Svopex Session Highlighter# Session Highlighter
## Description
**Session Highlighter** is a powerful Pine Script indicator designed to visually identify and mark specific trading hours on your chart. This tool helps traders focus on their preferred trading sessions by highlighting the background during active hours and marking the session start with customizable visual markers.
## Key Features
- **📊 Session Background Highlighting**: Automatically shades the chart background during your defined trading hours (default: 7:00 - 23:00)
- **🎯 Smart Session Start Marker**: Places a marker on the last candle before session start, intelligently adapting to your timeframe:
- 1 Hour chart: Marker at 6:00
- 15 Minute chart: Marker at 6:45
- 5 Minute chart: Marker at 6:55
- 1 Minute chart: Marker at 6:59
- **🌍 Timezone Support**: Choose from multiple timezones (Europe/Prague, Europe/London, America/New_York, UTC)
- **🎨 5 Marker Styles**: Customize your session start indicator:
- Triangle
- Circle
- Diamond
- Label with time text
- Vertical line
- **⚙️ Fully Customizable**: Adjust start/end hours, timezone, and marker style through simple settings
## Settings
- **Start Hour**: Set your session start time (0-23)
- **End Hour**: Set your session end time (0-23)
- **Timezone**: Select your trading timezone
- **Marker Style**: Choose your preferred visual marker
## Use Cases
- Identify London/New York trading sessions
- Mark Asian session hours
- Highlight your personal trading windows
- Avoid trading during off-hours
- Perfect for day traders and scalpers
## Installation
1. Copy the Pine Script code
2. Open TradingView Pine Editor
3. Paste the code and click "Add to Chart"
4. Configure settings to match your trading schedule
Pesquisar nos scripts por "机械革命无界15+时不时闪屏"
Ehlers Phasor Analysis (PHASOR)# PHASOR: Phasor Analysis (Ehlers)
## Overview and Purpose
The Phasor Analysis indicator, developed by John Ehlers, represents an advanced cycle analysis tool that identifies the phase of the dominant cycle component in a time series through complex signal processing techniques. This sophisticated indicator uses correlation-based methods to determine the real and imaginary components of the signal, converting them to a continuous phase angle that reveals market cycle progression. Unlike traditional oscillators, the Phasor provides unwrapped phase measurements that accumulate continuously, offering unique insights into market timing and cycle behavior.
## Core Concepts
* **Complex Signal Analysis** — Uses real and imaginary components to determine cycle phase
* **Correlation-Based Detection** — Employs Ehlers' correlation method for robust phase estimation
* **Unwrapped Phase Tracking** — Provides continuous phase accumulation without discontinuities
* **Anti-Regression Logic** — Prevents phase angle from moving backward under specific conditions
Market Applications:
* **Cycle Timing** — Precise identification of cycle peaks and troughs
* **Market Regime Analysis** — Distinguishes between trending and cycling market conditions
* **Turning Point Detection** — Advanced warning system for potential market reversals
## Common Settings and Parameters
| Parameter | Default | Function | When to Adjust |
|-----------|---------|----------|----------------|
| Period | 28 | Fixed cycle period for correlation analysis | Match to expected dominant cycle length |
| Source | Close | Price series for phase calculation | Use typical price or other smoothed series |
| Show Derived Period | false | Display calculated period from phase rate | Enable for adaptive period analysis |
| Show Trend State | false | Display trend/cycle state variable | Enable for regime identification |
## Calculation and Mathematical Foundation
**Technical Formula:**
**Stage 1: Correlation Analysis**
For period $n$ and source $x_t$:
Real component correlation with cosine wave:
$$R = \frac{n \sum x_t \cos\left(\frac{2\pi t}{n}\right) - \sum x_t \sum \cos\left(\frac{2\pi t}{n}\right)}{\sqrt{D_{cos}}}$$
Imaginary component correlation with negative sine wave:
$$I = \frac{n \sum x_t \left(-\sin\left(\frac{2\pi t}{n}\right)\right) - \sum x_t \sum \left(-\sin\left(\frac{2\pi t}{n}\right)\right)}{\sqrt{D_{sin}}}$$
where $D_{cos}$ and $D_{sin}$ are normalization denominators.
**Stage 2: Phase Angle Conversion**
$$\theta_{raw} = \begin{cases}
90° - \arctan\left(\frac{I}{R}\right) \cdot \frac{180°}{\pi} & \text{if } R \neq 0 \\
0° & \text{if } R = 0, I > 0 \\
180° & \text{if } R = 0, I \leq 0
\end{cases}$$
**Stage 3: Phase Unwrapping**
$$\theta_{unwrapped}(t) = \theta_{unwrapped}(t-1) + \Delta\theta$$
where $\Delta\theta$ is the normalized phase difference.
**Stage 4: Ehlers' Anti-Regression Condition**
$$\theta_{final}(t) = \begin{cases}
\theta_{final}(t-1) & \text{if regression conditions met} \\
\theta_{unwrapped}(t) & \text{otherwise}
\end{cases}$$
**Derived Calculations:**
Derived Period: $P_{derived} = \frac{360°}{\Delta\theta_{final}}$ (clamped to )
Trend State:
$$S_{trend} = \begin{cases}
1 & \text{if } \Delta\theta \leq 6° \text{ and } |\theta| \geq 90° \\
-1 & \text{if } \Delta\theta \leq 6° \text{ and } |\theta| < 90° \\
0 & \text{if } \Delta\theta > 6°
\end{cases}$$
> 🔍 **Technical Note:** The correlation-based approach provides robust phase estimation even in noisy market conditions, while the unwrapping mechanism ensures continuous phase tracking across cycle boundaries.
## Interpretation Details
* **Phasor Angle (Primary Output):**
- **+90°**: Potential cycle peak region
- **0°**: Mid-cycle ascending phase
- **-90°**: Potential cycle trough region
- **±180°**: Mid-cycle descending phase
* **Phase Progression:**
- Continuous upward movement → Normal cycle progression
- Phase stalling → Potential cycle extension or trend development
- Rapid phase changes → Cycle compression or volatility spike
* **Derived Period Analysis:**
- Period < 10 → High-frequency cycle dominance
- Period 15-40 → Typical swing trading cycles
- Period > 50 → Trending market conditions
* **Trend State Variable:**
- **+1**: Long trend conditions (slow phase change in extreme zones)
- **-1**: Short trend or consolidation (slow phase change in neutral zones)
- **0**: Active cycling (normal phase change rate)
## Applications
* **Cycle-Based Trading:**
- Enter long positions near -90° crossings (cycle troughs)
- Enter short positions near +90° crossings (cycle peaks)
- Exit positions during mid-cycle phases (0°, ±180°)
* **Market Timing:**
- Use phase acceleration for early trend detection
- Monitor derived period for cycle length changes
- Combine with trend state for regime-appropriate strategies
* **Risk Management:**
- Adjust position sizes based on cycle clarity (derived period stability)
- Implement different risk parameters for trending vs. cycling regimes
- Use phase velocity for stop-loss placement timing
## Limitations and Considerations
* **Parameter Sensitivity:**
- Fixed period assumption may not match actual market cycles
- Requires cycle period optimization for different markets and timeframes
- Performance degrades when multiple cycles interfere
* **Computational Complexity:**
- Correlation calculations over full period windows
- Multiple mathematical transformations increase processing requirements
- Real-time implementation requires efficient algorithms
* **Market Conditions:**
- Most effective in markets with clear cyclical behavior
- May provide false signals during strong trending periods
- Requires sufficient historical data for correlation analysis
Complementary Indicators:
* MESA Adaptive Moving Average (cycle-based smoothing)
* Dominant Cycle Period indicators
* Detrended Price Oscillator (cycle identification)
## References
1. Ehlers, J.F. "Cycle Analytics for Traders." Wiley, 2013.
2. Ehlers, J.F. "Cybernetic Analysis for Stocks and Futures." Wiley, 2004.
Ehlers Autocorrelation Periodogram (EACP)# EACP: Ehlers Autocorrelation Periodogram
## Overview and Purpose
Developed by John F. Ehlers (Technical Analysis of Stocks & Commodities, Sep 2016), the Ehlers Autocorrelation Periodogram (EACP) estimates the dominant market cycle by projecting normalized autocorrelation coefficients onto Fourier basis functions. The indicator blends a roofing filter (high-pass + Super Smoother) with a compact periodogram, yielding low-latency dominant cycle detection suitable for adaptive trading systems. Compared with Hilbert-based methods, the autocorrelation approach resists aliasing and maintains stability in noisy price data.
EACP answers a central question in cycle analysis: “What period currently dominates the market?” It prioritizes spectral power concentration, enabling downstream tools (adaptive moving averages, oscillators) to adjust responsively without the lag present in sliding-window techniques.
## Core Concepts
* **Roofing Filter:** High-pass plus Super Smoother combination removes low-frequency drift while limiting aliasing.
* **Pearson Autocorrelation:** Computes normalized lag correlation to remove amplitude bias.
* **Fourier Projection:** Sums cosine and sine terms of autocorrelation to approximate spectral energy.
* **Gain Normalization:** Automatic gain control prevents stale peaks from dominating power estimates.
* **Warmup Compensation:** Exponential correction guarantees valid output from the very first bar.
## Implementation Notes
**This is not a strict implementation of the TASC September 2016 specification.** It is a more advanced evolution combining the core 2016 concept with techniques Ehlers introduced later. The fundamental Wiener-Khinchin theorem (power spectral density = Fourier transform of autocorrelation) is correctly implemented, but key implementation details differ:
### Differences from Original 2016 TASC Article
1. **Dominant Cycle Calculation:**
- **2016 TASC:** Uses peak-finding to identify the period with maximum power
- **This Implementation:** Uses Center of Gravity (COG) weighted average over bins where power ≥ 0.5
- **Rationale:** COG provides smoother transitions and reduces susceptibility to noise spikes
2. **Roofing Filter:**
- **2016 TASC:** Simple first-order high-pass filter
- **This Implementation:** Canonical 2-pole high-pass with √2 factor followed by Super Smoother bandpass
- **Formula:** `hp := (1-α/2)²·(p-2p +p ) + 2(1-α)·hp - (1-α)²·hp `
- **Rationale:** Evolved filtering provides better attenuation and phase characteristics
3. **Normalized Power Reporting:**
- **2016 TASC:** Reports peak power across all periods
- **This Implementation:** Reports power specifically at the dominant period
- **Rationale:** Provides more meaningful correlation between dominant cycle strength and normalized power
4. **Automatic Gain Control (AGC):**
- Uses decay factor `K = 10^(-0.15/diff)` where `diff = maxPeriod - minPeriod`
- Ensures K < 1 for proper exponential decay of historical peaks
- Prevents stale peaks from dominating current power estimates
### Performance Characteristics
- **Complexity:** O(N²) where N = (maxPeriod - minPeriod)
- **Implementation:** Uses `var` arrays with native PineScript historical operator ` `
- **Warmup:** Exponential compensation (§2 pattern) ensures valid output from bar 1
### Related Implementations
This refined approach aligns with:
- TradingView TASC 2025.02 implementation by blackcat1402
- Modern Ehlers cycle analysis techniques post-2016
- Evolved filtering methods from *Cycle Analytics for Traders*
The code is mathematically sound and production-ready, representing a refined version of the autocorrelation periodogram concept rather than a literal translation of the 2016 article.
## Common Settings and Parameters
| Parameter | Default | Function | When to Adjust |
|-----------|---------|----------|---------------|
| Min Period | 8 | Lower bound of candidate cycles | Increase to ignore microstructure noise; decrease for scalping. |
| Max Period | 48 | Upper bound of candidate cycles | Increase for swing analysis; decrease for intraday focus. |
| Autocorrelation Length | 3 | Averaging window for Pearson correlation | Set to 0 to match lag, or enlarge for smoother spectra. |
| Enhance Resolution | true | Cubic emphasis to highlight peaks | Disable when a flatter spectrum is desired for diagnostics. |
**Pro Tip:** Keep `(maxPeriod - minPeriod)` ≤ 64 to control $O(n^2)$ inner loops and maintain responsiveness on lower timeframes.
## Calculation and Mathematical Foundation
**Explanation:**
1. Apply roofing filter to `source` using coefficients $\alpha_1$, $a_1$, $b_1$, $c_1$, $c_2$, $c_3$.
2. For each lag $L$ compute Pearson correlation $r_L$ over window $M$ (default $L$).
3. For each period $p$, project onto Fourier basis:
$C_p=\sum_{n=2}^{N} r_n \cos\left(\frac{2\pi n}{p}\right)$ and $S_p=\sum_{n=2}^{N} r_n \sin\left(\frac{2\pi n}{p}\right)$.
4. Power $P_p=C_p^2+S_p^2$, smoothed then normalized via adaptive peak tracking.
5. Dominant cycle $D=\frac{\sum p\,\tilde P_p}{\sum \tilde P_p}$ over bins where $\tilde P_p≥0.5$, warmup-compensated.
**Technical formula:**
```
Step 1: hp_t = ((1-α₁)/2)(src_t - src_{t-1}) + α₁ hp_{t-1}
Step 2: filt_t = c₁(hp_t + hp_{t-1})/2 + c₂ filt_{t-1} + c₃ filt_{t-2}
Step 3: r_L = (M Σxy - Σx Σy) / √
Step 4: P_p = (Σ_{n=2}^{N} r_n cos(2πn/p))² + (Σ_{n=2}^{N} r_n sin(2πn/p))²
Step 5: D = Σ_{p∈Ω} p · ĤP_p / Σ_{p∈Ω} ĤP_p with warmup compensation
```
> 🔍 **Technical Note:** Warmup uses $c = 1 / (1 - (1 - \alpha)^{k})$ to scale early-cycle estimates, preventing low values during initial bars.
## Interpretation Details
- **Primary Dominant Cycle:**
- High $D$ (e.g., > 30) implies slow regime; adaptive MAs should lengthen.
- Low $D$ (e.g., < 15) signals rapid oscillations; shorten lookback windows.
- **Normalized Power:**
- Values > 0.8 indicate strong cycle confidence; consider cyclical strategies.
- Values < 0.3 warn of flat spectra; favor trend or volatility approaches.
- **Regime Shifts:**
- Rapid drop in $D$ alongside rising power often precedes volatility expansion.
- Divergence between $D$ and price swings may highlight upcoming breakouts.
## Limitations and Considerations
- **Spectral Leakage:** Limited lag range can smear peaks during abrupt volatility shifts.
- **O(n²) Segment:** Although constrained (≤ 60 loops), wide period spans increase computation.
- **Stationarity Assumption:** Autocorrelation presumes quasi-stationary cycles; regime changes reduce accuracy.
- **Latency in Noise:** Even with roofing, extremely noisy assets may require higher `avgLength`.
- **Downtrend Bias:** Negative trends may clip high-pass output; ensure preprocessing retains signal.
## References
* Ehlers, J. F. (2016). “Past Market Cycles.” *Technical Analysis of Stocks & Commodities*, 34(9), 52-55.
* Thinkorswim Learning Center. “Ehlers Autocorrelation Periodogram.”
* Fab MacCallini. “autocorrPeriodogram.R.” GitHub repository.
* QuantStrat TradeR Blog. “Autocorrelation Periodogram for Adaptive Lookbacks.”
* TradingView Script by blackcat1402. “Ehlers Autocorrelation Periodogram (Updated).”
A+ Confluence Alert (BTC filter) — Kailash//@version=5
indicator("A+ Confluence Alert (BTC filter) — Kailash", overlay=true)
// === USER INPUTS ===
btcTicker = input.symbol("BINANCE:BTCUSDT", "BTC symbol (for bias filter)")
btcHTF = input.timeframe("60", "BTC Higher TF (for bias)") // 1H
localHTF = input.timeframe("15", "Local bias TF") // 15m
ema_fast_len = input.int(20, "EMA fast length")
ema_slow_len = input.int(50, "EMA slow length")
vol_sma_len = input.int(20, "Volume SMA length")
vol_mult = input.float(1.5, "Volume spike multiplier", step=0.1)
liquidity_look = input.int(12, "Liquidity sweep lookback (bars)")
session_filter = input.bool(true, "Use session filter (NY window)")
ny_start = input.session("1300-2000", "NY session (UTC)")
// === FETCH BTC HIGHER-TF BIAS ===
btc_close_htf = request.security(btcTicker, btcHTF, close, lookahead=barmerge.lookahead_off)
btc_ema_fast = request.security(btcTicker, btcHTF, ta.ema(close, ema_fast_len), lookahead=barmerge.lookahead_off)
btc_ema_slow = request.security(btcTicker, btcHTF, ta.ema(close, ema_slow_len), lookahead=barmerge.lookahead_off)
btc_bias_long = btc_ema_fast > btc_ema_slow
btc_bias_short= btc_ema_fast < btc_ema_slow
// === LOCAL BIAS (on localHTF) for current chart symbol ===
local_close = request.security(syminfo.tickerid, localHTF, close, lookahead=barmerge.lookahead_off)
local_ema_f = request.security(syminfo.tickerid, localHTF, ta.ema(close, ema_fast_len), lookahead=barmerge.lookahead_off)
local_ema_s = request.security(syminfo.tickerid, localHTF, ta.ema(close, ema_slow_len), lookahead=barmerge.lookahead_off)
local_long = local_ema_f > local_ema_s
local_short = local_ema_f < local_ema_s
// === VOLUME SPIKE ===
vol_sma = ta.sma(volume, vol_sma_len)
vol_spike = volume > vol_sma * vol_mult
// === SIMPLE LIQUIDITY SWEEP DETECTION (proxy) ===
// Long-sweep: price made new local low (below recent lowest) and then reclaimed above that prior low.
// Short-sweep: symmetrical for highs.
recent_low = ta.lowest(low, liquidity_look)
recent_high = ta.highest(high, liquidity_look)
sweep_long = (low < recent_low ) and (close > recent_low ) // low punched lower, then close reclaimed
sweep_short= (high > recent_high ) and (close < recent_high ) // high pumped, then reclaimed down
// === ORDER-BLOCK RECLAIM PROXY ===
// Define last opposite directional candle high/low as "OB"
var float ob_high = na
var float ob_low = na
// Update order blocks when opposite direction candles form
if close < open // bearish candle
ob_high := high
if close > open // bullish candle
ob_low := low
// Reclaim conditions: price closes above recent bearish-high (for long), or below recent bullish-low (for short)
reclaim_long = not na(ob_high) and close > ob_high
reclaim_short = not na(ob_low) and close < ob_low
// === SESSION FILTER ===
in_session = true
if session_filter
in_session := not na(time(timeframe.period, ny_start))
// === FULL CONFLUENCE LOGIC ===
// Long confluence: BTC bias long, local bias long, sweep_long or reclaim_long, volume spike, in session
long_confluence = btc_bias_long and local_long and (sweep_long or reclaim_long) and vol_spike and in_session
// Short confluence: BTC bias short, local bias short, sweep_short or reclaim_short, volume spike, in session
short_confluence = btc_bias_short and local_short and (sweep_short or reclaim_short) and vol_spike and in_session
// === PLOTTING SIGNALS ON CHART ===
plotshape(long_confluence, title="A+ Long", style=shape.labelup, location=location.belowbar, color=color.green, size=size.small, text="A+ Long")
plotshape(short_confluence, title="A+ Short", style=shape.labeldown, location=location.abovebar, color=color.red, size=size.small, text="A+ Short")
// === ALERTS ===
alertcondition(long_confluence, title="A+ Confluence Long", message="A+ LONG: BTC bias long, local bias long, sweep/OB reclaim + volume spike. Symbol: {{ticker}}. Time: {{time}}")
alertcondition(short_confluence, title="A+ Confluence Short", message="A+ SHORT: BTC bias short, local bias short, sweep/OB reclaim + volume spike. Symbol: {{ticker}}. Time: {{time}}")
// === INFO BOX ===
var label info = na
if barstate.islast
label.delete(info)
info := label.new(x=bar_index, y=high, yloc=yloc.abovebar, style=label.style_label_left, text=
"A+ Long: " + (long_confluence ? "YES" : "NO") + "\n" +
"A+ Short: " + (short_confluence ? "YES" : "NO") + "\n" +
"BTC HTF Bias: " + (btc_bias_long ? "LONG" : btc_bias_short ? "SHORT" : "NEUTRAL") + "\n" +
"Local Bias: " + (local_long ? "LONG" : local_short ? "SHORT" : "NEUTRAL") + "\n" +
"VolSpike: " + (vol_spike ? "YES" : "NO"),
color=color.new(color.blue, 80), textcolor=color.white)
Institutional Zones: Opening & Closing Trend HighlightsDescription / Content:
Track key institutional trading periods on Nifty/Bank Nifty charts with dynamic session zones:
Opening Volatility Zone: 9:15 AM – 9:45 AM IST (Green)
Closing Institutional Zone: 1:30 PM – 3:30 PM IST (Orange)
Both zones are bounded by the day’s high and low to help visualize institutional activity and price behavior.
Key Observations:
Breakout in both closing trend and opening trends often occurs on uptrending days.
Breakdown in both closing range and opening range usually happens on downside trending days.
Price opening above the previous closing trend is often a sign of a strong opening.
This script helps traders identify trend strength, breakout/breakdown zones, and institutional participation during critical market hours.
Disclaimer:
This indicator is for educational and informational purposes only. It is not a financial advice or recommendation to buy or sell any instrument. Always confirm with your own analysis before taking any trade.
Pine Script Features:
Dynamic boxes for opening and closing sessions
Boxes adjust to the day’s high and low
Optional labels at session start
Works on intraday charts (1m, 5m, 15m, etc.)
Usage Tip:
Use this indicator in combination with trend analysis and volume data to spot strong breakout/breakdown opportunities in Nifty and Bank Nifty.
Strat 3-Bar (Outside Bar) AlertThis indicator automatically detects and alerts you when a Strat 3-Bar (Outside Bar) forms on any chart or timeframe.
An Outside Bar (3) occurs when both sides of the previous candle’s range are taken out — the high breaks above the prior bar’s high AND the low breaks below its low. It signals expansion in price discovery and potential reversals or continuations.
📈 How to Use:
1. Add this script to your chart.
2. Look for red “3” labels or triangles above outside bars.
3. To get alerts, click the TradingView alert icon (⏰):
• Condition → Strat 3-Bar (Outside Bar) Alert
• Option → “Outside Bar (3) Detected”
• Choose “Once per bar close.”
💡 Pro Tips:
- Use with Strat Assist for visual context.
- Combine with timeframe continuity for directional bias.
- Great on 15-min, 1H, and Daily charts.
---
👩🏽💻 Shared with love by Yolanda
Inspired by community discussions with Jalen (ChatGPT)
Let’s keep building each other up and mastering The Strat together! 💛
TheStrat, outsidebar, 3bar, priceaction, tradingstrategy, alert, reversal, continuation, stratassist, strat, technicalanalysis, pinev6, smartmoney
Highlight 15:00 to 19:00 candles CK - Indicator can used for back testing price movement on 1 hour timeframe for commodities
Liquidity Sniper V3 (ANTI-FAKEOUT)An advanced institutional trading indicator combining liquidity pool targeting, smart money concepts, and momentum-based entries with comprehensive risk management.
🎯 CORE FEATURES:
- Liquidity Sniper Module: Identifies and targets major liquidity pools (PDH/PDL, PWH/PWL, Equal Highs/Lows, HVN/LVN edges)
- Anti-Fakeout Stack: 10-layer confirmation system including VWAP reclaim, micro BOS, displacement, relative volume, and mitigation entries
- Momentum Engulf Add-On: Catches high-velocity impulsive moves with engulfing candles, volume spikes, and volatility breakouts
- GARCH Volatility Filter: Dynamic volatility analysis to avoid choppy conditions
- Multi-Timeframe Confirmation: Ensures alignment across timeframes before entries
📊 SIGNAL CLASSIFICATION:
- BEST (Green): Highest probability setups with all confirmations aligned - 6.0+ score
- BETTER (Medium Green): Strong setups with most confirmations - 4.5-6.0 score
- GOOD (Light Green): Valid setups with basic confirmations - 3.0-4.5 score
🔍 TRADE SCENARIOS:
S1: Liquidity Reversal - Sweeps + reversals at key levels with displacement
S2: Continuation - Trend following with VWAP mean reversion
S3: Mean Reversion - Extreme deviations (2σ+) with Fibonacci exhaustion
S4: Deep Sweep - 3σ sweeps at major liquidity with high confluence
⚡ MOMENTUM TRIGGERS:
- MET (Momentum Engulf): Bullish/bearish engulfing with 1.5x+ volume spike and ATR impulse
- VBT (Volatility Breakout): Range breakouts with sigma bursts and participation
🛡️ RISK MANAGEMENT:
- Dynamic TP/SL based on ATR, VWAP bands, and liquidity pools
- 3-tier targets (T1: VWAP, T2: Nearest pool, T3: 5R extension)
- Early invalidation tracking (0.5R movement monitoring)
- Minimum 2:1 RR requirement with cooldown periods
- RTH session filters and anti-spam protection
📈 TECHNICAL EDGE:
- SMT Divergence detection vs ES correlation
- CVD (Cumulative Volume Delta) divergence confirmation
- FVG (Fair Value Gap) and Order Block mitigation entries
- Equal highs/lows clustering analysis
- Volume profile HVN/LVN identification
⚙️ FULLY CUSTOMIZABLE:
All parameters adjustable including cooldowns, proximity thresholds, ATR multipliers, RR floors, and scenario weights.
Perfect for: ES/NQ futures, forex majors, and liquid stocks. Works on 1-15 min timeframes. Best results during NY session (9:35-11:00 AM & 1:30-3:30 PM ET).
Created for serious traders seeking institutional-grade edge with quantifiable risk/reward and high-probability setups
MarketMonkey-Indicator-Set-1 - GMMA open 🧠 MarketMonkey-Indicator-Set-1 — GMMA Open
GMMA (Guppy Multiple Moving Average) Toolkit for Trend Clarity & Timing
The MarketMonkey GMMA Open indicators brings a clean, high-performance visual of trend strength and direction using multiple exponential moving averages (EMAs) across short- and long-term time frames.
Designed for traders who want to see momentum shifts and market transitions as they happen, this version overlays directly on the price chart for quick and confident reads.
🔍 How It Works
* Short-term EMAs (3–15) track trader sentiment and momentum.
* Long-term EMAs (30–60) show investor trend commitment.
* The indicator dynamically colors the long-term EMAs:
* 🔵 Blue : Upward momentum
* 🔴 Red : Downward momentum
When the short-term group expands above the long-term group, it signals strength and potential continuation. Tightening or compression may warn of pauses or reversals.
💡 Features
* 12 adjustable EMA periods (customize your GMMA spacing)
* Automatic color shifts for trend clarity
* Live price flag for easy reference
* Compact ticker/date display in the top-right corner
* Minimalist, overlay-based design — no clutter, just clarity
📈 Best Used For
* Spotting early trend changes
* Confirming continuation or breakout setups
* Identifying compression zones before reversals
* Overlaying on ASX, S&P, FX, Gold, or Crypto charts
🔔 Part of the MarketMonkey Indicator Set series — tools built for real-world trend recognition and momentum trading.
VIX Overnight Unch or Up AlertThis indicator alerts when VIX opens the day unchanged or higher on the day. If in fact VIX opens up unchanged or higher, it will display near the first bar of the day, previous day's close time and level and the opening time and level. The close time is typically 16:15 New York Time and the opening time is 09:30 or the first print a few minutes later. I use TVC:VIX instead of CBOT because TVC for me is real time. I also use the 1 minute chart and the script is coded as 1 minute.
Tokyo Session DivisionsTokyo Session Divisions
Description:
Asia Range Breakout is a sophisticated, multi-filter trading tool designed to identify high-probability breakout opportunities during the core Asian trading session. By combining session-based range analysis with advanced confirmation filters like Heiken Ashi momentum, Ichimoku baseline trends, and EMA alignment, this indicator helps traders capture decisive moves while filtering out market noise.
Tired of false breakouts? This system provides a structured framework to trade the Sydney and Tokyo sessions with precision and confidence.
Key Features:
Multi-Session Range Tracking:
Monitors 6 distinct pre-defined Asian sessions (Sydney Box, Tokyo Pre-Open, Tokyo Launch, etc.).
Dynamically plots High and Low boundaries for each session (Teal for Highs, Red for Lows).
Individually toggleable sessions to focus on your preferred trading window.
Smart Alert & Signal System:
Generates alerts based on Heiken Ashi candle closings relative to session ranges.
Dual-Size Signals: Differentiates between "Large" breakouts (outside the range) and "Small" signals (within the range).
Configurable alert timeframe for confirmation candle closure.Built-in Sound Alerts for real-time notifications.
Advanced Confirmation Filters:
Heiken Ashi Momentum Filter: Ensures breakout candles have significant momentum, adjustable via a threshold multiplier.
EMA 200 Filter: Confirms the breakout's alignment with the broader trend.
Ichimoku Baseline (Kijun-sen) Filter: Uses a dynamic support/resistance level for additional confirmation.
Ichimoku Baseline Divergence Filter: A unique feature that requires the baseline's slope to match the breakout direction (Bullish for buys, Bearish for sells).
ATR Volatility Filter: (Optional) Ensures the breakout candle has sufficient range relative to recent market volatility.
Visual Enhancements:
Take-Profit Lines: Projects profit targets using ATR and connects consecutive alerts with a trendline.
Heiken Ashi Overlay: Displays smoothed Heiken Ashi candles directly on the main chart for cleaner trend visualization.
Divergence Trend Line: Visually plots the slope of the Ichimoku Baseline for quick trend assessment.
Session Background Highlighter: Shades the active sessions for easy time reference.
Comprehensive Debug Info Box: Provides real-time feedback on filter status, perfect for strategy validation and learning.
Usage Instructions & Tips:
1. Initial Setup:
Start simple! Apply the indicator to a 5-minute or 1-minute chart.
Recommended Instruments:
Forex: Major pairs like AUD/USD , USD/JPY or EUR/JPY.
Indices: `NAS100` (Nasdaq), `US30` (Dow Jones), `JP225` (Nikkei 225).
Commodities: `XAUUSD` (Gold).
Initially, enable only the Sydney Box (00:30 - 03:15 UTC) as it is the most robust session, then explore others.
2. Interpreting the Signals:
Large Green Arrow (Above Bar): A strong BUY signal. The Heiken Ashi candle closed above the session's High, and all enabled filters are confirmed.
Small Green Arrow (Above Bar): A moderate BUY signal. The candle closed bullishly but within the session range.
Large Red Arrow (Below Bar): A strong SELL signal. The Heiken Ashi candle closed below the session's Low, with filter confirmation.
Small Red Arrow (Below Bar): A moderate SELL signal. The candle closed bearishly but within the session range.
3. Optimizing Your Strategy:
Filter Tuning: The default filters are balanced. Adjust them based on your risk appetite:
Increase the Heiken Ashi Threshold (e.g., to 0.2) for fewer, but stronger signals.
Disable filters like ATR or Divergence if you find them too restrictive.
The Power of Divergence: The Ichimoku Divergence filter is a powerful trend-confirmation tool. Pay close attention to it for the highest-quality signals.
Use the Debug Box: Enable the "Show Debug Info Box" to see exactly why a signal did or did not trigger. This is invaluable for understanding the indicator's logic and avoiding bad trades.
4. Risk Management:
The TP Lines provide a logical profit target based on market volatility. Consider using them for setting take-profit orders.
Always use a stop-loss. A logical level is the opposite side of the session range (e.g., for a buy signal, place a stop below the session low).
NY Session Divisions⭐NY Session Divisions - Professional Trading Session Manager
NY Session Divisions is an advanced trading indicator that professionally segments the New York trading day into precise sessions, providing institutional-grade market structure analysis with smart breakout detection and comprehensive filtering systems.
✨ KEY FEATURES
🕒 8 Professional Trading Sessions
- US Overnight Range (03:30-11:50)
- NY Pre-Open (16:45-17:00)
- NY First Session ORB (17:00-17:15)
- Premarket Range - Recommended by Mahdi Salari*
- NY Midday Range
- NY 2nd Pre-Open
- 2nd Session ORB
- US After Hours ORB
🎯 Advanced Trading Strategies
- School Run Strategy (SRS) by Tom Hougaard - Breakout-focused approach
- Anti-SRS Strategy - Range-trading methodology
- Dual Strategy System - Combine breakout and range trading for maximum flexibility
🔔 Smart Alert System
- Multi-timeframe confirmation
- Heiken Ashi candle validation
- Customizable alert conditions
- Sound notifications with detailed messages
- Post-close confirmation to avoid false signals
🛡️ Professional Filter Stack
- Ichimoku Baseline
- Divergence Detection - Advanced market analysis
- EMA 200 Filter - Trend alignment
- Ichimoku Baseline - Market structure
- ATR Filter - Volatility validation
- RSI Filter - Momentum confirmation
🎨 Advanced Visualization
- Clean session range displays
- Professional Heiken Ashi candles
- Smart breakout markers (Small/Tiny for signal strength)
- Take Profit lines with ATR-based calculations
- Customizable colors and opacity
🏆 WHY TRADERS LOVE THIS INDICATOR
✅ For Breakout Traders
- Precise session boundary detection
- Clean breakout signals with confirmation
- Multiple filter validation
✅ For Range Traders
- Clear session range identification
- Anti-SRS strategy for range-bound markets
- Support/Resistance level tracking
✅ For Professional Traders
- Institutional-grade session management
- Comprehensive filtering system
- Multi-timeframe analysis
- Customizable risk management
⚡ QUICK START GUIDE
Basic Setup (2 Minutes)
1. Enable Sessions** - Choose 1-2 sessions to start
2. Set Alerts - Configure your preferred notification method
3. Apply Filters - Enable EMA 200 and Ichimoku for starters
Advanced Configuration
- Combine SRS + Anti-SRS for comprehensive strategy
- Use multiple divergence filters for confirmation
- Customize TP lines based on your risk profile
- Drawing 1st and 2nd Session Close lines
PROFESSIONAL TIPS
Session Selection Strategy
- Start with Session 1 (US Overnight) for overall market trend identification
- Add Session 3 (NY First ORB) for opening momentum
- Use Session 4 (Premarket) for the best perfomance of the breakout strategy
Filter Optimization
- Conservative : EMA 200 + Ichimoku Baseline
- Balanced : Add ATR filter for volatility check 0.8 is enough
- Aggressive : Enable all filters for maximum confirmation but the number of signal and performance will decrease
Risk Management
- Use TP lines for automatic profit targets
- Combine with proper position sizing
- Always use stop losses
🔧 TECHNICAL SPECIFICATIONS
- Platform : TradingView Pine Script v6
- Markets : All US trading instruments (ES, NQ, YM, CL, etc.)
- Timeframes : 1min to Daily
- Auto DST Handling : Yes
- Real-time Processing : Yes
📊 PERFORMANCE FEATURES
- Zero Repaint - All signals confirmed after candle close
- Multi-Timeframe - Works across all chart timeframes
- Resource Optimized - Efficient calculation methods
- User Customizable - Complete control over all parameters
- Consistent Performance - Reliable session-based signals
- Professional Grade - Institutional-level analysis tools
- Continuous Updates - Regular improvements and enhancements
- Community Supported - Active user community and support
🔄 KEEP UPDATED
Click the Favorite Star ⭐ to receive update notifications and stay current with new features and improvements!
Professional traders don't guess - they analyze. NY Session Divisions gives you the analytical edge.
Happy Trading! 📈
Created with precision for serious traders
DISCLAIMER
This indicator is for educational and informational purposes only. It should not be considered as financial advice. Always practice proper risk management and test strategies in demo accounts before live trading. Past performance does not guarantee future results.
Buy vs Sell Liquidity + Difference (Bottom Right)Script Summary (Short Notes)
⚙️ Purpose
Tracks and displays Buy Volume vs Sell Volume difference during the day, based on candle direction.
Useful for spotting liquidity imbalance between buyers and sellers.
📊 How It Works
Volume Classification
If close > open → counts volume as Buy Volume
If close < open → counts volume as Sell Volume
Aggregation Timeframe
You can select a timeframe (1, 2, 3, 5, 15, 30 mins)
Script recalculates data from that aggregation level.
Daily Reset
At the start of a new trading day, totals reset to zero.
Cumulative Calculation
Adds all buy/sell volumes as the day progresses.
Calculates:
Total Volume
Difference (BUY − SELL)
Percentages (%)
Dual Table Dashboard - Correct V3add RSI Data## 📈 Trading Applications
### 1. Trend Following Strategy
```
1. Check TABLE 1 for trend direction (AnEMA29 + PDMDR)
2. If both green → Look for longs
3. If both red → Look for shorts
4. Use TABLE 2 for entry levels
```
### 2. Support/Resistance Strategy
```
@70 levels = Resistance (sell/take profit zones)
@50 levels = Pivot (breakout levels)
@30 levels = Support (buy/accumulation zones)
```
### 3. Multi-Timeframe Alignment
```
W_RSI → Weekly bias (long-term)
D_RSI → Daily bias (medium-term)
Sto50 → Current position (swing)
Sto12 → Immediate position (day trade)
RSI(7) & RSI(3) → Entry timing (scalp)
```
### 4. Color Scanning Method
**Quick visual analysis:**
- Count greens vs reds in each row
- More greens = Bullish position
- More reds = Bearish position
- Mixed colors = Transitioning/choppy
---
## ✅ Verification & Accuracy
### Tested Against AmiBroker:
- ✅ RSI band values match within ±0.01%
- ✅ Stochastic channels match exactly
- ✅ Color logic matches exactly
- ✅ All formulas verified line-by-line
### Known Minor Differences:
Small variations (<1%) may occur due to:
1. **Platform calculation precision** - Different floating-point engines
2. **Historical data feeds** - Slight variations in past prices
3. **Weekly bar boundaries** - TradingView vs AmiBroker week definitions
4. **Initialization period** - First N bars need to "warm up"
**These minor differences don't affect trading signals!**
---
## ⚙️ Settings & Customization
### Input Parameters:
```pine
emaLen = 29 // EMA Length for angle calculation
rangePeriods = 30 // Angle normalization lookback
rangeConst = 25 // Angle normalization constant
dmiLen = 14 // DMI/ADX Length for PDMDR
```
### Available Positions:
Can be changed in the code:
- `position.top_left`
- `position.top_center`
- `position.top_right`
- `position.middle_left` (Table 2 default)
- `position.middle_center`
- `position.middle_right`
- `position.bottom_left` (Table 1 default)
- `position.bottom_center`
- `position.bottom_right`
### Text Sizes:
- `size.tiny`
- `size.small` (current default)
- `size.normal`
- `size.large`
- `size.huge`
---
## 🎯 Best Practices
### DO:
✅ Use multiple confirmations before entering trades
✅ Combine with price action and chart patterns
✅ Pay attention to color changes across timeframes
✅ Use @50 levels as key pivot points
✅ Watch for alignment between W_RSI and D_RSI
### DON'T:
❌ Trade based on color alone without confirmation
❌ Ignore the overall trend (Table 1)
❌ Enter trades against strong trend signals
❌ Overtrade when colors are mixed/choppy
❌ Ignore risk management rules
---
## 📊 Example Reading
### Bullish Setup:
```
TABLE 1:
AnEMA29: Green (15°) across all 3 bars
PDMDR: Green (1.65) and rising
TABLE 2:
W_RSI@50: Green (price above)
D_RSI@50: Green (price above)
Sto50@50: Green (price above midpoint)
Sto12@50: Green (price above midpoint)
Interpretation: Strong bullish trend confirmed across multiple timeframes
Action: Look for long entries on pullbacks to @50 or @30 levels
```
### Bearish Setup:
```
TABLE 1:
AnEMA29: Red (-12°) across all 3 bars
PDMDR: Red (0.45) and falling
TABLE 2:
W_RSI@50: Red (price below)
D_RSI@50: Red (price below)
Sto50@50: Red (price below midpoint)
Interpretation: Strong bearish trend confirmed
Action: Look for short entries on rallies to @50 or @70 levels
```
### Reversal Signal:
```
TABLE 1:
-2D: Red, -1D: Yellow, 0D: Green (momentum shifting)
TABLE 2:
Price just crossed above multiple @50 levels
Colors changing from red to green
Interpretation: Potential trend reversal in progress
Action: Wait for confirmation, consider early long entry with tight stop
```
---
## 🔍 Troubleshooting
### "Values don't match AmiBroker exactly"
- Check you're on the same timeframe
- Verify the symbol is identical
- Compare historical data (last 20 closes)
- Small differences (<1%) are normal
### "Tables are overlapping"
- Adjust positions in code
- Use different combinations (top/middle/bottom with left/center/right)
### "Colors seem wrong"
- Verify current close price
- Check if you're comparing same bar
- Ensure both platforms use same session times
### "Script takes too long"
- Use on Daily or higher timeframes
- The RSI band calculation is computationally intensive
- Don't run on tick-by-tick data
---
## 📝 Version History
**v3.0 (Final)** - Current version
- RSI band calculation verified correct
- Tables positioned bottom-left and middle-left
- All values match AmiBroker
- Production ready ✅
**v2.0**
- Fixed RSI band algorithm order (calculate before updating P/N)
- Improved variable scope handling
**v1.0**
- Initial implementation
- Had incorrect RSI band calculation
---
## 📄 Files in Package
Advanced Multi-Timeframe Trend & Signal System═══════════════════════════════════════════════════════════════
ADVANCED MULTI-TIMEFRAME TREND & SIGNAL SYSTEM v1.0
═══════════════════════════════════════════════════════════════
Created by: Zakaria Safri
License: Mozilla Public License 2.0
A comprehensive technical analysis tool designed for traders seeking
multi-dimensional market insights. This indicator combines proven
technical analysis methods with modern visualization techniques.
═══════════════════════════════════════════════════════════════
KEY FEATURES
═══════════════════════════════════════════════════════════════
✓ SUPERTREND SIGNAL GENERATION
- Customizable sensitivity settings
- Clear long/short entry signals
- Automatic trend direction detection
- ATR-based dynamic calculations
✓ MULTI-TIMEFRAME DASHBOARD
- Real-time trend analysis across 6 timeframes
- Synchronized trend confirmation
- Customizable table position and size
- Current: 1M, 5M, 15M, 1H, 1D coverage
✓ QQE REVERSAL DETECTION
- Quantitative Qualitative Estimation algorithm
- Early reversal signal identification
- Adjustable RSI and smoothing parameters
- Confirmation-based plotting
✓ DYNAMIC SUPPORT & RESISTANCE
- Pivot-based level calculation
- Quick and standard pivot detection
- Color-coded zones (8 levels)
- Automatic level updates
✓ MOMENTUM BREAKOUT SIGNALS
- Ichimoku-inspired calculations
- Bullish and bearish breakout detection
- Visual zone highlighting
- Trend confirmation filters
✓ RISK MANAGEMENT SYSTEM
- ATR-based stop loss calculation
- Multiple take profit targets (TP1, TP2, TP3)
- Customizable risk-to-reward ratios
- Dynamic price level tracking
- Hit detection markers
✓ VOLATILITY BANDS
- Keltner Channel implementation
- Multiple band layers (3 levels)
- EMA-based calculations
- Adaptive to market conditions
✓ TREND CLOUD VISUALIZATION
- Dual moving average cloud
- Clear trend direction indication
- Customizable color scheme
- Trend bar coloring
═══════════════════════════════════════════════════════════════
HOW TO USE
═══════════════════════════════════════════════════════════════
SETUP:
1. Add indicator to your chart
2. Configure sensitivity in Core Signals section
3. Enable desired features (signals, reversals, breakouts)
4. Set up risk management levels if trading
5. Position MTF dashboard to preference
SIGNAL INTERPRETATION:
• LONG Signal: Price crosses above Supertrend
• SHORT Signal: Price crosses below Supertrend
• REV (Reversal): QQE indicates potential trend change
• Diamond Breakouts: Momentum shift confirmation
• T1/T2/T3: Take profit level hits
MULTI-TIMEFRAME ANALYSIS:
• Green (BULL): Higher timeframe supports uptrend
• Red (BEAR): Higher timeframe supports downtrend
• Use for trend alignment and confirmation
• Best results when multiple timeframes align
RISK MANAGEMENT:
• Enable Stop Loss for automatic SL calculation
• Activate TP levels based on trading style
• Adjust Risk-to-Reward ratio (1:1 to 1:10)
• Monitor hit detection circles for exits
═══════════════════════════════════════════════════════════════
TECHNICAL SPECIFICATIONS
═══════════════════════════════════════════════════════════════
CALCULATIONS:
• Supertrend: ATR-based with customizable multiplier
• QQE: Modified RSI with Wilders smoothing
• Keltner Channels: EMA basis with ATR bands
• Pivots: Standard left/right bar methodology
• Support/Resistance: Multi-level pivot analysis
PARAMETERS:
• Supertrend Sensitivity: 0.5 to 10.0 (default: 2.0)
• RSI Period: 5 to 50 (default: 14)
• QQE Multiplier: 1.0 to 10.0 (default: 4.238)
• Risk-to-Reward: 1 to 10 (default: 4)
TIMEFRAMES:
Compatible with all timeframes. MTF dashboard displays:
• 1 Minute (1M)
• 5 Minutes (5M)
• 15 Minutes (15M)
• 1 Hour (1H)
• 1 Day (1D)
• Current chart timeframe
═══════════════════════════════════════════════════════════════
CUSTOMIZATION OPTIONS
═══════════════════════════════════════════════════════════════
VISUAL:
• Professional color scheme (Cyan/Orange)
• Adjustable table position (9 positions)
• Table size options (tiny/small/normal/large)
• Transparent zone highlighting
• Clean, modern label design
TOGGLES:
• Enable/disable any feature independently
• Show/hide signals, reversals, breakouts
• Toggle S/R levels and zones
• Control trend cloud and bands
• Master trend line optional
ALERTS:
The indicator provides visual signals that can be used with
TradingView's alert system by setting alerts on the indicator.
═══════════════════════════════════════════════════════════════
BEST PRACTICES
═══════════════════════════════════════════════════════════════
✓ Combine signals for higher probability setups
✓ Use MTF dashboard for trend confirmation
✓ Respect S/R levels for entry/exit planning
✓ Monitor QQE reversals at key price levels
✓ Adjust sensitivity based on asset volatility
✓ Test on demo/paper trading first
✓ Use proper risk management always
═══════════════════════════════════════════════════════════════
IMPORTANT DISCLAIMER
═══════════════════════════════════════════════════════════════
This indicator is a technical analysis tool and does NOT:
• Guarantee profitable trades
• Provide financial advice
• Predict future price movements with certainty
• Replace proper risk management
• Substitute for personal due diligence
Past performance does not indicate future results. All trading
involves risk. Users should:
- Understand the indicator's logic
- Test thoroughly before live trading
- Use appropriate position sizing
- Never risk more than they can afford to lose
- Consult financial advisors if needed
═══════════════════════════════════════════════════════════════
CODING STANDARDS
═══════════════════════════════════════════════════════════════
This indicator follows PineCoders Coding Conventions:
✓ Proper variable naming (prefixes: i_, f_, c_)
✓ Clear function documentation
✓ Organized code structure
✓ Type declarations
✓ Efficient calculations
✓ No repainting (confirmed signals)
✓ Proper use of request.security
═══════════════════════════════════════════════════════════════
SUPPORT & UPDATES
═══════════════════════════════════════════════════════════════
Version: 1.0
Author: Zakaria Safri
License: MPL 2.0
Last Updated: 2024
For questions, feedback, or suggestions, please comment below.
═══════════════════════════════════════════════════════════════
#trading #signals #supertrend #multiTimeframe #QQE #reversals
#supportResistance #riskManagement #trendAnalysis #momentum
Multi-Timeframe EMA (5 Configurable)Here's a comprehensive description you can use for your indicator:
Multi-Timeframe EMA Indicator (5 Configurable Slots)
Description
This indicator displays up to 5 Exponential Moving Averages (EMAs) from different timeframes simultaneously on a single chart. Perfect for multi-timeframe analysis, it allows traders to visualize key EMAs from intraday to higher timeframes without switching charts.
Key Features
5 Independent EMA Slots: Each slot can be configured with its own timeframe, EMA length, and color
Flexible Configuration: Mix any timeframes and EMA lengths (e.g., 1m EMA 50, 15m EMA 200, 4h EMA 100)
Smart Label Formatting: Automatically displays timeframes in readable format (minutes, hours, or days)
Optional Data Table: Toggle a compact table showing EMA values and price distance percentages
Individual Toggle Controls: Enable/disable each EMA independently without losing settings
Customizable Styling: Adjust colors and line width to match your chart theme
Default Configuration
EMA 1: 1-minute timeframe, EMA 200 (Red)
EMA 2: 5-minute timeframe, EMA 200 (Purple)
EMA 3: 15-minute timeframe, EMA 200 (Yellow)
EMA 4: 1-hour timeframe, EMA 200 (Blue)
EMA 5: 4-hour timeframe, EMA 200 (Orange)
How to Use
Add the indicator to any chart
Configure each EMA slot in the settings:
Timeframe: Choose from 1m, 5m, 15m, 1h, 4h, D, W, M, or custom
Length: Set the EMA period (default 200)
Color: Select a color for easy identification
Enable "Show Line Labels" to see EMA identifiers on the right side
Enable "Show Values Table" for a detailed view of current values and distances
Use Cases
Trend Analysis: Identify alignment across multiple timeframes
Support/Resistance: Use higher timeframe EMAs as dynamic S/R levels
Entry/Exit Timing: Enter on lower timeframe signals near higher timeframe EMAs
Multi-Timeframe Confirmation: Validate setups when price is above/below key EMAs
Scalping: Monitor 1m/5m EMAs while respecting 1h/4h trend direction
Tips
All EMAs update in real-time and move with the chart
Use contrasting colors for easier visual distinction
Disable unused slots to declutter your chart
The table shows percentage distance from current price to each EMA
Works on any symbol and any chart timeframe
Smart MACD Volume Trader# Smart MACD Volume Trader
## Overview
Smart MACD Volume Trader is an enhanced momentum indicator that combines the classic MACD (Moving Average Convergence Divergence) oscillator with an intelligent high-volume filter. This combination significantly reduces false signals by ensuring that trading signals are only generated when price momentum is confirmed by substantial volume activity.
The indicator supports over 24 different instruments including major and exotic forex pairs, precious metals (gold and silver), energy commodities (crude oil, natural gas), and industrial metals (copper). For forex and commodity traders, the indicator automatically maps to CME and COMEX futures contracts to provide accurate institutional-grade volume data.
## Originality and Core Concept
Traditional MACD indicators generate signals based solely on price momentum, which can result in numerous false signals during low-activity periods or ranging markets. This indicator addresses this critical weakness by introducing a volume confirmation layer with automatic institutional volume integration.
**What makes this approach original:**
- Signals are triggered only when MACD crossovers coincide with elevated volume activity
- Implements a lookback mechanism to detect volume spikes within recent bars
- Automatically detects and maps 24+ forex pairs and commodities to their corresponding CME and COMEX futures contracts
- Provides real institutional volume data for forex pairs where spot volume is unreliable
- Combines two independent market dimensions (price momentum and volume) into a single, actionable signal
- Includes intelligent asset detection that works across multiple exchanges and ticker formats
**The underlying principle:** Volume validates price movement. When institutional money enters the market, it creates volume signatures. By requiring high volume confirmation and using actual institutional volume data from futures markets, this indicator filters out weak price movements and focuses on trades backed by genuine market participation. The automatic futures mapping ensures that forex and commodity traders always have access to the most accurate volume data available, without manual configuration.
## How It Works
### MACD Component
The indicator calculates MACD using standard methodology:
1. **Fast EMA (default: 12 periods)** - Tracks short-term price momentum
2. **Slow EMA (default: 26 periods)** - Tracks longer-term price momentum
3. **MACD Line** - Difference between Fast EMA and Slow EMA
4. **Signal Line (default: 9-period SMA)** - Smoothed average of MACD line
**Crossover signals:**
- **Bullish:** MACD line crosses above Signal line (momentum turning positive)
- **Bearish:** MACD line crosses below Signal line (momentum turning negative)
### Volume Filter Component
The volume filter adds an essential confirmation layer:
1. **Volume Moving Average** - Calculates exponential MA of volume (default: 20 periods)
2. **High Volume Threshold** - Multiplies MA by ratio (default: 2.0x or 200%)
3. **Volume Detection** - Identifies bars where current volume exceeds threshold
4. **Lookback Period** - Checks if high volume occurred in recent bars (default: 5 bars)
**Signal logic:**
- Buy/Sell signals only trigger when BOTH conditions are met:
- MACD crossover/crossunder occurs
- High volume detected within lookback period
### Automatic CME Futures Integration
For forex traders, spot FX volume data can be unreliable or non-existent. This indicator solves this problem by automatically detecting forex pairs and mapping them to corresponding CME futures contracts with real institutional volume data.
**Supported Major Forex Pairs (7):**
- EURUSD → CME:6E1! (Euro FX Futures)
- GBPUSD → CME:6B1! (British Pound Futures)
- AUDUSD → CME:6A1! (Australian Dollar Futures)
- USDJPY → CME:6J1! (Japanese Yen Futures)
- USDCAD → CME:6C1! (Canadian Dollar Futures)
- USDCHF → CME:6S1! (Swiss Franc Futures)
- NZDUSD → CME:6N1! (New Zealand Dollar Futures)
**Supported Exotic Forex Pairs (4):**
- USDMXN → CME:6M1! (Mexican Peso Futures)
- USDRUB → CME:6R1! (Russian Ruble Futures)
- USDBRL → CME:6L1! (Brazilian Real Futures)
- USDZAR → CME:6Z1! (South African Rand Futures)
**Supported Cross Pairs (6):**
- EURJPY → CME:6E1! (Uses Euro Futures)
- GBPJPY → CME:6B1! (Uses British Pound Futures)
- EURGBP → CME:6E1! (Uses Euro Futures)
- AUDJPY → CME:6A1! (Uses Australian Dollar Futures)
- EURAUD → CME:6E1! (Uses Euro Futures)
- GBPAUD → CME:6B1! (Uses British Pound Futures)
**Supported Precious Metals (2):**
- Gold (XAUUSD, GOLD) → COMEX:GC1! (Gold Futures)
- Silver (XAGUSD, SILVER) → COMEX:SI1! (Silver Futures)
**Supported Energy Commodities (3):**
- WTI Crude Oil (USOIL, WTIUSD) → NYMEX:CL1! (Crude Oil Futures)
- Brent Oil (UKOIL) → NYMEX:BZ1! (Brent Crude Futures)
- Natural Gas (NATGAS) → NYMEX:NG1! (Natural Gas Futures)
**Supported Industrial Metals (1):**
- Copper (COPPER) → COMEX:HG1! (Copper Futures)
**How the automatic detection works:**
The indicator intelligently identifies the asset type by analyzing:
1. Exchange name (FX, OANDA, TVC, COMEX, NYMEX, etc.)
2. Currency pair pattern (6-letter codes like EURUSD, GBPUSD)
3. Commodity identifiers (XAU for gold, XAG for silver, OIL for crude)
When a supported instrument is detected, the indicator automatically switches to the corresponding futures contract for volume analysis. For stocks, cryptocurrencies, and other assets, the indicator uses the native volume data from the current chart.
**Visual feedback:**
An information table appears in the top-right corner of the MACD pane showing:
- Current chart symbol
- Exchange name
- Currency pair or asset name
- Volume source being used (highlighted in orange for futures, yellow for native volume)
- Current high volume status
This provides complete transparency about which data source the indicator is using for its volume analysis.
## How to Use
### Basic Setup
1. Add the indicator to your chart
2. The indicator displays in a separate pane (MACD) and overlay (signals/volume bars)
3. Default settings work well for most assets, but can be customized
### Signal Interpretation
### Visual Signals
**Visual Signals:**
- **Green "BUY" label** - Bullish MACD crossover confirmed by high volume
- **Red "SELL" label** - Bearish MACD crossunder confirmed by high volume
- **Green/Red candles** - Highlight bars with volume exceeding the threshold
- **Light green/red background** - Emphasizes signal bars on the chart
**Information Table:**
A detailed information table appears in the top-right corner of the MACD pane, providing real-time transparency about the indicator's operation:
- **Chart:** Current symbol being analyzed
- **Exchange:** The exchange or data feed being used
- **Pair:** The currency pair or asset name extracted from the ticker
- **Volume From:** The actual symbol used for volume analysis
- Orange color indicates CME or COMEX futures are being used (automatic institutional volume)
- Yellow color indicates native volume from the chart symbol is being used
- Hover tooltip shows whether automatic futures mapping is active
- **High Volume:** Current status showing YES (green) when volume exceeds threshold, NO (gray) otherwise
This table ensures complete transparency and allows you to verify that the correct volume source is being used for your analysis.
**Volume Analysis:**
- Gray histogram bars = Normal volume
- Red histogram bars = High volume (exceeds threshold)
- Green line = Volume moving average baseline
**MACD Analysis:**
- Blue line = MACD line (momentum indicator)
- Orange line = Signal line (trend confirmation)
- Gray dotted line = Zero line (bullish above, bearish below)
### Parameter Customization
**MACD Parameters:**
- Adjust Fast/Slow EMA lengths for different sensitivities
- Shorter periods = More signals, faster response
- Longer periods = Fewer signals, less noise
**Volume Parameters:**
- **Volume MA Period:** Higher values smooth volume analysis
- **High Volume Ratio:** Lower values (1.5x) = More signals; Higher values (3.0x) = Fewer, stronger signals
- **Volume Lookback Bars:** Controls how recent the volume spike must be
**Direction Filters:**
- **Only Buy Signals:** Enables long-only strategy mode
- **Only Sell Signals:** Enables short-only strategy mode
### Alert Configuration
The indicator includes three alert types:
1. **Buy Signal Alert** - Triggers when bullish signal appears
2. **Sell Signal Alert** - Triggers when bearish signal appears
3. **High Volume Alert** - Triggers when volume exceeds threshold
To set up alerts:
1. Click the indicator name → "Add alert on Smart MACD Volume Trader"
2. Select desired alert condition
3. Configure notification method (popup, email, webhook, etc.)
## Trading Strategy Guidelines
### Best Practices
**Recommended markets:**
- Liquid stocks (large-cap, high daily volume)
- Major forex pairs (EURUSD, GBPUSD, USDJPY, AUDUSD, USDCAD, USDCHF, NZDUSD)
- Exotic forex pairs (USDMXN, USDRUB, USDBRL, USDZAR)
- Cross pairs (EURJPY, GBPJPY, EURGBP, AUDJPY, EURAUD, GBPAUD)
- Precious metals (Gold, Silver with automatic COMEX futures mapping)
- Energy commodities (Crude Oil, Natural Gas with automatic NYMEX futures mapping)
- Industrial metals (Copper with automatic COMEX futures mapping)
- Major cryptocurrency pairs
- Index futures and ETFs
**Timeframe recommendations:**
- **Day trading:** 5-minute to 15-minute charts
- **Swing trading:** 1-hour to 4-hour charts
- **Position trading:** Daily charts
**Risk management:**
- Use signals as entry confirmation, not standalone strategy
- Combine with support/resistance levels
- Consider overall market trend direction
- Always use stop-loss orders
### Strategy Examples
**Trend Following Strategy:**
1. Identify overall trend using higher timeframe (e.g., daily chart)
2. Trade only in trend direction
3. Use "Only Buy" filter in uptrends, "Only Sell" in downtrends
4. Enter on signal, exit on opposite signal or at resistance/support
**Volume Breakout Strategy:**
1. Wait for consolidation period (low volume, tight MACD range)
2. Enter when signal appears with high volume (confirms breakout)
3. Target previous swing highs/lows
4. Stop loss below/above recent consolidation
**Forex Scalping Strategy (with automatic CME futures):**
1. The indicator automatically detects forex pairs and uses CME futures volume
2. Trade during active sessions only (use session filter)
3. Focus on quick profits (10-20 pips)
4. Exit at opposite signal or profit target
**Commodities Trading Strategy (Gold, Silver, Oil):**
1. The indicator automatically maps to COMEX and NYMEX futures contracts
2. Trade during high-liquidity sessions (overlap of major markets)
3. Use the high volume confirmation to identify institutional entry points
4. Combine with key support and resistance levels for entries
5. Monitor the information table to confirm futures volume is being used (orange color)
6. Exit on opposite MACD signal or at predefined profit targets
## Why This Combination Works
### The Volume Advantage
Studies consistently show that price movements accompanied by high volume are more likely to continue, while low-volume movements often reverse. This indicator leverages this principle by requiring volume confirmation.
**Key benefits:**
1. **Reduced False Signals:** Eliminates MACD whipsaws during low-volume consolidation
2. **Confirmation Bias:** Two independent indicators (price momentum + volume) agreeing
3. **Institutional Alignment:** High volume often indicates institutional participation
4. **Trend Validation:** Volume confirms that price momentum has "conviction"
### Statistical Edge
By combining two uncorrelated signals (MACD crossovers and volume spikes), the indicator creates a higher-probability setup than either signal alone. The lookback mechanism ensures signals aren't missed if volume spike slightly precedes the MACD cross.
## Supported Exchanges and Automatic Detection
The indicator includes intelligent asset detection that works across multiple exchanges and ticker formats:
**Forex Exchanges (Automatic CME Mapping):**
- FX (TradingView forex feed)
- OANDA
- FXCM
- SAXO
- FOREXCOM
- PEPPERSTONE
- EASYMARKETS
- FX_IDC
**Commodity Exchanges (Automatic COMEX/NYMEX Mapping):**
- TVC (TradingView commodity feed)
- COMEX (directly)
- NYMEX (directly)
- ICEUS
**Other Asset Classes (Native Volume):**
- Stock exchanges (NASDAQ, NYSE, AMEX, etc.)
- Cryptocurrency exchanges (BINANCE, COINBASE, KRAKEN, etc.)
- Index providers (SP, DJ, etc.)
The detection algorithm analyzes three factors:
1. Exchange prefix in the ticker symbol
2. Pattern matching for currency pairs (6-letter codes)
3. Commodity identifiers in the symbol name
This ensures accurate automatic detection regardless of which data feed or exchange you use for charting. The information table in the top-right corner always displays which volume source is being used, providing complete transparency.
## Technical Details
**Calculations:**
- MACD Fast MA: EMA(close, fastLength)
- MACD Slow MA: EMA(close, slowLength)
- MACD Line: Fast MA - Slow MA
- Signal Line: SMA(MACD Line, signalLength)
- Volume MA: Exponential MA of volume
- High Volume: Current volume >= Volume MA × Ratio
**Signal logic:**
```
Buy Signal = (MACD crosses above Signal) AND (High volume in last N bars)
Sell Signal = (MACD crosses below Signal) AND (High volume in last N bars)
```
## Parameters Reference
| Parameter | Default | Description |
|-----------|---------|-------------|
| Volume Symbol | Blank | Manual override for volume source (leave blank for automatic detection) |
| Use CME Futures | False | Legacy option (automatic detection is now built-in) |
| Alert Session | 1530-2200 | Active session time range for alerts |
| Timezone | UTC+1 | Timezone for alert sessions |
| Volume MA Period | 20 | Number of periods for volume moving average |
| High Volume Ratio | 2.0 | Volume threshold multiplier (2.0 = 200% of average) |
| Volume Lookback | 5 | Number of bars to check for high volume confirmation |
| MACD Fast Length | 12 | Fast EMA period for MACD calculation |
| MACD Slow Length | 26 | Slow EMA period for MACD calculation |
| MACD Signal Length | 9 | Signal line SMA period |
| Only Buy | False | Filter to show only bullish signals |
| Only Sell | False | Filter to show only bearish signals |
| Show Signals | True | Display buy and sell labels on chart |
## Optimization Tips
**For volatile markets (crypto, small caps):**
- Increase High Volume Ratio to 2.5-3.0
- Reduce Volume Lookback to 3-4 bars
- Consider faster MACD settings (8, 17, 9)
**For stable markets (large-cap stocks, bonds):**
- Decrease High Volume Ratio to 1.5-1.8
- Increase Volume MA Period to 30-50
- Use standard MACD settings
**For forex (with automatic CME futures):**
- The indicator automatically uses CME futures when forex pairs are detected
- Set appropriate trading session based on your timezone
- Use Volume Lookback of 5-7 bars
- Consider session-based alerts only
- Monitor the information table to verify correct futures mapping
**For commodities (Gold, Silver, Oil, Copper):**
- The indicator automatically maps to COMEX and NYMEX futures
- Increase High Volume Ratio to 2.0-2.5 for metals
- Use slightly higher Volume MA Period (25-30) for smoother analysis
- Trade during active market hours for best volume data
- The information table will show the futures contract being used (orange highlight)
## Limitations and Considerations
**What this indicator does NOT do:**
- Does not predict future price direction
- Does not guarantee profitable trades
- Does not replace proper risk management
- Does not work well in extremely low-volume conditions
**Market conditions to avoid:**
- Pre-market and after-hours sessions (low volume)
- Major news events (volatile, unpredictable volume)
- Holidays and low-liquidity periods
- Extremely low float stocks
## Conclusion
Smart MACD Volume Trader represents a significant evolution of the traditional MACD indicator by combining volume confirmation with automatic institutional volume integration. This dual-confirmation approach significantly improves signal quality by filtering out low-conviction price movements and ensuring traders work with accurate volume data.
The indicator's automatic detection and mapping system supports over 24 instruments across forex, commodities, and metals markets. By intelligently switching to CME and COMEX futures contracts when appropriate, the indicator provides forex and commodity traders with the same quality of volume data that stock traders naturally have access to.
This indicator is particularly valuable for traders who want to:
- Align their entries with institutional money flow
- Avoid getting trapped in false breakouts
- Trade forex pairs with reliable volume data
- Access accurate volume information for gold, silver, and energy commodities
- Combine momentum and volume analysis in a single, streamlined tool
Whether you are day trading stocks, swing trading forex pairs, or positioning in commodities markets, this indicator provides a robust framework for identifying high-probability momentum trades backed by genuine institutional participation. The automatic futures mapping works seamlessly across all supported instruments, requiring no manual configuration or expertise in futures markets.
---
## Support and Updates
This indicator is actively maintained and updated based on user feedback and market conditions. For questions about implementation or custom modifications, please use the comments section below.
**Disclaimer:** This indicator is for educational and informational purposes only. Past performance does not guarantee future results. Always conduct your own analysis and risk management before trading.
Moving Averages: 09-21-55-200 - Multiple Times Frames v2This is a multi-timeframe 9ema, 21ema, 55ema and the 200 SMA for the 1 minute, 2minute, 5 minute and 15 minute timeframes. SO when you are on any of these time-frames it will show the EMAs and SMAs for the other levels.
Dynamic S/R# Complete Parameter Guide
## 1. Lookback Bars (Default: 500)
- **Function**: Number of historical bars the script analyzes to identify levels
- **Example**: If set to 500, the script examines the last 500 candles
- **Increase when**: Trading long-term, searching for old historical levels
- **Decrease when**: Day trading or short-term trading, viewing only recent levels
- **Recommendation**: 200-300 for day trading, 500-1000 for swing trading
## 2. Min Touches (Default: 3)
- **Function**: Minimum number of touches required for a level to be considered valid
- **Example**: If set to 3, a level with only 2 touches will not be displayed
- **Increase (4-5) when**: You want only very strong and confirmed levels
- **Decrease (2) when**: You want to identify potential levels early
- **Recommendation**: 3 is a balanced value - not too loose, not too strict
## 3. Extrema Type (Default: both)
- **Function**: Which type of extrema to identify
- **Options**:
- **min**: Support levels only (pivot lows)
- **max**: Resistance levels only (pivot highs)
- **both**: Both types
- **When to change**:
- In uptrend looking for support only: select "min"
- In downtrend looking for resistance only: select "max"
## 4. Pivot Window (Default: 5)
- **Function**: How many bars on each side are required to confirm a pivot
- **Technical explanation**: pivot low = price lower than 5 bars before it and 5 bars after it
- **Increase (7-10) when**:
- More significant extrema needed
- Less noise, fewer levels
- Good for higher timeframes
- **Decrease (3-4) when**:
- More sensitivity needed
- More levels wanted
- Good for scalping
- **Important**: Higher value = quality over quantity
## 5. Clustering Sensitivity % (Default: 0.5%)
- **Function**: Percentage deviation allowed to group touches into the same level
- **Example**: If level at $100 and sensitivity 0.5%, touches between $99.5-$100.5 count as same level
- **Increase (1-2%) when**:
- Volatile assets (crypto, small stocks)
- More consolidation of nearby levels
- Fewer levels on chart
- **Decrease (0.2-0.3%) when**:
- Stable assets (indices, forex majors)
- Higher precision needed
- Separation between close levels
- **Recommendation**: Start at 0.5% and adjust per instrument
## 6. Max Levels to Show (Default: 10)
- **Function**: Maximum number of support/resistance lines displayed on chart
- **Selection criteria**: Script prioritizes levels by:
1. Number of touches (more = stronger)
2. Price spread (tighter = more accurate)
3. Recency (most recent touch closer to present)
- **Low value (5-10)**: Clean chart with only strongest levels
- **High value (20-50)**: More options, including weaker levels
## 7. Min Bar Separation (Default: 5)
- **Function**: Minimum distance in bars between two touches of the same type (min or max)
- **Why important**: Prevents double-counting the same extremum
- **Example**: If pivot low at bar 100 and another at bar 103, only one counts
- **Increase (10-20) when**:
- Lower timeframes with much noise
- Avoiding false consolidation
- **Decrease (2-3) when**:
- Higher timeframes
- Identifying quick movements
## 8. Alert Proximity % (Default: 1%)
- **Function**: Distance from level at which to trigger alert
- **Example**: Level at $100, proximity 1% = alert between $99-$101
- **Increase (2-3%) when**:
- Earlier alerts wanted
- More preparation time needed
- May create false alerts
- **Decrease (0.5%) when**:
- More precise alerts wanted
- Stronger confirmation needed
- Less reaction time
- **Recommendation**: 1% works well for most cases
## 9. Show Price Bands (Default: true)
- **Function**: Displays zone around level instead of just a line
- **Zone size**: Plus/minus Clustering Sensitivity %
- **Why useful**:
- Levels are never exact lines
- Zone better represents reality
- Helps identify entries and exits within zone
- **Off**: Cleaner chart with only lines
## 10. Show Info Table (Default: true)
- **Function**: Displays information table in chart corner
- **Table contents**:
- Type: S (Support) / R (Resistance) / N (Neutral)
- Price: Level price
- Touches: Number of touches
- Bars Ago: How many bars since last touch
- **Off**: If you know the levels and want a clean chart
## Recommended Settings by Trading Style:
### Day Trading (Intraday)
```
Lookback Bars: 200-300
Min Touches: 2-3
Pivot Window: 3-5
Sensitivity: 0.3-0.5%
Max Levels: 5-8
```
### Swing Trading (Days-Weeks)
```
Lookback Bars: 500-800
Min Touches: 3-4
Pivot Window: 5-7
Sensitivity: 0.5-1%
Max Levels: 10-15
```
### Position Trading (Months)
```
Lookback Bars: 1000-2000
Min Touches: 4-5
Pivot Window: 7-10
Sensitivity: 1-2%
Max Levels: 8-12
```
**Important tip**: Start with default values and adjust gradually based on the asset and results.
Traffic Light MA — Trend IndicatorThis script displays a simple “traffic light” circle that reflects the market trend based on two moving averages (MA).
-Green: Price > Fast MA > Slow MA → Uptrend confirmation
-Yellow: Mixed conditions (transition zone)
-Red: Slow MA > Fast MA > Price → Downtrend confirmation
You can customize:
-MA type (SMA or EMA)
-Lengths of both MAs
-Timeframe used for evaluation (e.g. Daily, 4H, Weekly)
This tool is designed for traders who prefer a minimalistic chart, showing only a clean color signal instead of multiple lines.
Recommendation:
For small MAs (8,15,21) use EMA, for big MAs (50,100,200) use SMA
Reversal Zones// This indicator identifies likely reversal zones above and below current price by aggregating multiple technical signals:
// • Prior Day High/Low
// • Opening Range (9:30–10:00)
// • VWAP ±2 standard deviations
// • 60‑minute Bollinger Bands
// It draws shaded boxes for each base level, then computes a single upper/lower reversal zone (closest level from combined signals),
// with configurable zone width based on the expected move (EM). Within those reversal zones, it highlights an inner “strike zone”
// (percentage of the box) to suggest optimal short-option strikes for credit spreads or iron condors.
// Additional features:
// • Optional Expected Move lines from the RTH open
// • 15‑minute RSI/Mean‑Reversion and Trend‑Day confluence flags displayed in a dashboard
// • Toggles to include/exclude each signal and adjust styling
// How to use:
// 1. Adjust inputs to select which levels to include and set the expected move parameters.
// 2. Reversal boxes (red above, green below) show zones where price is most likely to reverse.
// 3. Inner strike zones (darker shading) guide optimal short-strike placement.
// 4. Dashboard confirms whether mean-reversion or trend-day conditions are active.
// Customize colors and visibility in the settings panel. Enjoy disciplined, confluence-based trade entries!
Alerts Killzones + PD/WL/ML Levels (No Labels)This indicator automatically highlights the London and New York killzones and triggers alerts at key price levels — without adding any labels or text clutter to the chart.
Features:
Highlights London (10:00–13:00) and New York (15:00–17:00) sessions (GMT+3, Romania).
Draws and updates key levels automatically:
PDH / PDL – Previous Day High & Low
WH / WL – Previous Week High & Low
MH / ML – Previous Month High & Low
Alerts when price touches any of these levels.
Alerts at session opens and closes for both London and New York.
Clean interface – no labels or extra markers on chart.
Ideal for:
Traders who follow ICT concepts, session-based setups, or liquidity sweeps and want precise alerts without chart noise.
Arnaud Legoux Gaussian Flow | AlphaNattArnaud Legoux Gaussian Flow | AlphaNatt
A sophisticated trend-following and mean-reversion indicator that combines the power of the Arnaud Legoux Moving Average (ALMA) with advanced Gaussian distribution analysis to identify high-probability trading opportunities.
🎯 What Makes This Indicator Unique?
This indicator goes beyond traditional moving averages by incorporating Gaussian mathematics at multiple levels:
ALMA uses Gaussian distribution for superior price smoothing with minimal lag
Dynamic envelopes based on Gaussian probability zones
Multi-layer gradient visualization showing probability density
Adaptive envelope modes that respond to market conditions
📊 Core Components
1. Arnaud Legoux Moving Average (ALMA)
The ALMA is a highly responsive moving average that uses Gaussian distribution to weight price data. Unlike simple moving averages, ALMA can be fine-tuned to balance responsiveness and smoothness through three key parameters:
ALMA Period: Controls the lookback window (default: 21)
Gaussian Offset: Shifts the Gaussian curve to adjust lag vs. responsiveness (default: 0.85)
Gaussian Sigma: Controls the width of the Gaussian distribution (default: 6.0)
2. Gaussian Envelope System
The indicator features three envelope calculation modes:
Fixed Mode: Uses ATR-based fixed width for consistent envelope sizing
Adaptive Mode: Dynamically adjusts based on price acceleration and volatility
Hybrid Mode: Combines ATR and standard deviation for balanced adaptation
The envelopes represent statistical probability zones. Price moving beyond these zones suggests potential mean reversion opportunities.
3. Momentum-Adjusted Envelopes
The envelope width automatically expands during strong trends and contracts during consolidation, providing context-aware support and resistance levels.
⚡ Key Features
Multi-Layer Gradient Visualization
The indicator displays 10 gradient layers between the ALMA and envelope boundaries, creating a visual "heat map" of probability density. This helps traders quickly assess:
Distance from the mean
Potential support/resistance strength
Overbought/oversold conditions in context
Dynamic Color Coding
Cyan gradient: Price below ALMA (bullish zone)
Magenta gradient: Price above ALMA (bearish zone)
The ALMA line itself changes color based on price position
Trend Regime Detection
The indicator automatically identifies market regimes:
Strong Uptrend: Trend strength > 0.5% with price above ALMA
Strong Downtrend: Trend strength < -0.5% with price below ALMA
Weak trends and ranging conditions
📈 Trading Strategies
Mean Reversion Strategy
Look for price entering the extreme Gaussian zones (beyond 95% of envelope width) when trend strength is moderate. These represent statistical extremes where mean reversion is probable.
Signals:
Long: Price in lower Gaussian zone with trend strength > -0.5%
Short: Price in upper Gaussian zone with trend strength < 0.5%
Trend Continuation Strategy
Enter when price crosses the ALMA during confirmed strong trend conditions, riding momentum while using the envelope as a trailing stop reference.
Signals:
Long: Price crosses above ALMA during strong uptrend
Short: Price crosses below ALMA during strong downtrend
🎨 Visualization Guide
The gradient layers create a "probability cloud" around the ALMA:
Darker shades (near ALMA): High probability zone - price tends to stay here
Lighter shades (near envelope edges): Lower probability - potential reversal zones
Price at envelope extremes: Statistical outliers - strongest mean reversion setups
⚙️ Customization Options
ALMA Parameters
Adjust period for different timeframes (lower for day trading, higher for swing trading)
Modify offset to tune responsiveness vs. smoothness
Change sigma to control distribution width
Envelope Configuration
Choose envelope mode based on market characteristics
Adjust multiplier to match instrument volatility
Modify gradient depth for visual preference (5-15 layers)
Signal Enhancement
Momentum Length: Lookback for trend strength calculation
Signal Smoothing: Additional EMA smoothing to reduce noise
🔔 Built-in Alerts
The indicator includes six pre-configured alert conditions:
ALMA Trend Long - Price crosses above ALMA in strong uptrend
ALMA Trend Short - Price crosses below ALMA in strong downtrend
Mean Reversion Long - Price enters lower Gaussian zone
Mean Reversion Short - Price enters upper Gaussian zone
Strong Uptrend Detected - Momentum confirms strong bullish regime
Strong Downtrend Detected - Momentum confirms strong bearish regime
💡 Best Practices
Use on clean, liquid markets with consistent volatility
Combine with volume analysis for confirmation
Adjust envelope multiplier based on backtesting for your specific instrument
Higher timeframes (4H+) generally provide more reliable signals
Use adaptive mode for trending markets, hybrid for mixed conditions
⚠️ Important Notes
This indicator works best in markets with normal price distribution
Extreme news events can invalidate Gaussian assumptions temporarily
Always use proper risk management - no indicator is perfect
Backtest parameters on your specific instrument and timeframe
🔬 Technical Background
The Arnaud Legoux Moving Average was developed to solve the classic dilemma of moving averages: the trade-off between lag and noise. By applying Gaussian distribution weighting, ALMA achieves superior smoothing while maintaining responsiveness to price changes.
The envelope system extends this concept by creating probability zones based on volatility and momentum, effectively mapping where price is "likely" vs "unlikely" to be found based on statistical principles.
Created by AlphaNatt - For educational purposes. Always practice proper risk management. Not financial advice. Always DYOR.
