Macro 6-PackMacro 6-Pack dashboard: SPX momentum, VIX, HY credit spread, 10Y yield shifts, DXY trend, and 2s10s curve.
Análise de Tendência
Quant Labs Edge Filter (Community Edition)A market-structure filter designed to identify when no real edge exists.
Edge Filter evaluates price location relative to structure to define market posture — long bias, short bias, or stand aside. It does not generate trade signals and is intentionally designed to reduce overtrading.
Clear Posture States
Near Highs — Short Bias
Near Lows — Long Bias
No Edge — Stand Aside
When edge is absent, patience is the strategy.
Why It Stands Out
Most indicators encourage action.
Edge Filter encourages restraint.
Its purpose is to protect capital, attention, and decision quality by filtering out low-quality environments.
Community Edition
This version publishes the core logic openly for transparency and education.
Private access versions may exist for traders seeking continuity and stewardship.
Bottom Line
Trade less.
Trade better.
Wait for edge.
— QuantLabs
Gapper SHORT Signal# TradingView Publication Description
## Title
**Gapper Short Signal - Genetic Optimized (81.8% Win Rate)**
---
## Short Description
Data-driven short signal for fading overextended gap-up stocks. Optimized using genetic algorithms on 166 historical gappers.
---
## Full Description
### 📊 What Is This?
A **precision short signal** designed specifically for fading gap-up stocks that have become overextended. Unlike indicators built on gut feeling or traditional rules, this signal was **discovered by a genetic algorithm** that analyzed 166 real gapper stocks over 70 trading days.
The algorithm tested thousands of signal combinations and evolved over 50 generations to find the exact conditions that preceded profitable short entries.
---
### 🎯 Performance (Backtest)
| Metric | Value |
|--------|-------|
| **Win Rate** | 81.8% |
| **Profit Factor** | 20.34 |
| **Stop Loss** | 3.4% |
| **Take Profit** | 8.6% |
*Based on 166 gapper stocks, $1-20 price range, >3% gap, >100k volume*
---
### 🔍 How It Works
The indicator fires a SHORT signal when **ALL 5 conditions** are met:
**1. Overextended Above VWAP**
Price must be trading more than 1.5 ATR above VWAP. This means the stock has run too far, too fast and is stretched like a rubber band.
**2. Volume Dying Down**
NOT a volume climax (RVOL < 3x). We want to see buying pressure fading, not a blowoff top with massive volume.
**3. Rejection Candle (Key Signal!)**
Upper wick must be >51% of the candle range. This is the smoking gun - price tried to push higher but got slammed back down. Sellers are stepping in.
**4. Still Elevated**
Price must be at least 6.66% above the low of day. We want to short stocks that are still high, not ones that have already crashed.
**5. Time Window**
Within the first 5.5 hours of trading. Gapper fades work best when there's still time in the day for the move to play out.
---
### 📈 Best Used On
- **Timeframe:** 1-minute charts
- **Stocks:** Gap-up stocks (>3% gap from previous close)
- **Price Range:** $1-20 (small caps / penny stocks)
- **Volume:** High relative volume days
- **Session:** Regular trading hours
---
### 🖥️ Features
✅ Clean visual signals (red triangles)
✅ Auto-drawn stop loss and take profit levels
✅ Real-time info table showing all conditions
✅ Condition status indicators (✓/✗)
✅ Entry label with exact stop/target prices
✅ Built-in alerts
---
### ⚙️ Settings
| Input | Default | Description |
|-------|---------|-------------|
| Stop Loss % | 3.4% | Distance to stop loss |
| Take Profit % | 8.6% | Distance to profit target |
| Show Info Table | On | Display condition status |
| Show All Conditions | Off | Expanded table view |
---
### 🧬 The Science Behind It
This indicator wasn't designed by a human - it was **evolved**.
A genetic algorithm started with 100 random indicator configurations, each with different entry conditions and thresholds. These "individuals" were backtested against historical gapper data, and the top performers were bred together to create the next generation.
After 50 generations of evolution, only the fittest signals survived. The result is the 5-condition setup you see here.
**Why genetic optimization?**
- Removes human bias from signal design
- Tests combinations humans would never think of
- Finds exact threshold values (not round numbers)
- Adapts to real market data, not theory
---
### ⚠️ Important Notes
**This is a tool, not a guarantee.**
- Backtest performance ≠ future results
- 11 trades in backtest = small sample size
- Always use proper position sizing
- Paper trade before going live
- Works best on liquid stocks with tight spreads
**Risk Management is Everything**
The 81.8% win rate means nothing if you size incorrectly or move your stops. Stick to the 3.4% stop / 8.6% target that the algorithm optimized for.
---
### 💡 Trading Tips
1. **Wait for the signal** - Don't anticipate. Let all 5 conditions align.
2. **Check the table** - Use the info panel to see which conditions are met.
3. **Respect the stop** - The 3.4% stop is part of the edge. Don't widen it.
4. **Let winners run** - 8.6% target gives you 2.5:1 reward-to-risk.
5. **One trade per setup** - Don't re-enter if stopped out.
---
### 🔔 Alerts
Set up alerts for "SHORT Signal" to get notified when all conditions align. Works with TradingView mobile notifications.
---
### 📝 Changelog
**v1.0** (January 2026)
- Initial release
- Genetic optimization on 166 gappers / 70 trading days
- 5-condition SHORT signal
---
### 🙏 Credits
Built using genetic algorithm optimization techniques applied to Polygon.io historical data. Special thanks to the algo trading community for inspiration.
---
### ⚖️ Disclaimer
This indicator is for educational and informational purposes only. It is not financial advice. Trading involves substantial risk of loss. Past performance does not guarantee future results. Always do your own research and consult with a qualified financial advisor before making trading decisions.
---
## Tags
`short` `gapper` `gap-up` `fade` `mean-reversion` `genetic-algorithm` `machine-learning` `day-trading` `momentum` `vwap` `rejection` `small-cap` `penny-stocks`
---
## Category
Trend Analysis / Momentum / Volatility
Support/Resistance + Weekend CME Gaps (Full Fill + Text)This indicator shows Support and Resistance Level of Bitcoin.
It also shows WeekEnd CME Gaps (Gap between Friday Close and Sunday Open )
It has an option to delete the CME Gap box if it is filled.
CME Gap box is in yellow color.
Please Note: In order to use the CME Gap Feature, Your TradingView account should Show CME Gap Charts (CME: BTC1!)
CME Gap Settiings You Can Define
- CME Gap TimeFrame (60, 120) : 60 For 1 Hour and 120 for 4 hour
- Max CME Gap Boxes on Chart : This controls how many old CME gap zones are allowed to stay visible at the same time.
PDH/PDL/PMH/PML Dashboard (Key-Levels Style PM Range)🟩 1. SHORT DESCRIPTION
Multi-ticker PDH/PDL/PMH/PML dashboard for intraday traders. Shows premarket range, PDH/PDL breaks, % change and trend classification.
🟩 2. FULL DESCRIPTION (for main body)
Use this for the Description section:
📘 Overview
This indicator provides a real-time dashboard for monitoring multiple tickers relative to key intraday levels including:
Previous Day High (PDH)
Previous Day Low (PDL)
Premarket High (PMH)
Premarket Low (PML)
% Change vs Yesterday Close
Breakout Signals
Trend Classification
Designed for intraday traders who monitor multiple names at once, this tool consolidates market-structure levels into one unified display without switching charts.
🧩 Key Features
✔ 14-symbol dashboard
✔ PDH / PDL / PMH / PML levels
✔ Break signal markers (▲ / ▼ / ●)
✔ % change column
✔ Trend direction column
✔ Extended hours premarket logic
✔ Automatic light/dark theme adaptation
✔ Built for U.S. equities
✔ Zero chart clutter — dashboard only
🧠 Level Logic
Previous Day Levels
PDH = yesterday high
PDL = yesterday low
Premarket Levels
Calculated from extended-hours session before 09:30 (New York time):
PMH = highest premarket price
PML = lowest premarket price
Levels reset daily.
📈 Signals
Break conditions:
Event Signal
Price > PDH ▲ (bullish breakout)
Price < PDL ▼ (bearish breakdown)
Price > PMH ● (premarket breakout)
Price < PML ● (premarket breakdown)
🔎 Trend Classification
Trend column simplifies direction:
Bullish: price > PDH AND price > PMH
Bearish: price < PDL AND price < PML
Neutral: otherwise
🧰 Use Cases
Useful for:
Opening drive monitoring
Liquidity sweeps / stop hunts
Reversal fades vs PDH/PDL
Sector rotation scanning
News trader watchlists
Options flow targeting
Premarket level validation
Great for prop/desk traders watching multiple names intraday.
📖 Usage Guide
Setup:
Enable extended hours for underlying symbols
Use timeframes ≥1m (1m–5m recommended)
Premarket values display once premarket prints
Recommended Workflow
Look for leaders clearing PDH/PMH
Watch laggards holding below PDL/PML
Use % change for rotation confirmation
Combine with volume/tape for execution
⚙ Data Requirements
Works with U.S. equities with extended hours feeds
Premarket not guaranteed for non-US symbols
PMH/PML will show “-” until premarket exists
📌 Limitations
Pine Script engine limits:
Request functions limited (40 calls)
Dashboard max 14 symbols (optimized for stability)
📂 Category
Suggested categories:
Indicators → Volume/Volatility
Indicators → Trend Analysis
Indicators → Market Structure
Tools → Dashboard/Scanner
🟩 3. TAGS (SEO optimized)
Paste these in tags:
PDH, PDL, PMH, PML, premarket, dashboard, scanner, intraday, breakout, liquidity, trend, stocks, equities, scanner, levels, key levels, extended hours, open drive, day trading, order flow, structure, range, opening drive, watchlist
🟩 4. LICENSE LINE (Required)
TradingView requires attribution for open licensing:
This script is published under the Mozilla Public License 2.0 (MPL 2.0).
🟩 5. SCREENSHOT GUIDE
TV moderators care a lot about screenshots.
Suggested screenshots:
✔ Dashboard visible on chart
✔ Both Light & Dark themes (shows UI adaptability)
✔ Example of premarket and PDH/PDL breaks
✔ Watchlist-style layout (multiple tickers)
Optional but increases engagement:
Opening drive examples (9:30–10:00)
Sector rotation examples
Breakout + Fade comparison
🟩 6. MODERATOR COMPLIANCE NOTES
This script:
✔ Does NOT generate buy/sell signals
✔ Does NOT imply future returns
✔ Does NOT perform risk/portfolio management
✔ Does NOT give financial advice
✔ Does NOT require broker data
✔ Does NOT violate the “commercial intent” rule
✔ Does NOT reference external paid services
✔ Does NOT plot protected labels on chart
✔ Is fully transparent and readable
This will help it pass without revision.
🟩 7. DISCLAIMER (Required for public scripts)
Add at bottom:
This indicator is for informational and educational purposes only and should not be considered financial advice. Trading involves risk.
🟩 8. OPTIONAL — “WHY IT WAS BUILT” SECTION
Adding this boosts publishing engagement & saves moderator time:
This indicator was built to solve a real workflow problem for intraday traders who monitor multiple symbols against structural levels like PDH/PDL/PMH/PML. Instead of switching charts repeatedly, the dashboard consolidates all levels and break conditions into a single view for faster execution and better decision-making.
🟩 9. OPTIONAL — TRADER PAIN POINTS (Marketing section)
Useful for retail publishing:
Many day traders struggle to track multiple tickers for opening drive setups, PDH/PDL sweeps, and premarket levels. This dashboard removes that friction by visualizing the levels and break signals across a watchlist in real time.
Smart Trader, Episode 03, by Ata Sabanci, Candles and TradelinesA volume-based multi-block analysis system designed for educational purposes. This indicator helps traders understand their current market situation through aggregated block analysis, volumetric calculations, trend detection, and an AI-style narrative engine.
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DESIGN PHILOSOPHY: CLEAN CHART, RICH DASHBOARD
Traditional indicators often clutter charts with dozens of support/resistance lines, making it difficult to see price action clearly. This indicator takes a different approach:
The Chart:
Displays only the most meaningful, nearest levels (1 up, 1 down) that have not been consumed by price. This keeps your chart clean and focused on what matters right now.
The Dashboard:
Contains all detailed metrics, calculations, and analysis. Instead of drawing 20 lines on your chart, you get comprehensive data in an organized table format.
Why this approach?
• A clean chart allows you to see price action without visual noise
• Fewer but more meaningful levels help focus attention on immediate reference points
• The dashboard provides depth without sacrificing chart clarity
• Beginners can learn chart reading with an uncluttered view while accessing detailed analysis when needed
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1. BLOCK SEGMENTATION
What it does:
Divides the analysis window into fixed-size blocks. Each block contains multiple bars that are analyzed as a single unit.
Why:
Individual bars contain noise. A single red candle in an uptrend might cause unnecessary concern, but when you view 5-10 bars as one block, the overall direction becomes clear. Block segmentation filters out bar-to-bar noise and reveals the underlying structure.
Benefit:
• Clearer view of market structure at a higher aggregation level
• Enables comparison between time periods (Block 1 vs Block 2 vs Block 3)
• Creates the foundation for composite candles and trend detection
• Reduces emotional reaction to single-bar movements
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2. COMPOSITE CANDLES (FRACTAL CONCEPT)
What it does:
Each block generates a "ghost candle" representing aggregated OHLC:
• Open: First bar's open in the block
• High: Highest high across all bars in the block
• Low: Lowest low across all bars in the block
• Close: Last bar's close in the block
Why:
This is essentially a FRACTAL view of the market. The same candlestick patterns that appear on a daily chart also appear on hourly charts, and on 5-minute charts. By aggregating bars into composite candles, you create a synthetic higher timeframe view without changing your actual timeframe.
Benefit:
• See higher timeframe patterns while staying on your preferred timeframe
• Identify block-level candlestick patterns (Doji, Hammer, Marubozu, Engulfing, etc.)
• Compare composite candle relationships: Does Block 1 engulf Block 2? Is Block 1 an inside bar relative to Block 2?
• Recognize patterns that individual bars obscure due to noise
Fractal Nature:
A hammer pattern means the same thing whether it appears on a 1-minute chart or a weekly chart: price tested lower levels and was rejected. Composite candles let you see these patterns at your chosen aggregation level, providing a multi-scale view of market behavior.
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3. VOLUME ENGINE
What it does:
This indicator is 100% VOLUME-BASED. It separates total volume into buying volume and selling volume using two methods:
Method 1 - Geometric (Approximation):
• Buy Volume = Total Volume × ((Close - Low) / Range)
• Sell Volume = Total Volume × ((High - Close) / Range)
Method 2 - Intrabar LTF (Precise):
Uses actual tick-level or lower timeframe data to determine real buy/sell distribution.
Why:
Raw volume tells you HOW MUCH was traded, but not WHO was aggressive. A large volume bar could mean heavy buying, heavy selling, or both. By separating buy and sell volume, you can identify which side is driving the market.
Benefit:
• Identify whether buyers or sellers are more aggressive
• Detect when volume contradicts price direction (divergence)
• Measure accumulation (buying into weakness) vs distribution (selling into strength)
• Quantify the delta (buy minus sell) to see net pressure
Why Delta Matters:
If price is rising but delta is negative, sellers are actually more aggressive despite the price increase. This divergence often precedes reversals because the price movement lacks volume confirmation.
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4. PIN ANALYSIS (WICK MEASUREMENT)
What it does:
Calculates average upper pin (wick) and lower pin sizes for each block, then tracks how these change across consecutive blocks.
Why:
Upper pins represent price levels that were tested but rejected by sellers. Lower pins represent price levels that were tested but rejected by buyers. The size and direction of pins reveal rejection strength at specific price zones.
Benefit:
• Large upper pins = strong selling pressure at higher levels
• Large lower pins = strong buying support at lower levels
• Increasing upper pins across blocks = intensifying selling pressure
• Decreasing lower pins across blocks = weakening buying support
Why Track Pin Changes:
Pin behavior often changes before price direction changes. If lower pins are shrinking while price is still rising, the buying support that was defending dips is weakening. This is observable data, not prediction.
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5. TREND CHANNEL DETECTION
What it does:
Identifies trend direction using block-level price structure:
• UPTREND: Block highs are higher than previous block highs, AND block lows are higher than previous block lows (HH/HL pattern)
• DOWNTREND: Block highs are lower than previous block highs, AND block lows are lower than previous block lows (LH/LL pattern)
• RANGE: No consistent directional pattern
Once detected, the system draws upper and lower channel boundaries by connecting extreme points within each trend segment.
Why:
HH/HL and LH/LL are the classical definitions of trend. By applying this logic to composite candles (blocks) rather than individual bars, the trend detection becomes more stable and less prone to whipsaws from single-bar noise.
Benefit:
• Clear visual boundaries showing the current trend channel
• Upper channel line = dynamic resistance based on actual price structure
• Lower channel line = dynamic support based on actual price structure
• Channel angle indicates trend strength (steeper = stronger)
• Channel width indicates volatility
Why Lock Trend States:
Once a block's trend classification is determined, it locks and does not change on subsequent recalculations. Without locking, the same block could flip between UP and DOWN repeatedly, creating inconsistent analysis. Locking ensures stability.
Why Project Lines Forward:
Channel lines can be projected into the future to show where support/resistance would be if the current trend continues at the same angle. This is not a prediction; it is a visual reference showing the trend's trajectory.
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6. CORE LEVELS: POC, MAX BUY, MAX SELL
What it does:
Identifies key price levels within each block based on volume data:
POC (Point of Control):
The price level where the highest total volume occurred within the block.
MAX BUY Level:
The bar with the highest buying volume. The HIGH of this bar marks the level.
MAX SELL Level:
The bar with the highest selling volume. The LOW of this bar marks the level.
MIN BUY/SELL Levels:
Optional levels showing where minimum buy/sell volume occurred.
Why:
High volume at a specific price means many participants entered positions there. These participants have a vested interest in that price level. If price returns to that area, those same participants may act to defend their positions.
Benefit:
• POC acts as a volume-based magnet; price tends to revisit high-volume areas
• MAX BUY level shows where buyers committed most aggressively
• MAX SELL level shows where sellers committed most aggressively
• These levels are based on actual transaction data, not arbitrary calculations
Why Consumed Levels Disappear:
When price crosses through a level, that level has been "tested." Keeping consumed levels on the chart creates visual clutter and suggests they are still relevant when they may no longer be. Removing them keeps focus on levels that have not yet been tested.
Why Show Only Nearest Levels:
If you have 20 blocks, you could have 60+ potential levels (POC, MAX BUY, MAX SELL for each). Displaying all of them makes the chart unreadable. Showing only the nearest untested level above and below current price keeps the chart clean while providing immediate reference points.
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7. QUALITY SCORE AND TREND INTELLIGENCE
What it does:
Calculates a quality score (0-100) for the current trend based on multiple factors:
• Angle steepness (stronger trends have steeper angles)
• Delta consistency (does volume support the trend direction?)
• Volume momentum (is participation increasing or decreasing?)
• Body expansion (are candle bodies growing or shrinking?)
• Pin alignment (do pins support the trend direction?)
• Contradiction count (how many factors disagree?)
Why:
Not all trends are equal. A trend with consistent volume support, expanding bodies, and aligned pins is healthier than a trend with contradicting signals. The quality score quantifies this.
Benefit:
• HIGH quality (80+): Multiple factors confirm the trend
• MEDIUM quality (60-79): Some factors confirm, some neutral
• LOW quality (below 60): Multiple contradictions exist
• Strength rating based on channel angle: VERY STRONG, STRONG, MODERATE, WEAK
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8. NARRATIVE ENGINE
What it does:
Generates a text-based market analysis by synthesizing all calculated data into readable sentences.
How it works:
1. Analyzes current candle: pattern type (Doji, Hammer, Marubozu, etc.), body/wick ratios, range vs ATR
2. Analyzes composite candle: Block 1 pattern and relationship to Block 2 (Engulfing, Inside, Outside)
3. Evaluates trend context: direction, duration, quality, transitions
4. Examines volume data: delta, dominance, momentum direction
5. Checks proximity to key levels: channel boundaries, POC, core levels
6. Identifies divergences: when price and volume directions contradict
7. Produces a coherent narrative describing the current situation
Why:
Numbers and charts require interpretation. The narrative engine translates calculated data into plain language, helping traders understand what the data means in context. This is especially valuable for beginners learning to read charts.
Benefit:
• Synthesizes multiple data points into a coherent story
• Explicitly flags divergences and contradictions
• Describes the current situation without making predictions
• Educational: shows how different factors relate to each other
What the Narrative Does NOT Do:
The narrative describes what IS, not what WILL BE. It does not predict future price movement. It reports the current candle pattern, the current trend state, the current volume situation, and the current proximity to levels.
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9. SMART DASHBOARD
What it does:
Displays all metrics in an organized table with multiple sections.
Sections:
• Volume Engine: Calculation method, data availability, current candle buy/sell/delta
• Trend Volumetrics: Aggregated buy/sell/delta across the current trend, trend type
• Pressure and Momentum: Average pins, pin change percentages, body expansion status
• Trend Channel Boundaries: Upper/lower levels with exact prices, distances, percentages
• Trend Intelligence: Quality score, confidence level, strength rating, volume momentum
Why:
All the detailed calculations need to live somewhere without cluttering the chart. The dashboard provides comprehensive data in a structured format.
Benefit:
• All metrics in one place
• Organized by category for easy reference
• Hover over any label to see a tooltip explaining that metric
• No need to draw dozens of lines on the chart
TIP: Hover over dashboard headers and labels to see tooltips explaining each metric.
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10. LANGUAGE SUPPORT
The indicator supports three languages:
• English
• Türkçe (Turkish)
• हिन्दी (Hindi)
Why only three languages?
Each additional language requires duplicate strings throughout the code, increasing memory usage and compilation time. To keep the script optimized and responsive, language options are limited to these three.
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11. DATA ACCURACY AND LIMITATIONS
This indicator is 100% VOLUME-BASED and requires Lower Timeframe (LTF) intrabar data for accurate calculations.
DATA ACCURACY LEVELS:
• 1T (Tick): Most accurate, real volume distribution per tick
• 1S (1 Second): Reasonably accurate approximation
• 15S (15 Seconds): Good approximation, longer historical data available
• 1M (1 Minute): Rough approximation, maximum historical data range
BACKTEST AND REPLAY LIMITATIONS:
• Replay mode results may differ from live trading due to data availability
• For longer backtest periods, use higher LTF settings (15S or 1M)
• Not all symbols/exchanges support tick-level data
• Crypto and Forex typically have better LTF data availability than stocks
A NOTE ON DATA ACCESS:
Higher TradingView plans provide access to more historical intrabar data, which directly impacts the accuracy of volume-based calculations. More precise volume data leads to more reliable calculations.
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12. SETTINGS OVERVIEW
Main Settings:
• Window Bars: Total bars to analyze
• Group Count: Number of blocks to create
• Calculation Basis: Current bar (live updates) or Closed bar (stable, no repaint)
Block Analytics:
• Show Composite Candle: Toggle ghost candles on/off
• Composite Candle Transparency: Adjust visibility
• Dim Original Candles: Fade original candles when composites are shown
Volume Engine:
• Calculation Method: Geometric (approx) or Intrabar (precise)
• Lower Timeframe: Select LTF for intrabar calculations
Multi-Segment Trend:
• Enable Trend Detection: Toggle trend channels on/off
• Range Angle Threshold: Angle below which trend is classified as RANGE
• Line colors, width, and style
• Project to Future: Extend trend lines forward
Core Calculation:
• Enable Core Calculation: Toggle POC and core levels
• Show POC Nearest Up/Down: Display nearest untested POC levels
• Include MAX/MIN Buy/Sell Levels: Toggle extremes display
• Nearest Only: Show only the closest level above and below price
Market Narrative:
• Enable Market Narrative: Toggle narrative text
• Language selection
• Show Educational Disclaimer: Toggle disclaimer in dashboard
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EDUCATIONAL PURPOSE
This indicator is designed to help traders:
1. Understand their current market situation at a glance
2. Learn chart reading through block analysis and composite candles
3. See how volume relates to price movement
4. Recognize when technical factors align or contradict
5. Focus on meaningful levels without chart clutter
Whether you are a beginner learning to read charts or an experienced trader seeking a cleaner analytical view, this tool provides structured data to support your analysis.
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IMPORTANT DISCLAIMER
This indicator is for EDUCATIONAL PURPOSES ONLY and does not constitute investment advice. Always conduct your own research and consult with a qualified financial advisor before making investment decisions.
This disclaimer is also displayed within the indicator itself. If you prefer a cleaner chart, you can disable it in Settings under Market Narrative by unchecking Show Educational Disclaimer.
Volatility Momentum Suite | Lyro RSVolatility Momentum Suite is an advanced momentum and volatility-based oscillator designed to deliver a complete view of trend strength, acceleration, and market extremes in a single pane. By combining rate-of-change smoothing, adaptive moving averages, standard deviation bands, and momentum acceleration, the indicator provides clear structural insight into trend continuation, exhaustion, and potential reversals.
Built with multiple display and signal modes, it adapts seamlessly to both trend-following and mean-reversion workflows while maintaining strong visual clarity.
Key Features
Momentum Core (Smoothed RoC)
The foundation of the indicator is a Rate of Change (RoC) calculation applied to a selectable price source. This RoC is smoothed using one of 14+ moving average types, including EMA, HMA, KAMA, FRAMA, JMA, and more, allowing precise control over responsiveness versus smoothness.
Standard Deviation Bands
Dynamic deviation bands are calculated around the smoothed momentum line using rolling standard deviation. Two band layers are plotted:
Inner bands for early expansion signals
Outer bands for extreme conditions
These bands adapt automatically to volatility, highlighting momentum expansions, compressions, and exhaustion zones.
Momentum Acceleration
A dedicated acceleration line measures the momentum of momentum itself. This helps identify:
Early trend ignition
Momentum deceleration before reversals
Continuation strength during expansions
Acceleration smoothing and MA type are fully configurable.
Multi-Mode Signal System
Trend Mode
Colors momentum and price according to position above or below the zero line, emphasizing directional bias and trend continuation.
Heikin Ashi Candles Mode
Applies Heikin Ashi logic directly to the momentum series, filtering noise and revealing smoother trend transitions through candle structure.
Extremes Mode
Detects statistically extreme momentum conditions beyond outer deviation bands. Signals are only confirmed after a Heikin Ashi momentum flip, reducing premature reversal entries.
Histogram Mode
Displays the difference between momentum and its signal line as a histogram, useful for divergence spotting and momentum shifts.
Histogram & Signal Line
An EMA signal line is applied to the smoothed momentum, producing a histogram that visually tracks momentum expansion, contraction, and directional changes with adaptive coloring.
Visual Customization
Choose from multiple predefined color palettes:
Classic
Mystic
Accented
Royal
Or define your own bullish and bearish colors.
Additional visual features include:
Momentum-colored candles
Heikin Ashi momentum candles
Band shading and fills
Optional zero-line reference
Integrated Status Table
A built-in table summarizes the real-time state of:
Trend bias
Heikin Ashi momentum direction
Extreme overbought / oversold conditions
This allows rapid decision-making without needing to interpret every visual element manually.
How It Works
Momentum Calculation
Computes Rate of Change on the selected source and smooths it using the chosen moving average.
Volatility Structure
Builds adaptive deviation bands from rolling standard deviation of the momentum line.
Acceleration Layer
Measures the rate of momentum change to detect early shifts in strength.
Mode-Dependent Logic
Trend mode focuses on directional bias
HA mode smooths momentum structure
Extremes mode filters reversals using volatility and HA confirmation
Histogram mode emphasizes momentum differentials
Signals & Alerts
Automatic alerts trigger on:
Momentum crossing above or below zero
Heikin Ashi momentum flips
Confirmed overbought and oversold extremes
Practical Use
Trend Confirmation: Sustained momentum above zero with expanding bands supports trend continuation.
Reversal Identification: Momentum pushing beyond outer bands followed by HA confirmation often precedes reversals.
Momentum Quality: Acceleration helps distinguish strong breakouts from weakening moves.
Multi-Timeframe Alignment: Use higher timeframes for bias and lower timeframes for precision entries using the same indicator.
Customization
Adjust RoC length and smoothing for sensitivity
Tune band length and multipliers for volatility conditions
Select display and signal modes based on strategy type
Fully customize colors to match your chart environment
⚠️ Disclaimer
This indicator is a technical analysis tool and does not guarantee results. It should be used alongside other forms of analysis and proper risk management. The author assumes no responsibility for trading decisions made using this indicator.
Delta Microstructure AnalysisDelta Microstructure Analysis
Market microstructure analysis using footprint data for divergence, exhaustion, absorption, and trapped trader detection
Overview
Delta Microstructure Analysis is an order flow indicator that uses TradingView's footprint data to identify market conditions including divergences, exhaustion patterns, absorption zones, and trapped trader scenarios. The indicator calculates delta at each bar and tracks cumulative delta to identify potential reversals and continuations.
Key Features
Footprint Data Integration: Uses TradingView's built-in footprint data for accurate buy/sell volume delta calculation. Falls back to synthetic delta calculation when footprint data is unavailable.
Adaptive Tick Calculation: Automatically adjusts footprint tick size based on asset type and timeframe. Baseline values: crypto (200), forex (10), stocks (5), indices/futures (1), with timeframe scaling.
Cumulative Volume Delta (CVD): Tracks cumulative delta with reset options (None, Daily, Fixed Bars) to identify overall buying/selling pressure trends.
Divergence Detection: Identifies bullish and bearish divergences between price action and cumulative delta using configurable pivot strength (3-20 bars).
Exhaustion Pattern Recognition: Detects buying and selling exhaustion when delta exceeds configurable multiplier (2.0-10.0x) of average delta over lookback period (10-100 bars).
Absorption Zone Analysis: Identifies areas where aggressive orders are absorbed by resting liquidity, indicating potential support/resistance zones.
Trapped Trader Detection: Recognizes scenarios with strong initial momentum followed by sharp reversals, suggesting trapped positions.
Visual Labeling System: Displays signals as monospace labels (DIV↑/DIV↓, EXH↑/EXH↓, ABS↑/ABS↓, TRAP↑/TRAP↓) above/below candles.
Info Table Display: Shows current CVD, delta, average delta, data source, and active signals in a monospace-formatted table.
Alert System: Individual alerts for each signal type (divergences, exhaustion, absorption, trapped traders).
How It Works
Footprint Data Request: The indicator requests footprint data using adaptive tick sizing. If unavailable, uses synthetic delta calculation based on candle characteristics.
Delta Calculation: For footprint data, uses fp.delta() function. For synthetic delta, considers body size, wick analysis, and volume characteristics.
Cumulative Delta Tracking: Maintains running cumulative delta that resets based on selected mode (daily session changes or fixed bar intervals).
Pivot Detection: Uses configurable pivot strength to identify significant highs and lows in both price and cumulative delta.
Divergence Analysis: Compares price pivots with cumulative delta pivots. Bullish divergence: lower price lows with higher delta lows. Bearish divergence: higher price highs with lower delta highs.
Exhaustion Detection: Calculates average absolute delta over lookback period and identifies when current delta exceeds multiplier threshold.
Absorption Identification: Analyzes footprint patterns to detect when aggressive orders are met with sufficient resting liquidity.
Trapped Trader Recognition: Identifies strong momentum followed by sharp reversals using proprietary pattern recognition.
Signal Display: Shows signals as labels on chart and summarizes in info table with current market conditions.
Use Cases
Divergence Trading: Use divergence signals to identify potential trend reversals before they appear in price action.
Exhaustion Monitoring: Identify when buying or selling pressure may be exhausted, suggesting potential reversals.
Support/Resistance Levels: Use absorption zones to identify key price levels where institutional activity occurs.
Risk Management: Use trapped trader signals to anticipate sharp reversals and adjust position sizing.
Market Structure Analysis: Understand underlying order flow dynamics driving price movements.
Confirmation Tool: Combine with other technical indicators to confirm signals and improve trade probability.
Settings
Footprint Settings:
Use Footprint Data: Toggle between footprint and synthetic delta
Tick Size Mode: Auto (adaptive) or Manual tick sizing
Tick Density Multiplier: Adjusts price bucket size in footprint data
Manual Footprint Ticks: Custom tick size for Manual mode
CVD Settings:
CVD Reset Mode: None, Daily, or Fixed Bars
Reset Every N Bars: Number of bars between resets (10-1000)
Divergence Settings:
Pivot Strength: Bars required for pivot detection (3-20)
Show Divergence Lines: Toggle line display
Bullish/Bearish Divergence Color: Custom colors
Divergence Line Width: Line thickness (1-5)
Exhaustion Settings:
Delta Multiplier: Threshold multiplier (2.0-10.0)
Lookback for Avg Delta: Period for average calculation (10-100)
Show Exhaustion Markers: Toggle signal display
Display Options:
Show Info Table: Toggle table display
Table Position: Choose table location on chart
Table Styling:
Background, text, and border colors
Header styling options
Label Styling:
Label text color
Alert Settings:
Individual toggles for each signal type
Technical Notes
The indicator uses TradingView's footprint functions (request.footprint(), fp.delta()) for order flow analysis.
Adaptive tick calculation converts all timeframes to minutes for consistent scaling across chart intervals.
Synthetic delta calculation uses body size (70% weight), wick analysis, and body-to-range ratio for fallback when footprint data unavailable.
The indicator uses barstate.isconfirmed for calculations to prevent repainting.
All text displays use monospace font for consistent readability.
Table displays current CVD, delta, average delta, data source, and active signals in real-time.
Best Practices
Use on symbols where footprint data is available for most accurate analysis.
Combine divergence signals with price action for higher probability setups.
Monitor exhaustion signals in context of overall trend direction.
Pay attention to absorption zones at key technical levels.
Use trapped trader signals as early warning for potential reversals.
Adjust pivot strength based on trading timeframe (lower for shorter timeframes).
Consider data source indicator - synthetic delta may be less reliable than footprint data.
Set up alerts for preferred signal types when monitoring multiple symbols.
This indicator analyzes market microstructure using footprint data to identify divergences, exhaustion, absorption, and trapped trader patterns.
Supercharged MA Momentum Oscillator (v6,Secondary Levels)Supercharged MA Momentum Oscillator (Dots on Line)
Description:
The Supercharged MA Momentum Oscillator is a trend and momentum-based tool designed to highlight short-term market momentum relative to a moving average. It provides a visual way to identify potential entry and exit points using a combination of smoothed momentum, ATR-based thresholds, and upper/lower momentum levels.
Key Features:
Smooth momentum line derived from a moving average slope.
Opposite momentum line for contrarian signals.
ATR-based thresholds to detect meaningful momentum shifts.
Upper and lower momentum levels for stronger confirmation of overbought/oversold conditions.
Buy/sell dots plotted on the momentum line to highlight potential trade opportunities.
Customizable inputs for moving average length, smoothing, ATR period, and thresholds.
How to Use:
Momentum Interpretation:
Blue Line (Momentum): Represents the primary momentum.
Orange Line (Opposite Momentum): Represents the inverse momentum for contrarian observation.
Thresholds & Levels:
Green/Red Lines (ATR Thresholds): Define minor trigger zones for potential momentum changes.
Yellow Dashed Lines (Upper/Lower Levels): Define major momentum levels; stronger signals occur when momentum crosses these.
Trade Signals:
Buy Signal (Green Dot): Momentum crosses above both the ATR long threshold and the upper momentum level.
Sell Signal (Red Dot): Momentum crosses below both the ATR short threshold and the lower momentum level.
Dots appear directly on the momentum line to easily visualize trade triggers.
Customization:
Adjust the MA Length and Smoothing to fit the timeframe and asset volatility.
Modify ATR Length and Threshold Factor to fine-tune sensitivity.
Change Upper/Lower Momentum Levels to capture stronger or weaker signals.
Tips:
Best used in combination with trend analysis or other technical indicators for confirmation.
Ideal for spotting momentum reversals or identifying potential breakout entries.
Works on multiple timeframes — shorter timeframes will show more frequent signals, longer timeframes filter noise.
Note:
This indicator is for educational and informational purposes. Always use proper risk management and confirm signals with other analysis before executing trades.
Previous Day, Pre Market and ORB LevelsDescription
This indicator is designed for intraday traders who need significant price levels—Previous Day, Premarket, and Opening Ranges—without the visual clutter that typically plagues multi-level indicators.
Unlike standard indicators that draw lines across your entire chart history, this script focuses purely on the current trading day. It draws levels starting from the daily open and extends them into the future, keeping your historical price action clean and readable.
Key Features
Previous Day Levels: Automatically plots Previous Day High (PDH), Low (PDL), and Close (PDC).
Premarket Levels: Tracks the High and Low of the premarket session (04:00 – 09:30 NY).
Opening Range Breakout (ORB): Automatically detects and plots the 5-minute and 15-minute Opening Range Highs and Lows.
Clean Charting: Lines and labels are only drawn for the current active day. Old levels from previous days are automatically removed to prevent "chart noise."
Fully Customizable: Toggle any level on/off and customize colors to match your chart theme via the settings menu.
How It Works
Daily Data: Uses request.security to fetch the previous day's High, Low, and Close without repainting.
Session Logic: The script utilizes specific time sessions (set to New York time) to capture the Premarket range and the first 5 and 15 minutes of the regular session for ORB calculations.
Dynamic Drawing: Using Pine Script's line.new and label.new functions, the indicator draws levels only on the last bar, ensuring the lines stay relevant to the current price action.
RSI Sigmoid (Saturation)# 📊 RSI Sigmoid (Saturation) Indicator
---
## 🎯 What Does This Indicator Do?
This indicator transforms the traditional **RSI (Relative Strength Index)** using a **sigmoid function**, creating a mathematically "saturated" version that provides smoother, more controlled momentum signals.
---
## ✨ Key Features
### 🌊 **Saturation Effect**
Unlike standard RSI which oscillates wildly between 0-100, this version uses a **hyperbolic tangent function** to compress extreme values:
- 🔴 **Extreme readings** (very high/low) are dampened → pushed toward saturation zones (10 & 90)
- 🟡 **Middle range** (30-70) remains responsive and dynamic
- 🟢 **Sharp spikes** are smoothed while maintaining trend direction
### 👁️ **Dual Visualization**
- **🔵 Blue Line**: RSI Sigmoid (Saturated) - Your primary signal
- **🟠 Orange Circles**: Traditional RSI - For comparison
- **🟣 Purple Area**: Difference plot showing transformation intensity
### 🎯 **Smart Signals**
- **▲ Green Triangle**: Buy Signal when RSI Sigmoid crosses **above 50**
- **▼ Red Triangle**: Sell Signal when RSI Sigmoid crosses **below 50**
- **🎨 Background Colors**: Highlight oversold, overbought, and saturation zones
---
## ⚙️ How to Use
### 📐 **RSI Period** (Default: 50)
```
Higher Values (70-100) → Smoother, slower, fewer signals
Lower Values (14-30) → More responsive, more signals, noisier
```
### 🎚️ **Sigmoid Coefficient** (Default: 0.5)
```
Low (0.1-0.2) → Gentle saturation, closer to standard RSI
Medium (0.25) → Balanced transformation
High (0.3-0.5) → Aggressive saturation, strong dampening
```
### 📍 **Oversold/Overbought Levels**
Customize based on your:
- Trading timeframe (1m, 5m, 1h, 1D, etc.)
- Asset volatility
- Trading style (scalping, swing, position)
---
## 🔍 What to Watch For
| Signal | Meaning | Action |
|--------|---------|--------|
| 🟢 **Cross Above 50** | Bullish momentum shift | Consider long positions |
| 🔴 **Cross Below 50** | Bearish momentum shift | Consider short positions |
| ⚡ **Saturation < 10** | Extreme oversold | Potential reversal up |
| 🔥 **Saturation > 90** | Extreme overbought | Potential reversal down |
| 🟣 **Large Difference** | High transformation intensity | Strong momentum dampening |
---
## 💡 Trading Tips
✅ **DO:**
- Use multiple timeframes for confirmation
- Combine with support/resistance levels
- Apply proper risk management (stop-loss, position sizing)
- Backtest settings on your specific asset
- Watch for divergences between price and indicator
❌ **DON'T:**
- Rely solely on this indicator
- Ignore market context and fundamentals
- Over-leverage based on signals
- Use default settings without testing
- Trade without a clear strategy
---
## ⚠️ IMPORTANT DISCLAIMERS
### 🚨 **NOT Financial Advice**
This indicator is provided for **educational and informational purposes only**. It does not constitute financial, investment, or trading advice.
### 🛡️ **Risk Warning**
- ❌ **No guarantee of profits** - Past performance ≠ future results
- ❌ **Do not rely on this alone** - Always use multiple analysis methods
- ❌ **Markets are unpredictable** - No indicator can predict with certainty
- ❌ **You can lose money** - Never risk more than you can afford to lose
### 🎛️ **Customization Required**
All settings are **user-configurable** for a reason:
- Default values may NOT suit your strategy
- Different assets require different parameters
- Always backtest before live trading
- Adjust based on your timeframe and risk tolerance
### 📜 **Your Responsibility**
- ✓ You are responsible for your own trading decisions
- ✓ Always do your own research (DYOR)
- ✓ Understand the risks before trading
- ✓ Consider consulting a licensed financial advisor
---
## 📋 Quick Settings Guide
| Trading Style | RSI Period | Sigmoid K | Notes |
|---------------|------------|-----------|-------|
| **Scalping** | 14-21 | 0.3-0.4 | Fast signals, higher noise |
| **Day Trading** | 30-50 | 0.4-0.5 | Balanced responsiveness |
| **Swing Trading** | 50-70 | 0.5 | Smoother, fewer false signals |
| **Position Trading** | 70-100 | 0.5 | Very smooth, major trends only |
---
## 🏷️ License & Liability
**Use at your own risk.** The creator assumes **no liability** for any trading losses, damages, or consequences resulting from the use of this indicator.
---
### 🤝 Happy Trading & Stay Safe! 📈
*Remember: The best indicator is your own knowledge and discipline.*
Multi-Signal the FlasherTitle: Multi-Signal Flasher - External Signal Alert System
Short Description: Visual screen flash alerts triggered by external indicator signals. Supports 4 signal sources with separate Long/Short flash colors.
Description:
This indicator provides a powerful visual alert system that flashes your entire chart when external indicator signals fire. Perfect for traders who need unmissable alerts when their custom signals trigger.
Features
4 External Signal Sources - Connect up to 4 different indicators
Long/Short Classification - Assign each signal as Long or Short for different colored flashes
OR Logic - Any enabled signal firing triggers the flash
Customizable Flash Colors - Separate color schemes for Long and Short signals
Adjustable Cycles - Control how many times the colors alternate
On-Screen Message - Displays "LONG SIGNAL!" or "SHORT SIGNAL!" during flash
How It Works
The indicator monitors your selected external signal sources. The trigger fires when a signal transitions from no value to a value >= 1, the chart flashes with alternating colors to grab your attention.
Signals set to Long → Flash with Long colors (default: green/purple)
Signals set to Short → Flash with Short colors (default: red/yellow)
Setup
Add your signal indicators to the chart first
Add this indicator
In settings, enable Signal 1-4 as needed
Select each signal's plot from the dropdown
Set each signal as Long or Short
Check "Enable the Flasher" to arm the system
Customize colors and messages to your preference
Important Notes
⚠️ Seizure Warning - This indicator flashes colors rapidly. User discretion is advised for those with photosensitive epilepsy.
Flashes only occur in real-time - historical bars will not trigger flashes
The trigger fires when a signal transitions from no value to a value >= 1. not while signal persists
Color cycling depends on feed updates
Use Cases
Multi-indicator confluence alerts
Separate long/short signal systems
High-visibility scalping alerts
Any system where missing a signal is costly
Credits:
Original "the Flasher" code by @allanster
Core flash function and table-based color cycling system
Modified by @m4ybee
Multi-signal source support (4 inputs)
External indicator integration via input.source()
Long/Short signal classification
OR logic signal combining
Separate color schemes for Long/Short
Hodrick-Prescott Structural CycleThis script is about solving one specific problem: Decomposition.
In any market, you have two things happening at once: the underlying "Trend" (the structural value) and the "Cycle" (the noise or volatility around that value). The Hodrick-Prescott (HP) filter is the standard econometric tool to separate them.
1. The Separation Logic (HP Filter)
Most moving averages lag. The HP filter attempts to find a smooth curve that represents the long-term path of the asset, minimizing the variance of the cycle.
In the code, the "stiffness" of this curve is controlled by Lambda ().
get_auto_lambda() =>
timeframe.isintraday ? 6250000 :
timeframe.isdaily ? 129600 :
1600
1600 is the standard used by economists for quarterly data. If the timeframe changes (daily or intraday), it automatically scales Lambda up to maintain that same "quarterly" smoothness on a faster chart.
2. The Mechanics (2-Pole Recursion)
The classic HP filter looks at future data, which is impossible for live trading. We uses a 2-Pole Super Smoother to approximate that curve using only past data.
hp_filter_2pole(src, period) =>
// ... coefficients calculated ...
var float filt = 0.0
filt := c1 * (src + nz(src )) / 2 + c2 * nz(filt ) + c3 * nz(filt )
See the filt and filt -> that's recursion. The filter references its own previous output. This creates memory, allowing the line to resist sudden spikes in price (noise) while slowly adapting to the true direction.
3. The Four Market Regimes
This script splits the market into four distinct quadrants based on where the Z-Score is and where it is going.
bool is_expansion = z_score > 0 and z_score > z_score
bool is_downturn = z_score > 0 and z_score < z_score
bool is_recovery = z_score < 0 and z_score > z_score
bool is_recession = z_score < 0 and z_score < z_score
1. Expansion (Green): We are above the trend, and momentum is accelerating.
2. Downturn (Orange): We are above the trend, but momentum is slowing (topping out).
3. Recession (Red): We are below the trend, and price is collapsing.
4. Recovery (Blue): We are below the trend, but price has stopped falling and is turning up.
The Background Zones: Statistical Extremes
This script monitors the Z-Score (the normalized cycle). When this score moves beyond 1.0 standard deviation from the mean (zero), the background lights up.
Red Background (Recession Zone): The Z-Score is < -1.0. Price is significantly below its structural trend. This is where fear is highest, and the asset is statistically "underwater."
Green Background (Overheating Zone): The Z-Score is > 1.0. Price is stretching far above the trend.
Why it matters: Markets rarely stay beyond 2.0 standard deviations for long. When you see the background colored, you are in an outlier event. (The rubber band is stretched)
Divergences: The "Check Engine" Light
It also scans for discrepancies between Price Action and the Cycle Momentum (Z-Score).
Bullish Divergence: Price makes a Lower Low, but the Cycle makes a Higher Low. The sellers are pushing price down, but with less conviction than before.
Bearish Divergence: Price makes a Higher High, but the Cycle makes a Lower High. Buyers are exhausted.
How to use this:
Do not treat a divergence tag as an entry signal.
A divergence is a state of discrepancy, not a timing trigger. It tells you that the prevailing trend is running out of steam.
UT Bot Alerts [2026 Elite Edition]🚀 Overview
The UT Bot 2026 Elite Edition is the ultimate evolution of the legendary volatility trading system originally conceptualized by QuantNomad. While the original tool revolutionized trend following, this "Elite Edition" introduces Asymmetric Sensitivity—a professional feature that acknowledges a fundamental market truth: Assets do not fall the same way they rise.
This script allows you to decouple your Long and Short strategies, offering surgical precision for both bull runs and bear crashes, all while monitoring trade health via a new real-time Safety Dashboard.
🧠 The Logic: Why "Elite"?
Most trailing stop systems use a single setting (e.g., Key: 2, ATR: 10) for both buying and selling. This is efficient but often suboptimal.
Bull Markets often grind up slowly (requiring looser stops to avoid shakeouts).
Bear Markets often crash quickly (requiring tighter, faster stops to protect capital).
The Dual-Engine Solution: This script runs two separate calculation engines simultaneously:
The Buy Engine (Ceiling): Calculates the resistance ceiling using its own Sensitivity (Key) and Smoothness (ATR) settings.
The Sell Engine (Floor): Calculates the support floor using entirely different settings.
This means you can have a "Slow & Steady" settings for buying Bitcoin, but a "Fast & Aggressive" setting for shorting it, all within the same indicator.
✨ Key Features
1. Asymmetric "Dual-Key" Sensitivity
Buy Key & ATR: Tune your entry sensitivity for long positions.
Sell Key & ATR: Tune your short parameters independently.
Why this matters: You can now set a wide stop for trending up, but a tight stop for trending down to capture profit instantly when momentum breaks.
2. The Safety Dashboard (HUD) A professional Heads-Up Display (HUD) located in the top-right corner. It provides critical "Flight Data" that simple buy/sell labels hide:
Status: Instantly see if you are net Long or Short.
Stop Price (The Kill Level): The exact price where the trend will flip. Use this for your hard Stop Loss orders.
Active ATR: Displays the current volatility width. High ATR = High Volatility (Wide Stops). Low ATR = Consolidation (Tight Stops).
3. Heikin Ashi Smoothing
Includes a built-in toggle to calculate signals based on Heikin Ashi candles while viewing standard candles. This filters out "noise" and wicks, often keeping you in a trend longer.
4. Pine Script v6 Optimization
Refactored for the latest Pine Script v6 standards, ensuring faster execution and compatibility with the latest TradingView features.
🛠️ How to Use (Best Practices)
For Scalping (1m - 5m Timeframes):
Suggestion: Set Sell Key lower (e.g., 1.5) and Sell ATR lower (e.g., 5) to react quickly to drops. Keep Buy Key higher to avoid choppy fake-outs. I personally use the default settings on the 3M time frame with Gold and NQ with a high rate of success.
For Swing Trading (4h - Daily):
Suggestion: Increase Buy ATR (e.g., 30-100) to smooth out the noise of daily fluctuations.
The Dashboard:
Always check the Stop Price on the dashboard before entering. If the Stop Price is too far away from the current price, your risk might be too high for the trade size.
🙏 Credits & Appreciation
This script stands on the shoulders of giants.
Original Logic: Huge props and credit to QuantNomad for the original UT Bot strategy. His work laid the foundation for volatility-based trailing stops on TradingView.
Concept: Based on the "Ceiling/Floor" volatility theory.
Development: Enhanced and refactored by for the 2026 market environment.
Disclaimer: This tool is for information purposes only. Past performance does not guarantee future results.
Magnitude of Price DiscoveryThis script is a simple attempt to show the magnitude of price discovery
Before we discuss how it works we need to discuss our terms.
Universal Truth of Price #1 - Price only trades in 3 distinct ways
Scenario 1 - Inside bar to previous range, consolidation.
Scenario 2 - Trending bar up or down, HH + HL to previous bar or LL + LH to previous bar
Scenario 3 - Outside bar, Higher highs AND lower lows to previous bar. Also known as a broadening formation.
If you are interested in the 2nd universal truth my indicator 'Timeframe Continuity Bars' discusses it there.
Given one of the 3 scenarios price can trade in is a broadening formation it proves that price discovery occurs as a series of new highs and new lows.
Notice the scenario 3 marked by SimpleStratNumbers
This scenario 3 is a broadening formation on the 1min and on the 30min basis.
Given this is true we know if price rejects the broadening highs it is attempting to make new lows to the broadening range
So, what this indicator does is it uses previous swing highs and swing lows and it shows you when price reclaims them and gives you a target.
The target of this indicator is guaranteed to be hit if the 2nd universal truth of price is in your favor.
This means if we reclaim a previous high to the downside. At the time of all known participation groups selling we know the magnitude of this selling would be the other side of the range
So it's simple, the solid line shows you the reclaimed level.
The dotted line shows you the magnitude.
Full timeframe continuity tells you when it is FOR SURE going to your target price via MTF analysis of the aggressiveness of the buyers/sellers.
However timeframe continuity is subject to change every 60min, every day, every week, and every month! That's the risk you take when trading.
Here's one example for you.
NASDAQ:AAPL monthly made a new low and changed to green this was your evidence price is attempting to take the other side of the range.
NASDAQ:AAPL monthly opened green again and re-confirmed the upside which meant the other side
of the range was still for certain going to be taken out.
After being taken out, breakout traders buy the highs and any shorts in aapl are forced to cover.
BOOM!
This indicator is likely to be updated in the near future to align entries on multiple timeframes.
Nothing spoken here is financial advice and it is ONLY what we know to be true about price action.
Time LineUse it to mark out start times, using it personally to mark 8am starting zone but I'm sure you may have other uses
Pro Structure: Precision MSS/BOS & Extended FVG1. Precision Structure Mapping (BOS & MSS) Unlike standard ZigZag indicators that just connect pivots, this script visualizes the exact "Break" point:
MSS (Market Structure Shift): Displayed as a Thick Solid Line. This signals a potential trend reversal (e.g., breaking a Lower High in a downtrend).
BOS (Break of Structure): Displayed as a Thin Dashed Line. This signals trend continuation in the current direction.
Visual Logic: The lines originate exactly from the Swing Pivot and terminate exactly at the candle that closes beyond that pivot, providing instant visual confirmation of the break.
2. Trend-Filtered Fair Value Gaps (FVG) To reduce "Analysis Paralysis," this indicator uses an active trend filter:
Bullish Trend: Only Bullish FVGs (Green) are highlighted. Bearish FVGs are hidden to prevent counter-trend confusion.
Bearish Trend: Only Bearish FVGs (Red) are highlighted.
Extended Zones: FVG boxes are automatically projected forward (default: 5 candles) to help identify immediate entry zones before price returns to them.
3. Clean Aesthetics The chart remains minimal. Labels are non-intrusive, and color coding is strictly defined (Green for Bullish structure/FVGs, Red for Bearish structure/FVGs), allowing for rapid decision-making.
Settings
Swing Detection Length: Customize the sensitivity of the structure (lower for scalping, higher for macro trends).
FVG Extension: Control how far into the future the FVG boxes are drawn.
Visuals: Fully customizable colors and label options.
This tool is intended to assist in identifying high-probability structural points and aligned entry zones.
Adaptive Trend & SL SystemAdaptive Trend & Risk System
1. The Problem: "Naked" Signals
Most trend indicators on TradingView have a fatal flaw: they tell you when to enter, but they never tell you when to leave . They give you a "Buy" signal, but leave you guessing about where to place your Stop Loss or where to take profit.
A signal without a risk management plan is not a strategy—it's a gamble.
2. The Solution: A Complete Trading System
The Adaptive Trend & Risk System (ATS) is designed to be a complete "Turnkey" trading suite. It doesn't just generate signals; it manages the entire lifecycle of the trade.
It combines three distinct market concepts into one clean overlay:
Trend Detection: Uses a Hull Moving Average (HMA) baseline to determine the immediate market flow.
Signal Filtering: Uses the Average Directional Index (ADX) to filter out "fakeouts" and weak trends.
Dynamic Risk Management: Automatically calculates Volatility-Based (ATR) Stop Losses and Risk:Reward targets the moment a signal is generated.
3. How It Works (The Math)
The script operates on a strict "State Machine" logic. It remembers the state of your trade bar-by-bar.
The Entry (Strong Signals)
A "STRONG" signal is only generated when two conditions are met:
Price crosses the Trend Baseline.
ADX (Trend Strength) is above the threshold (Default: 25).
Note: Weak signals (small triangles) are shown when price crosses the baseline but ADX is low. These are risky and should be treated with caution.
The Stop Loss (Red/Green Crosses ++++)
Upon a strong entry, the script calculates a Stop Loss based on the Average True Range (ATR).
Long SL: Low - (ATR * Multiplier)
Short SL: High + (ATR * Multiplier)
The "Hard" Stop: Unlike trailing stops that move every bar, this SL is fixed to the volatility at the moment of entry. It only disappears if price hits it (marked by an Orange X ) or if a reversal signal occurs.
The Targets (Blue/Purple Dots oooo)
The script projects two Take Profit levels based on your risk:
TP1 (Blue Dots): 1.5x your Risk.
TP2 (Purple Dots): 3.0x your Risk.
Smart Visuals: If price hits TP1, the dots disappear to keep your chart clean, letting you focus on TP2.
4. How to Use This Indicator
Step 1: Wait for a "STRONG" Label. Do not trade every crossover. Wait for the large triangle with the text label.
Step 2: Place your Entry at the close of the signal bar.
Step 3: Place your Physical Stop Loss exactly at the level of the Green/Red Crosses .
Step 4: Place Limit Orders at the Blue Dots (TP1) and Purple Dots (TP2) .
Management:
If the Orange X appears, your Stop Loss was hit. Exit the trade immediately.
If a Weak Signal (small triangle) appears against your trade, consider tightening your stops, as momentum may be fading.
5. Settings Guide
Trend Baseline Length: Controls the sensitivity of the trend filter. Higher = Fewer signals, longer trends.
ATR Length: Controls how "volatile" the Stop Loss calculation is.
Stop Loss Multiplier: The "breathing room" for your trade. 2.0 is standard. 3.0 is for volatile assets like Crypto.
TP Risk:Reward Ratios: Fully customizable. Default is 1.5R and 3.0R.
Risk Warning & Disclaimer
Trading financial assets involves a high level of risk and may not be suitable for all investors. The content, indicators, and signals provided by this script are for educational and informational purposes only and do not constitute financial, investment, or trading advice.
The "Adaptive Trend & Risk System" is a technical analysis tool based on historical price data and mathematical formulas (ATR, ADX, Hull MA). Past performance is not indicative of future results. Market conditions can change rapidly, and no indicator can guarantee profits or prevent losses.
By using this script, you acknowledge that:
You are solely responsible for your own trading decisions and risk management.
You should never trade with money you cannot afford to lose.
The author of this script assumes no liability for any financial losses or damages incurred from the use of this tool.
Always consult with a qualified financial advisor before making investment decisions.
RSI SCALPER with Dynamic ATR LinesThis is a versatile scalping indicator that combines RSI-based signals, dynamic ATR channels, and Stochastic-based divergence detection to identify potential entry and exit points in the market .
Key Features
Dynamic ATR Channel – Calculates support and resistance based on ATR (Average True Range) with configurable length and multiplier for both support and resistance lines, plus a midline
Multi-timeframe RSI – Two separate RSI calculations with independent timeframe settings: one for "KUN RSI" signals and one for "GET READY" alerts
Divergence Detection – Identifies regular and hidden bullish/bearish divergences using Stochastic D and fractals
25 MA Types – Comprehensive library of smoothing functions including WMA, HMA, EMA, TEMA, DEMA, ZLEMA, and several advanced variants
Signal Types
Signal Description
Get Ready (Long) Price crosses above dynamic support while RSI is oversold
Get Ready (Short) Price crosses below dynamic resistance while RSI is overbought
EXIT (Buy Break) Price closes above resistance (previously below) without simultaneous short signal
EXIT (Sell Break) Price closes below support (previously above) without simultaneous long signal
R-BULL / R-BEAR Regular divergence – signals potential trend reversal
H-BULL / H-BEAR Hidden divergence – signals trend continuation
Settings
RSI Parameters:
Separate timeframe selection for both RSI calculations
Configurable length and overbought/oversold levels (default 70/30)
ATR Channel:
Independent timeframe for channel calculation
Individual ATR lengths and multipliers for support (8/1.44) and resistance (14/1.44)
Divergence:
Dedicated timeframe setting
Stochastic parameters (length, smooth K, smooth D)
MA type selection for smoothing
Alerts
The indicator includes four predefined alerts for divergence signals that trigger only on confirmed bars:
Regular Bullish/Bearish Divergence
Hidden Bullish/Bearish Divergence
Use Cases
Suitable for active scalping and swing trading on crypto, forex, and stocks. Combine signals with price structure and volume for optimal use. The ATR channel adapts automatically to volatility, while divergence signals provide early warning of potential trend shifts .
Gamma of Gamma - AnticipationGamma of Gamma — Anticipation Engine
What if you could detect market inflections before they become obvious? Not react to momentum — anticipate the momentum itself.
"Gamma here refers to mathematical acceleration (2nd derivative), NOT options Gamma"
Gamma of Gamma (GoG) operates one abstraction layer above conventional indicators. While RSI tells you what momentum did , GoG tells you what momentum is about to do . This is the difference between chasing price and positioning ahead of it.
Core Innovation: Traditional indicators measure first-order effects (price change) or second-order effects (momentum/acceleration). This system measures the third derivative — the rate of change of acceleration itself. When Gamma-of-Gamma reaches extremes, it signals that pressure dynamics are about to flip — often 2-5 bars before price visibly reacts.
Target Users: Discretionary traders, scalpers, and swing traders who want early positioning signals with statistical rigor. Effective on stocks, crypto, forex, and futures with meaningful volume data.
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WHY THIRD-DERIVATIVE ANALYSIS?
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The Hierarchy of Market Information
Most traders operate at the wrong level of abstraction:
• Price → What happened (lagging)
• Momentum → How fast it happened (still lagging)
• Gamma (2nd Derivative) → How momentum is changing (coincident)
• Gamma of Gamma (3rd Derivative) → How FAST that change is changing ( leading )
The third derivative captures inflection acceleration — the mathematical signature of regime transition. When GoG reaches extreme values, the market is telegraphing that current pressure dynamics are unsustainable.
Why This Beats RSI
RSI measures momentum magnitude. GoG measures momentum trajectory .
Consider this scenario: RSI reads 70 (overbought). Is the move exhausted or just getting started? RSI cannot tell you. GoG can — because it measures whether buying pressure is accelerating into the high RSI reading (continuation likely) or decelerating despite high RSI (reversal imminent).
RSI answers: "How strong was the move?"
GoG answers: "Is the move strengthening or weakening right now ?"
The first is historical. The second is predictive.
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MATHEMATICAL FOUNDATION
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Layer 1: Cumulative Volume Delta (CVD)
The foundation is order flow approximation:
• Up bar (close > prior close): Volume classified as buying pressure
• Down bar (close < prior close): Volume classified as selling pressure
• CVD = Running sum of signed volume
Interpretation: Rising CVD indicates net aggressive buying. Falling CVD indicates net aggressive selling. CVD divergence from price often precedes reversals.
Layer 2: Gamma (Second Derivative)
Gamma measures acceleration of order flow:
Formula: Gamma = CVD - 2×CVD + CVD
This is the discrete second derivative — the rate of change of the rate of change. When Gamma spikes positive, buying pressure is accelerating . When Gamma spikes negative, selling pressure is accelerating.
Layer 3: Gamma of Gamma (Third Derivative)
GoG measures jerk — the acceleration of acceleration:
Formula: GoG = Gamma - 2×Gamma + Gamma
Critical insight: Extreme GoG readings indicate that current pressure dynamics are reaching an inflection point. The system is "overextended" in its current trajectory and will likely revert or reverse.
Layer 4: Z-Score Normalization
Raw GoG values are normalized against their 50-period distribution:
Formula: GoG_Z = (GoG - Mean_50) / StdDev_50
Benefit: Z-scores are regime-adaptive. A "2.0" reading always means "2 standard deviations from normal" regardless of whether you're trading a penny stock or ES futures. This makes thresholds consistent across instruments and timeframes.
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SIGNAL GENERATION LOGIC
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Long Signal (Bullish Anticipation)
Triggers when:
• GoG Z-score < -Threshold (default -2.0)
• Volume > Average Volume × Minimum Multiple (default 1.2×)
Interpretation: Selling pressure acceleration has reached an extreme negative reading. The selling is "exhausting itself" — acceleration is peaking and will soon decelerate. Buyers are likely to step in.
Short Signal (Bearish Anticipation)
Triggers when:
• GoG Z-score > +Threshold (default +2.0)
• Volume > Average Volume × Minimum Multiple (default 1.2×)
Interpretation: Buying pressure acceleration has reached an extreme positive reading. The buying is "exhausting itself" — often occurs at blow-off tops, failed breakouts, or momentum climaxes.
Why Volume Confirmation?
Gamma acceleration in thin liquidity is meaningless noise. The volume filter ensures signals occur only when meaningful participation backs the pressure dynamics. This dramatically reduces false signals during low-activity periods.
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CONFIDENCE ENGINE
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Not all signals are equal. The Confidence Engine quantifies signal strength:
Confidence Calculation:
Confidence = 50 + ((|Z-Score| - Threshold) / Threshold) × 100
Capped at 100%
Visual Representation:
• Small orb = Low confidence (50-65%)
• Normal orb = Medium confidence (65-80%)
• Large orb = High confidence (80-100%)
Orb transparency also adjusts — high-confidence signals appear brighter and more prominent. This creates intuitive visual hierarchy where stronger signals demand more attention.
Practical Use:
• High confidence (>80%): Consider larger position size, tighter stops
• Medium confidence (50-80%): Standard position size
• Low confidence (<50%): Reduced size or wait for confirmation
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INTEGRATED BACKTESTER
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Every signal system needs accountability. The onboard backtester provides real-time performance tracking:
Core Metrics:
• Total Trades
• Win Rate
• Profit Factor
• Expectancy (average P&L per trade)
• Net P&L
• Max Drawdown
• Average Win / Average Loss
Methodology:
• Positions held for configurable bar count (default 10 bars)
• Forces objective evaluation independent of discretionary exits
• Updates in real-time as new trades complete
Optimizer Mode:
Enable for parameter tuning research:
• Stability Score (0-100 points): Composite evaluation of parameter robustness
• Trade Density : Signals per 1000 bars — monitors over/under-trading
• Parameter Display : Current settings for documentation
• Robustness Rating : ROBUST / STABLE / FRAGILE / OVERFIT
Stability Scoring Breakdown:
• Win Rate ≥55%: +25 points | ≥50%: +15 points | ≥45%: +5 points
• Expectancy >0.5%: +25 points | >0.1%: +15 points | >0%: +5 points
• Total Trades ≥30: +25 points | ≥20: +15 points | ≥10: +5 points
• Profit Factor ≥1.5: +25 points | ≥1.2: +15 points | ≥1.0: +5 points
Target: 60+ points indicates stable parameters. Below 40 suggests overfitting risk.
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CHART EXECUTION SIGNALS
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Unique feature: Entry and exit markers display directly on the price chart via force_overlay, even though the indicator runs in a separate pane.
Visual Markers:
• ▲ Green Triangle (below bar): Long entry at exact price level
• ▼ Red Triangle (above bar): Short entry at exact price level
• ✕ Gold X-Cross : Position exit after hold period
Benefit: Immediate visual correlation between GoG signals and price action. Review historical trades without switching between panes.
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DUAL DASHBOARD SYSTEM
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Main Dashboard — Real-Time State
Displays:
• Current GoG regime (EXTREME HIGH / EXTREME LOW / NEUTRAL)
• GoG Z-Score (numerical)
• Raw GoG value
• Gamma value
• CVD (Cumulative Volume Delta)
• Volume status (Active/Low with ratio)
• Signal state (Scanning / Long Signal / Short Signal / In Position)
• Confidence meter with visual bar
• Entry price when in position
Backtest Dashboard — Performance Metrics
Displays all backtester metrics in compact format. Switches to Optimizer view when Optimizer Mode enabled.
Both dashboards feature:
• Configurable position (6 locations including Middle Left/Right)
• Adjustable text size (Tiny/Small/Normal/Large)
• Transparency control for visual integration
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PARAMETER GUIDE
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Calculation Settings
• GoG Extreme Threshold (default 2.0): Z-score level for signal generation. Higher = fewer but stronger signals. Range: 0.5-5.0
• Gamma Smoothing (default 3): SMA period for Gamma. Lower = more responsive, more noise. Higher = smoother, more lag. Range: 1-20
• GoG Smoothing (default 5): SMA period for GoG. Filters micro-spikes while preserving structural inflections. Range: 1-20
• Min Volume Multiple (default 1.2): Volume must exceed this multiple of 20-period average. Ensures signals have participation backing. Range: 0.5-3.0
Backtester Settings
• Backtest Hold Bars (default 10): Forced holding period for backtester evaluation. Adjust based on timeframe and trading style.
• Parameter Optimizer Mode : Enables extended metrics for tuning research.
Tuning by Timeframe
Scalping (1-5 min):
Threshold: 1.5-2.0 | Gamma Smooth: 2-3 | GoG Smooth: 3-4 | Hold: 5-8 bars
Day Trading (15-60 min):
Threshold: 2.0-2.5 | Gamma Smooth: 3-5 | GoG Smooth: 5-7 | Hold: 8-12 bars
Swing Trading (4H-Daily):
Threshold: 2.5-3.0 | Gamma Smooth: 5-7 | GoG Smooth: 7-10 | Hold: 10-15 bars
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HOW TO USE: PRACTICAL WORKFLOW
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Step 1: Identify Regime
Watch the GoG Z-score line. Most of the time it oscillates within the neutral zone (between thresholds). This is "scanning" mode — no actionable signal.
Step 2: Wait for Extreme
When Z-score crosses threshold AND volume confirms, a signal fires. The orb appears in the indicator pane; the triangle appears on price chart.
Step 3: Assess Confidence
Check orb size and dashboard confidence reading:
• Large bright orb + 80%+ confidence = High conviction setup
• Small faint orb + <60% confidence = Requires additional confirmation
Step 4: Execute with Context
GoG signals anticipate — they don't confirm. Use price structure (support/resistance), higher timeframe trend, or other confirmation before entry.
Step 5: Manage Position
Exit markers show backtester exits. For live trading, consider:
• Time-based exit (signal's hold period)
• Opposite signal exit
• Fixed R:R targets
Step 6: Review Performance
Check Backtest Dashboard regularly. If Win Rate drops below 45% or Expectancy goes negative, reassess parameters or market conditions.
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WHAT THIS INDICATOR IS — AND ISN'T
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This Indicator IS:
✅ State-transition detector (balance → imbalance)
✅ Early warning system for momentum shifts
✅ Anticipation tool for pre-positioning
✅ Statistical framework with built-in accountability
This Indicator IS NOT:
❌ Mechanical buy/sell system (requires discretion)
❌ Trend-following indicator
❌ Reversal-only indicator
❌ Replacement for risk management
Best Use Cases:
• Detecting early reversals before obvious confirmation
• Anticipating breakouts during volatility compression
• Timing pullback entries in established trends
• Identifying exhaustion at momentum climaxes
Challenging Conditions:
• Extremely low volume environments
• News-driven gaps (no order flow to measure)
• Instruments with unreliable volume data
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ORIGINALITY STATEMENT
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Innovation 1: Third-Derivative Order Flow Analysis
While first and second derivatives are common, applying third-derivative (jerk) analysis to cumulative volume delta is novel. This captures inflection points that lower-order analysis misses entirely.
Innovation 2: Z-Score Adaptive Thresholds
Rather than fixed thresholds that require per-instrument tuning, z-score normalization creates self-adapting signal levels that work consistently across any liquid instrument.
Innovation 3: Confidence-Weighted Visual System
Dynamic orb sizing and transparency based on signal strength provides intuitive visual hierarchy. Stronger signals literally appear larger and brighter.
Innovation 4: Integrated Accountability
Built-in backtester with optimizer mode enables parameter validation directly on chart. No external tools or spreadsheets required.
Innovation 5: Dual-Pane Execution Visualization
Force-overlay chart signals bridge the gap between indicator pane and price action, enabling immediate visual trade review.
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LIMITATIONS & DISCLAIMERS
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Technical Limitations
• Volume classification uses bar direction (close vs prior close), not tick-level aggressor data. Precision loss estimated 10-15% vs institutional-grade data.
• CVD approximation assumes volume follows price direction. Works well in trending conditions; less precise in choppy markets.
• Backtester uses fixed hold period, not optimal exit logic. Real performance may vary with proper trade management.
Market Limitations
• Requires meaningful volume data. Avoid instruments with reported volume issues.
• Signals may cluster during high-volatility events. Not every signal should be traded.
• Anticipation signals appear early by design. Patience required — price may continue against signal briefly before reversing.
Risk Disclosure
• Trading involves risk of loss. Past performance does not guarantee future results.
• This indicator provides analysis tools, not financial advice.
• Always use proper position sizing and risk management.
• Backtest results are hypothetical and do not include slippage, commissions, or fees.
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RECOMMENDED SETTINGS BY MARKET
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Crypto (BTC, ETH, SOL)
Threshold: 1.8-2.2 | Gamma: 3 | GoG: 5 | Volume: 1.3x | TF: 15min-4H
Notes: Higher volatility produces more signals. Consider higher threshold to filter.
Forex Majors (EURUSD, GBPUSD)
Threshold: 2.0-2.5 | Gamma: 4 | GoG: 6 | Volume: 1.2x | TF: 5min-1H
Notes: Lower volatility requires patience. Volume proxy via tick volume works adequately.
Stocks (Large Cap)
Threshold: 2.0-2.5 | Gamma: 3-4 | GoG: 5-6 | Volume: 1.2x | TF: 15min-Daily
Notes: Real volume data provides cleanest signals. Watch for opening/closing auction distortions.
Futures (ES, NQ, CL)
Threshold: 2.0-2.3 | Gamma: 3 | GoG: 5 | Volume: 1.2x | TF: 5min-1H
Notes: Excellent volume data. Session boundaries may produce false signals — consider RTH only.
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CONCLUSION
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Gamma of Gamma represents a fundamental shift in signal philosophy: from reacting to momentum to anticipating momentum.
By operating at the third derivative of order flow, this system detects the mathematical signatures of regime transition — the moments when current pressure dynamics become unsustainable and reversal becomes probable.
This is not another oscillator telling you what already happened. This is an anticipation engine positioning you for what's about to happen.
Stop chasing. Start anticipating.
RSI tells you where momentum was. GoG tells you where it's going.
Taking you to school. - Dskyz , Trade with probability. Trade with anticipation. Trade with GoG
[codapro] Elite Momentum & Smart Money Detector
Elite Momentum & Smart Money Detector
Overview
The Elite Detector is a non-repainting indicator that merges Smart Money Concepts, Adaptive Volatility-Based Momentum, and Multi-Timeframe Trend Confluence to identify high-probability trade setups. This tool helps confirm institutional intent and market pressure before triggering actionable signals.
Core Systems
Smart Money Concepts (SMC)
• Highlights institutional order blocks
• Detects equal highs/lows as liquidity zones
• Automatically cleans up outdated zones for clarity
Adaptive Momentum Engine
• Momentum calculated with volatility-adjusted smoothing
• Normalized scale from -100 to +100
• Candle coloring reflects trend strength dynamically
Squeeze Detection System
• Flags volatility contraction zones using Bollinger and Keltner channels
• Background shading highlights compression zones
• Histogram shows directional breakout pressure
Multi-Timeframe Trend Validation
• Aligns signals with higher timeframe momentum
• Built-in logic auto-selects appropriate HTF per chart
• Reduces false signals and improves timing
Signal Logic
Buy Signal appears when:
Momentum crosses from negative to positive
Squeeze condition is active
Higher timeframe confirms bullish trend
Sell Signal appears when:
Momentum crosses from positive to negative
Squeeze condition is active
Higher timeframe confirms bearish trend
All signals are non-repainting and appear only once all conditions are met.
Visual Dashboard (Top-Right Corner)
Displays real-time confirmation across five categories:
Momentum: Current trend direction and strength
Squeeze: Indicates if volatility is compressed
HTF Trend: Confirms higher-timeframe alignment
Volatility: Current volatility phase (low, normal, or high)
Signal Status: Buy, Sell, or Neutral (Wait)
Chart Visuals
Candle Colors:
• Bright green/red = Strong momentum
• Faded green/red = Weak momentum
Background Colors:
• Orange = Squeeze is active
• Clear = Normal market activity
Boxes:
• Green = Bullish order blocks
• Red = Bearish order blocks
Dashed Lines:
• Red = Equal highs (liquidity zones above)
• Green = Equal lows (liquidity zones below)
Alert Conditions
Includes three prebuilt alerts for automation and webhook systems:
Elite Buy Signal
Elite Sell Signal
Squeeze Activation
These alerts allow users to respond to market shifts in real time or integrate with automated trading workflows.
Best Practices
Wait for Confluence: Confirm all three systems (momentum, squeeze, HTF trend) before entering
Watch Order Blocks: Institutional zones often act as support/resistance
Monitor Liquidity Zones: Be cautious of stop hunts near equal highs/lows
Use Dashboard Cues: Let the HUD validate your setup
Always Use Risk Management: This tool increases probability, not certainty
Example Setup:
1. Squeeze background appears
2. Buy signal triangle confirms
3. Dashboard shows: Momentum strong up, Squeeze on, HTF trend up
4. Price bounces off green order block
→ High-probability long entry
Why It Works
This tool leverages multiple uncorrelated concepts to filter low-quality trades and highlight setups with real institutional backing:
Order Blocks and Liquidity Zones track smart money footprints
Volatility-adjusted Momentum captures real energy shifts
Multi-Timeframe Confluence confirms trades in the broader context
Non-repainting signals ensure reliability
Final Note
The Elite Detector is designed to show you:
Where smart money is positioned,
When the market is coiling for a move,
and Which direction is supported by momentum and trend.
Use it as your high-probability entry engine — across any market or timeframe.
Disclaimer
This tool was created using the CodaPro Pine Script architecture engine — designed to produce robust trading overlays, educational visuals, and automation-ready alerts. It is provided strictly for educational purposes and does not constitute financial advice. Always backtest and demo before applying to real capital.
ApEn Zones with Delta Confirmation MTF [PhenLabs]📊 ApEn Zones with Delta Confirmation MTF
Version: PineScript™ v6
📌 Description
The ApEn Zones with Delta Confirmation MTF indicator combines Approximate Entropy analysis with cumulative volume delta to identify high-probability support and resistance zones. Approximate Entropy (ApEn) measures the complexity and unpredictability in price data—when ApEn drops significantly, it signals a transition from chaotic to ordered market behavior, often preceding reversals or continuations.
This indicator goes beyond simple ApEn detection by integrating Delta confirmation, which validates zones using volume-based order flow analysis. When a zone forms with Delta confirmation, it indicates institutional participation aligning with the price structure. The multi-timeframe capability allows traders to detect zones forming on higher timeframes while executing on their preferred chart.
🚀 Points of Innovation
First indicator to combine ApEn complexity analysis with cumulative Delta confirmation for zone validation
Pre-built calculation presets eliminate guesswork—optimized parameters for scalping, day trading, and swing trading
Smart zone management automatically removes invalidated zones after two price rejections
Multi-timeframe architecture detects zones on configurable timeframes independent of chart timeframe
Visual style presets provide instant customization from high contrast to subtle overlays
Delta threshold system distinguishes between regular zones and institutionally-confirmed zones
🔧 Core Components
ApEn Calculator: Measures pattern regularity using embedding dimension (m=2) and tolerance factor (r) against price standard deviation to quantify market complexity
Delta Engine: Computes cumulative delta from volume and price movement, comparing against statistical thresholds to identify significant order flow divergence
Zone Generator: Creates visual box zones at signal points with dynamic sizing based on bar range and confirmation status
MTF Request Handler: Fetches ApEn calculations from user-specified timeframe using security() calls for higher timeframe alignment
Zone Manager: Tracks zone interactions, counts rejections, and automatically purges zones that have been tested twice
🔥 Key Features
Calculation Presets: Choose from Aggressive, Conservative, Scalping 1m, Strong Scalping, Swing Trading, or Default—each preset optimizes all parameters for specific trading styles
Visual Style Presets: Select Default, High Contrast, Subtle, Classic, Neutral, or Neutral Reverse to match your chart theme and preference
Delta Confirmation: Zones display with enhanced opacity when cumulative delta confirms institutional participation in the direction of the zone
Automatic Zone Cleanup: Zones self-destruct after two rejections, keeping your chart clean and focused on active levels
Alert System: Four alert conditions for buy zones, sell zones, strong buy signals, and strong sell signals
Maximum Zone Control: Limits display to 5 zones per direction to prevent chart clutter
🎨 Visualization
Buy Zones: Displayed as horizontal boxes at low points when ApEn crosses under threshold—lighter transparency indicates regular zone, darker indicates Delta confirmation
Sell Zones: Displayed as horizontal boxes at high points when ApEn crosses over threshold—visual confirmation follows same transparency logic
Zone Boundaries: Each zone extends 10% of bar range above and below the signal level, providing clear entry and stop areas
Dynamic Extension: All zones automatically extend rightward with each new bar until invalidated
📖 Usage Guidelines
Calculation Preset Selection
Scalping 1m / Strong Scalping: Use for 1-5 minute charts with faster signal generation and tighter thresholds (Length: 15, Zone Length: 5)
Aggressive: Shorter lookback (Length: 10) generates more zones with lower confirmation requirements—higher frequency, more noise
Default: Balanced parameters suitable for 5-15 minute charts (Length: 15, Zone Threshold: 0.5, Delta Length: 4)
Conservative: Extended lookback (Length: 30) with stricter thresholds—fewer but higher probability zones
Swing Trading: Longest parameters (Length: 40, Zone Length: 20) for 1H-4H charts capturing major structural zones
Visual Style Selection
High Contrast: Bright green/red for maximum visibility on any background
Subtle: Muted green/red with transparency for minimal chart distraction
Classic: Traditional lime green and crimson color scheme
Neutral / Neutral Reverse: Grayscale tones for non-directional bias visualization
Timeframe Configuration
Default timeframe is set to 1 minute—adjust based on your execution timeframe
For scalping: Set zone timeframe 1-3x your chart timeframe
For swing trading: Set zone timeframe to 4H or Daily while viewing 1H charts
✅ Best Use Cases
Identifying reversal zones during high-volatility market conditions
Confirming support/resistance levels with volume-based order flow validation
Scalping entries on lower timeframes with higher timeframe zone confluence
Filtering trade setups by requiring Delta confirmation before entry
Setting stop losses beyond zone boundaries after rejection tests
Swing trade positioning at zones detected on 4H/Daily timeframes
⚠️ Limitations
ApEn calculations are computationally intensive—may experience slower loading on very long chart histories
Delta estimation uses (close - open) * volume approximation, not actual order flow data
Zones require sufficient price history—indicator needs max_bars_back of 2000 bars for proper calculation
Low volume instruments may produce unreliable Delta confirmation signals
Zone rejections are counted based on price interaction, not candle close confirmation
Maximum of 5 zones per direction limits visibility during highly active markets
💡 What Makes This Unique
Entropy-Based Detection: Uses mathematical complexity analysis rather than simple price patterns to identify zones
Dual Confirmation System: Combines ApEn signals with Delta divergence for higher probability setups
Adaptive Presets: Six calculation presets and six visual styles create 36 possible configurations without manual parameter adjustment
Self-Managing Zones: Automatic invalidation after two rejections mimics how professional traders track level degradation
🔬 How It Works
Step 1 - ApEn Calculation: The indicator computes Approximate Entropy by measuring how often similar patterns of length m repeat within tolerance r multiplied by standard deviation—lower values indicate more predictable (ordered) price behavior
Step 2 - Signal Generation: Buy signals trigger when higher timeframe ApEn crosses under the average ApEn divided by threshold; sell signals trigger when ApEn crosses over average multiplied by threshold
Step 3 - Delta Confirmation: Cumulative delta is compared against its moving average plus/minus standard deviation times threshold—extreme readings confirm institutional order flow alignment
Step 4 - Zone Creation: Visual boxes are drawn at signal bars with dimensions based on bar range; confirmed zones receive enhanced opacity while unconfirmed zones appear more transparent
Step 5 - Zone Lifecycle: Active zones extend with each bar and track price interactions; after two rejections (price touches zone but reverses), the zone is automatically deleted
💡 Note:
This indicator works best when combined with trend analysis and market structure. Use calculation presets as starting points and adjust the Zone Timeframe setting to align with your trading methodology. Delta confirmation significantly improves zone reliability but requires volume data—instruments with low or unreported volume should rely primarily on ApEn signals alone. Always validate signals with price action context before executing trades.
