus), red if all are ↓ (strong bearish consensus), or gray otherwise.
Predicted Price Plot: Optional line (default blue) overlaying the ML-predicted price for visual comparison with actual price action.
Alerts: Notifications for high/low Frahm Volatility (≥8 or ≤3) and QQE Bias crosses (bullish/bearish momentum shifts).
Main Table Metrics
This table focuses on predictive, positional, and macro insights:
ML-Predicted Price: A linear regression forecast using normalized price, volume, and RSI over a customizable lookback (default 500 bars). Gradient scales from low (red) to high (green) relative to the current price ± threshold (default 100 points).
Deviation %: Percentage difference between current price and predicted price. Gradient highlights extremes (±0.5% default threshold), signaling potential overextensions.
VWAP Deviation %: Percentage difference from Volume Weighted Average Price (VWAP). Gradient indicates if price is above (green) or below (red) fair value (±0.5% default).
FRED UNRATE % Change: Percentage change in U.S. unemployment rate (via FRED data). Cell turns red for increases (economic weakness), green for decreases (strength), gray if zero or disabled.
Open Interest: Total open MESM2 futures contracts. Gradient scales from low (red) to high (green) up to a hardcoded 300,000 threshold, reflecting market participation.
COT Commercial Long/Short: Weekly Commitment of Traders data for commercial positions. Long cell green if longs > shorts (bullish institutional sentiment); Short cell red if shorts > longs (bearish); gray otherwise.
New Metrics Table Metrics
This table emphasizes technical momentum and volatility, with arrows for quick bias assessment:
QQE Bias: Smoothed RSI vs. trailing stop (default length 14, factor 4.236, smooth 5). Green for bullish (RSI > stop, ↑ arrow), red for bearish (RSI < stop, ↓ arrow), gray for neutral.
RSI: Relative Strength Index (default period 14). Gradient from oversold (red, <30 + threshold offset, ↓ arrow if ≤40) to overbought (green, >70 - offset, ↑ arrow if ≥60).
ATR Volatility: Score (1–20) based on Average True Range (default period 14, lookback 50). High scores (green, ↑ if ≥15) signal swings; low (red, ↓ if ≤5) indicate calm.
ADX Trend: Average Directional Index (default period 14). Gradient from weak (red, ↓ if ≤0.25×25 threshold) to strong trends (green, ↑ if ≥0.75×25).
Volume Momentum: Score (1–20) comparing current to historical volume (lookback 50). High (green, ↑ if ≥15) suggests pressure; low (red, ↓ if ≤5) implies weakness.
Frahm Volatility: Score (1–20) from true range over a window (default 24 hours, multiplier 9). Dynamic gradient (green/red/yellow); ↑ if ≥7.5, ↓ if ≤2.5.
Frahm Avg Candle (Ticks): Average candle size in ticks over the window. Blue gradient (or dynamic green/red/yellow); ↑ if ≥0.75 percentile, ↓ if ≤0.25.
Arrows trigger on metric-specific logic (e.g., RSI ≥60 for ↑), providing directional cues without strict color ties.
Customization Options
Adapt the indicator to your strategy:
ML Inputs: Lookback (10–5000 bars) and RSI period (2+) for prediction sensitivity—shorter for volatility, longer for trends.
Timeframes: Individual per metric (e.g., 1H for QQE Bias to match higher frames; blank for chart timeframe).
Thresholds: Adjust gradients and arrows (e.g., Deviation 0.1–5%, ADX 0–100, RSI overbought/oversold).
QQE Settings: Length, factor, and smooth for fine-tuned momentum.
Data Toggles: Enable/disable FRED, Open Interest, COT for focus (e.g., disable macro for pure intraday).
Frahm Options: Window hours (1+), scale multiplier (1–10), dynamic colors for avg candle.
Plot/Table: Line color, positions, gradients, and visibility.
Ideal Use Case
Perfect for MESM2 scalpers and trend traders. Use the Main Table for entry confirmation via predicted deviations and institutional positioning. Leverage the New Metrics Table arrows for short-term signals—enter bullish on green consensus (all ↑), avoid chop on low volatility. Set alerts to catch shifts without constant monitoring.
Why It's Valuable
Info Table V1 consolidates diverse metrics into actionable visuals, answering critical questions: Is price mispriced? Is momentum aligning? Is volatility manageable? With real-time updates, consensus highlights, and extensive customization, it enhances precision in fast markets, reducing guesswork for confident trades.
Note: Optimized for futures; some metrics (OI, COT) unavailable on non-futures symbols. Test on demo accounts. No financial advice—use at your own risk.
The provided script reuses open-source elements from TradingView's Color Library and LuxAlgo's QQE Weighted Oscillator, as noted in the script comments and description. Credits are appropriately given in both the description and code comments, satisfying the requirement for attribution.
Regarding significant improvements and proportion:
The QQE logic comprises approximately 15 lines of code in a script exceeding 400 lines, representing a small proportion (<5%).
Adaptations include integration with multi-timeframe support via request.security, user-customizable inputs for length, factor, and smooth, and application within a broader table-based indicator for momentum bias display (with color gradients, arrows, and alerts). This extends the original QQE beyond standalone oscillator use, incorporating it as one of seven metrics in the New Metrics Table for confluence analysis (e.g., consensus highlighting when all metrics align). These are functional enhancements, not mere stylistic or variable changes.
The Color Library usage is via official import (import TradingView/Color/1 as Color), leveraging built-in gradient functions without copying code, and applied to enhance visual interpretation across multiple metrics.
The script complies with the rules: reused code is minimal, significantly improved through integration and expansion, and properly credited. It qualifies for open-source publication under the Mozilla Public License 2.0, as stated.
TradersPostDeluxeLibrary "TradersPostDeluxe"
TradersPost integration. It's currently not very deluxe
SendEntryAlert(ticker, action, quantity, orderType, takeProfit, stopLoss, id, price, timestamp, timezone)
Sends an alert to TradersPost to trigger an Entry
Parameters:
ticker (string) : Symbol to trade. Default is syminfo.ticker
action (series Action) : TradersPostAction (.buy, .sell) default = buy
quantity (float) : Amount to trade, default = 1
orderType (series OrderType) : TradersPostOrderType, default =e TradersPostOrderType.market
takeProfit (float) : Take profit limit price
stopLoss (float) : Stop loss price
id (string) : id for the trade
price (float) : Expected price
timestamp (int) : Time of the trade for reporting, defaults to timenow
timezone (string) : associated with the time, defaults to syminfo.timezone
Returns: Nothing
SendExitAlert(ticker, price, timestamp, timezone)
Sends an alert to TradersPost to trigger an Exit
Parameters:
ticker (string) : Symbol to flatten
price (float) : Documented planned price
timestamp (int) : Time of the trade for reporting, defaults to timenow
timezone (string) : associated with the time, defaults to syminfo.timezone
Returns: Nothing
DWMY Opens (for aggr. charts) by Koenigsegg🟣 DWMY Opens (for Aggregated Charts) by Koenigsegg
Revolutionary compatibility with aggregated charts – This indicator represents a significant breakthrough in displaying Daily, Weekly, Monthly, and Yearly opening levels on aggregated chart types where traditional DWMY indicators have historically failed to function properly.
Complete aggregated chart support – Unlike previous Daily Weekly Monthly Yearly Opens indicators that experienced severe limitations when pulling data from non-standard chart types, this version is specifically engineered to work flawlessly with aggregated charts, range bars, Renko charts, Point & Figure charts, and all other non-time-based chart constructions.
Persistent horizontal reference lines – The indicator draws four distinct horizontal lines representing the opening prices of the current Daily, Weekly, Monthly, and Yearly periods, extending these levels forward into future bars to provide clear reference points for key support and resistance analysis.
Advanced customization capabilities – Features comprehensive user controls including custom label naming for each timeframe, adjustable line colors with independent color selection for Daily, Weekly, Monthly, and Yearly levels, configurable line width settings, and variable label font sizes ranging from tiny to huge.
Dynamic label positioning system – Implements a sophisticated label placement mechanism with configurable tick offset positioning and fixed end-bars-ahead projection, ensuring labels remain visible and properly positioned regardless of chart zoom level or timeframe.
Intelligent period detection logic – Utilizes advanced Pine Script time change detection algorithms specifically optimized for aggregated charts, accurately identifying new Daily, Weekly, Monthly, and Yearly periods even when traditional time-based functions fail on non-standard chart types.
Performance-optimized architecture – Built with efficient persistent variable storage using the var keyword, minimizing computational overhead while maintaining real-time updates across all timeframe levels simultaneously.
Professional visual presentation – Delivers clean, uncluttered chart visualization with strategically positioned labels that clearly identify each timeframe level without interfering with price action analysis.
Universal market compatibility – Functions seamlessly across all asset classes including stocks, forex, cryptocurrencies, commodities, and indices, adapting automatically to different tick sizes and price scales through syminfo.mintick integration.
Pine Script v6 foundation – Leverages the latest Pine Script version 6 capabilities, ensuring optimal performance, stability, and compatibility with current and future TradingView platform updates.
This indicator solves a critical limitation that has long plagued traders using aggregated chart types, finally enabling reliable access to essential Daily, Weekly, Monthly, and Yearly opening levels that serve as fundamental support and resistance zones in technical analysis. The breakthrough lies in its ability to maintain accurate period detection and level plotting regardless of the underlying chart construction methodology.
🟣 How It Works
Automatic period detection – The indicator continuously monitors for time changes across four distinct timeframes using ta.change(time()) functions for Daily and Weekly periods, month transitions for Monthly levels, and year changes for Yearly opens, ensuring precise identification of new period beginnings.
Real-time level updates – When a new period is detected, the indicator captures the opening price at that exact moment and immediately establishes a horizontal line from that bar extending forward to a configurable number of bars ahead, creating persistent reference levels.
Dynamic line management – Each timeframe maintains its own dedicated line object and label, with the indicator continuously updating the endpoint coordinates and label positions as new bars form, ensuring the levels always project the specified distance into the future.
Intelligent label placement – Labels are positioned at the end of each line with automatic vertical offset based on the symbol’s minimum tick size, preventing overlap with price action while maintaining clear identification of each timeframe level.
🟣 Pro Tips for Optimal Usage
Multi-timeframe confluence – Look for areas where multiple DWMY levels converge within close proximity, as these zones typically act as stronger support or resistance levels due to increased market participant attention at these psychological price points.
Breakout confirmation strategy – When price breaks above or below a significant DWMY level with strong volume, the broken level often transforms into support (if broken upward) or resistance (if broken downward), providing excellent entry and exit reference points.
Range trading opportunities – On ranging markets, use Daily and Weekly opens as potential reversal zones, especially when price approaches these levels during low-volume periods or near session opens when institutional activity increases.
Timeframe alignment technique – For swing trading, prioritize trades that align with the direction of the break from Weekly or Monthly opens, while using Daily opens for precise entry timing and position management.
Chart type optimization – This indicator excels on Renko, Range, and Point & Figure charts where traditional time-based DWMY indicators fail, making it invaluable for traders who prefer these aggregated chart types for cleaner price action analysis.
Important Disclaimer:
This indicator is provided for educational and informational purposes only. It is not financial advice, investment advice, or a recommendation to buy or sell any financial instrument. All trading involves risk, and past performance does not guarantee future results. Please conduct your own research and consult with a qualified financial advisor before making any trading decisions. The author is not responsible for any losses incurred from using this indicator.
Vix_Fix Enhanced MTF [Cometreon]The VIX Fix Enhanced is designed to detect market bottoms and spikes in volatility, helping traders anticipate major reversals with precision. Unlike standard VIX Fix tools, this version allows you to control the standard deviation logic, switch between chart styles, customize visual outputs, and set up advanced alerts — all with no repainting.
🧠 Logic and Calculation
This indicator is based on Larry Williams' VIX Fix and integrates features derived from community requests/advice, such as inverse VIX logic.
It calculates volatility spikes using a customizable standard deviation of the lows and compares it to a moving high to identify potential reversal points.
All moving average logic is based on Cometreon's proprietary library, ensuring accurate and optimized calculations on all 15 moving average types.
🔷 New Features and Improvements
🟩 Custom Visual Styles
Choose how you want your VIX data displayed:
Line
Step Line
Histogram
Area
Column
You can also flip the orientation (bottom-up or top-down), change the source ticker, and tailor the display to match your charting preferences.
🟩 Multi-MA Standard Deviation Calculation
Customize the standard deviation formula by selecting from 15 different moving averages:
SMA (Simple Moving Average)
EMA (Exponential Moving Average)
WMA (Weighted Moving Average)
RMA (Smoothed Moving Average)
HMA (Hull Moving Average)
JMA (Jurik Moving Average)
DEMA (Double Exponential Moving Average)
TEMA (Triple Exponential Moving Average)
LSMA (Least Squares Moving Average)
VWMA (Volume-Weighted Moving Average)
SMMA (Smoothed Moving Average)
KAMA (Kaufman’s Adaptive Moving Average)
ALMA (Arnaud Legoux Moving Average)
FRAMA (Fractal Adaptive Moving Average)
VIDYA (Variable Index Dynamic Average)
This gives you fine control over how volatility is measured and allows tuning the sensitivity for different market conditions.
🟩 Full Control Over Percentile and Deviation Conditions
You can enable or disable lines for standard deviation and percentile conditions, and define whether you want to trigger on over or under levels — adapting the indicator to your exact logic and style.
🟩 Chart Type Selection
You're no longer limited to candlestick charts! Now you can use Vix_Fix with different chart formats, including:
Candlestick
Heikin Ashi
Renko
Kagi
Line Break
Point & Figure
🟩 Multi-Timeframe Compatibility Without Repainting
Use a different timeframe from your chart with confidence. Signals remain stable and do not repaint. Perfect for spotting long-term reversal setups on lower timeframes.
🟩 Alert System Ready
Configure alerts directly from the indicator’s panel when conditions for over/under signals are met. Stay informed without needing to monitor the chart constantly.
🔷 Technical Details and Customizable Inputs
This indicator includes full control over the logic and appearance:
1️⃣ Length Deviation High - Adjusts the lookback period used to calculate the high deviation level of the VIX logic. Shorter values make it more reactive; longer values smooth out the signal.
2️⃣ Ticker - Choose a different chart type for the calculation, including Heikin Ashi, Renko, Kagi, Line Break, and Point & Figure.
3️⃣ Style VIX - Change the visual style (Line, Histogram, Column, etc.), adjust line width, and optionally invert the display (bottom-to-top).
📌 Fill zones for deviation and percentile are active only in Line and Step Line modes
4️⃣ Use Standard Deviation Up / Down - Enable the overbought and oversold zone logic based on upper and lower standard deviation bands.
5️⃣ Different Type MA (for StdDev) - Choose from 15 different moving averages to define the calculation method for standard deviation (SMA, EMA, HMA, JMA, etc.), with dedicated parameters like Phase, Sigma, and Offset for optimized responsiveness.
6️⃣ BB Length & Multiplier - Adjust the period and multiplier for the standard deviation bands, similar to how Bollinger Bands work.
7️⃣ Show StdDev Up / Down Line - Enable or disable the visibility of upper and lower standard deviation boundaries.
8️⃣ Use Percentile & Length High - Activate the percentile-based logic to detect extreme values in historical volatility using a customizable lookback length.
9️⃣ Highest % / Lowest % - Set the high and low percentile thresholds (e.g., 85 for high, 99 for low) that will be used to trigger over/under signals.
🔟 Show High / Low Percentile Line - Toggle the visual display of the percentile boundaries directly on the chart for clearer signal reference.
1️⃣1️⃣ Ticker Settings – Customize parameters for special chart types such as Renko, Heikin Ashi, Kagi, Line Break, and Point & Figure, adjusting reversal, number of lines, ATR length, etc.
1️⃣2️⃣ Timeframe – Enables using SuperTrend on a higher timeframe.
1️⃣3️⃣ Wait for Timeframe Closes -
✅ Enabled – Displays Vix_Fix smoothly with interruptions.
❌ Disabled – Displays Vix_Fix smoothly without interruptions.
☄️ If you find this indicator useful, leave a Boost to support its development!
Every feedback helps to continuously improve the tool, offering an even more effective trading experience. Share your thoughts in the comments! 🚀🔥
System 0530 - Stoch RSI Strategy with ATR filterStrategy Description: System 0530 - Multi-Timeframe Stochastic RSI with ATR Filter
Overview:
This strategy, "System 0530," is designed to identify trading opportunities by leveraging the Stochastic RSI indicator across two different timeframes: a shorter timeframe for initial signal triggers (assumed to be the chart's current timeframe, e.g., 5-minute) and a longer timeframe (15-minute) for signal confirmation. It incorporates an ATR (Average True Range) filter to help ensure trades are taken during periods of adequate market volatility and includes a cooldown mechanism to prevent rapid, successive signals in the same direction. Trade exits are primarily handled by reversing signals.
How It Works:
1. Signal Initiation (e.g., 5-Minute Timeframe):
Long Signal Wait: A potential long entry is considered when the 5-minute Stochastic RSI %K line crosses above its %D line, AND the %K value at the time of the cross is at or below a user-defined oversold level (default: 30).
Short Signal Wait: A potential short entry is considered when the 5-minute Stochastic RSI %K line crosses below its %D line, AND the %K value at the time of the cross is at or above a user-defined overbought level (default: 70). When these conditions are met, the strategy enters a "waiting state" for confirmation from the 15-minute timeframe.
2. Signal Confirmation (15-Minute Timeframe):
Once in a waiting state, the strategy looks for confirmation on the 15-minute Stochastic RSI within a user-defined number of 5-minute bars (wait_window_5min_bars, default: 5 bars).
Long Confirmation:
The 15-minute Stochastic RSI %K must be greater than or equal to its %D line.
The 15-minute Stochastic RSI %K value must be below a user-defined threshold (stoch_15min_long_entry_level, default: 40).
Short Confirmation:
The 15-minute Stochastic RSI %K must be less than or equal to its %D line.
The 15-minute Stochastic RSI %K value must be above a user-defined threshold (stoch_15min_short_entry_level, default: 60).
3. Filters:
ATR Volatility Filter: If enabled, trades are only confirmed if the current ATR value (converted to ticks) is above a user-defined minimum threshold (min_atr_value_ticks). This helps to avoid taking signals during periods of very low market volatility. If the ATR condition is not met, the strategy continues to wait for the condition to be met within the confirmation window, provided other conditions still hold.
Signal Cooldown Filter: If enabled, after a signal is generated, the strategy will wait for a minimum number of bars (min_bars_between_signals) before allowing another signal in the same direction. This aims to reduce overtrading.
4. Entry and Exit Logic:
Entry: A strategy.entry() order is placed when all trigger, confirmation, and filter conditions are met.
Exit: This strategy primarily uses reversing signals for exits. For example, if a long position is open, a confirmed short signal will close the long position and open a new short position. There are no explicit take profit or stop loss orders programmed into this version of the script.
Key User-Adjustable Parameters:
Stochastic RSI Parameters: RSI Length, Stochastic RSI Length, %K Smoothing, %D Smoothing.
Signal Trigger & Confirmation:
5-minute %K trigger levels for long and short.
15-minute %K confirmation thresholds for long and short.
Wait window (in 5-minute bars) for 15-minute confirmation.
Filters:
Enable/disable and configure the Signal Cooldown filter (minimum bars between signals).
Enable/disable and configure the ATR Volatility filter (ATR period, minimum ATR value in ticks).
Strategy Parameters:
Leverage Multiplier (Note: This primarily affects theoretical position sizing for backtesting calculations in TradingView and does not simulate actual leveraged trading risks).
Recommendations for Users:
Thorough Backtesting: Test this strategy extensively on historical data for the instruments and timeframes you intend to trade.
Parameter Optimization: Experiment with different parameter settings to find what works best for your trading style and chosen markets. The default values are starting points and may not be optimal for all conditions.
Understand the Logic: Ensure you understand how each component (Stochastic RSI on different timeframes, ATR filter, cooldown) interacts to generate signals.
Risk Management: Since this version does not include explicit stop-loss orders, ensure you have a clear risk management plan in place if trading this strategy live. You might consider manually adding stop-loss orders through your broker or using TradingView's separate strategy order settings for stop-loss if applicable.
Disclaimer:
This strategy description is for informational purposes only and does not constitute financial advice. Past performance is not indicative of future results. Trading involves significant risk of loss. Always do your own research and understand the risks before trading.
The VoVix Experiment The VoVix Experiment
The VoVix Experiment is a next-generation, regime-aware, volatility-adaptive trading strategy for futures, indices, and more. It combines a proprietary VoVix (volatility-of-volatility) anomaly detector with price structure clustering and critical point logic, only trading when multiple independent signals align. The system is designed for robustness, transparency, and real-world execution.
Logic:
VoVix Regime Engine: Detects pre-move volatility anomalies using a fast/slow ATR ratio, normalized by Z-score. Only trades when a true regime spike is detected, not just random volatility.
Cluster & Critical Point Filters: Price structure and volatility clustering must confirm the VoVix signal, reducing false positives and whipsaws.
Adaptive Sizing: Position size scales up for “super-spikes” and down for normal events, always within user-defined min/max.
Session Control: Trades only during user-defined hours and days, avoiding illiquid or high-risk periods.
Visuals: Aurora Flux Bands (From another Original of Mine (Options Flux Flow): glow and change color on signals, with a live dashboard, regime heatmap, and VoVix progression bar for instant insight.
Backtest Settings
Initial capital: $10,000
Commission: Conservative, realistic roundtrip cost:
15–20 per contract (including slippage per side) I set this to $25
Slippage: 3 ticks per trade
Symbol: CME_MINI:NQ1!
Timeframe: 15 min (but works on all timeframes)
Order size: Adaptive, 1–2 contracts
Session: 5:00–15:00 America/Chicago (default, fully adjustable)
Why these settings?
These settings are intentionally strict and realistic, reflecting the true costs and risks of live trading. The 10,000 account size is accessible for most retail traders. 25/contract including 3 ticks of slippage are on the high side for MNQ, ensuring the strategy is not curve-fit to perfect fills. If it works here, it will work in real conditions.
Forward Testing: (This is no guarantee. I've provided these results to show that executions perform as intended. Test were done on Tradovate)
ALL TRADES
Gross P/L: $12,907.50
# of Trades: 64
# of Contracts: 186
Avg. Trade Time: 1h 55min 52sec
Longest Trade Time: 55h 46min 53sec
% Profitable Trades: 59.38%
Expectancy: $201.68
Trade Fees & Comm.: $(330.95)
Total P/L: $12,576.55
Winning Trades: 59.38%
Breakeven Trades: 3.12%
Losing Trades: 37.50%
Link: www.dropbox.com
Inputs & Tooltips
VoVix Regime Execution: Enable/disable the core VoVix anomaly detector.
Volatility Clustering: Require price/volatility clusters to confirm VoVix signals.
Critical Point Detector: Require price to be at a statistically significant distance from the mean (regime break).
VoVix Fast ATR Length: Short ATR for fast volatility detection (lower = more sensitive).
VoVix Slow ATR Length: Long ATR for baseline regime (higher = more stable).
VoVix Z-Score Window: Lookback for Z-score normalization (higher = smoother, lower = more reactive).
VoVix Entry Z-Score: Minimum Z-score for a VoVix spike to trigger a trade.
VoVix Exit Z-Score: Z-score below which the regime is considered decayed (exit).
VoVix Local Max Window: Bars to check for local maximum in VoVix (higher = stricter).
VoVix Super-Spike Z-Score: Z-score for “super” regime events (scales up position size).
Min/Max Contracts: Adaptive position sizing range.
Session Start/End Hour: Only trade between these hours (exchange time).
Allow Weekend Trading: Enable/disable trading on weekends.
Session Timezone: Timezone for session filter (e.g., America/Chicago for CME).
Show Trade Labels: Show/hide entry/exit labels on chart.
Flux Glow Opacity: Opacity of Aurora Flux Bands (0–100).
Flux Band EMA Length: EMA period for band center.
Flux Band ATR Multiplier: Width of bands (higher = wider).
Compliance & Transparency
* No hidden logic, no repainting, no pyramiding.
* All signals, sizing, and exits are fully explained and visible.
* Backtest settings are stricter than most real accounts.
* All visuals are directly tied to the strategy logic.
* This is not a mashup or cosmetic overlay; every component is original and justified.
Disclaimer
Trading is risky. This script is for educational and research purposes only. Do not trade with money you cannot afford to lose. Past performance is not indicative of future results. Always test in simulation before live trading.
Proprietary Logic & Originality Statement
This script, “The VoVix Experiment,” is the result of original research and development. All core logic, algorithms, and visualizations—including the VoVix regime detection engine, adaptive execution, volatility/divergence bands, and dashboard—are proprietary and unique to this project.
1. VoVix Regime Logic
The concept of “volatility of volatility” (VoVix) is an original quant idea, not a standard indicator. The implementation here (fast/slow ATR ratio, Z-score normalization, local max logic, super-spike scaling) is custom and not found in public TradingView scripts.
2. Cluster & Critical Point Logic
Volatility clustering and “critical point” detection (using price distance from a rolling mean and standard deviation) are general quant concepts, but the way they are combined and filtered here is unique to this script. The specific logic for “clustered chop” and “critical point” is not a copy of any public indicator.
3. Adaptive Sizing
The adaptive sizing logic (scaling contracts based on regime strength) is custom and not a standard TradingView feature or public script.
4. Time Block/Session Control
The session filter is a common feature in many strategies, but the implementation here (with timezone and weekend control) is written from scratch.
5. Aurora Flux Bands (From another Original of Mine (Options Flux Flow)
The “glowing” bands are inspired by the idea of volatility bands (like Bollinger Bands or Keltner Channels), but the visual effect, color logic, and integration with regime signals are original to this script.
6. Dashboard, Watermark, and Metrics
The dashboard, real-time Sharpe/Sortino, and VoVix progression bar are all custom code, not copied from any public script.
What is “standard” or “common quant practice”?
Using ATR, EMA, and Z-score are standard quant tools, but the way they are combined, filtered, and visualized here is unique. The structure and logic of this script are original and not a mashup of public code.
This script is 100% original work. All logic, visuals, and execution are custom-coded for this project. No code or logic is directly copied from any public or private script.
Use with discipline. Trade your edge.
— Dskyz, for DAFE Trading Systems
Dskyz (DAFE) GENESIS Dskyz (DAFE) GENESIS: Adaptive Quant, Real Regime Power
Let’s be honest: Most published strategies on TradingView look nearly identical—copy-paste “open-source quant,” generic “adaptive” buzzwords, the same shallow explanations. I’ve even fallen into this trap with my own previously posted strategies. Not this time.
What Makes This Unique
GENESIS is not a black-box mashup or a pre-built template. It’s the culmination of DAFE’s own adaptive, multi-factor, regime-aware quant engine—built to outperform, survive, and visualize live edge in anything from NQ/MNQ to stocks and crypto.
True multi-factor core: Volume/price imbalances, trend shifts, volatility compression/expansion, and RSI all interlock for signal creation.
Adaptive regime logic: Trades only in healthy, actionable conditions—no “one-size-fits-all” signals.
Momentum normalization: Uses rolling, percentile-based fast/slow EMA differentials, ALWAYS normalized, ALWAYS relevant—no “is it working?” ambiguity.
Position sizing that adapts: Not fixed-lot, not naive—not a loophole for revenge trading.
No hidden DCA or pyramiding—what you see is what you trade.
Dashboard and visual system: Directly connected to internal logic. If it’s shown, it’s used—and nothing cosmetic is presented on your chart that isn’t quantifiable.
📊 Inputs and What They Mean (Read Carefully)
Maximum Raw Score: How many distinct factors can contribute to regime/trade confidence (default 4). If you extend the quant logic, increase this.
RSI Length / Min RSI for Shorts / Max RSI for Longs: Fine-tunes how “overbought/oversold” matters; increase the length for smoother swings, tighten floors/ceilings for more extreme signals.
⚡ Regime & Momentum Gates
Min Normed Momentum/Score (Conf): Raise to demand only the strongest trends—your filter to avoid algorithmic chop.
🕒 Volatility & Session
ATR Lookback, ATR Low/High Percentile: These control your system’s awareness of when the market is dead or ultra-volatile. All sizing and filter logic adapts in real time.
Trading Session (hours): Easy filter for when entries are allowed; default is regular trading hours—no surprise overnight fills.
📊 Sizing & Risk
Max Dollar Risk / Base-Max Contracts: All sizing is adaptive, based on live regime and volatility state—never static or “just 1 contract.” Control your max exposures and real $ risk. ATR will effect losses in high volatility times.
🔄 Exits & Scaling
Stop/Trail/Scale multipliers: You choose how dynamic/flexible risk controls and profit-taking need to be. ATR-based, so everything auto-adjusts to the current market mode.
Visuals That Actually Matter
Dashboard (Top Right): Shows only live, relevant stats: scoring, status, position size, win %, win streak, total wins—all from actual trade engine state (not “simulated”).
Watermark (Bottom Right): Momentum bar visual is always-on, regime-aware, reflecting live regime confidence and momentum normalization. If the bar is empty, you’re truly in no-momentum. If it glows lime, you’re riding the strongest possible edge.
*No cosmetics, no hidden code distractions.
Backtest Settings
Initial capital: $10,000
Commission: Conservative, realistic roundtrip cost:
15–20 per contract (including slippage per side) I set this to $25
Slippage: 3 ticks per trade
Symbol: CME_MINI:NQ1!
Timeframe: 1 min (but works on all timeframes)
Order size: Adaptive, 1–3 contracts
No pyramiding, no hidden DCA
Why these settings?
These settings are intentionally strict and realistic, reflecting the true costs and risks of live trading. The 10,000 account size is accessible for most retail traders. 25/contract including 3 ticks of slippage are on the high side for NQ, ensuring the strategy is not curve-fit to perfect fills. If it works here, it will work in real conditions.
Why It Wins
While others put out “AI-powered” strategies with little logic or soul, GENESIS is ruthlessly practical. It is built around what keeps traders alive:
- Context-aware signals, not just patterns
- Tight, transparent risk
- Inputs that adapt, not confuse
- Visuals that clarify, not distract
- Code that runs clean, efficient, and with minimal overfitting risk (try it on QQQ, AMD, SOL, etc. out of the box)
Disclaimer (for TradingView compliance):
Trading is risky. Futures, stocks, and crypto can result in significant losses. Do not trade with funds you cannot afford to lose. This is for educational and informational purposes only. Use in simulation/backtest mode before live trading. No past performance is indicative of future results. Always understand your risk and ownership of your trades.
This will not be my last—my goal is to keep raising the bar until DAFE is a brand or I’m forced to take this private.
Use with discipline, use with clarity, and always trade smarter.
— Dskyz , powered by DAFE Trading Systems.
SBC ProtfoSBC Portfo PNL Indicator
Description
The SBC Portfo PNL Indicator is a user-friendly tool designed for Hebrew-speaking traders to track the Profit and Loss (PNL) of their stock portfolios on TradingView charts. It supports up to 5 distinct portfolios, each capable of holding an unlimited number of stocks with unlimited buy commands, allowing real-time monitoring of portfolio performance.
Key Features
- Multi-Portfolio Support: Track up to 5 separate portfolios for different trading strategies or accounts.
- Unlimited Stock Entries: Add unlimited stocks and buy commands per portfolio.
- Detailed Buy Commands: Input for each stock:
- Stock Ticker (e.g., AAPL, TSLA).
- Buy Price (e.g., 150.25).
- Buy Amount (e.g., 10).
- Hebrew-Friendly Interface: Intuitive settings dialog with clear instructions in Hebrew.
- Customizable PNL Tracking: Visualize PNL on charts with real-time updates based on market data.
How to Use
1. Add the Indicator:
- Go to the Indicators menu in TradingView and add the "SBC Portfo" PNL Indicator.
2. Configure Portfolios:
- Open the indicator’s settings dialog.
- For each portfolio (up to 5), enter data in the provided input fields using this format:
PortfolioName:StockTicker:BuyPricexBuyAmount;StockTicker:BuyPricexBuyAmount
Example:
Portfolio1:AAPL:150.25x10;TSLA:266.72x5
- This represents a portfolio named "Portfolio1" with:
- 10 shares of AAPL bought at $150.25.
- 5 shares of TSLA bought at $266.72.
- Repeat for additional portfolios (e.g., Portfolio2, Portfolio3).
- Add multiple buy commands for the same stock if needed (e.g., AAPL:160.50x20).
3. Apply Settings:
- Save settings to display PNL based on current market prices.
4. Monitor PNL:
- View PNL for each portfolio on the chart via tables, labels, or graphical overlays (based on settings).
Input Format
Enter portfolio data manually in the settings dialog, one input field per portfolio:
PortfolioName:StockTicker:BuyPricexBuyAmount;StockTicker:BuyPricexBuyAmount
- PortfolioName: Unique name (e.g., Portfolio1, Growth).
- StockTicker: Stock symbol (e.g., AAPL).
- BuyPrice: Purchase price per share (e.g., 150.25).
- BuyAmount: Number of shares (e.g., 10).
- Use
: to separate portfolio name, ticker, and buy data
x to separate price and amount
; for multiple stocks in the portfolio
Example:
- Portfolio 1: GrowthPortfolio:AAPL:150.25x10;TSLA:266.72x5
- Portfolio 2: DividendPortfolio:KO:55.20x50;PG:145.30x30
Notes
- Hebrew Support: Settings and labels are optimized for Hebrew users.
- Manual Input: Enter portfolio data manually in the settings dialog using the correct format.
- Compatibility: Works with any stock ticker supported by TradingView.
תיאור אינדיקטור SBC Portfo PNL הוא כלי ידידותי למשתמש שתוכנן במיוחד עבור סוחרים דוברי עברית למעקב אחר רווח והפסד (PNL) של תיקי המניות שלהם ישירות בגרפים של TradingView. הוא תומך בעד 5 תיקים נפרדים, כאשר כל תיק יכול להכיל מספר בלתי מוגבל של מניות עם פקודות קנייה בלתי מוגבלות, ומאפשר מעקב בזמן אמת אחר ביצועי התיק.
תכונות עיקריות
- תמיכה בריבוי תיקים: מעקב אחר עד 5 תיקים נפרדים עבור אסטרטגיות מסחר או חשבונות שונים.
- רישום מניות ללא הגבלה: הוספת מספר בלתי מוגבל של מניות ופקודות קנייה לכל תיק.
- פקודות קנייה מפורטות: הזנת נתונים עבור כל מניה:
- סימול המניה (למשל, AAPL, TSLA).
- מחיר קנייה (למשל, 150.25).
- כמות קנייה (למשל, 10).
- ממשק ידידותי לעברית: חלונית הגדרות אינטואיטיבית עם הוראות ברורות בעברית.
- מעקב PNL הניתן להתאמה: הצגת רווח והפסד בגרפים עם עדכונים בזמן אמת בהתבסס על נתוני השוק.
כיצד להשתמש
1. הוספת האינדיקטור:
- נווט לתפריט האינדיקטורים ב-TradingView והוסף את "SBC Portfo PNL Indicator".
2. הגדרת תיקים:
- פתח את חלונית ההגדרות של האינדיקטור.
- עבור כל תיק (עד 5), הזן נתונים בשדות המסופקים בפורמט הבא:
PortfolioName:StockTicker:BuyPricexBuyAmount;StockTicker:BuyPricexBuyAmount
לדוגמה:
Portfolio1:AAPL:150.25x10;TSLA:266.72x5
שורה זו מייצגת תיק בשם "Portfolio1" עם:
- 10 מניות של AAPL שנקנו ב-$150.25.
- 5 מניות של TSLA שנקנו ב-$266.72.
- חזור על התהליך עבור תיקים נוספים (למשל, Portfolio2, Portfolio3).
- ניתן להוסיף פקודות קנייה מרובות לאותה מניה לפי הצורך (למשל, AAPL:160.50x20).
3. החלת ההגדרות:
- שמור את ההגדרות להצגת ה-PNL בהתבסס על מחירי השוק הנוכחיים.
4. מעקב אחר PNL:
- צפה ב-PNL עבור כל תיק בגרף באמצעות טבלאות, תוויות או שכבות גרפיות (בהתאם להגדרות).
פורמט קלט הזן נתוני תיק ידנית בחלונית ההגדרות, שדה קלט אחד לכל תיק: PortfolioName:StockTicker:BuyPricexBuyAmount;StockTicker:BuyPricexBuyAmount
PortfolioName: שם ייחודי (למשל, Portfolio1, Growth).
StockTicker: סימול המניה (למשל, AAPL).
BuyPrice: מחיר רכישה למניה (למשל, 150.25).
BuyAmount: מספר המניות (למשל, 10).
השתמש ב-
: להפרדה בין שם התיק, סימול ונתוני קנייה
x להפרדה בין מחיר וכמות
; להפרדה בין מניות מרובות
דוגמה:
- תיק 1: GrowthPortfolio:AAPL:150.25x10;TSLA:266.72x5
- תיק 2: DividendPortfolio:KO:55.20x50;PG:145.30x30
Release Notes
Version 1.1 includes:
- Calculations for extended hours (Pre-Market & After-Hours).
- Option to display portfolio summary data for stocks not in the portfolio (enable via settings checkbox).
- Table background for better visibility; click to bring table to the front.
- Updated text strings (names, titles, tooltips).
הערות
תמיכה בעברית: ההגדרות והתוויות מותאמות למשתמשים דוברי עברית.
הזנה ידנית: הזן נתוני תיק ידנית בחלונית ההגדרות תוך שימוש בפורמט הנכון.
תאימות: עובד עם כל סימול מניה הנתמך על ידי TradingView.
גרסה 1.1 מכילה:
1. חישובים כוללים שעות מסחר מורחבות (Pre-Market ו-After-Hours).
2. אפשרות להציג נתוני תיק כוללים עבור מניות שאינן בתיק (הפעל באמצעות תיבת סימון בהגדרות).
3. צבע רקע לטבלה לשיפור הנראות; לחיצה על הטבלה מביאה אותה לחזית.
4. תיקון נוסחים (שמות, כותרות, וטולטיפים).
Market Sentiment Index US Top 40 [Pt]▮Overview
Market Sentiment Index US Top 40 [Pt} shows how the largest US stocks behave together. You pick one simple measure—High Low breakouts, Above Below moving average, or RSI overbought/oversold—and see how many of your chosen top 10/20/30/40 NYSE or NASDAQ names are bullish, neutral, or bearish.
This tool gives you a quick view of broad-market strength or weakness so you can time trades, confirm trends, and spot hidden shifts in market sentiment.
▮Key Features
► Three Simple Modes
High Low Index: counts stocks making new highs or lows over your lookback period
Above Below MA: flags stocks trading above or below their moving average
RSI Sentiment: marks overbought or oversold stocks and plots a small histogram
► Universe Selection
Top 10, 20, 30, or 40 symbols from NYSE or NASDAQ
Option to weight by market cap or treat all symbols equally
► Timeframe Choice
Use your chart’s timeframe or any intraday, daily, weekly, or monthly resolution
► Histogram Smoothing
Two optional moving averages on the sentiment bars
Markers show when the faster average crosses above or below the slower one
► Ticker Table
Optional on-chart table showing each ticker’s state in color
Grid or single-row layout with adjustable text size and color settings
▮Inputs
► Mode and Lookback
Pick High Low, Above Below MA, or RSI Sentiment
Set lookback length (for example 10 bars)
If using Above Below MA, choose the moving average type (EMA, SMA, etc.)
► Universe Setup
Market: NYSE or NASDAQ
Number of symbols: 10, 20, 30, or 40
Weights: on or off
Timeframe: blank to match chart or pick any other
► Moving Averages on Histogram
Enable fast and slow averages
Set their lengths and types
Choose colors for averages and markers
► Table Options
Show or hide the symbol table
Select text size: tiny, small, or normal
Choose layout: grid or one-row
Pick colors for bullish, neutral, and bearish cells
Show or hide exchange prefixes
▮How to Read It
► Sentiment Bars
Green means bullish
Red means bearish
Near zero means neutral
► Zero Line
Separates bullish from bearish readings
► High Low Line (High Low mode only)
Smooth ratio of highs versus lows over your lookback
► MA Crosses
Fast MA above slow MA hints rising breadth
Fast MA below slow MA hints falling breadth
► Ticker Table
Each cell colored green, gray, or red for bull, neutral, or bear
▮Use Cases
► Confirm Market Trends
Early warning when price makes highs but breadth is weak
Catch rallies when breadth turns strong while price is flat
► Spot Sector Rotation
Switch between NYSE and NASDAQ to see which group leads
Watch tech versus industrial breadth to track money flow
► Filter Trade Signals
Enter longs only when breadth is bullish
Consider shorts when breadth turns negative
► Combine with Other Indicators
Use RSI Sentiment with trend tools to spot overextended moves
Add volume indicators in High Low mode for breakout confirmation
► Timeframe Analysis
Daily for big-picture bias
Intraday (15-min) for precise entries and exits
Bitcoin Impact AnalyzerSummary of the "Bitcoin Impact Analyzer" script, the adjustments users can make, and an explanation of what the chart and table represent:
Script Summary:
The "Bitcoin Impact Analyzer" script is designed to help traders and analysts understand the relationship between a chosen altcoin and Bitcoin (BTC). It does this by:
Fetching price data for the specified altcoin and Bitcoin.
Calculating several key comparative metrics:
Normalized Prices: Shows the percentage performance of both assets from a common starting point.
Price Correlation: Measures how similarly the two assets' prices move over a defined period.
Beta: Indicates the altcoin's volatility relative to Bitcoin.
Altcoin/BTC Ratio: Shows the altcoin's value expressed in Bitcoin.
Fetching and displaying Bitcoin Dominance (BTC.D) data.
Visualizing these metrics on the chart as distinct plots.
Displaying the current values of these key metrics in a data table on the chart for quick reference.
The script aims to provide insights into whether an altcoin is outperforming or underperforming Bitcoin, how closely its price movements are tied to Bitcoin's, and its relative volatility.
User Adjustments:
Users can customize the script's behavior through several input settings:
Symbol Inputs:
Altcoin Symbol: Users can enter the ticker symbol for any altcoin they wish to analyze (e.g., BINANCE:ETHUSDT, KUCOIN:SOLUSDT).
Bitcoin Reference Symbol: Users can specify the Bitcoin pair to use as a reference, though BINANCE:BTCUSDT is a common default.
Lookback for Correlation/Beta:
Lookback Period: This integer value (default 50 periods) determines how many past candles are used to calculate the price correlation and beta.
A shorter lookback makes the metrics more sensitive to recent price action.
A longer lookback provides a smoother, more stable indication of the longer-term relationship.
Plot Visibility Options:
Users can toggle on or off the display of each individual plot on the chart:
Normalized BTC & Altcoin Prices
Altcoin/BTC Ratio
Correlation Plot
Bitcoin Dominance (BTC.D)
Beta Plot
This allows users to focus on specific metrics and reduce chart clutter.
What the Chart Represents:
The chart visually displays the historical trends and relationships of the selected metrics:
Normalized Prices Plot: Two lines (typically orange for BTC, blue for the altcoin) show the percentage growth of each asset from the start of the loaded chart data (or the first available data point for each symbol). This makes it easy to see which asset has performed better over time on a relative basis.
Correlation Plot: A single line (purple) oscillates between -1 and +1.
Values near +1 indicate a strong positive correlation (altcoin and BTC prices tend to move in the same direction).
Values near -1 indicate a strong negative correlation (they tend to move in opposite directions).
Values near 0 indicate little to no linear relationship.
Lines at +0.7 and -0.7 are often plotted as thresholds for "strong" correlation.
Beta Plot (if enabled): A single line (teal) shows the altcoin's volatility relative to BTC.
A Beta of 1 (often marked by a dashed line) means the altcoin has, on average, the same volatility as BTC.
Beta > 1 suggests the altcoin is more volatile than BTC (moves by a larger percentage for a given BTC move).
Beta < 1 suggests the altcoin is less volatile than BTC.
Bitcoin Dominance Plot: An area plot (gray) shows the percentage of the total cryptocurrency market capitalization that Bitcoin holds. This helps understand broader market sentiment and capital flows.
Altcoin/BTC Ratio Plot: A line (fuchsia) shows the price of the altcoin denominated in BTC.
An upward trend means the altcoin is gaining value against Bitcoin (outperforming).
A downward trend means the altcoin is losing value against Bitcoin (underperforming).
What the Table Represents:
The data table, typically located in the bottom-right corner of the chart, provides a snapshot of the current values for the most important calculated metrics. It includes:
Altcoin: The ticker symbol of the analyzed altcoin.
Bitcoin Ref: The ticker symbol of the Bitcoin reference.
Correlation (lookback): The current correlation coefficient between the altcoin and BTC, based on the specified lookback period. The value is color-coded (e.g., green for strong positive, red for strong negative).
Beta (lookback): The current beta value of the altcoin relative to BTC, based on the specified lookback period. The value may be color-coded to highlight significantly high or low volatility.
BTC.D Current: The current Bitcoin Dominance percentage.
ALT/BTC Ratio: The current price of the altcoin expressed in Bitcoin.
The table offers a quick, at-a-glance summary of the present market dynamics between the two assets without needing to interpret the lines on the chart for their exact current values.
Key Recent Highs and LowsKey Recent Highs & Lows — Session‐Aware Market Structure
TL;DR
This tool plots the most important intraday price extremes for every U.S.‑equity trading segment—Early Premarket • Western Premarket • Regular Hours • Post‑Market Hours • Yesterday’s Range—and labels them so you can trade break‑outs, retests and mean‑reversion with instant context.
📐 Theory & Why These Levels Matter
Liquidity Pools
Visible session extremes attract resting orders (stop‑losses, take‑profits, opening prints). Price often accelerates into them and reacts at them.
Market Memory
The previous day’s high/low is a widely‑watched pivot for gap fills, overnight inventory corrections and multi‑day breakouts.
Mean‑Reversion Windows
Statistically, pre‑ and post‑market ranges are thin; an aggressive spike outside those bands often retraces when full liquidity returns.
Break‑Out Confirmation
A true breakout isn’t just a tick above RTH‑high—it usually closes or at least consolidates above the prior extreme. Seeing all bands lets you gauge whether a push is “real” or just probing thinner sessions.
Put simply, these levels help you decide:
Break‑out ➜ trade in the direction of expansion past a session extreme with follow‑through.
Fade/Mean‑Revert ➜ fade a spike that tags an extreme without commitment (e.g., hits Western‑Premkt‑High then stalls before RTH).
🔍 What the Script Draws
Session (UTC‑4 EST) Default Color / Style Typical Use‑Case
Early Premarket 4 – 7 AM Thick semi‑transparent orange line detect overnight retail spikes / fade plays
Western Premarket 7 – 9 : 30 AM Dashed orange‑red breakout watch as U.S. brokers open
Regular Session (RTH) 9 : 30 – 16 : 00 Bold teal dotted line core intraday structure; classic highs/lows
Post‑Market 16 – 23 : 59 Soft indigo band after‑hours news moves, earnings fades
Previous‑Day RTH Solid teal gap‑fill targets, trend continuation filters
(All colors, thicknesses and transparencies are editable in the settings.)
✨ Features
Real‑Time Updates
Levels refresh tick‑by‑tick inside their own session—no repainting later.
One‑Click Visibility Toggles
Show or hide any session extreme independently.
Clean Auto‑Labels
Optional right‑edge tags (“RTH High”, “Premkt Low”, etc.) keep your chart readable even when lines overlap.
Automatic Daily Reset
At midnight Eastern, buffers clear and yesterday’s extremes roll into the “Prev‑Day” pair.
Zero‑Noise Design
Transparencies and line styles are tuned so you can overlay on any symbol / timeframe without drowning candles.
📈 How to Trade with It
Intraday Breakout Strategy
Mark confluence (e.g., price pushes through Western Premkt High and Yesterday’s High).
Wait for a pullback that holds above the reclaimed band.
Enter with stop under that session line; target next band or measured‑move.
Fade / Mean‑Reversion
Pre‑market headline sends price 5 % above Early Premkt High.
Volume dries up before RTH open.
Short into exhaustion; cover near Western Premkt High or VWAP.
Gap‑Fill & Trend Days
Cash open gaps above Prev‑Day High.
If first 15‑min candle closes back inside yesterday’s range, bias shifts to downside fade.
If it holds above, treat gap as breakout and track RTH High extensions.
Pair it with volume‑profile, VWAP, or momentum oscillators for even higher‑confidence setups.
⚙️ Settings Cheat‑Sheet
Setting Effect
Show Regular / Premarket / Post‑market High/Low Master visibility per session
Show Previous Day High/Low Toggle yesterday’s anchor range
Show Session Labels Turn the right‑edge tags on/off
Style Panel Change each line’s color, width, transparency, dash/dot
🛠️ Best Practices
Works on any intraday timeframe (1‑min to 1‑hour).
Crypto or 24 h markets: adjust session times to match your exchange.
Combine with alerts (e.g., “price crossing RTH High”) for hands‑free monitoring.
Put KRHL on your chart and you’ll never wonder which high matters most again—because they’re all right there, clearly labeled and color‑coded. Trade breakouts or fades with confidence, armed with the exact market structure everyone else is watching.
Sector 50MA vs 200MA ComparisonThis TradingView indicator compares the 50-period Moving Average (50MA) and 200-period Moving Average (200MA) of a selected market sector or index, providing a visual and analytical tool to assess relative strength and trend direction. Here's a detailed breakdown of its functionality:
Purpose: The indicator plots the 50MA and 200MA of a chosen sector or index on a separate panel, highlighting their relationship to identify bullish (50MA > 200MA) or bearish (50MA < 200MA) trends. It also includes a histogram and threshold lines to gauge momentum and key levels.
Inputs:
Resolution: Allows users to select the timeframe for calculations (Daily, Weekly, or Monthly; default is Daily).
Sector Selection: Users can choose from a list of sectors or indices, including Tech, Financials, Consumer Discretionary, Utilities, Energy, Communication Services, Materials, Industrials, Health Care, Consumer Staples, Real Estate, S&P 500 Value, S&P 500 Growth, S&P 500, NASDAQ, Russell 2000, and S&P SmallCap 600. Each sector maps to specific ticker pairs for 50MA and 200MA data.
Data Retrieval:
The indicator fetches closing prices for the 50MA and 200MA of the selected sector using the request.security function, based on the chosen timeframe and ticker pairs.
Visual Elements:
Main Chart:
Plots the 50MA (blue line) and 200MA (red line) for the selected sector.
Fills the area between the 50MA and 200MA with green (when 50MA > 200MA, indicating bullishness) or red (when 50MA < 200MA, indicating bearishness).
Threshold Lines:
Horizontal lines at 0 (zero line), 20 (lower threshold), 50 (center), 80 (upper threshold), and 100 (upper limit) provide reference points for the 50MA's position.
Fills between 0-20 (green) and 80-100 (red) highlight key zones for potential overbought or oversold conditions.
Sector Information Table:
A table in the top-right corner displays the selected sector and its corresponding 50MA and 200MA ticker symbols for clarity.
Alerts:
Generates alert conditions for:
Bullish Crossover: When the 50MA crosses above the 200MA (indicating potential upward momentum).
Bearish Crossover: When the 50MA crosses below the 200MA (indicating potential downward momentum).
Use Case:
Traders can use this indicator to monitor the relative strength of a sector's short-term trend (50MA) against its long-term trend (200MA).
The visual fill between the moving averages and the threshold lines helps identify trend direction, momentum, and potential reversal points.
The sector selection feature allows for comparative analysis across different market segments, aiding in sector rotation strategies or market trend analysis.
This indicator is ideal for traders seeking to analyze sector performance, identify trend shifts, and make informed decisions based on moving average crossovers and momentum thresholds.
Bullish and Bearish Breakout Alert for Gold Futures PullbackBelow is a Pine Script (version 6) for TradingView that includes both bullish and bearish breakout conditions for my intraday trading strategy on micro gold futures (MGC). The strategy focuses on scalping two-legged pullbacks to the 20 EMA or key levels with breakout confirmation, tailored for the Apex Trader Funding $300K challenge. The script accounts for the Daily Sentiment Index (DSI) at 87 (overbought, favoring pullbacks). It generates alerts for placing stop-limit orders for 175 MGC contracts, ensuring compliance with Apex’s rules ($7,500 trailing threshold, $20,000 profit target, 4:59 PM ET close).
Script Requirements
Version: Pine Script v6 (latest for TradingView, April 2025).
Purpose:
Bullish: Alert when price breaks above a rejection candle’s high after a two-legged pullback to the 20 EMA in a bullish trend (price above 20 EMA, VWAP, higher highs/lows).
Bearish: Alert when price breaks below a rejection candle’s low after a two-legged pullback to the 20 EMA in a bearish trend (price below 20 EMA, VWAP, lower highs/lows).
Context: 5-minute MGC chart, U.S. session (8:30 AM–12:00 PM ET), avoiding overbought breakouts above $3,450 (DSI 87).
Output: Alerts for stop-limit orders (e.g., “Buy: Stop=$3,377, Limit=$3,377.10” or “Sell: Stop=$3,447, Limit=$3,446.90”), quantity 175 MGC.
Apex Compliance: 175-contract limit, stop-losses, one-directional news trading, close by 4:59 PM ET.
How to Use the Script in TradingView
1. Add Script:
Open TradingView (tradingview.com).
Go to “Pine Editor” (bottom panel).
Copy the script from the content.
Click “Add to Chart” to apply to your MGC 5-minute chart .
2. Configure Chart:
Symbol: MGC (Micro Gold Futures, CME, via Tradovate/Apex data feed).
Timeframe: 5-minute (entries), 15-minute (trend confirmation, manually check).
Indicators: Script plots 20 EMA and VWAP; add RSI (14) and volume manually if needed .
3. Set Alerts:
Click the “Alert” icon (bell).
Add two alerts:
Bullish Breakout: Condition = “Bullish Breakout Alert for Gold Futures Pullback,” trigger = “Once Per Bar Close.”
Bearish Breakout: Condition = “Bearish Breakout Alert for Gold Futures Pullback,” trigger = “Once Per Bar Close.”
Customize messages (default provided) and set notifications (e.g., TradingView app, SMS).
Example: Bullish alert at $3,377 prompts “Stop=$3,377, Limit=$3,377.10, Quantity=175 MGC” .
4. Execute Orders:
Bullish:
Alert triggers (e.g., stop $3,377, limit $3,377.10).
In TradingView’s “Order Panel,” select “Stop-Limit,” set:
Stop Price: $3,377.
Limit Price: $3,377.10.
Quantity: 175 MGC.
Direction: Buy.
Confirm via Tradovate.
Add bracket order (OCO):
Stop-loss: Sell 175 at $3,376.20 (8 ticks, $1,400 risk).
Take-profit: Sell 87 at $3,378 (1:1), 88 at $3,379 (2:1) .
Bearish:
Alert triggers (e.g., stop $3,447, limit $3,446.90).
Select “Stop-Limit,” set:
Stop Price: $3,447.
Limit Price: $3,446.90.
Quantity: 175 MGC.
Direction: Sell.
Confirm via Tradovate.
Add bracket order:
Stop-loss: Buy 175 at $3,447.80 (8 ticks, $1,400 risk).
Take-profit: Buy 87 at $3,446 (1:1), 88 at $3,445 (2:1) .
5. Monitor:
Green triangles (bullish) or red triangles (bearish) confirm signals.
Avoid bullish entries above $3,450 (DSI 87, overbought) or bearish entries below $3,296 (support) .
Close trades by 4:59 PM ET (set 4:50 PM alert) .
BIN Based Support and Resistance [SS]This indicator presents a version of an alternative way to determine support and resistance, using a method called "Bins".
Bins provide for a flexible and interesting way to determine support and resistance levels.
First off, let's discuss BINS:
Bins are ranges or containers into which your data points can be sorted. For example, if you're grouping ages, you might have bins like 0–18, 19–35, 36–50, and 51+. Any data point within these intervals gets placed in the corresponding bin.
Binning simplifies complex data sets by grouping values into categories. This is useful for such things as
Visualizing data in histograms or bar charts.
Reducing noise and highlighting trends.
This indicator groups the price action into 10 separate bins. It determines the Support / Resistance level by averaging the values in the Bins to find an iteration of the "central tendency" or average reoccurring value.
Pros and Cons
Since this is a different approach to support and resistance, I think its important to highlight some of the pros and advantages, but also be open about the cons.
First off the PROS
Bin Based Support and Resistance Levels dynamically adjust to ranges as opposed to hard / fast peaks and valleys. This makes them better at analyzing price action vs simply drawing lines at random peaks and valleys.
Because Bins are analyzing ALL PA within a period's max and min range, Bin Support and Resistance can actually be used similar to Volume profile, where you are able to identify a pseudo-POC, or areas where price tends to consolidate. Take a look at this example on SPY:
You can see these 2 SR lines are close together. This represents that this general price range is an area where price likes to accumulate/consolidate. You can see the SPY ended up coming back to this range and consolidating there for a bit.
This is a strength of using a BIN based approach to calculating support and resistance, because as indicated before, it looks at price action vs peaks and valleys.
As a tip, these areas are areas you want to wait for a break in one direction or the other.
The indicator provides for backtest results of the support and resistance lines, to see how many times certain areas acted as resistance or support. Because this is analyzing and distributing PA evenly throughout the period's max and min, the indicator can tell you which areas tend to have higher rejection zones and which have higher support zones.
Now the CONS
Because bin based SR take an average approach, the SR lines can sometimes be slightly broken before the ticker finds rejection:
To combat this, make sure there is confirmed support. How the indicator actually backtests these lines is by waiting to see if the ticker has 3 consecutive closes above the support line or below the resistance line. So these are things to be mindful of.
It doesn't consider pivots. Most support and resistance indicators either identify max and min peaks and valleys or use pivot points. Pivot points are a great way to identify peaks and valleys and thus by extension support and resistance. However, this is also somewhat of a strength, as using BINS forces the indicator to consider ALL price action and not just the extremes (highs and lows).
Can be slightly skewed in highly volatile environments. Any time there is a massive drop or rally, it can skew the indicator to give extreme ranges to both ends. For example, the Tariff news collapse on ES1!:
Owning to limitations in lookback length, sometimes the min and max range can be exceeded and other traditional areas of support / resistance is where a ticker will find support.
Using the indicator
Here are some basic use/functionalities of the indicator:
Selecting display of backtest results: You can select to have the backtest results shown in a table:
Or directly on the lines:
Inversely, you can toggle them off completely:
You can modify the lookback length. The suggested lookback length is between 250 to 500 candles on smaller timeframes. I also suggest 252 on daily timeframes (which represents 1 trading year).
And that's the indicator!
It is very easy to use, so you should pick it up in no time!
Enjoy and as always, 🚀🚀 safe trades! 🚀🚀
