DARVAS BOX by KIVANÇ fr3762What Is the Darvas Box?
The Darvas Box strategy was developed by Nicholas Darvas. Aside from being a well known dancer, he began trading stock in the 1950s. Based on his success in trading, he was approached to write a book on his strategy. The book, “How I Made $2,000,000 in the Stock Market,” outlines his rather simple approach … simple once you understand the basic concepts and rationale of the strategy.
Darvas Box is an indicator that simply draws lines along highs and lows, and then adjusts them as new highs and lows form. The indicator is available on many trading platforms, such as Thinkorswim. Traders may wish to draw their own boxes though, based on recent highs and lows; Darvas was able to do so (based on telegram quotes) more than half a century ago.
Darvas Box Rules
I shall not follow advisory services.
I shall be cautious of broker advice.
I shall ignore Wall Street sayings or truisms, no matter how ancient or revered.
I shall only trade stocks on major exchanges with adequate volume .
I shall not listen to (or trade off of) rumors or tips, no matter how well researched they may sound.
I will use a sound strategy instead of gamble…I must study this strategy (originally this approach was fundamental analysis , which didn’t work for him, so he developed his Darvas Box trading method).
I will hold one position for longer, as opposed to juggling a bunch of positions for a short period of time.
Darvas looked for increasing volume when selecting stocks to trade; this alerted him to stocks that were being accumulated and were likely to see strong trends.
Darvas believed in buying stocks that presented an upper box limit breakout, but also had an upward Earnings trend. This was especially the case when the major indexes had experienced a decline.
When an upper box limit is broken, buy. From his book, the entry price was usually about 1 to 2% above the upper box limit.
If you enter a trade and the price proceeds to drop out of the new box, and back into the old box, exit the trade.
Entry and stop loss orders should be set in advance, so trades aren’t missed and risk is controlled.
Place, and trail the stop loss order to below the low of the most recent box. This initial stop loss was pretty tight, because Darvas assumed when a price broke out of an old box, it was entering a new box. Therefore, the stop was placed just below the high of old box which was just broken (low of new box).
Record trades, including reasons why you entered and exited.
General conditions of the market must favor buying. Don’t buy stocks when the major indexes are in a bear market, or when volume is flat or declining.
If you are stopped out, but the price moves back into the higher box again providing another buy signal, buy again, using the same stop loss location.
Since the stop is being trailed up, more funds can be added on each consecutive breakout.
The Bottom Line
Nicholas Darvas was a dancer, but committed a great deal of time to developing and then mastering his stock trading method. It’s a trend following method based on breakouts to higher boxes. Risk is controlled by placing a stop below new higher boxes as they form. During choppy conditions the strategy won’t be profitable. This is why Darvas also attempted to only trade stocks with increasing volume and rising Earnings . Trading his method requires a lot of discipline, but can produce big profits when strong trends develop.
source: traderhq.com
Creator: Nicholas DARVAS
Pesquisar nos scripts por "profitable"
Gambit Trading Suite v3.0Gambit Trading Suite v3.0
New features:
* Better trading algorithms
* Every feature and candle color can now be fully customized
* Better RSI Divergence logic
* Built in trading alerts
* Cleaner code
& more!
The Gambit Trading Suite was designed to combine all of the best signals into one single indicator. This suite should tell you everything you need to know about price.
Try this indicator for FREE! Leave a comment below and we will give you access to the trading suite generally within 72 hours.
Quick Setup (after you have been granted access):
1. Navigate to any chart and right click on the background. Click on "Insert Indicator."
2. Click on "Invite-Only Scripts" and you will see the Gambit Trading Suite as an option. Click it to add it to your chart.
3. By default, the majority of the indicators are disabled. Click the gear icon to the right of the indicator name at the top left of your chart. It should be the second button after "Gambit Trading Suite v3.0."
4. After opening the config menu, you can enable whichever indicators you want.
(For the complete step-by-step setup guide & full indicator documentation, please send me a message)
Confirmed Reversals
These offer the best locations to buy/long with the least risk. The majority of the time they turn out to be the reversals from bearish price action. If the trade does not turn profitable immediately, the algorithm is designed to fail as soon as possible so you can close at breakeven or a very small loss. The profitable trades can be left to run. Over time and when stacked with other indicators, these entries can increase the profitability of your trades and reduce your losing ones. Confirmed Reversals on the chart show up as the letter C with an arrow upwards. They are blue in the example above.
Colored Candles
Helps you to see the strength of the trend in real-time, and helps you to make smarter trade entries and exits.
Bullish Breakout = Blue
Bullish Unconfirmed Reversal = Yellow
Bullish Trend (Weak) = Pistachio Green
Bullish Trend (Strong) = Lime Green
Bearish Breakdown = Dark Purple
Bearish Pivot (1 to 3 candles bearish bias) = Orange, shown with a downward arrow and the letter B on the chart. The signal fails if a future candle closes above the orange one.
Bearish Trend = Red
Stalled After Price Breakout = Olive Green
Neutral Pivot , Minor Bullish Bias = Bright Purple
Neutral / No Trend = Gray
Gambit Daily & Weekly Levels
These provide dynamically-updated daily and weekly support and resistance levels. It is very common to see price retest these levels, so it offers a decent place to set alarms or bids.
RSI Divergences
The Gambit Trading Suite posts green flags for bullish RSI divs, and red flags for bearish RSI divs. Both hidden and regular divergences are marked.
Gambit StochRSI Grid (This indicator is listed separately. Please visit my profile page to get it)
This indicator highlights StochRSI overbought/oversold values for 1D, 2H, 1H, & 30m timeframes (From top to bottom. Timeframes can be changed in settings).
If the lower three timeframes are all overbought/oversold, a direction arrow will show, suggesting the direction of the trend. By default, there are four available timeframes tracked, three of which are low timeframe and one is for a quick-glance at the 1D. Only the lower three are utilized for printing arrow signals.
Public indicators:
For your convenience, we have bundled the most commonly requested indicators inside the suite. They include:
Ichimoku Cloud (Optimized for the cryptocurrency markets by default but it can be optimized to any settings)
EMA #1 (Shown as purple and pink crosses in the example above)
EMA #2 (Shown as pink crosses)
Bollinger Bands
Pivot Points
For a detailed step-by-step setup guide & full documentation on the indicators, feel free to message me.
Volatility Quality [Alpha Extract]The Alpha-Extract Volatility Quality (AVQ) Indicator provides traders with deep insights into market volatility by measuring the directional strength of price movements. This sophisticated momentum-based tool helps identify overbought and oversold conditions, offering actionable buy and sell signals based on volatility trends and standard deviation bands.
🔶 CALCULATION
The indicator processes volatility quality data through a series of analytical steps:
Bar Range Calculation: Measures true range (TR) to capture price volatility.
Directional Weighting: Applies directional bias (positive for bullish candles, negative for bearish) to the true range.
VQI Computation: Uses an exponential moving average (EMA) of weighted volatility to derive the Volatility Quality Index (VQI).
vqiRaw = ta.ema(weightedVol, vqiLen)
Smoothing: Applies an additional EMA to smooth the VQI for clearer signals.
Normalization: Optionally normalizes VQI to a -100/+100 scale based on historical highs and lows.
Standard Deviation Bands: Calculates three upper and lower bands using standard deviation multipliers for volatility thresholds.
vqiStdev = ta.stdev(vqiSmoothed, vqiLen)
upperBand1 = vqiSmoothed + (vqiStdev * stdevMultiplier1)
upperBand2 = vqiSmoothed + (vqiStdev * stdevMultiplier2)
upperBand3 = vqiSmoothed + (vqiStdev * stdevMultiplier3)
lowerBand1 = vqiSmoothed - (vqiStdev * stdevMultiplier1)
lowerBand2 = vqiSmoothed - (vqiStdev * stdevMultiplier2)
lowerBand3 = vqiSmoothed - (vqiStdev * stdevMultiplier3)
Signal Generation: Produces overbought/oversold signals when VQI reaches extreme levels (±200 in normalized mode).
Formula:
Bar Range = True Range (TR)
Weighted Volatility = Bar Range × (Close > Open ? 1 : Close < Open ? -1 : 0)
VQI Raw = EMA(Weighted Volatility, VQI Length)
VQI Smoothed = EMA(VQI Raw, Smoothing Length)
VQI Normalized = ((VQI Smoothed - Lowest VQI) / (Highest VQI - Lowest VQI) - 0.5) × 200
Upper Band N = VQI Smoothed + (StdDev(VQI Smoothed, VQI Length) × Multiplier N)
Lower Band N = VQI Smoothed - (StdDev(VQI Smoothed, VQI Length) × Multiplier N)
🔶 DETAILS
Visual Features:
VQI Plot: Displays VQI as a line or histogram (lime for positive, red for negative).
Standard Deviation Bands: Plots three upper and lower bands (teal for upper, grayscale for lower) to indicate volatility thresholds.
Reference Levels: Horizontal lines at 0 (neutral), +100, and -100 (in normalized mode) for context.
Zone Highlighting: Overbought (⋎ above bars) and oversold (⋏ below bars) signals for extreme VQI levels (±200 in normalized mode).
Candle Coloring: Optional candle overlay colored by VQI direction (lime for positive, red for negative).
Interpretation:
VQI ≥ 200 (Normalized): Overbought condition, strong sell signal.
VQI 100–200: High volatility, potential selling opportunity.
VQI 0–100: Neutral bullish momentum.
VQI 0 to -100: Neutral bearish momentum.
VQI -100 to -200: High volatility, strong bearish momentum.
VQI ≤ -200 (Normalized): Oversold condition, strong buy signal.
🔶 EXAMPLES
Overbought Signal Detection: When VQI exceeds 200 (normalized), the indicator flags potential market tops with a red ⋎ symbol.
Example: During strong uptrends, VQI reaching 200 has historically preceded corrections, allowing traders to secure profits.
Oversold Signal Detection: When VQI falls below -200 (normalized), a lime ⋏ symbol highlights potential buying opportunities.
Example: In bearish markets, VQI dropping below -200 has marked reversal points for profitable long entries.
Volatility Trend Tracking: The VQI plot and bands help traders visualize shifts in market momentum.
Example: A rising VQI crossing above zero with widening bands indicates strengthening bullish momentum, guiding traders to hold or enter long positions.
Dynamic Support/Resistance: Standard deviation bands act as dynamic volatility thresholds during price movements.
Example: Price reversals often occur near the third standard deviation bands, providing reliable entry/exit points during volatile periods.
🔶 SETTINGS
Customization Options:
VQI Length: Adjust the EMA period for VQI calculation (default: 14, range: 1–50).
Smoothing Length: Set the EMA period for smoothing (default: 5, range: 1–50).
Standard Deviation Multipliers: Customize multipliers for bands (defaults: 1.0, 2.0, 3.0).
Normalization: Toggle normalization to -100/+100 scale and adjust lookback period (default: 200, min: 50).
Display Style: Switch between line or histogram plot for VQI.
Candle Overlay: Enable/disable VQI-colored candles (lime for positive, red for negative).
The Alpha-Extract Volatility Quality Indicator empowers traders with a robust tool to navigate market volatility. By combining directional price range analysis with smoothed volatility metrics, it identifies overbought and oversold conditions, offering clear buy and sell signals. The customizable standard deviation bands and optional normalization provide precise context for market conditions, enabling traders to make informed decisions across various market cycles.
TZv420simplified version of TZ original. With Alert function
Transient Zones (v420)
I drew the trades on the arrow signals so you can see, its not all win, but with good money management and other ways of finding Target points (MA's or Pivots or Fib or Structure etc)
It is profitable. No repaint, No offset
Gambit Trading Suite v2.49Gambit Trading Suite v2.49
The Gambit Trading Suite was designed to combine all of the best signals into one single indicator. This suite should tell you everything you need to know about price.
Try this indicator for FREE! Leave a comment below and we will give you access to the trading suite generally within 24 hours.
Quick Setup (after you have been granted access):
1. Navigate to any chart and right click on the background. Click on "Insert Indicator."
2. Click on "Invite-Only Scripts" and you will see the Gambit Trading Suite as an option. Click it to add it to your chart.
3. By default, the majority of the indicators are disabled. Click the gear icon to the right of the indicator name at the top left of your chart. It should be the second button after "Gambit Trading Suite v2.49."
4. After opening the config menu, you can enable whichever indicators you want.
(For the complete step-by-step setup guide & full indicator documentation, please send me a message)
Private indicators:
Confirmed Reversals
These offer the best locations to buy/long with the least risk. The majority of the time they turn out to be the reversals from bearish price action. If the trade does not turn profitable immediately, the algorithm is designed to fail as soon as possible so you can close at breakeven or a very small loss. The profitable trades can be left to run. Over time and when stacked with other indicators, these entries can increase the profitability of your trades and reduce your losing ones.
Colored Candles
Helps you to see the strength of the trend in real-time, and helps you to make smarter trade entries and exits.
Bullish Breakout = Blue
Bullish Unconfirmed Reversal = Yellow
Bullish Trend (Weak) = Pistachio Green
Bullish Trend (Strong) = Lime Green
Bearish Breakdown = Dark Purple
Bearish Pivot (1 to 3 candles bearish bias) = Orange
Bearish Trend = Red
Stalled After Price Breakout = Olive Green
Neutral Pivot, Minor Bullish Bias = Bright Purple
Neutral / No Trend = Gray
Daily & Weekly S&R Levels
These provide dynamically-updated daily and weekly support and resistance levels. It is very common to see price retest these levels, so it offers a decent place to set alarms or bids.
Candle Structure Labeling
For newer traders, we offer the ability to have every candle automatically labeled by its structure, whether it is a bullish harami, bearish engulfing, etc. We also offer a small bar at the bottom for price hints so you can see a quick summary of whether the current candle is bullish or bearish.
RSI Divergences
The Gambit Trading Suite posts green flags for bullish RSI divs, and red flags for bearish RSI divs. Both hidden and regular divergences are marked.
Gambit StochRSI Grid (This indicator is listed separately. Please visit my profile page to get it)
This indicator highlights StochRSI overbought/oversold values for 1D, 2H, 1H, & 30m timeframes (From top to bottom. Timeframes can be changed in settings).
If the lower three timeframes are all overbought/oversold, a direction arrow will show, suggesting the direction of the trend. By default, there are four available timeframes tracked, three of which are low timeframe and one is for a quick-glance at the 1D. Only the lower three are utilized for printing arrow signals.
Public indicators:
For your convenience, we have bundled the most commonly requested indicators inside the Gambit suite in order to allow you to get up to 10 indicators enabled at once. The public included indicators are:
Ichimoku Cloud
EMA #1
EMA #2
Bollinger Bands
Pivot Points
For a detailed step-by-step setup guide and complete documentation on the indicators (as well as best practices on how to use the Gambit Trading Suite), feel free message me.
Leave a comment below to try the Gambit Trading Suite for FREE.
I_Heikin Ashi CandleWhen apply a strategy to Heikin Ashi Candle chart (HA candle), the strategy will use the open/close/high/low values of the Heikin Ashi candle to calculate the Profit and Loss, hence also affecting the Percent Profitable, Profit Factor, etc., often resulting a unrealistic high Percent Profitable and Profit Factor, which is misleading. But if you want to use the HA candle's values to calculate your indicator / strategy, but pass the normal candle's open/close/high/low values to the strategy to calculate the Profit / Loss, you can do this:
1) set up the main chart to be a normal candle chart
2) use this indicator script to plot a secondary window with indicator looks exactly like a HA-chart
3) to use the HA-candle's open/close/high/low value to calculate whatever indicator you want (you may need to create a separate script if you want to plot this indicator in a separate indicator window)
Ichimoku EMA BandsSome find Ichimoku Clouds bit complicated. This simplified version is combined with EMA Bands may be profitable. Give a try!. I recommend hourly timeframe for good results. Aye! :D
BACKTEST SCRIPT 0.999 ALPHATRADINGVIEW BACKTEST SCRIPT by Lionshare (c) 2015
THS IS A REAL ALTERNATIVE FOR LONG AWAITED TV NATIVE BACKTEST ENGINE.
READY FOR USE JUST RIGHT NOW.
For user provided trading strategy, executes the trades on pricedata history and continues to make it over live datafeed.
Calculates and (plots on premise) the next performance statistics:
profit - i.e. gross profit/loss.
profit_max - maximum value of gross profit/loss.
profit_per_trade - each trade's profit/loss.
profit_per_stop_trade - profit/loss per "stop order" trade.
profit_stop - gross profit/loss caused by stop orders.
profit_stop_p - percentage of "stop orders" profit/loss in gross profit/loss.
security_if_bought_back - size of security portfolio if bought back.
trades_count_conseq_profit - consecutive gain from profitable series.
trades_count_conseq_profit_max - maxmimum gain from consecutive profitable series achieved.
trades_count_conseq_loss - same as for profit, but for loss.
trades_count_conseq_loss_max - same as for profit, but for loss.
trades_count_conseq_won - number of trades, that were won consecutively.
trades_count_conseq_won_max - maximum number of trades, won consecutively.
trades_count_conseq_lost - same as for won trades, but for lost.
trades_count_conseq_lost_max - same as for won trades, but for lost.
drawdown - difference between local equity highs and lows.
profit_factor - profit-t-loss ratio.
profit_factor_r - profit(without biggest winning trade)-to-loss ratio.
recovery_factor - equity-to-drawdown ratio.
expected_value - median gain value of all wins and loss.
zscore - shows how much your seriality of consecutive wins/loss diverges from the one of normal distributed process. valued in sigmas. zscore of +3 or -3 sigmas means nonrandom realitonship of wins series-to-loss series.
confidence_limit - the limit of confidence in zscore result. values under 0.95 are considered inconclusive.
sharpe - sharpe ratio - shows the level of strategy stability. basically it is how the profit/loss is deviated around the expected value.
sortino - the same as sharpe, but is calculated over the negative gains.
k - Kelly criterion value, means the percentage of your portfolio, you can trade the scripted strategy for optimal risk management.
k_margin - Kelly criterion recalculated to be meant as optimal margin value.
DISCLAIMER :
The SCRIPT is in ALPHA stage. So there could be some hidden bugs.
Though the basic functionality seems to work fine.
Initial documentation is not detailed. There could be english grammar mistakes also.
NOW Working hard on optimizing the script. Seems, some heavier strategies (especially those using the multiple SECURITY functions) call TV processing power limitation errors.
Docs are here:
docs.google.com
CM Stochastic POP Method 1 - Jake Bernstein_V1A good friend ucsgears recently published a Stochastic Pop Indicator designed by Jake Bernstein with a modified version he found.
I spoke to Jake this morning and asked if he had any updates to his Stochastic POP Trading Method. Attached is a PDF Jake published a while back (Please read for basic rules, which also Includes a New Method). I will release the Additional Method Tomorrow.
Jake asked me to share that he has Updated this Method Recently. Now across all symbols he has found the Stochastic Values of 60 and 30 to be the most profitable. NOTE - This can be Significantly Optimized for certain Symbols/Markets.
Jake Bernstein will be a contributor on TradingView when Backtesting/Strategies are released. Jake is one of the Top Trading System Developers in the world with 45+ years experience and he is going to teach how to create Trading Systems and how to Optimize the correct way.
Below are a few Strategy Results....Soon You Will Be Able To Find Results Like This Yourself on TradingView.com
BackTesting Results Example: EUR-USD Daily Chart Since 01/01/2005
Strategy 1:
Go Long When Stochastic Crosses Above 60. Go Short When Stochastic Crosses Below 30. Exit Long/Short When Stochastic has a Reverse Cross of Entry Value.
Results:
Total Trades = 164
Profit = 50, 126 Pips
Win% = 38.4%
Profit Factor = 1.35
Avg Trade = 306 Pips Profit
***Most Consecutive Wins = 3 ... Most Consecutive Losses = 6
Strategy 2:
Rules - Proprietary Optimization Jake Will Teach. Only Added 1 Additional Exit Rule.
Results:
Total Trades = 164
Profit = 62, 876 Pips!!!
Win% = 38.4%
Profit Factor = 1.44
Avg Trade = 383 Pips Profit
***Most Consecutive Wins = 3 ... Most Consecutive Losses = 6
Strategy 3:
Rules - Proprietary Optimization Jake Will Teach. Only added 1 Additional Exit Rule.
Results:
Winning Percent Increases to 72.6%!!! , Same Amount of Trades.
***Most Consecutive Wins = 21 ...Most Consecutive Losses = 4
Indicator Includes:
-Ability to Color Candles (CheckBox In Inputs Tab)
Green = Long Trade
Blue = No Trade
Red = Short Trade
-Color Coded Stochastic Line based on being Above/Below or In Between Entry Lines.
Link To Jakes PDF with Rules
dl.dropboxusercontent.com
Vervoort Heiken Ashi Candlestick OscillatorHeiken-Ashi Candlestick Oscillator (HACO), by Sylvian Vervoort, is a digital oscillator version of the colored candlesticks.
Explanation from Vervoort:
"HACO is not meant to be an automatic trading system, so when there is a buy or sell signal from HACO, make sure it is confirmed by other TA techniques. HACO will certainly aid in signaling buy/sell opportunities and help you hold on to a trade, making it more profitable. The behavior of HACO is closely related to the level and speed of price change. It can be used on charts of any time frame ranging from intraday to monthly."
HACO has 2 configurable length parameters - "UP TEMA length" and "Down TEMA length". Vervoort suggests having them the same value.
I have also added an option to color the bars (overlay mode).
More info:
Trading with the Heiken-Ashi Candlestick Oscillator - Sylvian Vervoort
List of my other indicators:
- GDoc: docs.google.com
- Chart:
DEnvelope [Better Bollinger Bands]*** ***
Bollinger Bands (BB) usually expand quickly after a volatility increase but contract more slowly as volatility declines. This extended time it takes for BB to contract after a volatility drop can make trading some instruments using BB alone difficult or less profitable.
In the October 1998 issue of "Futures" there is an article written by Dennis McNicholl called "Better Bollinger Bands", in which the author recommends improving BB by modifying:
- the center line formula &
- different equations for calculating the bands.
These bands, called "DEnvelope", follow price more closely and respond faster to changes in volatility with these modifications.
Fore more indicators, check out my "Master Index of indicators" (Also check my published charts page for new ones I haven't added to that list):
More scripts related to DEnvelope:
------------------------------------------------
- DEnvelope Bandwidth: pastebin.com
- DEnvelope %B : pastebin.com
Sample chart with above indicators: www.tradingview.com
CryptoExpert# Indicator Manual: Crypto Master (CEXP)
I. Core Philosophy
This indicator is not a magic crystal ball. It's a professional pilot's dashboard . Its purpose is not to give you a single blind "BUY" or "SELL" signal, but to provide you with a complete checklist of all critical factors.
**Before every trade, scan the table from top to bottom. If the metrics contradict each other, or if you don't understand something, that in itself is a signal: "STAY OUT".**
II. Main Dashboard - Row-by-Row Description
Each row in the table is a piece of the puzzle.
---
1. Main Signal & Quality
- State ( `IN LONG`, `IN SHORT`, `HUNTING`, `STAY OUT` ):Shows the current phase of the indicator's internal logic. `HUNTING` means a quality setup has been detected, and the system is waiting for a confirmation candle to enter.
- Quality (0-100): The overall score of the setup.
- 70+: A-Grade setup. High probability.
- 50-70: B-Grade setup. Tradable, but be more cautious, consider a smaller position size.
- <50: Low quality. Even if a signal appears, it's better to ignore it.
---
2. Market Drivers
- Momentum (`BULLISH` / `BEARISH` / `NEUTRAL`): Shows if higher timeframes agree on the trend. `BULLISH` or `BEARISH` is a strong confirmation. `NEUTRAL` means the market is undecided.
- Volatility (`LOW` / `NORMAL` / `HIGH` / `EXTREME`):
- `LOW`: The market is "sleeping." A sharp move might be coming.
- `NORMAL`: Ideal conditions for trading.
- `HIGH`: Increased caution is needed.
- `EXTREME`: Very dangerous. The price can swing wildly in both directions. Consider reducing position size or not trading at all.
- Funding (`Longs Pay Shorts` / `Shorts Pay Longs`): Crucial for futures! Shows who is paying whom.
- `Longs Pay Shorts` (positive number): The majority is long. The market is "heavy" and tends to fall. Good for shorts.
- `Shorts Pay Longs` (negative number): The majority is short. Shorters are "fuel" for a rally. Good for longs.
- Altcoin Status (`ALTCOIN SEASON` / `BTC DOMINANCE`):
- `ALTCOIN SEASON`: Energy is flowing into altcoins. An ideal time to look for long positions on them.
- `BTC DOMINANCE`: Energy is in Bitcoin. Altcoins are likely bleeding. Be extremely careful with longs on alts; it's a good environment for shorts.
- Pump & Dump (`DETECTED` / `CLEAR`):
- `DETECTED`: Hands off immediately! Someone is manipulating the price. Do not trade.
- `CLEAR`: Normal market activity.
- Liq. Clusters (`CLEAR` / `1 ZONE` / `2+ ZONES`):** Shows how many liquidation clusters are near the current price.
- `CLEAR`: Safe.
- `1 ZONE`: Be aware, the price might be drawn to this zone.
- `2+ ZONES`: Very dangerous. Acts as a strong magnet for the price. Expect volatility.
- Signal Type: Provides context for the entire setup. For example, a `MOMENTUM BREAKOUT` is a different kind of opportunity than a `FUNDING ARBITRAGE`. It helps you understand *why* the signal appeared.
---
3. Trend Analysis
- Micro-Trend (`UP` / `DOWN`): The direction of the SuperTrend. Your best friend for determining the short-term direction. In a strong trend, the price respects this line.
- SMC Zones (`▲ Support` / `▼ Resistance`): The most important zones for planning your trade.
- How to use: Plan your entries when the price reacts to these levels. Place your stop loss beyond this zone. Target your take profit towards the *next* SMC zone.
- Immediate Pressure (`▲ Above EMA` / `▼ Below EMA`):** Shows who has the upper hand in the last few candles. Great for confirming an entry.
- Trend Strength (0-100): How healthy and reliable is the main trend?
- 75+: Strong, healthy trend. You can trust it.
- 50-75: Average trend.
- <50: Weak, choppy market. The trend is unreliable. Don't trade the trend; focus on reversals instead.
- Trend Potential (0-100): The trend's "fuel tank."
- How to read: Shows how much room the trend has before it hits the next obstacle (SMC zone).
- How to use: If you're entering a trade and the potential is only 20/100, don't expect a long move. If it's 80/100, you have a clear path ahead. Great for managing exits!
---
III. Pullback Hunter System (Bottom Panel)
This is your secret weapon for smart entries.
- Main Trend (`UPTREND (12 bars)`): This means "The main trend is UP and has been running for 12 bars."
- Pullback Status (`NONE` / `HUNTING` / `READY`):
- `NONE`: The trend is not yet sufficiently confirmed (has lasted for less than 10 bars).
- `HUNTING`: The trend is running, and the system is actively waiting for the price to start correcting.
- `READY`: Key state! The correction is deep enough. Now is the time to zoom in on the chart and look for a specific entry signal (e.g., an `E` or `H` candlestick pattern).
- Pullback Depth (0-100): The quality of the correction. 70+ is ideal.
---
IV. Practical Examples (How to Think)
Scenario 1: "A-Grade" SHORT on XRP
1. Dashboard shows:`Altcoin Status: BTC DOMINANCE`, `Trend Strength: 88/100`, `Micro-Trend: DOWN`.
2. Your thought process: "Perfect! The environment favors shorts on alts, and the trend is strong."
3. Action: You look at `Pullback Status`. It's `HUNTING`. You wait.
4. After a few candles, the price rallies against the trend. `Pullback Status` changes to `READY`, and `Pullback Depth` shows 75/100.
5. Your thought process: "Great, the correction is ideal."
6. Action: You zoom in. The price touches the `▼ Resistance` SMC zone. A red `E` symbol (bearish engulfing) appears. `Trend Potential` shows 90/100.
7. Conclusion: You enter a SHORT position. You place your stop loss just above the SMC zone.
Scenario 2: Confusing Situation - "No-Go" Zone
1. Dashboard shows: `Momentum: BULLISH`, but `Immediate Pressure: ▼ Below EMA`. `Trend Strength` is only 35/100. `Liq. Clusters` shows `3 ZONES`.
2. Your thought process: "This is chaos. Higher timeframes want to go up, but it's dropping short-term. The trend has no strength, and there's a risk of a liquidation hunt."
3. Conclusion: Hands off. You wait for the situation to clear up.
Scenario 3: Managing a Trade with Trend Potential
1. Situation: You are in a profitable long trade. You entered when `Trend Potential` was 85/100.
2. Action: You watch as `Trend Potential` decreases with each candle... 70... 55... 40...
3. Your thought process: "We're approaching some resistance; the trend is running out of steam."
4. Conclusion: Once the potential drops below 30, you start considering closing the trade or at least moving your stop loss to your entry price to protect your profits.
Wavelet-Trend ML Integration [Alpha Extract]Alpha-Extract Volatility Quality Indicator
The Alpha-Extract Volatility Quality (AVQ) Indicator provides traders with deep insights into market volatility by measuring the directional strength of price movements. This sophisticated momentum-based tool helps identify overbought and oversold conditions, offering actionable buy and sell signals based on volatility trends and standard deviation bands.
🔶 CALCULATION
The indicator processes volatility quality data through a series of analytical steps:
Bar Range Calculation: Measures true range (TR) to capture price volatility.
Directional Weighting: Applies directional bias (positive for bullish candles, negative for bearish) to the true range.
VQI Computation: Uses an exponential moving average (EMA) of weighted volatility to derive the Volatility Quality Index (VQI).
Smoothing: Applies an additional EMA to smooth the VQI for clearer signals.
Normalization: Optionally normalizes VQI to a -100/+100 scale based on historical highs and lows.
Standard Deviation Bands: Calculates three upper and lower bands using standard deviation multipliers for volatility thresholds.
Signal Generation: Produces overbought/oversold signals when VQI reaches extreme levels (±200 in normalized mode).
Formula:
Bar Range = True Range (TR)
Weighted Volatility = Bar Range × (Close > Open ? 1 : Close < Open ? -1 : 0)
VQI Raw = EMA(Weighted Volatility, VQI Length)
VQI Smoothed = EMA(VQI Raw, Smoothing Length)
VQI Normalized = ((VQI Smoothed - Lowest VQI) / (Highest VQI - Lowest VQI) - 0.5) × 200
Upper Band N = VQI Smoothed + (StdDev(VQI Smoothed, VQI Length) × Multiplier N)
Lower Band N = VQI Smoothed - (StdDev(VQI Smoothed, VQI Length) × Multiplier N)
🔶 DETAILS
Visual Features:
VQI Plot: Displays VQI as a line or histogram (lime for positive, red for negative).
Standard Deviation Bands: Plots three upper and lower bands (teal for upper, grayscale for lower) to indicate volatility thresholds.
Reference Levels: Horizontal lines at 0 (neutral), +100, and -100 (in normalized mode) for context.
Zone Highlighting: Overbought (⋎ above bars) and oversold (⋏ below bars) signals for extreme VQI levels (±200 in normalized mode).
Candle Coloring: Optional candle overlay colored by VQI direction (lime for positive, red for negative).
Interpretation:
VQI ≥ 200 (Normalized): Overbought condition, strong sell signal.
VQI 100–200: High volatility, potential selling opportunity.
VQI 0–100: Neutral bullish momentum.
VQI 0 to -100: Neutral bearish momentum.
VQI -100 to -200: High volatility, strong bearish momentum.
VQI ≤ -200 (Normalized): Oversold condition, strong buy signal.
🔶 EXAMPLES
Overbought Signal Detection: When VQI exceeds 200 (normalized), the indicator flags potential market tops with a red ⋎ symbol.
Example: During strong uptrends, VQI reaching 200 has historically preceded corrections, allowing traders to secure profits.
Oversold Signal Detection: When VQI falls below -200 (normalized), a lime ⋏ symbol highlights potential buying opportunities.
Example: In bearish markets, VQI dropping below -200 has marked reversal points for profitable long entries.
Volatility Trend Tracking: The VQI plot and bands help traders visualize shifts in market momentum.
Example: A rising VQI crossing above zero with widening bands indicates strengthening bullish momentum, guiding traders to hold or enter long positions.
Dynamic Support/Resistance: Standard deviation bands act as dynamic volatility thresholds during price movements.
Example: Price reversals often occur near the third standard deviation bands, providing reliable entry/exit points during volatile periods.
🔶 SETTINGS
Customization Options:
VQI Length: Adjust the EMA period for VQI calculation (default: 14, range: 1–50).
Smoothing Length: Set the EMA period for smoothing (default: 5, range: 1–50).
Standard Deviation Multipliers: Customize multipliers for bands (defaults: 1.0, 2.0, 3.0).
Normalization: Toggle normalization to -100/+100 scale and adjust lookback period (default: 200, min: 50).
Display Style: Switch between line or histogram plot for VQI.
Candle Overlay: Enable/disable VQI-colored candles (lime for positive, red for negative).
The Alpha-Extract Volatility Quality Indicator empowers traders with a robust tool to navigate market volatility. By combining directional price range analysis with smoothed volatility metrics, it identifies overbought and oversold conditions, offering clear buy and sell signals. The customizable standard deviation bands and optional normalization provide precise context for market conditions, enabling traders to make informed decisions across various market cycles.
All in one V2.1 [NMTUAN]Unlock Your Trading Potential with All in One !
Are you ready to elevate your trading game? Introducing All in One , a powerful and comprehensive indicator meticulously crafted by Nguyễn Minh Tuấn to give you an unparalleled edge in any market.
Designed for traders of all levels, from seasoned pros to those with just basic technical analysis knowledge, All in One provides a holistic view of market dynamics. This isn't just another indicator; it's your all-encompassing guide to making optimal trading decisions.
With intuitive buy and sell signals, All in One helps simplify complex market analysis, allowing you to focus on what truly matters: profitable trades. No matter what you trade – stocks, crypto, forex, or commodities – this versatile tool adapts to your needs, empowering you to navigate the markets with confidence.
Stop sifting through countless indicators. Get all the insights you need in one place. Discover the clarity and precision that All in One brings to your trading strategy.
All in one [NMTUAN]Unlock Your Trading Potential with All in One !
Are you ready to elevate your trading game? Introducing All in One , a powerful and comprehensive indicator meticulously crafted by Nguyễn Minh Tuấn to give you an unparalleled edge in any market.
Designed for traders of all levels, from seasoned pros to those with just basic technical analysis knowledge, All in One provides a holistic view of market dynamics. This isn't just another indicator; it's your all-encompassing guide to making optimal trading decisions.
With intuitive buy and sell signals, All in One helps simplify complex market analysis, allowing you to focus on what truly matters: profitable trades. No matter what you trade – stocks, crypto, forex, or commodities – this versatile tool adapts to your needs, empowering you to navigate the markets with confidence.
Stop sifting through countless indicators. Get all the insights you need in one place. Discover the clarity and precision that All in One brings to your trading strategy.
Hidden Markov Model [Extension] | FractalystWhat's the indicator's purpose and functionality?
The Hidden Markov Model is specifically designed to integrate with the Quantify Trading Model framework, serving as a probabilistic market regime identification system for institutional trading analysis.
Hidden Markov Models are particularly well-suited for market regime detection because they can model the unobservable (hidden) state of the market, capture probabilistic transitions between different states, and account for observable market data that each state generates.
The indicator uses Hidden Markov Model mathematics to automatically detect distinct market regimes such as low-volatility bull markets, high-volatility bear markets, or range-bound consolidation periods.
This approach provides real-time regime probabilities without requiring optimization periods that can lead to overfitting, enabling systematic trading based on genuine probabilistic market structure.
How does this extension work with the Quantify Trading Model?
The Hidden Markov Model | Fractalyst serves as a probabilistic state estimation engine for systematic market analysis.
Instead of relying on traditional technical indicators, this system automatically identifies market regimes using forward algorithm implementation with three-state probability calculation (bullish/neutral/bearish), Viterbi decoding process for determining most likely regime sequence without repainting, online parameter learning with adaptive emission probabilities based on market observations, and multi-feature analysis combining normalized returns, volatility comprehensive regime assessment.
The indicator outputs regime probabilities and confidence levels that can be used for systematic trading decisions, portfolio allocation, or risk management protocols.
Why doesn't this use optimization periods like other indicators?
The Hidden Markov Model | Fractalyst deliberately avoids optimization periods to prevent overfitting bias that destroys out-of-sample performance.
The system uses a fixed mathematical framework based on Hidden Markov Model theory rather than optimized parameters, probabilistic state estimation using forward algorithm calculations that work across all market conditions, online learning methodology with adaptive parameter updates based on real-time market observations, and regime persistence modeling using fixed transition probabilities with 70% diagonal bias for realistic regime behavior.
This approach ensures the regime detection signals remain robust across different market cycles without the performance degradation typical of over-optimized traditional indicators.
Can this extension be used independently for discretionary trading?
No, the Hidden Markov Model | Fractalyst is specifically engineered for systematic implementation within institutional trading frameworks.
The indicator is designed to provide regime filtering for systematic trading algorithms and risk management systems, enable automated backtesting through mathematical regime identification without subjective interpretation, and support institutional-level analysis when combined with systematic entry/exit models.
Using this indicator independently would miss the primary value proposition of systematic regime-based strategy optimization that institutional frameworks provide.
How do I integrate this with the Quantify Trading Model?
Integration enables institutional-grade systematic trading through advanced machine learning and statistical validation:
- Add both HMM Extension and Quantify Trading Model to your chart
- Select HMM Extension as the bias source using input.source()
- Quantify automatically uses the extension's bias signals for entry/exit analysis
- The built-in machine learning algorithms score optimal entry and exit levels based on trend intensity, and market structure patterns identified by the extension
The extension handles all bias detection complexity while Quantify focuses on optimal trade timing, position sizing, and risk management along with PineConnector automation
What markets and assets does the indicator Extension work best on?
The Hidden Markov Model | Fractalyst performs optimally on markets with sufficient price movement since the system relies on statistical analysis of returns, volatility, and momentum patterns for regime identification.
Recommended asset classes include major forex pairs (EURUSD, GBPUSD, USDJPY) with high liquidity and clear regime transitions, stock index futures (ES, NQ, YM) providing consistent regime behavior patterns, individual equities (large-cap stocks with sufficient volatility for regime detection), cryptocurrency markets (BTC, ETH with pronounced regime characteristics), and commodity futures (GC, CL showing distinct market cycles and regime transitions).
These markets provide sufficient statistical variation in returns and volatility patterns, ensuring the HMM system's mathematical framework can effectively distinguish between bullish, neutral, and bearish regime states.
Any timeframe from 15-minute to daily charts provides sufficient data points for regime calculation, with higher timeframes (4H, Daily) typically showing more stable regime identification with fewer false transitions, while lower timeframes (30m, 1H) provide more responsive regime detection but may show increased noise.
Acceptable Timeframes and Portfolio Integration:
- Any timeframe that can be evaluated within Quantify Trading Model's backtesting engine is acceptable for live trading implementation.
Legal Disclaimers and Risk Acknowledgments
Trading Risk Disclosure
The HMM Extension is provided for informational, educational, and systematic bias detection purposes only and should not be construed as financial, investment, or trading advice. The extension provides institutional analysis but does not guarantee profitable outcomes, accurate bias predictions, or positive investment returns.
Trading systems utilizing bias detection algorithms carry substantial risks including but not limited to total capital loss, incorrect bias identification, market regime changes, and adverse conditions that may invalidate analysis. The extension's performance depends on accurate data, TradingView infrastructure stability, and proper integration with Quantify Trading Model, any of which may experience data errors, technical failures, or service interruptions that could affect bias detection accuracy.
System Dependency Acknowledgment
The extension requires continuous operation of multiple interconnected systems: TradingView charts and real-time data feeds, accurate reporting from exchanges, Quantify Trading Model integration, and stable platform connectivity. Any interruption or malfunction in these systems may result in incorrect bias signals, missed transitions, or unexpected analytical behavior.
Users acknowledge that neither Fractalyst nor the creator has control over third-party data providers, exchange reporting accuracy, or TradingView platform stability, and cannot guarantee data accuracy, service availability, or analytical performance. Market microstructure changes, reporting delays, exchange outages, and technical factors may significantly affect bias detection accuracy compared to theoretical or backtested performance.
Intellectual Property Protection
The HMM Extension, including all proprietary algorithms, classification methodologies, three-state bias detection systems, and integration protocols, constitutes the exclusive intellectual property of Fractalyst. Unauthorized reproduction, reverse engineering, modification, or commercial exploitation of these proprietary technologies is strictly prohibited and may result in legal action.
Liability Limitation
By utilizing this extension, users acknowledge and agree that they assume full responsibility and liability for all trading decisions, financial outcomes, and potential losses resulting from reliance on the extension's bias detection signals. Fractalyst shall not be liable for any unfavorable outcomes, financial losses, missed opportunities, or damages resulting from the development, use, malfunction, or performance of this extension.
Past performance of bias detection accuracy, classification effectiveness, or integration with Quantify Trading Model does not guarantee future results. Trading outcomes depend on numerous factors including market regime changes, pattern evolution, institutional behavior shifts, and proper system configuration, all of which are beyond the control of Fractalyst.
User Responsibility Statement
Users are solely responsible for understanding the risks associated with algorithmic bias detection, properly configuring system parameters, maintaining appropriate risk management protocols, and regularly monitoring extension performance. Users should thoroughly validate the extension's bias signals through comprehensive backtesting before live implementation and should never base trading decisions solely on automated bias detection.
This extension is designed to provide systematic institutional flow analysis but does not replace the need for proper market understanding, risk management discipline, and comprehensive trading methodology. Users should maintain active oversight of bias detection accuracy and be prepared to implement manual overrides when market conditions invalidate analysis assumptions.
Terms of Service Acceptance
Continued use of the HMM Extension constitutes acceptance of these terms, acknowledgment of associated risks, and agreement to respect all intellectual property protections. Users assume full responsibility for compliance with applicable laws and regulations governing automated trading system usage in their jurisdiction.
RISK METRIC 1D/1W (MAGISTR)The “RISK METRIC 1D/1W” indicator is designed to assess the risk of trading strategies or assets on daily (1D) and weekly (1W) timeframes. It helps to understand potential risk levels. Our indicator takes into account volatility, drawdowns, probability of large losses or profitable opportunities, which allows you to make more informed decisions on entering or exiting a position.
The indicator can show, for example:
- the probability of heavy drawdowns,
- the strength of market movements,
- risk levels compared to historical data,
- potential range of possible losses or profits in a given time frame.
Quantum Market Intelligence (QMI)Quantum Market Intelligence (QMI) Indicator
The Quantum Market Intelligence (QMI) is a sophisticated multi-factor technical indicator that combines four key market analysis components into a single composite score. This indicator provides traders with a comprehensive market assessment tool that adapts to changing market conditions. The QMI score oscillates between -100 and +100, offering clear visual signals through color-coded plotting and an informative dashboard display.
The indicator analyzes markets through four distinct lenses: Trend Analysis (using EMAs and volatility-adjusted momentum), Momentum Analysis (combining RSI, Stochastic, and Williams %R), Volume Analysis (incorporating volume ratios and Accumulation/Distribution), and Volatility Analysis (utilizing ATR and Bollinger Bands). These components are intelligently weighted based on detected market regimes - whether trending, volatile, or range-bound. The adaptive mode feature continuously evaluates the indicator's recent performance and adjusts sensitivity accordingly, making it responsive to evolving market dynamics.
Traders can utilize the QMI's signal system which generates four types of alerts: Strong Buy (above 70 and rising), Buy (crossing above 30), Strong Sell (below -70 and falling), and Sell (crossing below -30). The visual presentation includes triangular markers for strong signals, circular markers for regular signals, and background shading that indicates the current market regime. The information table displays real-time metrics including the QMI score, individual component scores, detected market regime, and performance ratio, providing traders with a complete analytical dashboard for informed decision-making.
Important Notice:
The use of this technical indicator does not guarantee profitable results. This indicator should not be used as a standalone analysis tool. It is essential to combine it with other forms of analysis, such as fundamental analysis, risk management strategies, and awareness of current market conditions. Always conduct thorough research.
Note: The effectiveness of any technical indicator can vary based on market conditions and individual trading styles. It's crucial to test indicators thoroughly using historical data before applying them in live trading scenarios.
Disclaimer:
Trading financial instruments involves substantial risk and may not be suitable for all investors. Past performance is not indicative of future results. This indicator is provided for informational and educational purposes only and should not be considered investment advice. Always conduct your own research before making any trading decisions.
VWAP/VOL [Extension] | FractalystWhat's the indicator's purpose and functionality?
The VWAP/VOL Extension is designed specifically as a bias identification system for the Quantify Trading Model.
This extension uses volume-weighted average price analysis combined with institutional volume classification to automatically detect market bias without requiring optimization periods that lead to overfitting.
The system provides real-time bias signals (bullish/bearish/neutral) that integrate directly with Quantify's machine learning algorithms, enabling institutional-level backtesting and automated entry/exit identification based on genuine market structure rather than curve-fitted parameters.
How does this extension work with the Quantify Trading Model?
The VWAP/VOL Extension serves as the bias detection engine for Quantify's automated trading system.
Instead of manually selecting bias direction, this extension automatically identifies market bias using:
- Volume-weighted VWAP analysis with three-state detection (bullish/bearish/neutral)
- Institutional volume classification using relative volume thresholds without optimization
- Non-repainting architecture ensuring consistent bias signals for Quantify's machine learning
The extension outputs bias signals that Quantify uses as input through the `input.source()` function, allowing the Trading Model to focus on optimal entry/exit timing while the extension handles bias identification.
Why doesn't this use optimization periods like other indicators?
The VWAP/VOL Extension deliberately avoids optimization periods to prevent overfitting bias that destroys out-of-sample performance. The system uses:
- Fixed mathematical thresholds based on market structure principles rather than optimized parameters
- Relative volume analysis using standard 2.0x/0.5x ratios that work across all market conditions
- VWAP distance calculations based on percentage thresholds without curve-fitting
- Gap enforcement using fixed 5-bar minimums for disciplined bias detection
This approach ensures the bias signals remain robust across different market regimes without the performance degradation typical of over-optimized systems.
Can this extension be used independently for discretionary trading?
No, the VWAP/VOL Extension is specifically engineered to work as a component within the Quantify ecosystem. The extension is designed to:
- Provide bias input for Quantify's machine learning algorithms
- Enable automated backtesting through systematic bias identification
- Support institutional-level analysis when combined with Quantify's ML entry model
Using this extension independently would miss the primary value proposition of systematic entry/exit optimization that Quantify provides.
The extension handles bias detection so Quantify can focus on probability-based trade timing and risk management.
How does this enable institutional-level backtesting?
The extension transforms discretionary bias identification into systematic institutional analysis by:
- Eliminating subjective bias selection through automated VWAP/volume analysis
- Providing consistent historical signals with non-repainting architecture for accurate backtesting
- Integrating with Quantify's algorithms to identify optimal entry patterns based on objective bias states
- Enabling performance analysis across multiple market regimes without optimization bias
This combination allows Quantify to run institutional-grade backtests with consistent bias identification, generating reliable performance statistics and risk metrics that reflect genuine market edge rather than curve-fitted results.
How do I integrate this with the Quantify Trading Model?
Integration enables institutional-grade systematic trading through advanced machine learning and statistical validation:
- Add both VWAP/VOL Extension and Quantify Trading Model to your chart
- Select VWAP/VOL Extension as the bias source using input.source()
- Quantify automatically uses the extension's bias signals for entry/exit analysis
- The built-in machine learning algorithms score optimal entry and exit levels based on trend intensity, volume conviction, and market structure patterns identified by the extension
The extension handles all bias detection complexity while Quantify focuses on optimal trade timing, position sizing, and risk management along with PineConnector automation
What markets and assets does the VWAP/VOL Extension work best on?
The VWAP/VOL Extension performs optimally on markets with consistent, high-volume participation since the system relies on institutional volume analysis for bias detection. Futures markets provide the most reliable performance due to their centralized volume data and continuous institutional participation.
Recommended Futures Markets:
- ES (S&P 500 E-mini) - Over 2 million contracts daily volume, excellent liquidity depth
- NQ (NASDAQ-100 E-mini) - Around 600,000 contracts daily, strong tech sector representation
- YM (Dow Jones E-mini) - Consistent institutional flow and volume patterns
- RTY (Russell 2000 E-mini) - Small-cap exposure with reliable volume data
- GC (Gold Futures) - High volume commodity with institutional participation
- CL (Crude Oil Futures) - Energy sector representation with strong volume consistency
Why Futures Markets Excel:
- Futures markets provide centralized volume reporting, ensuring the extension's volume classification system receives accurate institutional participation data. The standardized contract specifications and continuous trading hours create consistent volume patterns that the extension's algorithms can analyze effectively.
Acceptable Timeframes and Portfolio Integration:
- Any timeframe that can be evaluated within Quantify Trading Model's backtesting engine is acceptable for live trading implementation.
The extension is specifically designed to integrate with Quantify's portfolio management system, allowing multiple strategies across different timeframes and assets to operate simultaneously while maintaining consistent bias identification methodology across the entire automated trading portfolio.
Legal Disclaimers and Risk Acknowledgments
Trading Risk Disclosure
The VWAP/VOL Extension is provided for informational, educational, and systematic bias detection purposes only and should not be construed as financial, investment, or trading advice. The extension provides volume-weighted institutional analysis but does not guarantee profitable outcomes, accurate bias predictions, or positive investment returns.
Trading systems utilizing bias detection algorithms carry substantial risks including but not limited to total capital loss, incorrect bias identification, market regime changes, and adverse conditions that may invalidate volume-based analysis. The extension's performance depends on accurate volume data, TradingView infrastructure stability, and proper integration with Quantify Trading Model, any of which may experience data errors, technical failures, or service interruptions that could affect bias detection accuracy.
System Dependency Acknowledgment
The extension requires continuous operation of multiple interconnected systems: TradingView charts and real-time data feeds, accurate volume reporting from exchanges, Quantify Trading Model integration, and stable platform connectivity. Any interruption or malfunction in these systems may result in incorrect bias signals, missed transitions, or unexpected analytical behavior.
Users acknowledge that neither Fractalyst nor the creator has control over third-party data providers, exchange volume reporting accuracy, or TradingView platform stability, and cannot guarantee data accuracy, service availability, or analytical performance. Market microstructure changes, volume reporting delays, exchange outages, and technical factors may significantly affect bias detection accuracy compared to theoretical or backtested performance.
Intellectual Property Protection
The VWAP/VOL Extension, including all proprietary algorithms, volume classification methodologies, three-state bias detection systems, and integration protocols, constitutes the exclusive intellectual property of Fractalyst. Unauthorized reproduction, reverse engineering, modification, or commercial exploitation of these proprietary technologies is strictly prohibited and may result in legal action.
Liability Limitation
By utilizing this extension, users acknowledge and agree that they assume full responsibility and liability for all trading decisions, financial outcomes, and potential losses resulting from reliance on the extension's bias detection signals. Fractalyst shall not be liable for any unfavorable outcomes, financial losses, missed opportunities, or damages resulting from the development, use, malfunction, or performance of this extension.
Past performance of bias detection accuracy, volume classification effectiveness, or integration with Quantify Trading Model does not guarantee future results. Trading outcomes depend on numerous factors including market regime changes, volume pattern evolution, institutional behavior shifts, and proper system configuration, all of which are beyond the control of Fractalyst.
User Responsibility Statement
Users are solely responsible for understanding the risks associated with algorithmic bias detection, properly configuring system parameters, maintaining appropriate risk management protocols, and regularly monitoring extension performance. Users should thoroughly validate the extension's bias signals through comprehensive backtesting before live implementation and should never base trading decisions solely on automated bias detection.
This extension is designed to provide systematic institutional flow analysis but does not replace the need for proper market understanding, risk management discipline, and comprehensive trading methodology. Users should maintain active oversight of bias detection accuracy and be prepared to implement manual overrides when market conditions invalidate volume-based analysis assumptions.
Terms of Service Acceptance
Continued use of the VWAP/VOL Extension constitutes acceptance of these terms, acknowledgment of associated risks, and agreement to respect all intellectual property protections. Users assume full responsibility for compliance with applicable laws and regulations governing automated trading system usage in their jurisdiction.
PineConnector [Extension] | FractalystWhat is the PineConnector Extension?
The PineConnector Extension is a sophisticated bridge indicator designed to seamlessly connect Quantify trading signals with PineConnector's automated execution system.
This extension transforms manual signal monitoring into fully automated trading by interpreting Quantify's signal outputs and converting them into executable PineConnector commands.
Unlike standalone trading indicators, this extension serves as a communication layer between your signal generation (Quantify indicator) and trade execution (PineConnector), enabling hands-free trading across multiple timeframes and instruments.
How does the signal processing work?
The extension processes four distinct signal types from Quantify indicators:
Signal Values:
1 = Buy/Long signal - Opens bullish positions
-1 = Sell/Short signal - Opens bearish positions
0.5 = Close Long - Closes all long positions
-0.5 = Close Short - Closes all short positions
The script continuously monitors the "Signal Source" input, which should be connected to any Quantify indicator's output. When a signal is detected, the extension automatically generates the corresponding PineConnector command with your configured parameters.
What are the available order types and how do they work?
The extension supports three order execution modes:
Market Orders:
- Execute immediately at current market price
- Highest execution probability
- Subject to slippage during volatile conditions
Limit Orders:
- Execute only when price reaches a more favorable level
- Buy limits placed below current price
- Sell limits placed above current price
- Dynamic pip offset calculated using ATR-based volatility
Stop Orders:
- Execute when price breaks beyond specified levels
- Buy stops placed above current price
- Sell stops placed below current price
- Useful for breakout strategies
Dynamic Pricing Calculation:
The extension calculates optimal entry prices using volatility-adjusted pip offsets:
priceVolatility = ta.atr(14) / close * 100
volatilityFactor = math.min(math.max(priceVolatility / 0.1, 0.5), 2.0)
pipsOffset = 10 * volatilityFactor
How does the risk management system work?
Risk Percentage:
The extension uses percentage-based position sizing where you specify the risk per trade (0.1% to 10.0%). This value is passed to PineConnector, which calculates the exact position size based on:
- Account balance
- Stop loss distance
- Instrument specifications
- Broker settings
Stop Loss Integration:
- The "Stop Source" input connects to external stop loss levels from Quantify or other indicators. - This ensures:
- Consistent risk-reward ratios
- Dynamic stop placement based on market structure
- Automatic position sizing calculations
Multi-Asset Compatibility:
The extension automatically detects instrument types and adjusts pip calculations:
Forex: mintick * 10
Crypto: mintick * 10
Other assets: mintick * 1
What does the information display table show?
The real-time status table provides essential configuration monitoring:
Status Indicators:
- License: Shows PineConnector license ID status (Blue = Set, Red = Missing)
- Security: Displays secret key status (Blue = Set, Orange = Disabled)
- Comment: Shows trade comment or timeframe if empty
- Symbol: Current trading symbol (manual override or chart symbol)
- Order Type: Active execution mode (Market/Limit/Stop)
- Risk: Risk percentage with color coding (Blue ≤1%, Orange >1%)
- Signal: Connection status (Blue = Connected, Red = Not Set)
- Stop: Stop loss source status (Blue = Connected, Red = Not Set)
Color Coding System:
Blue: Optimal/Connected
Orange: Warning/Moderate risk
Red: Error/Not configured
How do I connect this to my Quantify indicator?
Step-by-Step Connection:
Add the PineConnector Extension to your chart containing Quantify indicator
Configure Signal Source:
In the extension settings, locate "Signal Source"
Click the dropdown and select your Quantify indicator's signal output
The extension will automatically detect custom sources vs. default price data
Configure Stop Source:
Connect "Stop Source" to your Quantify indicator's stop loss output
This enables dynamic position sizing based on stop distance
Verify Connection:
Check the information table for "Signal" and "Stop" status
Blue indicates successful connection
Red indicates default price data (not connected)
Compatible Quantify Indicators:
- Quantify Trading Model
- Any indicator outputting standardized signals (1, -1, 0.5, -0.5)
What PineConnector setup is required?
Prerequisites:
- Active PineConnector License - Required for all functionality
- MetaTrader 4/5 or supported broker platform
- PineConnector EA installed and configured
- TradingView Pro/Pro+/Premium for alert functionality
Configuration Steps:
- License ID: Enter your PineConnector license ID in the extension
- Secret Key: Optional security layer for command verification
- Symbol Mapping: Ensure symbol names match between TradingView and broker
- Alert Setup: Create TradingView alerts using this indicator
- Webhook Configuration: Point alerts to your PineConnector webhook URL
Security Features:
- Optional secret key encryption
- Symbol-specific commands
- Debug mode for testing and validation
What makes this extension unique?
Seamless Integration:
- Unlike manual signal copying, this extension provides:
- Zero-latency signal translation
- Automated parameter passing
- Consistent execution across timeframes
- No human intervention required
Dynamic Adaptability:
Volatility-adjusted pricing for limit/stop orders
Automatic symbol detection and conversion
Multi-asset pip calculations
Intelligent timeframe formatting
Professional Risk Management:
- Percentage-based position sizing
- External stop loss integration
- Multi-order type support
- Real-time status monitoring
Robust Architecture:
- Error-resistant signal processing
- Comprehensive input validation
- Debug and testing capabilities
- Security features for live trading
Installation and Setup Guide
Quick Start:
- Add "PineConnector | Fractalyst" to your chart
- Configure your PineConnector license ID
- Connect Signal Source to your Quantify indicator
- Connect Stop Source to your stop loss indicator
- Set your preferred risk percentage
- Choose order type (Market recommended for beginners)
- Create TradingView alert using this indicator
- Ensure PineConnector EA is running on your trading platform
Advanced Configuration:
- Custom symbol mapping for cross-platform trading
- Secret key implementation for enhanced security
- Comment customization for trade tracking
- Debug mode for strategy validation
Legal Disclaimers and Risk Acknowledgments
Trading Risk Disclosure
This PineConnector Extension is provided for informational, educational, and automation purposes only and should not be construed as financial, investment, or trading advice. The extension facilitates automated trading connections but does not guarantee profitable outcomes, successful trade execution, or positive investment returns.
Automated trading systems carry substantial risks including but not limited to total capital loss, system failures, connectivity issues, and adverse market conditions. The extension's performance depends on multiple third-party services including PineConnector, MetaTrader platforms, TradingView infrastructure, and broker execution quality, any of which may experience downtime, technical failures, or service interruptions that could affect trading performance.
System Dependency Acknowledgment
The extension requires continuous operation of multiple interconnected systems: TradingView charts and alerts, PineConnector services and Expert Advisors, MetaTrader platforms, broker connectivity, and stable internet connections. Any interruption or malfunction in these systems may result in missed signals, failed executions, or unexpected trading behavior.
Users acknowledge that neither the seller nor the creator of this extension has control over these third-party services and cannot guarantee their availability, accuracy, or performance. Market conditions, broker execution policies, slippage, and technical factors may significantly affect actual trading results compared to theoretical or backtested performance.
Liability Limitation
By utilizing this extension, users acknowledge and agree that they assume full responsibility and liability for all trading decisions, financial outcomes, and potential losses resulting from the use of this automated trading system. Neither the seller nor the creator shall be liable for any unfavorable outcomes, financial losses, missed opportunities, or damages resulting from the development, use, malfunction, or performance of this extension.
Past performance of connected indicators, strategies, or the extension itself does not guarantee future results. Trading outcomes depend on numerous factors including market conditions, economic events, broker execution quality, network connectivity, and proper system configuration, all of which are beyond the control of the extension creator.
User Responsibility Statement
Users are solely responsible for understanding the risks associated with automated trading, properly configuring all system components, maintaining adequate capitalization and risk management, and regularly monitoring system performance. Users should thoroughly test the extension in demo environments before live deployment and should never risk more capital than they can afford to lose.
This extension is designed to automate signal execution but does not replace the need for proper risk management, market understanding, and trading discipline. Users should maintain active oversight of their automated trading systems and be prepared to intervene manually when necessary.
Renko Supertrend DistilledRenko Supertrend Distilled - Price-Movement Based Trend Following
This indicator transforms how you see trends by using Renko brick logic instead of regular time-based candles. While most Supertrends react to every price wiggle because they're tied to time intervals, this version only responds when price makes meaningful moves - just like how professional traders think about markets.
The Renko Advantage Explained Simply:
Think of regular indicators as taking a photo every second, capturing every tiny movement and creating noise. This Renko-based system only takes a "photo" when something important happens - when price moves a significant amount. The result? Cleaner signals with far fewer false alarms.
What You Actually Get:
Two Setup Methods: Use ATR for automatic brick sizing that adapts to market conditions, or set a fixed brick size if you prefer consistency
Clean Visual Signals: Colored trend line shows current direction, with small triangles marking exact entry points
Trend Zones: Shaded areas between the trend line and threshold levels help you see support/resistance
Smart Filtering: Built-in 3-bar delay prevents getting whipsawed by quick reversals
How It Works (Non-Technical):
Instead of calculating the Supertrend on every candlestick (which creates noise), this indicator first builds virtual "Renko bricks" from your price data. These bricks only form when price moves a meaningful amount - filtering out the small stuff that causes false signals. Then it calculates the Supertrend on these clean brick formations.
Real Trading Performance:
All Timeframes: Works great from 1-minute scalping up to daily swing trades
Fewer False Signals: Because it ignores insignificant price movements
Clearer Entries: Triangles appear below trend line for longs, above for shorts
Better Trend Recognition: Stays with trends longer, exits noise faster
Perfect For:
Day traders tired of getting chopped up by standard indicators
Swing traders who want cleaner trend identification
Anyone who's frustrated with traditional Supertrend whipsaws
Traders who prefer price-action based tools over time-based ones
The Bottom Line:
This isn't just another Supertrend variant - it's a completely different approach that focuses on price movement significance rather than arbitrary time intervals. You get the trend-following power of Supertrend with the noise-filtering benefits of Renko methodology.
Most importantly: it's designed to keep you in good trends longer and get you out of bad moves faster, which is exactly what profitable trading requires.
SmartPulse: Advanced Intraday Signal Strategy for Indian Indices1. Strategy Concept
SmartPulse is an intraday pattern‑recognition tool tailored for the Indian equity‑index futures (NIFTY, BANKNIFTY, FINNIFTY, etc.). It looks for wick/body reversals that occur after low‑volatility consolidations, then confirms them with optional volume and RSI filters. The script can plot three “tiers” of signals so traders can choose how strict they want to be:
Tier Filters Applied Typical Use
Basic Price‑action only Quick scalp ideas
Enhanced + Volume & RSI Higher‑quality discretionary trades
Trend‑Aligned + 20/50‑EMA trend check Trend‑following entries
2. How It Works
Session Filter – Limits signals to 09:05‑15:20 IST (modify if needed).
ATR Consolidation Check – Compares the current ATR to its 20‑period SMA; if ATR is below ATR × 0.70 (default) the market is classed as consolidating and potential breakout bars are monitored.
Wick/Body Reversal Logic
Bearish reversal → Prior candle is bearish with a long upper wick → next candle must reject higher prices and turn bearish.
Bullish reversal → Prior candle is bullish with a long lower wick → next candle must reject lower prices and turn bullish.
Momentum Test – The signal candle’s real body must exceed 20 % of ATR to avoid weak flips.
Optional Filters
Volume above 20‑SMA × (Threshold)
RSI below/above custom oversold/overbought levels
Trend Context (premium tier) – Only long signals if EMA‑20 > EMA‑50, only shorts if EMA‑20 < EMA‑50.
3. Inputs & Customisation
ATR Length / Multiplier – Tune volatility windows.
Wick‑to‑Body Ratio – Controls how “long” a wick must be relative to body.
Volume & RSI Filters – Enabled/disabled independently.
IST Session Hours – Adapt for pre‑market/extended trading if your broker provides it.
4. Visual Outputs
BUY / SELL labels (basic tier)
Small green/fuchsia triangles (enhanced tier)
Trend‑aligned triangles (premium tier)
Yellow background while consolidating
Top‑right info table showing market state, volume bias, RSI, ATR and session status
5. Alerts Included
Alert Name Fires When
Basic Long / Short Price‑action signal during session & non‑consolidating
Enhanced Long / Short All core + optional filters pass
6. Recommended Usage
Best on 3 min – 15 min charts of highly liquid Indian index futures.
Combine with broader market structure (HTF S/R, VWAP, option OI) before acting.
Run in bar‑replay or strategy tester to assess suitability for your style; parameters are intentionally flexible so you can skew toward frequency vs. selectivity.
7. Disclaimer
This script is a research tool. It does not guarantee profitable trades and should not be viewed as financial advice. Test on demo data, understand its logic, and apply prudent risk management. Past performance or historical signal frequency does not assure future results.
X-Day Capital Efficiency ScoreThis indicator helps identify the Most Profitable Movers for Your fixed Capital (ie, which assets offer the best average intraday profit potential for a fixed capital).
Unlike traditional volatility indicators (like ATR or % change), this script calculates how much real dollar profit you could have made each day over a custom lookback period — assuming you deployed your full capital into that ticker daily.
How it works:
Calculates the daily intraday range (high − low)
Filters for clean candles (where body > 60% of the candle range)
Assumes you invested the full amount of capital ($100K set as default) on each valid day
Computes an average daily profit score based on price action over the selected period (default set to 20 days)
Plots the score in dollars — higher = more efficient use of capital
Why It’s Useful:
Compare tickers based on real dollar return potential — not just % volatility
Spot low-priced, high-volatility stocks that are better suited for intraday or momentum trading
Inputs:
Capital ($): Amount you're hypothetically deploying (e.g., 100,000)
Look Back Period: Number of past days to average over (e.g., 20)
Haven Average Daily RangeOverview
This indicator is an enhanced version of the traditional ADR tool that adapts to intraday price movements. Unlike static ADR levels, this indicator dynamically adjusts its range boundaries based on real-time price action while maintaining the original ADR calculation framework.
Key Features
ADR calculation based on multiple periods (5, 10, and 20 days)
ADR levels displayed with automatic style changes upon range reach
Customizable display settings (color, line style)
Price labels for better visualization
The indicator helps traders assess the instrument's volatility, identify potential reversal zones, and plan daily trading targets.
Suitable for all timeframes up to D1 and any trading instrument.
How It Works
Session Start (UTC+0): Calculates ADR based on historical data and sets initial High/Low levels
Dynamic Phase: Monitors price action and adjusts the opposite boundary (ADR Low or High) when new extremes are reached.
When price creates new Day high price above the opening price, the ADR Low level moves upward proportionally.
When price creates new Day low price below the opening price, the ADR High level moves downward proportionally.
Completion Phase: Stops adjustments and highlights breach when price reaches either boundary
Trading Application
Entry and Exit Signals
The ADR boundaries serve as key decision points for trade execution. When price approaches the upper ADR boundary, it often signals a potential selling zone, particularly when confluence exists with other overbought indicators such as RSI divergence or resistance levels. Conversely, price reaching the lower ADR boundary frequently indicates potential buying opportunities, especially when supported by oversold conditions or support confluences.
Trend Continuation Assessment
One of the most valuable applications is gauging the probability of continued directional movement. When the current session's price action has not yet reached either ADR boundary, statistical probability favors trend continuation in the established direction. This information helps traders stay with profitable positions longer rather than exiting prematurely.
Reversal and Consolidation Zones
The visual color change to orange when ADR boundaries are reached provides immediate feedback that the normal daily range has been exhausted. At this point, the probability of trend reversal or sideways consolidation increases significantly. This signal helps traders prepare for potential position adjustments or new counter-trend opportunities.
