Análise de Tendência
Multi-Leg Option Combined PremiumMulti-Leg Option Combined Premium Indicator
Overview
The Multi-Leg Option Combined Premium Indicator is a powerful and versatile tool designed for options traders to analyze and visualize multi-leg option strategies on Indian indices (NIFTY, BANKNIFTY, SENSEX). This TradingView Pine Script (v6) indicator calculates the combined premium of up to four option legs, displays the strategy in a customizable table, and overlays user-selected technical indicators (e.g., SMA, RSI, MACD) to aid in decision-making. Whether you're trading straddles, strangles, or complex strategies like Iron Condors, this indicator streamlines premium tracking and trend analysis, making it ideal for both novice and experienced traders.
Key Features
Multi-Leg Strategy Support:
Choose from 19 predefined option strategies, including Long Straddle, Short Strangle, Iron Condor, Bull Call Spread, and more, or create a custom strategy with up to four legs.
Configure each leg with specific expiry dates, strike prices, option types (Call/Put), and positions (Long/Short) with adjustable quantities.
Automatically calculates the combined premium, accounting for the direction (long/short) and quantity of each leg.
Index-Specific Customization:
Supports three major Indian indices: NIFTY, BANKNIFTY, and SENSEX.
Index-specific expiry dates:
NIFTY: Weekly (Tuesdays) and monthly (last Tuesday) expiries (e.g., 09-Sep-2025 to 04-Nov-2025).
BANKNIFTY: Monthly (last Wednesday) expiries (e.g., 25-Sep-2025 to 29-May-2026).
SENSEX: Weekly (Fridays) and monthly (last Friday) expiries (e.g., 11-Sep-2025 to 06-Nov-2025).
Adjustable ATM strike levels and strike width multipliers for precise strategy setup.
Technical Indicator Overlay:
Overlay one of 10 popular technical indicators on the combined premium chart: SMA, EMA, RSI, MACD, Bollinger Bands, ATR, Stochastic, Williams %R, CCI, or ADX.
Customize indicator parameters (e.g., RSI length, MACD fast/slow lengths) to align with your trading style.
Visual cues: Combined premium is color-coded (red/green/blue for credits, red/green/orange for debits) based on its position relative to the selected indicator.
Dynamic Table Display:
Displays a detailed table summarizing the strategy, including:
Instrument (NIFTY/BSX), expiry, option type, strike, position, premium, and quantity per leg.
Net position (Credit/Debit) and total combined premium.
Customizable table size (tiny, small, normal) and position (e.g., top-right, bottom-left).
Option to toggle P&L info (quantity column) for clarity.
Alert Integration:
Built-in alert functionality to log strategy details (timestamp, index, strategy, premium, indicator value, credit/debit status) to external services like Google Sheets via webhooks.
Example: Trigger alerts at specific times (e.g., 9:30 AM on 05-Sep-2025) or on new bars for real-time tracking.
Visual Feedback:
Plots the combined premium with dynamic coloring to reflect market conditions.
Indicator-specific visuals (e.g., Bollinger Bands upper/lower lines, RSI overbought/oversold levels, MACD signal line).
Background coloring to indicate net credit (blue) or debit (orange) strategies.
How It Works
Select an Index: Choose NIFTY, BANKNIFTY, or SENSEX to load index-specific prefixes (NSE:/BSE:) and expiry dates.
Choose a Strategy: Select a predefined strategy (e.g., Long Straddle, Iron Condor) or configure a custom strategy with up to four legs.
Set Parameters: Adjust ATM strike, strike width multiplier, and expiry dates. For custom strategies, specify each leg’s expiry, type, strike, position, and quantity.
Apply Technical Indicators: Pick an indicator (e.g., RSI, MACD) and customize its settings to analyze the combined premium’s trend.
View Results: The indicator calculates the combined premium, displays it in a table, and plots it with the selected indicator. Alerts can send data to external services for logging.
Analyze and Trade: Use the premium plot and indicator signals to make informed trading decisions, with the table providing a clear overview of your strategy.
Benefits
Time-Saving: Automates premium calculations for complex multi-leg strategies, reducing manual effort.
Flexible: Supports a wide range of strategies and indices, with customizable inputs for tailored analysis.
Visual Clarity: Combines premium data with technical indicators in an easy-to-read chart and table format.
Actionable Insights: Color-coded plots and alerts help traders identify trends and track performance.
External Logging: Seamlessly integrates with webhooks for real-time data logging to tools like Google Sheets.
Usage Instructions
Add to Chart: Apply the indicator to a TradingView chart for NIFTY, BANKNIFTY, or SENSEX.
Configure Inputs:
Select the index and strategy from the dropdowns.
Adjust ATM strike, strike width, and expiry dates as needed.
Choose a technical indicator and tweak its parameters.
Set table preferences (size, position, P&L info).
Set Up Alerts (Optional):
Create a TradingView alert with a webhook URL pointing to a service like Pabbly Connect or Zapier.
Use the alert’s JSON output to log data to Google Sheets (e.g., timestamp, strategy, premium).
Interpret Results:
Monitor the premium plot (colored based on trend relative to the indicator).
Review the table for leg details and net position.
Use alerts to track strategy performance externally.
Ideal For
Options Traders: Perfect for traders focusing on Indian indices, seeking to analyze multi-leg strategies like straddles, spreads, or condors.
Technical Analysts: Combines option premiums with technical indicators for trend-based trading decisions.
Portfolio Managers: Useful for tracking premium changes and logging performance for later analysis.
Notes
Data Requirements: Ensure your TradingView account has access to real-time data for NIFTY, BANKNIFTY, or SENSEX options. Invalid symbols may return na values.
Alerts: Webhook setup requires a third-party service (e.g., Pabbly Connect, Zapier) to log data to Google Sheets. Refer to the included guide for setup details.
Performance: Best used on timeframes aligned with option expiries (e.g., daily or intraday).
Disclaimer: This indicator is for educational purposes only and does not constitute financial advice. Always conduct your own analysis before trading.
Support
For setup assistance, bug reports, or feature requests, contact the developer via . Premium subscribers receive priority support and access to exclusive features like webhook setup guides.
Savitzky-Golay Hampel Filter | AlphaNattSavitzky-Golay Hampel Filter | AlphaNatt
A revolutionary indicator combining NASA's satellite data processing algorithms with robust statistical outlier detection to create the most scientifically advanced trend filter available on TradingView.
"This is the same mathematics that processes signals from the Hubble Space Telescope and analyzes data from the Large Hadron Collider - now applied to financial markets."
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🚀 SCIENTIFIC PEDIGREE
Savitzky-Golay Filter Applications:
NASA: Satellite telemetry and space probe data processing
CERN: Particle physics data analysis at the LHC
Pharmaceutical: Chromatography and spectroscopy analysis
Astronomy: Processing signals from radio telescopes
Medical: ECG and EEG signal processing
Hampel Filter Usage:
Aerospace: Cleaning sensor data from aircraft and spacecraft
Manufacturing: Quality control in precision engineering
Seismology: Earthquake detection and analysis
Robotics: Sensor fusion and noise reduction
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🧬 THE MATHEMATICS
1. Savitzky-Golay Filter
The SG filter performs local polynomial regression on data points:
Fits a polynomial of degree n to a sliding window of data
Evaluates the polynomial at the center point
Preserves higher moments (peaks, valleys) unlike moving averages
Maintains derivative information for true momentum analysis
Originally published in Analytical Chemistry (1964)
Mathematical Properties:
Optimal smoothing in the least-squares sense
Preserves statistical moments up to polynomial order
Exact derivative calculation without additional lag
Superior frequency response vs traditional filters
2. Hampel Filter
A robust outlier detector based on Median Absolute Deviation (MAD):
Identifies outliers using robust statistics
Replaces spurious values with polynomial-fitted estimates
Resistant to up to 50% contaminated data
MAD is 1.4826 times more robust than standard deviation
Outlier Detection Formula:
|x - median| > k × 1.4826 × MAD
Where k is the threshold parameter (typically 3 for 99.7% confidence)
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💎 WHY THIS IS SUPERIOR
vs Moving Averages:
Preserves peaks and valleys (critical for catching tops/bottoms)
No lag penalty for smoothness
Maintains derivative information
Polynomial fitting > simple averaging
vs Other Filters:
Outlier immunity (Hampel component)
Scientifically optimal smoothing
Preserves higher-order features
Used in billion-dollar research projects
Unique Advantages:
Feature Preservation: Maintains market structure while smoothing
Spike Immunity: Ignores false breakouts and stop hunts
Derivative Accuracy: True momentum without additional indicators
Scientific Validation: 60+ years of academic research
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⚙️ PARAMETER OPTIMIZATION
1. Polynomial Order (2-5)
2 (Quadratic): Maximum smoothing, gentle curves
3 (Cubic): Balanced smoothing and responsiveness (recommended)
4-5 (Higher): More responsive, preserves more features
2. Window Size (7-51)
Must be odd number
Larger = smoother but more lag
Formula: 2×(desired smoothing period) + 1
Default 21 = analyzes 10 bars each side
3. Hampel Threshold (1.0-5.0)
1.0: Aggressive outlier removal (68% confidence)
2.0: Moderate outlier removal (95% confidence)
3.0: Conservative outlier removal (99.7% confidence) (default)
4.0+: Only extreme outliers removed
4. Final Smoothing (1-7)
Additional WMA smoothing after filtering
1 = No additional smoothing
3-5 = Recommended for most timeframes
7 = Ultra-smooth for position trading
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📊 TRADING STRATEGIES
Signal Recognition:
Cyan Line: Bullish trend with positive derivative
Pink Line: Bearish trend with negative derivative
Color Change: Trend reversal with polynomial confirmation
1. Trend Following Strategy
Enter when price crosses above cyan filter
Exit when filter turns pink
Use filter as dynamic stop loss
Best in trending markets
2. Mean Reversion Strategy
Enter long when price touches filter from below in uptrend
Enter short when price touches filter from above in downtrend
Exit at opposite band or filter color change
Excellent for range-bound markets
3. Derivative Strategy (Advanced)
The SG filter preserves derivative information
Acceleration = second derivative > 0
Enter on positive first derivative + positive acceleration
Exit on negative second derivative (momentum slowing)
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📈 PERFORMANCE CHARACTERISTICS
Strengths:
Outlier Immunity: Ignores stop hunts and flash crashes
Feature Preservation: Catches tops/bottoms better than MAs
Smooth Output: Reduces whipsaws significantly
Scientific Basis: Not curve-fitted or optimized to markets
Considerations:
Slight lag in extreme volatility (all filters have this)
Requires odd window sizes (mathematical requirement)
More complex than simple moving averages
Best with liquid instruments
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🔬 SCIENTIFIC BACKGROUND
Savitzky-Golay Publication:
"Smoothing and Differentiation of Data by Simplified Least Squares Procedures"
- Abraham Savitzky & Marcel Golay
- Analytical Chemistry, Vol. 36, No. 8, 1964
Hampel Filter Origin:
"Robust Statistics: The Approach Based on Influence Functions"
- Frank Hampel et al., 1986
- Princeton University Press
These techniques have been validated in thousands of scientific papers and are standard tools in:
NASA's Jet Propulsion Laboratory
European Space Agency
CERN (Large Hadron Collider)
MIT Lincoln Laboratory
Max Planck Institutes
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💡 ADVANCED TIPS
News Trading: Lower Hampel threshold before major events to catch spikes
Scalping: Use Order=2 for maximum smoothness, Window=11 for responsiveness
Position Trading: Increase Window to 31+ for long-term trends
Combine with Volume: Strong trends need volume confirmation
Multiple Timeframes: Use daily for trend, hourly for entry
Watch the Derivative: Filter color changes when first derivative changes sign
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⚠️ IMPORTANT NOTICES
Not financial advice - educational purposes only
Past performance does not guarantee future results
Always use proper risk management
Test settings on your specific instrument and timeframe
No indicator is perfect - part of complete trading system
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🏆 CONCLUSION
The Savitzky-Golay Hampel Filter represents the pinnacle of scientific signal processing applied to financial markets. By combining polynomial regression with robust outlier detection, traders gain access to the same mathematical tools that:
Guide spacecraft to other planets
Detect gravitational waves from black holes
Analyze particle collisions at near light-speed
Process signals from deep space
This isn't just another indicator - it's rocket science for trading .
"When NASA needs to separate signal from noise in billion-dollar missions, they use these exact algorithms. Now you can too."
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Developed by AlphaNatt
Version: 1.0
Release: 2025
Pine Script: v6
"Where Space Technology Meets Market Analysis"
Not financial advice. Always DYOR
PCV (Darren.L-V2)Description:
This indicator combines Bollinger Bands, CCI, and RVI to help identify high-probability zones on M15 charts.
Features:
Bollinger Bands (BB) – displayed on the main chart in light gray. Helps visualize overbought and oversold price levels.
CCI ±100 levels + RVI – displayed in a separate sub-window:
CCI only shows the ±100 reference lines.
RVI displays a cyan main line and a red signal line.
Valid Zone Detection:
Candle closes outside the Bollinger Bands.
RVI crosses above +100 or below -100 (CCI level reference).
Candle closes back inside the BB, confirming a price rebound.
Requires two touches in the same direction to confirm the zone.
Only zones within 20–30 pips range are considered valid.
Usage:
Helps traders spot reversal or bounce zones with clear visual signals.
Suitable for all indices, Forex, and crypto on M15 timeframe.
VWAP Pro v6 (Color + Bands)AI helped me code VWAP
When price goes above VWAP line, VWAP line will turn green to indicate buyers are in control.
When price goes below VWAP line, VWAP line will turn red to indicate sellers are in control.
VWAP line stays blue when price is considered fair value.
PCV Setup (By Darren.L)The PCV Setup is designed for M15 scalping trading.
It combines Bollinger Bands (volatility), CCI (momentum), and RVI (trend confirmation) to filter false signals and improve accuracy.
EWC Zone Matrix📌 EWC Precision Blocks
🔎 Overview
EWC Precision Blocks is a professional market analysis tool designed to highlight high-probability trading zones on the chart. Instead of relying on lagging signals, this indicator maps out Alpha Zones (bullish) and Beta Zones (bearish), allowing traders to identify potential market reaction areas with clarity.
The algorithm is built to adapt across Scalp, Swing, and Position trading modes, making it flexible for short-term intraday traders as well as long-term investors.
⚡ Key Features
Multi-Mode Detection – Switch between Scalp, Swing, or Position modes depending on your trading style.
EWC Alpha Zone (Bullish Detection) – Highlights areas where the market may find strong upward momentum.
EWC Beta Zone (Bearish Detection) – Highlights areas where the market may face downward pressure.
Zone Break Tracking – Visualizes when a zone has been invalidated or broken.
Body-Based Detection – Option to base calculations on candle bodies instead of wicks for precision.
Zone Flips – Displays polarity shifts when zones transition from supportive to resistive behavior (and vice versa).
Custom Styling – Full control of zone and break colors for clear chart visualization.
🎯 How to Use
Select Your Mode
Scalp → Designed for fast intraday moves.
Swing → Medium-term setups, ideal for session trading.
Position → Long-term outlook, suitable for investors.
Watch the Alpha Zones
Highlighted bullish areas can serve as potential support or accumulation zones.
Watch the Beta Zones
Highlighted bearish areas may act as resistance or distribution zones.
Monitor Breaks & Flips
Alpha Breaks → Bullish zones failing.
Beta Breaks → Bearish zones failing.
Zone Flips → Polarity changes, often powerful signals.
🛠 Inputs & Customization
EWC Mode → Choose Scalp, Swing, or Position.
Show Last Alpha Zone → Set how many bullish zones to display.
Show Last Beta Zone → Set how many bearish zones to display.
Body-Based Detection → Toggle candle body vs. wick calculation.
EWC Alpha Zone / Beta Zone Styling → Customize zone colors.
Alpha Break / Beta Break Colors → Adjust break visuals.
Show Zone Flips → Enable/disable historical polarity labels.
Status Bar → Display inputs directly in the chart status line.
📈 Best Practices
Works across all timeframes and markets (forex, crypto, indices, stocks).
Combine with your existing strategy for confirmation.
Use in alignment with higher timeframe structure for maximum accuracy.
⚠ Disclaimer
EWC Precision Blocks is a market visualization tool provided for educational purposes only. It does not provide financial advice, signals, or guaranteed results. Always do your own research and manage risk responsibly.
🔹 About EWC
EWC (EastWave Capital) is dedicated to developing professional-grade trading tools and strategies for traders across forex, crypto, commodities, and indices. With over a decade of combined market experience, our mission is to empower traders with precision, clarity, and confidence in their decision-making.
EWC Precision Blocks is one of our flagship tools, reflecting our commitment to innovation, transparency, and trader-focused solutions.
📌 Published by Usama Manzoor — Founder of EastWave Capital (EWC)
1 minute ago
Release Notes
EWC Precision Blocks
The EWC Alpha-Beta Zone Detector is designed for traders who value clarity, precision, and flexibility in their chart analysis.
By mapping out Alpha (strength) and Beta (weakness) zones, this script provides a structured way to understand how price reacts to key levels in the market.
This indicator is built on price action principles and market structure analysis, avoiding clutter and focusing on the essentials traders need. Whether you are scalping on lower timeframes or analyzing swing opportunities, the Alpha-Beta Zone Detector adapts to your style.
🔹 Core Features
Alpha & Beta Zones → Detects bullish and bearish strength zones in real time.
Highlight Last Zone → Focus on the most recent Alpha/Beta zone for clarity.
Zone Flip Detection → Identifies polarity changes when zones shift from support to resistance or vice versa.
Body-Based Detection → Option to base calculations on candle bodies instead of wicks for more accuracy.
Flexible Timeframe Sensitivity → Switch between short, intermediate, and long-term detection modes.
Custom Zone Styling → Adjust colors, opacity, and line thickness for both Alpha and Beta zones.
Break Visualization → Display breaks of Alpha and Beta zones for additional confirmation.
Market Versatility → Works seamlessly on Forex, Crypto, Indices, Commodities, and Stocks.
🔹 Why Traders Use It
Provides a clear visual guide to market decision zones.
Helps traders refine entries, stop-loss placement, and take-profit levels.
Adapts to multiple trading styles → scalpers, intraday traders, and swing traders.
Keeps charts clean and professional without overloading with unnecessary signals.
⚠️ Disclaimer:
This script is created for educational and informational purposes only. It does not provide financial advice. Trading involves risk; always manage your risk responsibly and conduct your own analysis before entering any position.
EWC Precision Blocks📌 EWC Precision Blocks
🔎 Overview
EWC Precision Blocks is a professional market analysis tool designed to highlight high-probability trading zones on the chart. Instead of relying on lagging signals, this indicator maps out Alpha Zones (bullish) and Beta Zones (bearish), allowing traders to identify potential market reaction areas with clarity.
The algorithm is built to adapt across Scalp, Swing, and Position trading modes, making it flexible for short-term intraday traders as well as long-term investors.
⚡ Key Features
Multi-Mode Detection – Switch between Scalp, Swing, or Position modes depending on your trading style.
EWC Alpha Zone (Bullish Detection) – Highlights areas where the market may find strong upward momentum.
EWC Beta Zone (Bearish Detection) – Highlights areas where the market may face downward pressure.
Zone Break Tracking – Visualizes when a zone has been invalidated or broken.
Body-Based Detection – Option to base calculations on candle bodies instead of wicks for precision.
Zone Flips – Displays polarity shifts when zones transition from supportive to resistive behavior (and vice versa).
Custom Styling – Full control of zone and break colors for clear chart visualization.
🎯 How to Use
Select Your Mode
Scalp → Designed for fast intraday moves.
Swing → Medium-term setups, ideal for session trading.
Position → Long-term outlook, suitable for investors.
Watch the Alpha Zones
Highlighted bullish areas can serve as potential support or accumulation zones.
Watch the Beta Zones
Highlighted bearish areas may act as resistance or distribution zones.
Monitor Breaks & Flips
Alpha Breaks → Bullish zones failing.
Beta Breaks → Bearish zones failing.
Zone Flips → Polarity changes, often powerful signals.
🛠 Inputs & Customization
EWC Mode → Choose Scalp, Swing, or Position.
Show Last Alpha Zone → Set how many bullish zones to display.
Show Last Beta Zone → Set how many bearish zones to display.
Body-Based Detection → Toggle candle body vs. wick calculation.
EWC Alpha Zone / Beta Zone Styling → Customize zone colors.
Alpha Break / Beta Break Colors → Adjust break visuals.
Show Zone Flips → Enable/disable historical polarity labels.
Status Bar → Display inputs directly in the chart status line.
📈 Best Practices
Works across all timeframes and markets (forex, crypto, indices, stocks).
Combine with your existing strategy for confirmation.
Use in alignment with higher timeframe structure for maximum accuracy.
⚠ Disclaimer
EWC Precision Blocks is a market visualization tool provided for educational purposes only. It does not provide financial advice, signals, or guaranteed results. Always do your own research and manage risk responsibly.
🔹 About EWC
EWC (EastWave Capital) is dedicated to developing professional-grade trading tools and strategies for traders across forex, crypto, commodities, and indices. With over a decade of combined market experience, our mission is to empower traders with precision, clarity, and confidence in their decision-making.
EWC Precision Blocks is one of our flagship tools, reflecting our commitment to innovation, transparency, and trader-focused solutions.
📌 Published by Usama Manzoor — Founder of EastWave Capital (EWC)
Laguerre-Kalman Adaptive Filter | AlphaNattLaguerre-Kalman Adaptive Filter |AlphaNatt
A sophisticated trend-following indicator that combines Laguerre polynomial filtering with Kalman optimal estimation to create an ultra-smooth, low-lag trend line with exceptional noise reduction capabilities.
"The perfect trend line adapts to market conditions while filtering out noise - this indicator achieves both through advanced mathematical techniques rarely seen in retail trading."
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🎯 KEY FEATURES
Dual-Filter Architecture: Combines two powerful filtering methods for superior performance
Adaptive Volatility Adjustment: Automatically adapts to market conditions
Minimal Lag: Laguerre polynomials provide faster response than traditional moving averages
Optimal Noise Reduction: Kalman filtering removes market noise while preserving trend
Clean Visual Design: Color-coded trend visualization (cyan/pink)
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📊 THE MATHEMATICS
1. Laguerre Filter Component
The Laguerre filter uses a cascade of four all-pass filters with a single gamma parameter:
4th order IIR (Infinite Impulse Response) filter
Single parameter (gamma) controls all filter characteristics
Provides smoother output than EMA with similar lag
Based on Laguerre polynomials from quantum mechanics
2. Kalman Filter Component
Implements a simplified Kalman filter for optimal estimation:
Prediction-correction algorithm from aerospace engineering
Dynamically adjusts based on estimation error
Provides mathematically optimal estimate of true price trend
Reduces noise while maintaining responsiveness
3. Adaptive Mechanism
Monitors market volatility in real-time
Adjusts filter parameters based on current conditions
More responsive in trending markets
More stable in ranging markets
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⚙️ INDICATOR SETTINGS
Laguerre Gamma (0.1-0.99): Controls filter smoothness. Higher = smoother but more lag
Adaptive Period (5-100): Lookback for volatility calculation
Kalman Noise Reduction (0.1-2.0): Higher = more noise filtering
Trend Threshold (0.0001-0.01): Minimum change to register trend shift
Recommended Settings:
Scalping: Gamma: 0.6, Period: 10, Noise: 0.3
Day Trading: Gamma: 0.8, Period: 20, Noise: 0.5 (default)
Swing Trading: Gamma: 0.9, Period: 30, Noise: 0.8
Position Trading: Gamma: 0.95, Period: 50, Noise: 1.2
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📈 TRADING SIGNALS
Primary Signals:
Cyan Line: Bullish trend - price above filter and filter ascending
Pink Line: Bearish trend - price below filter or filter descending
Color Change: Potential trend reversal point
Entry Strategies:
Trend Continuation: Enter on pullback to filter line in trending market
Trend Reversal: Enter on color change with volume confirmation
Breakout: Enter when price crosses filter with momentum
Exit Strategies:
Exit long when line turns from cyan to pink
Exit short when line turns from pink to cyan
Use filter as trailing stop in strong trends
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✨ ADVANTAGES OVER TRADITIONAL INDICATORS
Vs. Moving Averages:
Significantly less lag while maintaining smoothness
Adaptive to market conditions
Better noise filtering
Vs. Standard Filters:
Dual-filter approach provides optimal estimation
Mathematical foundation from signal processing
Self-adjusting parameters
Vs. Other Trend Indicators:
Cleaner signals with fewer whipsaws
Works across all timeframes
No repainting or lookahead bias
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🎓 MATHEMATICAL BACKGROUND
The Laguerre filter was developed by John Ehlers, applying Laguerre polynomials (used in quantum mechanics) to financial markets. These polynomials provide an elegant solution to the lag-smoothness tradeoff that plagues traditional moving averages.
The Kalman filter, developed by Rudolf Kalman in 1960, is used in everything from GPS systems to spacecraft navigation. It provides the mathematically optimal estimate of a system's state given noisy measurements.
By combining these two approaches, this indicator achieves what neither can alone: a smooth, responsive trend line that adapts to market conditions while filtering out noise.
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💡 TIPS FOR BEST RESULTS
Confirm with Volume: Strong trends should have increasing volume
Multiple Timeframes: Use higher timeframe for trend, lower for entry
Combine with Momentum: RSI or MACD can confirm filter signals
Market Conditions: Adjust noise parameter based on market volatility
Backtesting: Always test settings on your specific instrument
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⚠️ IMPORTANT NOTES
No indicator is perfect - always use proper risk management
Best suited for trending markets
May produce false signals in choppy/ranging conditions
Not financial advice - for educational purposes only
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🚀 CONCLUSION
The Laguerre-Kalman Adaptive Filter represents a significant advancement in technical analysis, bringing institutional-grade mathematical techniques to retail traders. Its unique combination of polynomial filtering and optimal estimation provides a clean, reliable trend-following tool that adapts to changing market conditions.
Whether you're scalping on the 1-minute chart or position trading on the daily, this indicator provides clear, actionable signals with minimal false positives.
"In the world of technical analysis, the edge comes from using better mathematics. This indicator delivers that edge."
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Developed by AlphaNatt | Professional Quantitative Trading Tools
Version: 1.0
Last Updated: 2025
Pine Script: v6
License: Open Source
Not financial advice. Always DYOR
Greer Gap# Greer Gap Indicator (No mitigation: i.e. removing false signals)
## Summary
The **Greer Gap Indicator** identifies **Fair Value Gaps (FVGs)** and introduces specialized **Greer Bull Gaps (Blue)** and **Greer Bear Gaps (Orange)** to highlight high-probability trading opportunities. Unlike traditional FVG indicators, it avoids hindsight bias by not removing historical gaps based on future price action, ensuring transparency in signal accuracy. Built upon LuxAlgo’s FVG logic, it adds unique filtering: only the first Greer Gap after an opposite gap is plotted if its level (min for Bull, max for Bear) is not higher/lower than the previous Greer Gap of the same type, while all valid gaps are recorded for comparison. Traders can use these gaps as support/resistance or entry signals, customizable via timeframe, look back, and display options.
## Description
This indicator detects and displays **Fair Value Gaps (FVGs)** on the chart, with a focus on specialized **Greer Gaps**:
- **Bullish Gaps (Green)**: Areas where the low of the current candle is above the high of a previous candle (look back period), indicating potential upward momentum.
- **Bearish Gaps (Red)**: Areas where the high of the current candle is below the low of a previous candle, indicating potential downward momentum.
- **Greer Bull Gaps (Blue)**: A bullish gap that is above the latest bearish gap's max. Only the first such gap after a bearish gap is plotted if it meets criteria (not higher than the previous Greer Bull Gap's min), but all valid ones are recorded for comparison.
- **Greer Bear Gaps (Orange)**: A bearish gap that is below the latest bullish gap's min. Only the first such gap after a bullish gap is plotted if it meets criteria (not lower than the previous Greer Bear Gap's max), but all valid ones are recorded.
## How It Works
The script uses a dynamic look back period to detect FVGs. It maintains a record of all detected gaps and applies additional logic for Greer Gaps:
- **Greer Bull Gaps**: Checks if the new bullish gap's min is above the latest bearish gap's max. Plots only if it's the first since the last bearish gap and its min is <= previous Greer Bull min (or first one).
- **Greer Bear Gaps**: Checks if the new bearish gap's max is below the latest bullish gap's min. Plots only if it's the first since the last bullish gap and its max is >= previous Greer Bear max (or first one).
- **Resets**: A new bearish gap resets the Greer Bull Gap flag, and a new bullish gap resets the Greer Bear Gap flag.
## How to Use
- **Timeframe**: Set a higher timeframe (e.g., 'D' for daily) to detect gaps from that timeframe on the current chart.
- **Look back Period**: Adjust to change gap detection sensitivity (default: 34). Use 2 if you want to compare to LuxAlgo
- **Extend**: Controls how far right the gap boxes extend.
- **Show Options**: Toggle visibility of all bullish/bearish gaps or Greer Gaps.
- **Colors**: Customize colors for each gap type.
- **Application**: Use Greer Gaps as potential support/resistance levels or entry signals, but combine with other analysis for confirmation.
## Originality and Credits
This script is inspired by and builds upon the **"Fair Value Gap "** indicator by LuxAlgo (available on TradingView: ()).
**Credits**: Thanks to LuxAlgo for the core FVG detection logic.
**Significant Changes**:
- Added **Greer Bull and Bear Gap** logic for filtered, directional gaps with reset mechanisms.
- Introduced recording of all valid Greer Gaps without plotting all, to compare levels without hindsight bias.
- **No mitigation/removal of gaps**: Unlike LuxAlgo's approach, which mitigates (removes or alters) gaps based on future price action (e.g., when filled), this can create a hindsight bias where incorrect signals disappear over time. If a signal is used for a trade and later removed due to new data, it doesn't reflect real-time performance accurately. The Greer Gap avoids this by using gap comparisons to validate signals without altering historical boxes, ensuring transparency in when signals were right or wrong.
SAPSAN TRADE: Retail Power Profile FIXSAPSAN TRADE: Retail Power Profile FIX
Visualize retail market pressure with precision using the SAPSAN TRADE: Retail Power Profile FIX indicator. This tool analyzes a selected time range and displays the distribution of bullish and bearish activity across price levels. Key features include:
Custom Time Range – Analyze any specific period by setting the start and end time.
Signed Volume Profile – Shows bullish (green) and bearish (red) volume across price levels.
POC (Point of Control) – Highlights the price level with the strongest retail activity.
Adjustable Levels – Choose the number of levels to divide the price range for detailed analysis.
Dynamic Visualization – Profile lines and labels scale automatically according to volume intensity.
Perfect for traders who want to identify where retail buyers and sellers are most active, key support/resistance levels, and the dominant market sentiment during a given period.
ETF→Symbol GEX & IM Mapper (EN)ETF→Symbol GEX & IM Mapper (EN) — Overview
🔎 Purpose
This indicator lets you paste a levels block (compact or long) with GEX walls, IM range, HVL and BS levels, then maps ETF-based prices to the current symbol using a live/fixed ratio (Diff). It draws lines and labels (color-coded), adds an optional HVL fill (green above / red below), and shows an InfoBox with Basis (CT/BW), optional VIX term structure, and an Auto GEX sign.
🧠 Why it’s useful
Quickly project SPY/QQQ/IWM/DIA levels onto futures, single stocks, or other symbols.
Keep levels consistent intraday with 09:30 NY rebase or manual rebase.
Visual context: Call/Put walls, IM range (+optional SDV bands), HVL, and BS levels, all in one view.
Key Features
ETF→Symbol mapping with live or frozen Diff (rebase at 09:30 NY or manual).
Two input formats:
Compact: price,name separated by ;
Long: natural language tokens separated by ,
GEX walls (L1 highlighted; extra GEX above/below price auto-colored).
IM range (Low/High) with optional SDV ±1/2/3σ bands.
HVL line + conditional fill (green/red) anchored to IM or GEX L1 (auto mode included).
BS levels from block (count configurable).
InfoBox: Basis (CT/BW), VIX state (Contango/Backwardation/Flat), GEX sign (Auto/Manual).
Labels: choose position, offsets, and text size.
Inputs You’ll Use Most
Data source
Use COMPACT block instead of LONG (toggle)
Block format: Auto / Long / Compact
Block text: paste your block (long or compact)
Block levels are in ETF (convert with Diff) (toggle)
Prefer 0DTE variants (toggle)
Extra GEX per side (besides L1)
Mapping / Rebase
Anchor: Rebase 09:30 NY / Manual rebase
Rebase now (+1 to execute)
Use ETF open (manual) and ETF open (manual, today)
Drift alert & threshold
Lines / Labels
Line length by: Bars / Days / Full
Label position: Left / Center / Right
Label offsets: bars / days
Label text size: Tiny / Small / Normal / Large / Huge
Styles
Colors, line widths, and styles for GEX / IM / HVL / SDV / BS
Environment
Basis (CT/BW) on/off, VIX on/off (VIX vs. VIX3M), GEX sign (Auto/Manual), InfoBox on/off
How to Use
Select ETF (SPY/QQQ/IWM/DIA) that corresponds to the levels you paste.
Paste your levels block (Compact or Long).
If your block prices are in the ETF, enable “Block levels are in ETF (convert with Diff)”.
Choose Rebase mode:
Rebase 09:30 NY: freezes Diff at RTH open.
Manual rebase: increment “Rebase now” to capture current Diff.
Tweak line span, label size/position, colors, SDV bands, HVL fill, etc.
(Optional) Enable VIX state and GEX sign = Auto to infer regime from VIX term/Basis/HVL.
Compact Block — Format & Example
Format:
Each item: price,name
Separate items with ;
Optional width tag: l1 / l2 / l3 (L1 is thickest)
Names you can use:
Call Wall, Put Wall, HVL, IM, GEX N, BS N
Examples of name variants recognized: Call Wall, Put Wall, HVL, IM, GEX 1, BS 3
Example (Compact):
455.0,Call Wall,l1; 448.0,Put Wall,l1; 451.2,HVL;
450.0,IM; 452.5,IM;
456.5,GEX 2; 447.2,GEX 3;
449.0,BS 1; 453.0,BS 2
Tip: If the Compact block is in ETF prices, toggle Block levels are in ETF (convert with Diff).
Long Block — Tokens & Example
Guidelines:
Separate tokens with ,.
The parser looks for keywords (EN/ES) and grabs the last number in that token.
Recognized tokens (English & Spanish):
Call Wall (L1): "call wall …", "call resistance …", "resistencia call …"
Put Wall (L1): "put wall …", "soporte put …"
0DTE variants: add "0dte" (e.g., "call wall 0dte 456"). If Prefer 0DTE is ON, 0DTE overrides standard.
HVL: "hvl …"
IM range: "1d min …", "1 d min …", "1d max …", "1 d max …"
GEX N: "gex N …"
BS N: "bs N …"
Example (Long):
Call Wall 0DTE 455, Put Wall 0DTE 448, HVL 451.2,
1d min 450, 1d max 452.5,
GEX 2 456.5, GEX 3 447.2,
BS 1 449, BS 2 453
Note: If your Long block is in ETF prices, enable Block levels are in ETF (convert with Diff).
Visual Conventions
Call Wall (L1): green line; Put Wall (L1): red line.
Extra GEX (above/below): auto-colored by side of current price; first extra = L2 (thicker), then L3.
IM Low / High: blue lines (with optional SDV bands).
HVL: blue line + fill (green above / red below) clipped to IM or GEX L1 span (per setting).
BS: gray lines.
Tips & Notes
Use Drift Alert to know when to rebase (e.g., after large intraday divergence).
Auto GEX sign can be based on VIX term (VIX3M vs VIX), Basis (CT/BW), or Price vs HVL.
Label text size controls label readability; adjust offsets to avoid overlaps.
If nothing draws, verify:
You pasted some block.
Block levels are in ETF toggle matches your block.
Token names match the formats above (case-insensitive).
Disclaimer
This is an educational tool for visualization. It does not constitute financial advice. Always do your own research and manage risk.
Opening Range Suite by SBSniperOpening Range Suite
An all-in-one opening-range tool suite. It draws the 30-second, 5-minute, and 30-minute opening ranges for the AM session (09:30 NY). Each range is highlighted with a rectangle (high/low with midpoint) and can display a full pack of projection levels.
⸻
What it draws
• AM 09:30 ORs: 30s, 5m, 30m ranges.
• Midpoint line inside each box.
• Projections from the opening range (measured both High→Low and Low→High) at:
−0.5, −1, −1.5, −2, −2.5, −3, −3.5, −4.
• Text labels inside rectangles (fixed text):
AM — “OR 30sec / OR 5min / OR 30min”; PM — “PM 30sec / PM 5min / PM 30min”.
⸻
Smart behavior
• Today always extends to the current bar (so the current session’s box grows with price/time).
• Previous 5 days of each selected range are shown and, by default, extend to 12:00 NY for AM and 16:00 NY for PM (2.5h span).
Toggle available to extend previous 5 out to the current bar instead.
• Projection day cap: You choose how many recent days (including today) draw projection lines. This prevents chart clutter and avoids TradingView object limits.
• Weekend skip: Automatically ignores Saturdays and Sundays based on New York time.
• Single label toggle: Turn all labels on/off; styling and text are fixed for clarity and consistency.
⸻
How ranges are calculated
• The script anchors to New York local time and detects:
• AM session: 09:30 → grabs the 30s/5m/30m bar(s) that open at 09:30:00 NY.
• Each range uses the bar’s high/low, draws a rectangle spanning the selected time window, and plots the midpoint.
⸻
Notes & best practices
• The 30-second OR requires a symbol/data plan that provides 30-second bars. If your feed doesn’t have 30s, keep the 30s toggles off and use 5m/30m.
• Use on intraday charts. The tool relies on bar times to align with NY session opens.
• For non-US symbols or 24/7 markets, NY anchoring still works; just be aware that “open” is tied to 09:30 New York time.
SAPSAN TRADE: Trend LineSAPSAN TRADE: Trend Line
This indicator automatically detects ascending and descending trend lines based on recent pivot highs and lows. It helps traders visually identify key levels of support and resistance, and provides alerts when a trend line is broken.
Key Features:
Automatic detection of trend lines using fractal highs and lows.
Customizable fractal length and minimum touches for drawing trend lines.
Differentiates between active and broken lines with color coding:
Red for descending lines
Green for ascending lines
Gray for broken lines
Automatic removal of broken lines after a configurable number of bars.
Alerts for:
Any trend line break
Descending trend line break
Ascending trend line break
Use Cases:
Identify potential breakout and reversal points.
Track the current trend direction.
Combine with other technical indicators for confirmation.
Inputs:
Fractal Length (Global High/Low): Sets the number of bars used to detect pivot points.
Remove broken line after N bars: Automatically clears broken lines after the specified number of bars.
Min. touches for trend line: Minimum number of pivot points required to draw a trend line.
Active line colors: Customize colors for ascending and descending trend lines.
Broken line color: Customize the color of broken trend lines.
Opening Candle & Previous Day High and Low LevelsOpening Candle & Previous Day High/Low
This indicator automatically plots important reference levels that many traders use as key decision points:
Opening Candle High/Low
• Draws horizontal rays from the day’s opening candle (default 5-minute, adjustable).
• Choose between regular trading hours (09:30–16:00) or extended hours (pre/post-market).
• Fully customizable colors, styles, and widths.
Previous Day High/Low
• Marks the prior day’s high and low for easy reference.
• Works in both RTH-only or 24-hour session modes.
• Customizable styling for clarity on any chart.
Alerts
• Alerts can be triggered when price touches/crosses a level or comes near it.
• “Near” mode supports absolute points, percent of price, or ATR multiples.
• Users can monitor one specific line (Open High, Open Low, Prev High, Prev Low) or all levels together.
• Option to use intra-bar wick detection (immediate) or close-only confirmation.
Labels
• Optional price labels at the last bar, clearly identifying each active level.
-- How to Use It
TLDR: This indicator helps you track the opening range and the previous days highs/lows with alerts and automatically drawn & customizable lines. This is useful for intraday setups and swing strategies alike.
Day Trading:
• Opening range high/low helps spot early breakouts, breakdowns, and false moves. Good for positioning for Long or Short trades as well as SL areas.
• Prior day’s high/low often act as support/resistance zones where momentum stalls or accelerates.
• Alerts let you focus on scanning while the script tracks levels for you.
Large-Cap Swing Trading:
• Previous day’s high/low highlight areas institutions often defend or break through.
• Opening range levels provide short-term confirmation zones for swing entries.
• Monitoring how price reacts to these levels across multiple days can signal trend continuation or reversal on large-cap names.
Range Trading Strategy
This indicator automatically marks the intraday trading range defined by the first four hours of the New York session (6:00 AM to 10:00 AM EST/EDT).
It calculates the highest high and lowest low within that window on a user-selected calculation timeframe, then projects those levels forward as horizontal lines that remain visible across any chart timeframe.
The lines can be displayed in real time while the window is forming or locked once the session ends, and optional price labels and background shading make the range easy to track.
Traders can use these reference levels to monitor potential breakout or reversal zones, manage risk, and plan entries/exits relative to the early session’s defined support and resistance.
For training check this video youtu.be
Stockbee ComboBearCustom indicator for identifying stocks that meet the Stockbee's ComboBear criteria. This can be used as a standalone indicator or use it to screen for stocks in Pine Screener.
ComboBearCustom indicator for identifying stocks that meet the Stockbee's ComboBear criteria. This can be used as a standalone indicator or use it to screen for stocks in Pine Screener.
Stockbee ComboBullCustom indicator for identifying stocks that meet the ComboBull criteria. This can be used as a standalone indicator or use it to screen for stocks in Pine Screener.
Bar NumbersBar Numbers is a simple utility indicator that helps traders keep track of bar counts during the Regular Trading Hours (RTH) or any intraday session.
🔹 Key Features:
Automatically numbers candles/bar counts starting fresh each new trading day.
Option to display numbers at custom intervals (e.g., every 1, 2, 3, 5 bars, etc.) via the “Display every X bars” input.
The first bar of each new day is always labeled, making it easy to reset visual tracking.
Adjustable label size (Tiny → Huge) for better readability.
Clean design: black numbers, transparent background, fixed below the bars for stability when zooming or scrolling.
🔹 How to Use:
Add the indicator to your chart.
Adjust the “Display every X bars” setting to control the spacing of numbers.
Change label size from the settings to fit your chart style.
Works best on intraday charts for bar-counting strategies, session analysis, or training purposes.
This tool is especially useful for:
Bar-by-bar analysis.
Practicing candle counting strategies.
Structuring setups where bar sequence matters (e.g., breakout bars, inside bars, or timed entries).
crypto_billionairesss 5min BTC ETH BNBThis indicator is based on a Moving Average Baseline and Heikin Ashi candles, optimized mainly for the 5-minute timeframe on Bitcoin, Ethereum and BNB.
It has shown around 45% win rate with a 1:2 risk-to-reward ratio.
Depending on market conditions, it can also be applied to other timeframes and assets.
From the settings panel, you can experiment with optional filters such as RSI or Body-Cross, which may provide better performance in certain market environments.
This tool is designed for traders who want a simple yet effective system for capturing the start of trend movements.
Valid Monthly LevelsValid Monthly Levels (No Sweeps) + Smart Labels
This tool automatically plots the highs and lows of each completed monthly candle and tracks their validity in real time. A level is considered valid until it has been swept (price trades strictly beyond that high or low). Once swept, the line and label can either be removed or dimmed depending on your settings.
Key features:
Monthly highs and lows: Each month’s range is marked with horizontal levels that extend forward.
Valid vs. swept logic: Levels are only valid until breached; swept levels can be hidden or kept as dotted/grey lines.
Smart labels: Each level is labeled with the month and year (e.g., Sep ’25 H/L). On higher timeframes, labels sit at the candle; on lower timeframes, labels automatically shift to the right edge so they don’t disappear off-screen.
Customizable appearance: Choose colors for highs, lows, and swept levels; adjust line styles; and limit how many past months are shown.
Clutter control: Cap the maximum number of labels, so your chart stays readable even on small intraday timeframes.
This indicator is useful for traders who track monthly supply/demand extremes, liquidity sweeps, and higher-timeframe context when executing on lower timeframes.
Higher Lows, Lower Highs & Failures (updated)Use the Big triangles bullish or bearish, stop at the previous bull or bear indication, hold until the opposite indication. Can't guarantee anything. This is built for the 1m chart
