Daily BreadWhat it does:
This script uses specific multiple true ranges from a 30 EMA baseline to plot lines that represent 10% buying increments. Although the common period for ATR is 14, this script employs a period of 20 for smoothing that I have determined is more effective when used with a daily candle chart. It includes onscreen trend signals to identify an uptrend or downtrend when the 50 EMA crosses the 90 EMA and will also display a coloured directional signal at each candle beyond an EMA cross to identify the current trend.
The script plots a scale of percentage labels at the end of each line to identify the percent of an account intended to be in short or longer term trades.
How it does it:
The script uses a 30 EMA baseline and then multiplies ATR increments of +1, +2, +4 and -1 through -7. These ATR multiples and the EMA are plotted as 11 lines, 10 of which make up the range of 10% increments from 10% to 100% with the 11th line being the High Band representing the extreme high or expected sale of any holdings. The percentage label scale uses variable declarations to position and colour match a percentage label to each line.
Intended use:
It is intended to be used for short term trading or long term investing with a daily market index chart such as SPY and multiple exchange traded funds that track said market index. A different ETF is purchased when a daily SPY candle reaches a lower buy band using 10% of a total account value. The sale of any ETFs is at the discretion of the trader and dependent on investment strategy (short term trading or long term inventing) and the trend. When short term trading in a downtrend or when daily candles are below the 50 EMA, selling would be done every 2 to 3 bands above a buy to mitigate the risk of a significant portion of an account getting caught in a downtrend. In an uptrend the High Band would be used to sell any holdings.
Pesquisar nos scripts por "spy"
VWAP, MFI, RSI with S/R StrategyBest for 0dte/intraday trading on AMEX:SPY with 1 minute chart
Strategy Concept
This strategy aims to identify potential reversal points in a price trend by combining momentum indicators (RSI and MFI), volume-weighted price (VWAP), and recent price action trends. It looks for conditions where the price is poised to change direction, either bouncing off a support level in a potential uptrend or falling from a resistance level in a potential downtrend.
By incorporating both price level analysis (support/resistance) and momentum indicators, the strategy seeks to increase the likelihood of identifying significant trend reversals, taking into consideration both recent price movements and the current price's position relative to historical highs and lows.
VWAP (Volume-Weighted Average Price)
VWAP acts as a benchmark to determine the general market trend. It's an average price weighted by volume.
A price above VWAP is often considered bullish, and a price below VWAP is seen as bearish.
MFI (Money Flow Index) and RSI (Relative Strength Index) Parameters
MFI is a volume-weighted RSI, used to identify overbought (above 70) or oversold (below 30) conditions.
RSI is a momentum indicator that measures the magnitude of recent price changes to identify overbought or oversold conditions, similar to MFI.
The script uses standard overbought (70) and oversold (30) thresholds for both MFI and RSI.
Trend Check Function
The function trendCheck analyzes the past pastBars candles to count how many were bullish (closing price higher than the opening price) and bearish.
This function is used to assess the recent trend direction.
Support and Resistance Detection
The script calculates the highest high (highestHigh) and lowest low (lowestLow) over the last lookbackSR (50) periods to identify potential support and resistance levels.
isNearSupport and isNearResistance are conditions to check if the current price is within 0.08% of these identified levels, indicating proximity to support or resistance.
Buy and Sell Logic
Buy Signal:
The RSI crosses over the oversold threshold (30).
The MFI is also below its oversold level (30).
The current price is above the VWAP.
The recent trend (past 20 bars) has been predominantly bearish.
The price is near the identified support level.
Sell Signal:
The RSI crosses under the overbought threshold (70).
The MFI is above its overbought level (70).
The current price is below the VWAP.
The recent trend has been predominantly bullish.
The price is near the identified resistance level.
TTP VIX SpyTTP VIX Spy is an indicator that uses data from TVC:VIX to better time entries in the market.
The assumption used is that when the VIX is coming down from the top of its range then the risk on assets can move to the upside and when the VIX is is pushing higher there's a high likelihood or risk on assets going down.
This indicator observes the momentum of VIX using MACD. It offers two different signals both for longs and shorts: signal 1 and 2.
Signal 1 is activate when the begging of a new trend for the VIX is confirmed.
Signal 2 is activated when the VIX pulls back from an extreme value.
You can configure the parameters of the internal super trend and the look back for the slope applied to price and RSIs.
The indicator offers the following filter parameters:
- Price RSI slope: it filters signals that have RSI slope pointing in the opposite direction of the signal.
- Counter trend: it filters signals that are not counter trending super trend.
- Wide BBW: it filters signals that happen when there hasn't been high price volatility
- Price slope: it filters signals when the price is not pointing in the direction of the signal (buy: up, sell: down)
- VIX RSI filter: it filters VIX RSI values overextended. MACD can be in the right range, but sometimes RSI contradicts it. By default is OFF since it can cause false negatives.
- Working days only: it filters signals that occur in the weekend.
The colours below the price action show how the VIX momentum is changing. Transitions from red into pink and then green show how the fear is fading which tends to lead to lead to bullish moves, and the opposite when the transitions are from green to red.
Performance and initial thoughts.
I have tried VIX Spy on both BINANCE:BTCUSDT.P and BINANCE:ETHUSDT.P and it seems to offer a decent win ratio. As you can see I had to add many filter to remove bad entries and left toggles available to decide which ones you want to use.
I tried the signal in the 4H, 1H and 15min with mixed results. I tend to incline for the results in the 1H.
VIX signal offers a backtestable stream and alerts both for signals 1 and 2.
Convert ETF to Futures/IndexThis indicator is used to automatically map an ETF's VWAP and 10 levels above and below the strike of your choice, to the futures or index instrument currently being viewed/traded. This works very well when using both SPY to ES/MES/SPX or QQQ to NQ/MNQ/NDX to plot the ETF strikes and can lead to some incredible trades, especially when trading level to level. Since SPY, QQQ, IWM, and DIA have the same price action as their futures iteration, there seems to be a direct correlation between their levels and VWAP . This indicator is made to easily map these key levels to the appropriate futures instrument. If you have a way to measure GEX centered around a certain level, I recommend color coding the lines to help indicate whether the level will have strong positive or negative gamma hedging associated with it.
Davin's 10/200MA Pullback on SPY Strategy v2.0Strategy:
Using 10 and 200 Simple moving averages, we capitalize on price pullbacks on a general uptrend to scalp 1 - 5% rebounds. 200 MA is used as a general indicator for bullish sentiment, 10 MA is used to identify pullbacks in the short term for buy entries.
An optional bonus: market crash of 20% from 52 days high is regarded as a buy the dip signal.
An optional bonus: can choose to exit on MA crossovers using 200 MA as reference MA (etc. Hard stop on 50 cross 200)
Recommended Ticker: SPY 1D (I have so far tested on SPY and other big indexes only, other stocks appear to be too volatile to use the same short period SMA parameters effectively) + AAPL 4H
How it works:
Buy condition is when:
- Price closes above 200 SMA
- Price closes below 10 SMA
- Price dumps at least 20% (additional bonus contrarian buy the dip option)
Entry is on the next opening market day the day after the buy condition candle was fulfilled.
Sell Condition is when:
- Prices closes below 10 SMA
- Hard stop at 15% drawdown from entry price (adjustable parameter)
- Hard stop at medium term and long term MA crossovers (adjustable parameters)
So far this strategy has been pretty effective for me, feel free to try it out and let me know in the comments how you found :)
Feel free to suggest new strategy ideas for discussion and indicator building
München's Momentum WaveMUNICH'S MOMENTUM WAVE:
This momentum tracker has features sampled from Madrid's moving average ribbon but has differentiated many values, parameters, and usage of integers. It is derived using momentum and then creates moving averages and mean lengths to help support the strength of a move in price action, and also has the key mean length that helps determine HL/LH or rejections into trend continuation. This indicator works on ALL TIME FRAMES, ALL ASSET CLASSES ON ALL SETTINGS!!
HOW DO I USE IT?
*First off, I have arranged the input settings into groups based on the parts of the indicator it affects.
*You want to use the aqua/white/yellow (Munich's line) as your leading indicator, this is a combined average of the MoM indicator.
* When using Munich's line you want to look at the relation to the mean line (the flat line that adjusts based on price action. You will often see rejections of this line into trend continuation. I personally have caught perfect LH/HL bounce trades off of this indicator.
* Use the Background and other colored moving averages to help pre-determine moves based on the -3 offset value of Munich's line. This was by design not to create 'accurate' results, but to help predict momentum swings based on sharper moves in price action better than if all values lined up to the current bar.
Cheat Code's Notes:
I hope you guys find this indicator to be useful, this is most likely the best indicator that I have written. Simply for the fact it is useful on any chart, any timeframe with any setting. If you guys have any issues with it, shoot me a pm or drop a comment. Thanks!
-CheatCode1
BINANCE:BTCUSDT BITSTAMP:ETHUSD BITSTAMP:BTCUSD PEPPERSTONE:JPYX TVC:DXY TVC:NDQ AMEX:SPY
Risk On Risk OffA helpful indicator for those who follow a systematic long-term investment approach.
What it shows:
It shows the 60 Day Cumulative Return of $BND Vanguard Total Bond Market ETF against the 60 Day Cumulative Return of $BIL SPDR Bloomberg Barclays 1-3 Month T-Bill ETF.
Why:
This Indicator will provide you a sense of where the economic environment is at, if the indicator shows that the 60 Day Cumulative return of $BND is ABOVE $BIL, it means that it's a good idea to go Risk ON in the stock market; On the other hand, if the inverse is true, it means that is a good idea to go Risk OFF in the stock market.
Example Uses:
Warren Buffet often advice Investors to just buy a S&P500 index tracking ETF like $SPY consistently and you will likely to be making money in the long-term.
With this indicator you will be able to make the Buffet Strategy even simpler: when the indicator shows Risk ON, buy the $SPY; when the indicator shows Risk OFF, consider hedges like $IEF iShares 7-10 Year Treasury Bond ETF. AMEX:SPY
S&P Sector Advance/Decline Weighted -Tom1traderEnjoy, enhance your trading (I hope), copy or adapt to your needs and keep smiling!
Thanks to @MartinShkreli. The sector variables and the "repaint" option (approx lines 20 through 32 of this script) are used directly from your script "Sectors"
RECOMMENDATION: Update the sector weightings -inputs are provided. They change as often as monthly and the
annual changes are certainly significant. When updating weighting percentages use the decimal value. I.E. 29% is .29
Good on any time frame. Especially SPY, SPX and ES scalpers and 0DTE options traders may like this a lot.
This gives good signals on S & P and related (ES, SPY) and indicates / plots differently than the AD line or ratio.
Each sector's entire % weight is added or subtracted depending of whether that sector advanced or declined.
Example: Information Tech weight at 29% so that % of 500 (145) is added if InfoTech is up a penny and subtracted if it is
down a penny. All sectors processed the same way so that for a given bar/candle the value will be between +500 (all
sectors up) and -500 (all sectors down). This weighted AD line of sectors is scaled to +/- 350 and plotted as a red/green line
along with aqua/fuchsia columns of its 5 period ema. The line is actual sector behavior and the columns seem to make a
good signal with column zero crosses standing out.
The columns aqua / fuchsia are a 5 period ema of the Sector AD line and give pretty good signals at
zero cross for SPX. I colored the AD red green line also to emphasize the times it opposes the ema
for example the histo/colums zero cross signal is NOT true when the AD line is showing all or most sectors
going the other way.
For readability, the AD line itself is scaled to 350. This lets the columns of the ema stand out better. The hlines at
350 and at 175 give an idea for the AD green red line how much of the sector's weight is up or down.
350 is all sectors up (advancing) and -350 is all sectors down (declining). The hlines at +/- 175 seem to outline
a more or less "neutral" zone. For example in an uptrend with most of the AD level positive and the columns positive;
a negative spike that does not pass the -175 line and returns positive does not seem to impact the price as much as
a deeper negative spike.
Relative Strength vs SPY - real time & multi TF analysisOne of the most requested features for TradingView is the ability to include custom indicators in the stock market scanner. While I am sure this feature is coming soon (seriously TV, PLEASE) I decided to use the amazing template provided by QuantNomad (), but I wanted to allow the user to modify the table a bit better so that a multi time frame analysis approach could be used.
The recommended way to use this indicator is to apply it three times to your chart. For each instance, assign it a plotting location (left, center, right) and choose the timeframe you wish to use for the RS analysis. By default, the relative strength of all 39 pre selected stocks will be compared against SPY, on the 5 min timeframe. I personally like having this chart on the left, then the 4 hour timeframe in the center, and the daily on the right. Not only does this setup allow you to see the relative strength/weakness of 39 stocks in real time (the one on the left), but you have all the information in front of you including how the stock has been performing relative to SPY on the 4H and D charts.
To make it easiest to read, you should disable all visual elements to the chart you are applying this indicator to. By minimizing the chart and putting it by your side, you can see the bigger picture on how all your stocks are behaving relative to the market.
If you wish to change any of the stocks I have pre selected, make sure to save your chart template. Otherwise you would need to do this every time you load the indicator to your chart which would be incredibly time consuming.
StonkBTC - autoswitch secondary series for scalpersSince the drop in March of 2020, the U.S. ETF , SPY, has been correlated with bitcoin's moves, especially during the NY session.
This tool is meant to help traders who want to take advantage of that without having to switch the secondary series between BTCUSD and (generally) SPY when changing the ticker they are viewing.
How this works:
The indicator will automatically switch between bitcoin or equity index depending on what ticker your current chart is. Ideally this tool would be very simple to use.
Options:
Show/hide a 'track price' line
Index choice of SP500, Nasdaq 100, and Russell 2000. Further selection by ETF, futures, and CFD
Varied bitcoin price sources
Notes:
You will need a separate subscription to TradingView to view realtime CME futures data (if not, it will be delayed by 10 minutes). Because of this, the default option chosen is the CFD for the most complete chart when viewing bitcoin.
NY Core Trading Session: 9:30 a.m. to 4:00 p.m. ET
www.nyse.com
Monthly MA Close Generates buy or sell signal if monthly candle closes above or below the signal MA.
Long positions only.
Inputs:
-Change timeframe MA
-Change period MA
-Use SMA or EMA
-Display MA
-Use another ticker as signal
-Select time period for backtesting
This script is not necessarily written to maximize profits, but to minimize losses.
Although it can outperform 'Buy & Hold' on some occasions when there is a multiple month bearisch trend.
You can optimise this strategy by changing the signal MA inputs.
I would suggest aiming for the best Profit Factor starting from the monthly ("M") setting.
You can always fine-tune the results at a lower timeframe.
The option to use another ticker for providing signals can give you a more stable and unified results.
For example using AMEX:SPY as signal with default parameters gives better results with NASDAQ:AAPL than if you would use NASDAQ:AAPL itself.
I used the anti-repainting function from PineCoders to prevent repainting.
This script is best used for multi-month trading positions & Daily or 4H setting of your chart.
(JS)S&P 500 Volatility Oscillator For Options 2.0I am going to start taking requests to open source my indicators and they will also be updated to Version 4 of Pinescript.
I added some features to the original code such the ability to smooth the oscillator and select the look back periods for the historical volatility.
Link to original:
Original post:
"The idea for this started here: www.tradingview.com with the user @dime
This should only be used on SPX or SPY (though you could use it on other things for correlation I suppose) given that the instrument used to create this calculation is derived from the S&P 500 (thank you VIX ). There's a lot of moving parts here though, so allow me to explain...
First: The main signal is when Implied Volatility (from VIX ) drops beneath Historical Volatility - which is what you want to see so you aren't purchasing a ton of premium on long options. Green and above 0 means that IV% has dropped lower than Historical Volatility . (this signal, for example, would suggest using a Long Call or Put depending on your sentiment)
Second: The green line running underneath zero is the bottom portion of the "Average True Range" derived from the values used to create the oscillator. the closer the bottom histogram is to the green line, the more "normal" IV% is. Obviously, if this gets far away from the line then it could be setting up nicely to short options and sell the IV premium to someone else. (this signal, for example, would suggest using something like a Bull Put Spread)
Third: The red background along with the white line that drops down below zero signals when (and how far) the IV% from 3 months out (from VIX3M ) is less than the current IV%. This would signal the current environment has IV way too high, a signal to short options once again (and don't take any long option positions!).
Tried to make this simple, yet effective. If you trade options on SPX , SPY , even ES1! futures - this is a tool tailored specifically for you! As I said before, if you want you can use it for correlation on other securities. Any other ideas or suggestions surrounding this, please let me know! Enjoy!
Feb 17, 2019
Release Notes: Cosmetic update for a much cleaner look:
-Replaced the "HIGH IV" with a simlple "H"
-Now the white line is constantly showing you the relationship between VIX and VIX3M - when VIX is greater than VIX3M the background still goes red
-However, now when VIX drops below Historical Volatility, the background is bright green
-When both above are true - it's dark green
-The Average True Range on the bottom is now a series of crosses"
Trailing Sharpe RatioThe Sharpe ratio allows you to see whether or not an investment has historically provided a return appropriate to its risk level. A Sharpe ratio above one is acceptable, above 2 is good, and above 3 is excellent. A Sharpe ratio less than one would indicate that an investment has not returned a high enough return to justify the risk of holding it. Interesting in this example, SPY's one year avg Sharpe ratio is above 3. This would mean on average SPY returns 3x better returns than the risk associated with holding it, implying there is some sort of underlying value to the investment.
When the sharpe ratio is above its signal, this implies the investment is currently outperforming compared to its typical return, below the signal means the investment is currently under performing. A negative Shape would mean that the investment has not provided a positive return, and may be a possible short candidate.
0DTE SPY/QQQ Precision Scalper [3m Enhanced V2 - FIXED LINES]0DTE SPY/QQQ scalper built for the **3-minute chart** with **15m trend bias** and **1m confirmation**.
Targets **1 strike OTM** entries using VWAP/EMA pullbacks, OR breakout, MACD momentum, and RVOL filters.
Uses ATR-based **stop/target**, optional **breakeven + trailing stop**, and **time stop ~30 min** for 0DTE.
Includes strict risk controls: trade limits, cooldown, skip chop windows, and consecutive-loss lockout.
Market Bias Dashboard (SPY/QQQ/IWM) + Strength Bias (v6)A script to auto plot PDH/PDL/PMH/PML as well as the option to toggle ORB and VWAP with a dashboard that tracks IWM/QQQ/SPY bias based on price in relation to these options along with whatever 3 EMAs you want to use.
Shock Wave: EMA9 Slope / ATR (Normalized) for SPYShock Wave – EMA9 Slope Normalized by ATR (Fragility Gauge)
This indicator measures trend fragility, not direction.
Instead of relying on visual trendline angles (which change with zoom and chart scaling), this tool normalizes the slope of the 9-EMA by ATR, producing a scale-independent steepness metric that remains consistent across timeframes and zoom levels.
The goal is to identify late-stage acceleration and liquidity vulnerability — conditions where price is advancing faster than inventory can rebalance and the market becomes sensitive to forced liquidation.
What this indicator shows
Normalized EMA9 slope (ATR per bar)
An angle-like degree value derived from the normalized slope (for intuition only)
Background shading to highlight trend maturity / fragility
A compact table showing live readings on the chart
How to interpret
Green / low values (< ~0.30 ATR/bar): Healthy, sustainable trend
Orange / mid values (~0.30–0.40 ATR/bar): Late-stage acceleration
Red / high values (≥ ~0.45 ATR/bar): Fragile / liquidation-prone conditions
These thresholds are empirically derived from historical index behavior (e.g., SPY prior to 2018, 2020, 2022 volatility events).
Important notes
This is not a buy or sell signal
Red does not mean “short”
The indicator highlights risk asymmetry, not timing
Best used on higher timeframes (weekly) in conjunction with liquidity, inducement, and higher-timeframe structure analysis
Why use this
Markets often fail after strong trends, not because they are weak, but because they are crowded. This tool helps quantify when a trend has become structurally vulnerable, providing context for liquidity-based frameworks and macro risk management.
NeuralFlow Forecast Levels | SPY WeeklyThis is a companion script that plots AI-adaptive market equilibrium & expansion mapping levels for SPY on chart.
NeuralFlow Forecast levels are generated though a Artificial Intelligence framework trained to identify where price is statistically inclined to re-balance and where expansion zones historically exhaust rather than extend.
What the Bands Represent
Band Layer Meaning
AI Equilibrium (white core) Primary weekly balance zone where price is most likely to mean-revert
Predictive Rails (aqua / purple) High-confidence corridor of institutional flow containment
Outer Zones (green / red) Expansion limits where continuation historically decays
Extreme Zones (top/bottom) Rare deviation envelope where auction completion is statistically favored
NeuralFlow operates Artificial Intelligence models trained specifically to map statistical re-balancing behavior, not trader predictions or sentiment. No discretionary drawing. No correlations. No lagging overlays.
This engine updates only when underlying structure changes — not when candles fluctuate intraday.
Risk:
Educational & analytical use only. Not financial advice
RightFlow Universal Volume Profile - Any Market Any TimeframeSummary in one paragraph
RightFlow is a right anchored microstructure volume profile for stocks, futures, FX, and liquid crypto on intraday and daily timeframes. It acts only when several conditions align inside a session window and presents the result as a compact right side profile with value area, POC, a bull bear mix by price bin, and a HUD of profile VWAP and pressure shares. It is original because it distributes each bar’s weight into multiple mid price slices, blends bull bear pressure per bin with a CLV based split, and grows the profile to the right so price action stays readable. Add to a clean chart, read the table, and use the visuals. For conservative workflows read on bar close.
Scope and intent
• Markets. Major FX pairs, index futures, large cap equities and ETFs, liquid crypto.
• Timeframes. One minute to daily.
• Default demo used in the publication. SPY on 15 minute.
• Purpose. See where participation concentrates, which side dominated by price level, and how far price sits from VA and POC.
Originality and usefulness
• Unique fusion. Right anchored growth plus per bar slicing and CLV split, with weight modes Raw, Notional, and DeltaProxy.
• Failure mode addressed. False reads from single bar direction and coarse binning.
• Testability. All parts sit in Inputs and the HUD.
• Portable yardstick. Value Area percent and POC are universal across symbols.
• Protected scripts. Not applicable. Method and use are fully disclosed.
Method overview in plain language
Pick a scope Rolling or Today or This Week. Define a window and number of price bins. For each bar, split its range into small slices, assign each slice a weight from the selected mode, and split that weight by CLV or by bar direction. Accumulate totals per bin. Find the bin with the highest total as POC. Expand left and right until the chosen share of total volume is covered to form the value area. Compute profile VWAP for all, buyers, and sellers and show them with pressure shares.
Base measures
Range basis. High minus low and mid price samples across the bar window.
Return basis. Not used. VWAP trio is price weighted by weights.
Components
• RightFlow Bins. Price histogram that grows to the right.
• Bull Bear Split. CLV based 0 to 1 share or pure bar direction.
• Weight Mode. Raw volume, notional volume times close, or DeltaProxy focus.
• Value Area Engine. POC then outward expansion to target share.
• HUD. Profile VWAP, Buy and Sell percent, winner delta, split and weight mode.
• Session windows optional. Scope resets on day or week.
Fusion rule
Color of each bin is the convex blend of bull and bear shares. Value area shading is lighter inside and darker outside.
Signal rule
This is context, not a trade signal. A strong separation between buy and sell percent with price holding inside VA often confirms balance. Price outside VA with skewed pressure often marks initiative moves.
What you will see on the chart
• Right side bins with blended colors.
• A POC line across the profile width.
• Labels for POC, VAH, and VAL.
• A compact HUD table in the top right.
Table fields and quick reading guide
• VWAP. Profile VWAP.
• Buy and Sell. Pressure shares in percent.
• Delta Winner. Winner side and margin in percent.
• Split and Weight. The active modes.
Reading tip. When Session scope is Today or This Week and Buy minus Sell is clearly positive or negative, that side often controls the day’s narrative.
Inputs with guidance
Setup
• Profile scope. Rolling or session reset. Rolling uses window bars.
• Rolling window bars. Typical 100 to 300. Larger is smoother.
Binning
• Price bins. Typical 32 to 128. More bins increase detail.
• Slices per bar. Typical 3 to 7. Raising it smooths distribution.
Weighting
• Weight mode. Raw, Notional, DeltaProxy. Notional emphasizes expensive prints.
• Bull Bear split. CLV or BarDir. CLV is more nuanced.
• Value Area percent. Typical 68 to 75.
View
• Profile width in bars, color split toggle, value area shading, opacities, POC line, VA labels.
Usage recipes
Intraday trend focus
• Scope Today, bins 64, slices 5, Value Area 70.
• Split CLV, Weight Notional.
Intraday mean reversion
• Scope Today, bins 96, Value Area 75.
• Watch fades back to POC after initiative pushes.
Swing continuation
• Scope Rolling 200 bars, bins 48.
• Use Buy Sell skew with price relative to VA.
Realism and responsible publication
No performance claims. Shapes can move while a bar forms and settle on close. Education only.
Honest limitations and failure modes
Thin liquidity and data gaps can distort bin weights. Very quiet regimes reduce contrast. Session time is the chart venue time.
Open source reuse and credits
None.
Legal
Education and research only. Not investment advice. Test on history and simulation before live use.
FluxVector Liquidity Universal Trendline FluxVector Liquidity Trendline FFTL
Summary in one paragraph
FFTL is a single adaptive trendline for stocks ETFs FX crypto and indices on one minute to daily. It fires only when price action pressure and volatility curvature align. It is original because it fuses a directional liquidity pulse from candle geometry and normalized volume with realized volatility curvature and an impact efficiency term to modulate a Kalman like state without ATR VWAP or moving averages. Add it to a clean chart and use the colored line plus alerts. Shapes can move while a bar is open and settle on close. For conservative alerts select on bar close.
Scope and intent
• Markets. Major FX pairs index futures large cap equities liquid crypto top ETFs
• Timeframes. One minute to daily
• Default demo used in the publication. SPY on 30min
• Purpose. Reduce false flips and chop by gating the line reaction to noise and by using a one bar projection
• Limits. This is a strategy. Orders are simulated on standard candles only
Originality and usefulness
• Unique fusion. Directional Liquidity Pulse plus Volatility Curvature plus Impact Efficiency drives an adaptive gain for a one dimensional state
• Failure mode addressed. One or two shock candles that break ordinary trendlines and saw chop in flat regimes
• Testability. All windows and gains are inputs
• Portable yardstick. Returns use natural log units and range is bar high minus low
• Protected scripts. Not used. Method disclosed plainly here
Method overview in plain language
Base measures
• Return basis. Natural log of close over prior close. Average absolute return over a window is a unit of motion
Components
• Directional Liquidity Pulse DLP. Measures signed participation from body and wick imbalance scaled by normalized volume and variance stabilized
• Volatility Curvature. Second difference of realized volatility from returns highlights expansion or compression
• Impact Efficiency. Price change per unit range and volume boosts gain during efficient moves
• Energy score. Z scores of the above form a single energy that controls the state gain
• One bar projection. Current slope extended by one bar for anticipatory checks
Fusion rule
Weighted sum inside the energy score then logistic mapping to a gain between k min and k max. The state updates toward price plus a small flow push.
Signal rule
• Long suggestion and order when close is below trend and the one bar projection is above the trend
• Short suggestion and flip when close is above trend and the one bar projection is below the trend
• WAIT is implicit when neither condition holds
• In position states end on the opposite condition
What you will see on the chart
• Colored trendline teal for rising red for falling gray for flat
• Optional projection line one bar ahead
• Optional background can be enabled in code
• Alerts on price cross and on slope flips
Inputs with guidance
Setup
• Price source. Close by default
Logic
• Flow window. Typical range 20 to 80. Higher smooths the pulse and reduces flips
• Vol window. Typical range 30 to 120. Higher calms curvature
• Energy window. Typical range 20 to 80. Higher slows regime changes
• Min gain and Max gain. Raise max to react faster. Raise min to keep momentum in chop
UI
• Show 1 bar projection. Colors for up down flat
Properties visible in this publication
• Initial capital 25000
• Base currency USD
• Commission percent 0.03
• Slippage 5
• Default order size method percent of equity value 3%
• Pyramiding 0
• Process orders on close off
• Calc on every tick off
• Recalculate after order is filled off
Realism and responsible publication
• No performance claims
• Intrabar reminder. Shapes can move while a bar forms and settle on close
• Strategy uses standard candles only
Honest limitations and failure modes
• Sudden gaps and thin liquidity can still produce fast flips
• Very quiet regimes reduce contrast. Use larger windows and lower max gain
• Session time uses the exchange time of the chart if you enable any windows later
• Past results never guarantee future outcomes
Open source reuse and credits
• None
QQQ Ladder → Adjusted to Active Ticker (5s & 10s)This indicator allows you to a grid of QQQ levels directly on futures chart like NQ, MNQ, ES and MES, automatically adjusting for the spread between the displayed symbol and QQQ. This is particularly useful for traders who perform technical analysis on QQQ but execute trades on Futures.
Features:
Renders every 5 and 10 points steps of QQQ in your current chart.
The script adjusts these levels in real-time based on the current spread between QQQ and the displayed symbol!
Plots updated horizontal lines that move with the spread
Supports Multiple Tickers, ES1!, MES1!, NQ1!, MNQ1! SPY and SPX500USD.
SPX Ladder → Adjusted to Active Ticker (5s & 10s)This indicator allows you to a grid of SPX levels directly on the ES1! (E-mini S&P 500 Futures) chart, automatically adjusting for the spread between SPX and ES1!. This is particularly useful for traders who perform technical analysis on SPX but execute trades on ES1!.
Features:
Renders every 5 and 10 points steps of the SPX in your current chart.
The script adjusts these levels in real-time based on the current spread between SPX and ES1!
Plots updated horizontal lines that move with the spread
Supports Multiple Tickers, ES1!, SPY and SPX500USD.
Ideal for futures traders who want SPX context while trading ES1!.
200 SMA (5%/-3% Buffer) for SPY & QQQ In my testing TQQQ is an absolute monster of an ETF that performs extremely well even from a buy and hold standpoint over long periods of time, its largest drawback is the massive drawdown exposure that it faces which can be easily sidestepped with this strategy.
This strategy is meant to basically abuse TQQQ's insane outperformance while augmenting the typical 200SMA strategy in a way that uses all of its strengths while avoiding getting whipsawed in sideways markets.
The strategy BUYS when price crosses 5% over the 200SMA and then SELLS when price drops 3% below the 200SMA. Between trades I'll be parking my entire account in SGOV.
So maximizing profit while minimizing risk.
You use the strategy based off of QQQ and then make the trades on TQQQ when it tells you to BUY/SELL.
Here are some reasons why I will be using this strategy:
Simple emotionless BUY and SELL signals where I don't care who the president is, what is happening in the world, who is bombing who, who the leadership team is, no attachment to individual companies and diversified across the NASDAQ.
~85% win percentage and when it does lose the loses are nothing compared to the wins and after a loss you're basically set up for a massive win in the next trade.
Max drawdown of around 53% when using TQQQ
You benefit massively when the market is doing well and when there is a recession you basically sit in SGOV for a year and then are set up for a monster recovery with a clear easy BUY signal. So as long as you're patient you win regardless of what happens.
The trades are often very long term resulting in you taking advantage of Long Term Capital Gains tax advantage which could mean saving up to 15-20% in taxes.
With only a few trades you can spend time doing other stuff and don't have to track or pay attention to anything that is happening.
Simple, easy, and massively profitable.
SPX Levels Adjusted to Active TickerThis indicator allows you to plot custom SPX levels directly on the ES1! (E-mini S&P 500 Futures) chart, automatically adjusting for the spread between SPX and ES1!. This is particularly useful for traders who perform technical analysis on SPX but execute trades on ES1!.
Features:
Input up to three SPX key levels to track (e.g., 5000, 4950, 4900)
The script adjusts these levels in real-time based on the current spread between SPX and ES1!
Displays the spread in the chart header for quick reference
Plots updated horizontal lines that move with the spread
Includes optional labels showing the spread periodically to reduce clutter
Supports Multiple Tickers, ES1!, SPY and SPX500USD.
Ideal for futures traders who want SPX context while trading ES1!.
