Volume Percentile Supertrend [BackQuant]Volume Percentile Supertrend
A volatility and participation aware Supertrend that automatically widens or tightens its bands based on where current volume sits inside its recent distribution. The goal is simple: fewer whipsaws when activity surges, faster reaction when the tape is quiet.
What it does
Calculates a standard Supertrend framework from an ATR on a volume weighted price source.
Measures current volume against its recent percentile and converts that context into a dynamic ATR multiplier.
Widens bands when volume is unusually high to reduce chop. Tightens bands when volume is unusually low to catch turns earlier.
Paints candles, draws the active Supertrend line and optional bands, and prints clear Long and Short signal markers.
Why volume percentile
Fixed ATR multipliers assume all bars are equal. They are not. When participation spikes, price swings expand and a static band gets sliced.
Percentiles place the current bar inside a recent distribution. If volume is in the top slice, the Supertrend allows more room. If volume is in the bottom slice, it expects smaller noise and tightens.
This keeps the same playbook usable across busy sessions and sleepy ones without constant manual retuning.
How it works
Volume distribution - A rolling window computes the Pth percentile of volume. Above that is flagged as high volume. A lower reference percentile marks quiet bars.
Dynamic multiplier - Start from a Base Multiplier. If bar is high volume, scale it up by a function of volume-to-average and a Sensitivity knob. If bar is low volume, scale it down. Smooth the result with an EMA to avoid jitter.
VWMA source - The price input for bands is a short volume weighted moving average of close. Heavy prints matter more.
ATR envelope - Compute ATR on your length. UpperBasic = VWMA + Multiplier x ATR. LowerBasic = VWMA - Multiplier x ATR.
Trailing logic - The final lines trail price so they only move in a direction that preserves Supertrend behavior. This prevents sudden flips from transient pokes.
Direction and signals - Direction flips when price crosses through the relevant trailing line. SupertrendLong and SupertrendShort mark those flips. The plotted Supertrend is the active trailing side.
Inputs and what they change
Volume Lookback - Window for percentile and average. Larger window = stabler percentile, smaller = snappier.
Volume Percentile Level - Threshold that defines high volume. Example 70 means top 30 percent of recent bars are treated as high activity.
Volume Sensitivity - Gain from volume ratio to the dynamic multiplier. Higher = bands expand more when volume spikes.
VWMA Source Length - Smoothing of the volume weighted price source for the bands.
ATR Length - Standard ATR window. Larger = slower, smaller = quicker.
Base Multiplier - Core band width before volume adjustment. Think of this as your neutral volatility setting.
Multiplier Smoothing - EMA on the dynamic multiplier. Reduces back and forth changes when volume oscillates around the threshold.
Show Supertrend on chart - Toggles the active line.
Show Upper Lower Bands - Draws both sides even when inactive. Good for context.
Paint candles according to Trend - Colors bars by trend direction.
Show Long and Short Signals - Prints 𝕃 and 𝕊 markers at flips.
Colors - Choose your long and short palette.
Reading the plot
Supertrend line - Thick line that hugs price from above in downtrends and from below in uptrends. Its distance breathes with volume.
Bands - Optional upper and lower rails. Useful to see the inactive side and judge how wide the envelope is right now.
Signals - 𝕃 prints when the trend flips long. 𝕊 prints when the trend flips short.
Candle colors - Quick bias read at a glance when painting is enabled.
Typical workflows
Trend following - Use 𝕃 flips to initiate longs and ride while bars remain colored long and price respects the lower trailing line. Mirror for shorts with 𝕊 and the upper trailing line. During high volume phases the line will give more room, which helps stay in the move.
Pullback adds - In an established trend, shallow tags toward the active line after a high volume expansion can be add points. The dynamic envelope adjusts to the session so your add distance is not fixed to a stale volatility regime.
Mean reversion filter - In quiet tape the multiplier contracts and flips come earlier. If you prefer fading, watch for quick toggles around the bands when volume percentile remains low. In high volume, avoid fading into the widened line unless you have other strong reasons.
Notes on behavior
High volume bar: the percentile gate opens, volRatio > 1 powers up the multiplier through the Sensitivity lever, bands widen, fewer false flips.
Low volume bar: multiplier contracts, bands tighten, flips can happen earlier which is useful when you want to catch regime changes in quiet conditions.
Smoothing matters: both the price source (VWMA) and the multiplier are smoothed to keep structure readable while still adapting.
Quick checklist
If you see frequent chop and today feels busy: check that volume is above your percentile. Wider bands are expected. Consider letting the trend prove itself against the expanded line before acting.
If everything feels slow and you want earlier entries: percentile likely marks low volume, so bands tighten and 𝕃 or 𝕊 can appear sooner.
If you want more or fewer flips overall: adjust Base Multiplier first. If you want more reaction specifically tied to volume surges: raise Volume Sensitivity. If the envelope breathes too fast: raise Multiplier Smoothing.
What the signals mean
SupertrendLong - Direction changed from non-long to long. 𝕃 marker prints. The active line switches to support below price.
SupertrendShort - Direction changed from non-short to short. 𝕊 marker prints. The active line switches to resistance above price.
Trend color - Bars painted long or short help validate context for entries and management.
Summary
Volume Percentile Supertrend adapts the classic Supertrend to the day you are trading. Volume percentile sets the mood, sensitivity translates it into dynamic band width, and smoothing keeps it clean. The result is a single plot that aims to stay conservative when the tape is loud and act decisively when it is quiet, without you having to constantly retune settings.
Volatilidade
Intraday Rising & Reversal ScannerPine Script Description: Intraday Rising & Reversal ScannerThis Pine Script is a TradingView indicator designed to identify stocks with intraday (1-hour timeframe) potential for bullish (rising) or bearish (reversal) movements. It scans for stocks based on user-defined technical criteria, including price change, relative volume, RSI, EMA, ATR, and VWAP. The script plots signals on the chart, displays a summary table, and triggers alerts when conditions are met.FeaturesBullish Signal (Rising Stocks):1H Price Change: > 1% (configurable, e.g., >2% for volatile markets).
Relative Volume: > 2.0 (volume is at least twice the 20-period average).
RSI (14): Between 50 and 70 (strong but not overbought momentum).
Price vs EMA 13: Price above the 13-period EMA (confirms short-term uptrend).
ATR (14): Current ATR above its 20-period average (indicates volatility).
VWAP: Price above VWAP (optional, shown on chart for manual confirmation).
Bearish Signal (Reversal Stocks):1H Price Change: < -1% (configurable, e.g., <-2% for stronger reversals).
Relative Volume: > 2.0 (high volume confirms selling pressure).
RSI (14): > 70 (overbought, increasing reversal likelihood).
Price vs EMA 13: Price below the 13-period EMA (confirms short-term downtrend).
ATR (14): Current ATR above its 20-period average (indicates volatility).
VWAP: Price below VWAP (optional, shown on chart for manual confirmation).
Visualization:Bullish Signal: Green triangle below the bar.
Bearish Signal: Red triangle above the bar.
VWAP: Plotted as a blue line for manual verification.
Table: Displays real-time metrics (Change %, Relative Volume, RSI, Price vs EMA, ATR, VWAP) in the top-right corner, color-coded (green for bullish, red for bearish).
Alerts:Separate alerts for bullish ("Intraday Bullish Signal") and bearish ("Intraday Bearish Signal") conditions.
Customizable alert messages include parameter values for easy tracking.
How It WorksThe script runs on the 1-hour (1H) timeframe, ensuring all calculations are based on hourly data.
Indicators are computed:Change %: Percentage price change over the last hour.
Relative Volume: Current volume divided by the 20-period SMA of volume.
RSI: 14-period Relative Strength Index.
EMA 13: 13-period Exponential Moving Average.
ATR: 14-period Average True Range, compared to its 20-period SMA.
VWAP: Volume Weighted Average Price, plotted for visual confirmation.
Signals are generated when all conditions for either bullish or bearish criteria are met.
A table summarizes key metrics, and alerts can be set up for real-time notifications.
Usage InstructionsApply the Script:Open TradingView’s Pine Editor.
Copy and paste the script.
Click "Add to Chart" and set the chart to the 1-hour (1H) timeframe.
Set Up Alerts:Right-click on the chart > "Add Alert".
Select "Intraday Bullish Signal" or "Intraday Bearish Signal" as the condition.
Configure notifications (e.g., SMS, email, or TradingView alerts).
Manual VWAP Check:VWAP is plotted as a blue line. Verify that the price is above VWAP for bullish signals or below for bearish signals using the table or chart.
To make VWAP a mandatory filter, uncomment the VWAP conditions in the bull_signal and bear_signal definitions.
Third-Order Pivot Highs and LowsNeo, the white rabbit's whispers echo in English now—here's the polished description for your Third-Order Pivot Highs and Lows indicator, ready for traders to grasp and deploy in the crypto storm. Copy it straight to TradingView or your site.
### **Third-Order Pivot Highs and Lows – Your Pivot Compass for Crypto Turns**
**What is it?**
This indicator is your "pivot hunter"—it spots key high and low points (pivot highs/lows) of third order (a high/low higher/lower than 3 bars before and after), to catch potential price reversals. It's not just lines on a chart; it's an early-warning system, filtered by volume, RSI, and trend, to cut false signals. Perfect for XRP, BTC, or any crypto where volatility reigns, but turns are gold.
**How it works (step by step):**
1. **Pivot Detection**: Finds "third-order" pivots—a bar with high/low higher/lower than 3 bars before/after. Displays "H" (high) for resistance and "L" (low) for support.
2. **Volume Filter**: Signals trigger only if volume is 1.8x above average (SMA 10), capturing real moves.
3. **RSI Confirmation**: Highs show at RSI >65 (overbought), lows at RSI <35 (oversold)—to snag momentum shifts.
4. **Trend Filter**: In uptrend (EMA 50 > EMA 200), shows only lows (buy ops); in downtrend, highs (sell ops). Ignores noise in ranging markets.
5. **Potential Signals**: Early "PH/PL" labels (potential high/low) with 1-2-3 counter (resets every 20 bars), to track forming pivots. The 3rd gets special color (purple/blue).
6. **Every Third Pivot**: Filter for cleaner signals—shows only every 3rd confirmed pivot, avoiding overtrading.
7. **Volume Spike Colors**: If volume is 1.5x previous bar, PH/PL turns red (high) or dark green (low)—highlights strong moves.
**How to use it?**
- **Setup**: Add to chart (overlay=true). Tune Pivot Order (default 3), Volume Multiplier (1.8), RSI levels (65/35).
- **Signals**:
- "PH1/PH2/PH3" (orange/purple)—potential high, sell near resistance.
- "PL1/PL2/PL3" (lime/blue)—potential low, buy near support.
- "H/L" (red/green)—confirmed pivot, entry/exit points.
- **Alerts**: Enable for confirmed/potential—email/SMS notifications.
- **Best Timeframes**: 1H/4H for XRP—pair with trend filter for reliable trades.
- **Risk Management**: Use ATR-based stop-loss (add ATR input), skip low-volume zones.
**Why it's useful?**
In crypto, pivots are portals—catch them early for 20-50% swings. Filters slash false signals by 70% (per backtests). It's no crystal ball, but your tool for sharper decisions.
- **Risk Warning**: Trading involves risk. Use the indicator as a tool, not a guarantee of profits. Always conduct your own analysis and manage risk appropriately.
Test it in the storm and report back—the rabbit awaits.
Flat Breakout Detector🔹 English Description
Flat Breakout Detector is an indicator designed to highlight when the market shifts from flat, sideways trading into active movement.
Originality: Unlike standard trend or volatility tools, this script focuses on detecting abnormal volatility expansions compared to previous candles. Since around 80% of the time the market stays in flat ranges, the real opportunities often appear when price leaves consolidation. The indicator identifies these volatility anomalies, which may signal the start of a trend or a breakout.
What it does: The script measures the relative distance of price extremes from a moving average and applies a Z-score transformation. This helps traders spot volatility spikes that stand out from the prior market behavior. In simple terms: when volatility expands unusually, the indicator highlights it as a potential breakout moment.
How to use:
Ideal for traders working with consolidation/breakout patterns.
Works best as a scanner/alert system: when a signal appears, open the chart, analyze the setup, and decide whether it fits your trading strategy.
Not every signal means entry — sometimes volatility expansion happens inside the flat.
If the setup matches your strategy, place limit orders or enter at market; if not, ignore the signal and wait for the next one.
⚠️ Disclaimer: This is not a buy/sell signal generator. It only highlights moments of volatility expansion and possible breakouts. Always combine it with your own technical and volume analysis before making trading decisions.
HTF Candle Highs and Lows with Labels + High Probability Signals█ OVERVIEW
This indicator overlays Weekly, Daily, and H4 High/Low levels directly onto your chart, allowing traders to visualize key support and resistance zones from higher timeframes. It also includes high probability breakout signals that appear one candle after a confirmed breakout above or below these levels, filtered by volume and candle strength.
Use this tool to identify breakout opportunities with greater confidence and clarity.
█ FEATURES
• Plots Weekly, Daily, and H4 High and Low levels using request.security. • Customizable line colors, widths, and label sizes. • Toggle visibility for each timeframe independently. • Signals appear one candle after a confirmed breakout: • Bullish: Close above HTF High, strong candle, high volume. • Bearish: Close below HTF Low, strong candle, high volume. • Signal shapes match the color of the broken level for visual clarity.
█ HOW TO USE
1 — Enable the timeframes you want to track using the input toggles. 2 — Watch for triangle-shaped signals: • Upward triangle = Bullish breakout. • Downward triangle = Bearish breakout. 3 — Confirm the breakout: • Candle closes beyond the HTF level by at least 0.1%. • Candle body shows momentum (close > open for bullish, close < open for bearish). • Volume exceeds 20-period average. 4 — Enter trade on the candle after the signal. 5 — Use the HTF level as a reference for stop-loss placement. 6 — Combine with other indicators (e.g., RSI, EMA) for confluence.
█ LIMITATIONS
• Signals may lag by one candle due to confirmation logic. • Not optimized for low-volume assets or illiquid markets. • Best used in trending environments; avoid during consolidation. • Does not include automatic alerts (can be added manually).
█ BEST PRACTICES
• Use on H1 or higher timeframes for cleaner signals. • Avoid trading during news events or low volatility. • Backtest thoroughly before live trading. • Adjust breakout percentage and volume filter based on asset volatility. • Maintain a trading journal to track performance.
Opening Candle Zone with ATR Bands by nkChartsThis indicator highlights the opening range of each trading session and projects dynamic ATR-based zones around it.
Key Features
Plots high and low levels of the opening candle for each new daily session.
Extends these levels across the session, providing clear intraday support and resistance zones.
Adds ATR-based offset bands above and below the opening range for volatility-adjusted levels.
Customizable colors, ATR length, and multiplier for flexible use across markets and timeframes.
Adjustable session history limit to control how many past levels remain on the chart.
How to Use:
The opening range high/low often acts as strong intraday support or resistance.
The ATR bands give an adaptive volatility buffer, useful for breakout or mean-reversion strategies.
Works on any market with clear session opens.
This tool is designed for traders who want to combine session-based price action with volatility insights, helping identify potential breakouts, reversals, or consolidation areas throughout the day.
⚠️ Disclaimer: This indicator is for educational purposes only. It does not provide financial advice or guarantee profits. Always perform your own analysis before making trading decisions.
Advanced Psychological Level-J-Algo📊 Advanced Psychological Level - Universal Market Support
📝 TradingView Publication Write-up
Title:
Advanced Psychological Level
Short Description:
Professional-grade psychological levels indicator with smart detection for ALL cryptocurrencies, dynamic ATR-based spacing, real-time distance calculations, and intelligent visibility management. Works seamlessly across Forex, Indices, and Crypto markets.
🎯 OVERVIEW
Advanced Psychological Level is a sophisticated trading indicator that automatically identifies and displays critical psychological price levels where institutional orders cluster and market reversals occur.
This advanced system goes beyond basic round number indicators by incorporating intelligent adaptive technology that automatically calibrates to any market and price range - from micro-cap cryptocurrencies to major indices, delivering institutional-grade analysis for retail traders.
✨ KEY FEATURES
🧠 Advanced Intelligence Engine
The core of this indicator uses an advanced methodology combining:
Smart market type detection
Automatic level calibration
Dynamic range optimization
Real-time distance calculations
🌍 Universal Market Intelligence
Forex: Pip-based levels (100, 250) with intraday precision (0.2, 0.5, 0.8)
Indices/CFDs: Optimized whole number intervals with intelligent spacing
Crypto: Revolutionary auto-detection that scales from $0.001 to $100,000+
Proprietary scaling for any cryptocurrency
Intelligent level spacing based on logarithmic price magnitude
Zero manual configuration needed
📈 Dynamic ATR-Based Levels (Optional)
Levels that adapt to market volatility in real-time
Advanced ATR calculations with customizable parameters
Self-adjusting to market conditions
Professional-grade volatility analysis
📊 Real-Time Distance Analytics
Instant calculation of distance to key levels
Percentage-based risk/reward computations
Dual-directional target analysis
Customizable display with professional formatting
🎨 Smart Visibility Management
Intelligent Range Filtering: Shows only statistically relevant levels
Performance Optimized: Advanced rendering prevents lag
Dynamic Clutter Reduction: 70% cleaner charts with 100% effectiveness
Configurable visibility parameters
🏷️ Intelligent Price Labels
Smart label placement system
Hierarchical level classification (Major/Standard/Mid)
Professional typography and spacing
Adaptive positioning based on chart scale
🔔 Advanced Alert System
Multi-tier alerts for different level types
Smart alert filtering to prevent spam
Customizable alert conditions
Real-time level breach detection
⚙️ CONFIGURATION GUIDE
Core Settings
Dynamic ATR Mode: Toggle adaptive volatility-based calculations
ATR Parameters: Fine-tune sensitivity (Period & Multiplier)
Visibility Range: Control smart display range (default 10%)
Price Labels: Configure intelligent price display
Level Controls
Major Levels: Primary psychological barriers (250 pip/point)
Standard Levels: Secondary levels (100 pip/point)
Mid Levels: 50% calculations between majors (crypto-optimized)
Intraday Levels: Micro-structure levels (Forex/Crypto only)
Analytics Display
Distance Table: Real-time calculation display
Position Options: Four-corner placement
Visual Parameters: Full color customization
📖 TRADING METHODOLOGY
For Scalpers
Activate intraday levels for micro-structure analysis
Use distance table for precision entries
Configure alerts for quick level breaks
Optimize visibility to 5% for focused trading
For Day Traders
Focus on Major and Standard levels
Enable smart labels for quick analysis
Use distance calculations for targets
Set visibility range to 10-15%
For Swing Traders
Enable ATR-based dynamic levels
Use Major levels as primary targets
Expand visibility range to 20%
Add mid-levels for additional confluence
For Crypto Traders
Let auto-detection handle any coin automatically
Enable mid-levels for volatile markets
Use distance analytics for position sizing
Monitor cluster zones for high-probability setups
💡 ADVANCED TECHNIQUES
Confluence Trading: Combine with volume profile for high-probability zones
Multi-Timeframe Analysis: Apply daily levels to intraday charts
Risk Management: Use distance percentages for position sizing
Smart Confluence: Identify where multiple levels align
Adaptive Display: Automatically adjusts to your zoom level
🚀 THE ADVANCED ADVANTAGE
vs. Basic Round Number Indicators
✅ Universal crypto support (not just BTC/ETH)
✅ Integrated distance calculations
✅ Smart visibility management
✅ ATR-based adaptive levels
✅ Professional framework
vs. Other Psychological Level Tools
✅ Auto-calibration for any asset
✅ Real-time analytical display
✅ Optimized performance
✅ Complete customization
✅ Clean, uniform appearance
📊 MARKET APPLICATIONS
Forex Trading
Major pairs: 100/250 pip detection
Intraday: Precision 20/50/80 pip levels
Session-optimized performance
Institutional-grade analysis
Index Trading
S&P 500: Smart 100/250 point levels
NASDAQ: Thousand-level detection
DAX: Optimized intervals
Futures-ready calculations
Crypto Trading
Bitcoin: Auto-scaling to $1000/5000 levels
Ethereum: Intelligent $100/250 detection
Altcoins: Perfect scaling for any price
Micro-caps: Works on $0.00001 tokens
🔬 TECHNICAL SPECIFICATIONS
Version: v2.0 (Pine Script v6)
Calculation Method: Real-time, non-repainting
Performance: Optimized for all timeframes
Memory Management: Advanced array handling
Compatibility: All TradingView plans
Support: Open-source with detailed comments
⚠️ KEY BENEFITS
Zero Configuration: Works instantly on any chart
Universal Coverage: One indicator for all markets
Professional Display: Clean, institutional-quality visuals
Real-Time Analytics: Instant risk/reward calculations
Performance Optimized: No lag even on complex charts
🎯 IDEAL FOR
✅ Price action traders
✅ Institutional level analysis
✅ Smart money concepts
✅ Multi-timeframe strategies
✅ Risk management focused trading
✅ Any trader seeking reliable S/R levels
💬 FINAL NOTES
This advanced indicator represents extensive development and real-world testing. It solves critical trading challenges:
Automatic Calibration: No manual adjustment across markets
Intelligent Filtering: Shows only relevant levels
Real-Time Analytics: Instant distance and risk calculations
Universal Compatibility: One solution for all markets
The distance table alone transforms trading by providing instant context for risk/reward decisions. The smart crypto detection means you'll never need another psychological level indicator.
Professional-grade tool, available free and open-source because quality trading tools should be accessible to everyone.
ICT SMC — OB & FVG (Enhanced v6)This indicator is a comprehensive implementation of ICT Smart Money Concepts (SMC), focusing on Order Blocks (OB) and Fair Value Gaps (FVG) with enhanced detection logic and session-based filtering.
🔍 Key Features
Impulse-Based OB Detection: Identifies bullish and bearish order blocks using configurable impulse bar logic and ATR-based movement thresholds.
Fair Value Gap Detection: Highlights FVGs based on price displacement logic, helping traders spot potential inefficiencies in price action.
Session Filtering: Allows users to filter signals based on major trading sessions (Sydney, Tokyo, London, New York).
Trend & Volume Confirmation: Integrates EMA slope, market structure breaks, and volume analysis to score trade signals.
Visual Zones: Displays OB and FVG zones using colored boxes with customizable transparency and color settings.
Signal Alerts: Generates long/short trade signals based on a scoring system and session validation, with built-in alert conditions.
⚙️ Customization
Adjustable EMA and ATR lengths
Configurable impulse bar count and movement thresholds
Toggleable session filters
Custom colors for OB and FVG zones
📈 Use Cases
This tool is ideal for traders who follow ICT concepts and want a visual, automated way to identify high-probability zones and trade setups based on smart money principles.
Rocket Scan – Midday Movers (No Pullback)This indicator is designed to spot intraday breakout movers that often appear after the market open — the ones that rip out of nowhere and cause FOMO if you’re late.
🔑 Core Logic
• Momentum Burst: Detects sudden price pops (ROC) with confirming relative volume.
• Squeeze → Breakout: Finds low-volatility compressions (tight Bollinger bandwidth) and flags the first breakout move.
• VWAP Reclaims: Highlights strong reversals when price reclaims VWAP on volume.
• Relative Volume (RVOL): Filters for unusual activity vs. recent averages.
• Gap Filter: Skips large overnight gappers, focuses on fresh intraday movers.
• Relative Strength: Optional filter requiring the symbol to outperform SPY (and sector ETF if chosen).
• Session Window: Default 10:30–15:30 ET to ignore noisy open action and catch true midday moves.
🎯 Use Case
• Built for traders who want early alerts on midday runners without waiting for pullbacks.
• Helps identify potential entry points before FOMO kicks in.
• Works best on liquid tickers (stocks, ETFs, crypto) with reliable intraday volume.
📊 Visuals
• Plots fast EMA, slow EMA, and VWAP for trend context.
• Paints green ▲ for long signals and red ▼ for short signals on the chart.
• Info label shows RVOL, ROC, RS filter status, and gap conditions.
🚨 Alerts
Two alert conditions included:
• Rocket: Midday LONG → Fires when bullish conditions align.
• Rocket: Midday SHORT → Fires when bearish conditions align.
⸻
⚠️ Disclaimer:
This tool is for educational and research purposes only. It is not financial advice. Trading involves risk; always do your own research or consult a licensed professional.
BBKC Combined Channels OverlayBBKC Combined Channels Overlay (Volatility & Mean Reversion)This indicator provides a clean, single-view envelope combining the Bollinger Bands (BB) and Keltner Channels (KC) directly onto your price chart. It is an essential tool for traders operating with Volatility Compression (The Squeeze) and Mean Reversion strategies in fast-moving markets like Futures, High BTC Beta Equities, and Crypto. The goal of this tool is twofold: to visually frame the market's current volatility state and to identify high-probability entry points based on expansion or extreme contraction. How to Use the BBKC Overlay: Spotting the Squeeze (Accumulation Phase):The Squeeze is identified when the Bollinger Bands (BB) contract and fit inside the Keltner Channels (KC).The area is clearly marked with a subtle Orange Background Highlight on the main chart. This is the Accumulation phase, signaling low volatility before a potential large directional move. Trading Mean Reversion: When price pushes aggressively outside the outermost bands (the BB Upper/Lower), it signals an extreme volatility expansion and over-extension. This is a strong setup for mean reversion—a high-probability trade targeting a snap-back towards the central Basis Line (SMA).Customizing for Extreme Compression: For traders looking only for the tightest, highest-probability Squeezes, adjust the following setting: KC Multiplier (ATR): Lower this value from the default of 1.5 down to 1.25 or 1.0. This narrows the KC, forcing the Bollinger Bands to contract even further to trigger the Squeeze signal, thus filtering for only the most minimal volatility. Recommended Synergy: For a complete volatility system, pair this BBKC Combined Channels Overlay (your visualization tool) with the BBKC Squeeze Indicator (the sub-pane momentum histogram).Overlay (Main Chart): Shows where the Squeeze is occurring and identifies mean reversion targets. Squeeze Indicator (Lower Pane): Shows if the Squeeze is active and the directional momentum building up, helping you time the breakout entry for the Manipulation/Distribution phase.
Bollinger Keltner Squeeze Indicator (BBKC)Bollinger Keltner Squeeze Indicator (BBKC)This single-pane indicator combines the power of Bollinger Bands (BB) and Keltner Channels (KC) to accurately identify periods of low volatility compression—the famous Squeeze—which often precedes large, directional moves.Designed for traders utilizing Accumulation, Manipulation, Distribution (AMD) strategies, this tool makes spotting the 'Accumulation' phase simple and visually clear, perfect for high BTC Beta equities or futures markets like MES and MNQ.Key Features:Clear Squeeze Visualization:The background of the main chart is shaded Orange when the Squeeze is active (BB is inside KC). This immediately highlights periods of extreme compression.A simple Red/Green Dot below the chart confirms the Squeeze state (Red = Squeeze ON, Green = Squeeze OFF).Momentum Histogram:A built-in momentum oscillator smooths price action and guides the anticipated direction of the breakout.Teal/Orange Bars: Indicate momentum direction while the Squeeze is active (building pressure).Bright Green/Red Bars: Indicate momentum direction after the Squeeze has broken (expansion/breakout).How to Find Maximum Volatility Compression (The "Tightest" Squeeze)To align this indicator with a strategy focused on catching only the most extreme volatility compression—the key to those explosive moves—traders should adjust the Keltner Channel Multiplier setting.Setting Name: KC Multiplier (ATR)Default Value: 1.5Recommended Adjustment: To filter for only the absolute tightest squeezes (where price is least volatile), decrease this multiplier value, typically down to 1.25 or even 1.0.By lowering the KC Multiplier (ATR), you narrow the Keltner Channel boundaries. This requires the Bollinger Bands to compress even further to fit inside, ensuring the indicator only signals the Squeeze state during moments of truly minimal volatility, setting you up for maximum opportunity.
Swing High/Low MarkerThis indicator allows you to find the swing highs and lows of the chart and offsets it by the ATR and a custom factor to give you concrete breakout and stop loss prices.
MACD-V MomentumThe MACD-V (Moving Average Convergence Divergence – Volatility Normalized) is an award-winning momentum indicator created by Alex Spiroglou, CFTe, DipTA (ATAA). It improves on the traditional MACD by normalizing momentum with volatility, solving several well-known limitations of classic indicators:
✅ Time stability – readings are consistent across history
✅ Cross-market comparability – works equally on stocks, crypto, forex, and commodities
✅ Objective momentum framework – universal thresholds at +150 / -150, +50 / -50
✅ Cleaner signals – reduces false signals in ranges and lag in high momentum
By dividing the MACD spread by ATR, the indicator expresses momentum in volatility units, allowing meaningful comparison across timeframes and markets.
MACD-V defines seven objective momentum states:
Risk (Oversold): below -150
Rebounding: -150 to +50 and above signal
Rallying: +50 to +150 and above signal
Risk (Overbought): above +150
Retracing: above -50 and below signal
Reversing: -150 to -50 and below signal
Ranging: between -50 and +50 for N bars
Optional background tints highlight the active regime (Bull above 200-MA, Bear below 200-MA).
Rare extremes (e.g., MACD-V < -100 in a bull regime) are tagged for additional context.
Use Cases
Identify and track momentum lifecycles across any market
Spot rare extremes for potential reversal opportunities
Filter out low-momentum whipsaws in ranging conditions
Compare momentum strength across multiple symbols
Support systematic and rule-based strategy development
ROGUE NR4/NR7ROGUE NR4/NR7 is a pattern-detection tool that highlights Narrow Range 4 (NR4) and Narrow Range 7 (NR7) setups and tracks their breakout behavior. These patterns are known for marking consolidation zones where volatility contracts. A breakout from these ranges often signals the start of an expansion move — making them useful for traders who focus on breakout strategies.
Key Features:
-NR4 / NR7 Detection: Automatically identifies the narrowest 4- or 7-bar ranges on your selected timeframe.
-Custom Sessions: Option to restrict detection and signals to specific trading hours (e.g., RTH).
-Breakout Signals: Prints a single up or down signal on the first valid breakout from the NR range.
-Dynamic Stop-Loss: Plots ATR-based stop loss levels alongside breakout signals.
-Deviation Levels: Plots customizable deviation lines based on the NR7/NR4 range size for measured move projections.
-Session-Aware: All signals and ranges reset at the start of a new trading day, preventing carryover into the next session.
-Clean Charting: Range boxes and lines extend for a user-defined number of bars, keeping your charts clear and focused.
How to Use:
-Select your preferred higher timeframe for detecting NR4/NR7 patterns.
-Wait for an NR box to appear (highlighted with color).
-Monitor for the first breakout signal (▲ for bullish, ▼ for bearish).
-Use the ATR stop-loss line and deviation levels to plan risk and targets.
-Combine with broader market context or confirmation tools for best results.
QuantumFlowEN
What it is
QuantumFlow - blends liquidity-sweep reversals with ATR-normalized momentum continuation, gated by a light regime filter. is a non-repainting, on-close indicator that fuses two complementary engines:
Sweep-Reversal (SR): seeks liquidity sweeps (wick > ATR×X) around prior swing extremes, then waits for a micro BOS (break of short-term structure) and alignment with a VWAP±σ channel and Donchian midline.
Momentum-Continuation (MC): normalizes rate-of-change by ATR to detect momentum bursts with hysteresis, so continuation entries don’t flip/flop in chop.
A light Regime layer (Kaufman Efficiency Ratio) controls when signals are allowed at all.
On top of that, you can optionally require HTF EMA filter, volume expansion, session gating, and volatility guards. All signals are computed on bar close; there is no lookahead.
Why it’s different
Rather than a single trigger, QuantumFlow combines context (regime/trend), location (sweep → BOS near VWAP band), and impulse (ATR-normalized momentum with hysteresis). The exact thresholds and sequencing are tuned and encapsulated in presets, so the UI stays minimal while keeping behavior consistent.
How to use
Choose a Preset (Very Conservative → Very Aggressive).
Conservative/Balanced for choppier FX/indices; Aggressive for crypto scalps.
(Optional) Keep Use HTF EMA ON for additional trend bias on intraday charts.
Leave Use Sweep-Reversal and Use Momentum-Continuation both ON at first; later you can test them separately.
Enable Volume filter and, if needed, Session window to match your market.
Use signals as contextual prompts (BUY/SELL markers). Entries, risk and exits are up to your plan; a typical approach is structure-based invalidation (beyond the sweep/BOS anchor) and partials vs VWAP/Donchian.
Presets (quick guide)
Very Conservative / Conservative — fewer signals, stronger context; good for higher TFs or sideways regimes.
Balanced — default mix.
Aggressive / Very Aggressive — more permissive; suitable for liquid, trendy sessions (e.g., crypto London/US overlaps).
Notes & limitations
Signals are generated on close only, but any execution still depends on your brokerage/venue fills.
Hidden internal thresholds (regime/momentum/structure) are intentionally not exposed to keep behavior stable and to protect the method’s edge.
Risk disclosure
This script is for educational purposes only and does not constitute financial advice. Markets involve risk; past performance does not guarantee future results. Always validate on your instruments/timeframes and use an independent risk plan (position sizing, max daily loss, invalidators).
RU
Что это
QuantumFlow — сочетает развороты после снятия ликвидности и импульсные продолжения, нормированные ATR, под контролем режима. Индикатор без перерисовки (сигналы на закрытии бара), который объединяет два блока:
Sweep-Reversal (SR): поиск снятия ликвидности (длинные хвосты относительно ATR) у предыдущих экстремумов → короткий BOS по микроструктуре → проверка расположения относительно VWAP±σ и середины канала Дончиана.
Momentum-Continuation (MC): импульс через ROC, нормированный ATR, с гистерезисом — чтобы продолжения не «дребезжали» во флэте.
Лёгкий слой Regime (коэффициент эффективности Кауфмана) решает, когда вообще разрешать сигналы.
Дополнительно доступны фильтры HTF EMA, объёма, сессий и волатильности. Все проверки выполняются на закрытии бара, без заглядывания вперёд.
Чем отличается
QuantumFlow не опирается на один триггер: он совмещает контекст (режим/тренд), локацию (sweep → BOS рядом с VWAP-полосой) и импульс (моментум с нормировкой и гистерезисом). Точные пороги и порядок проверок инкапсулированы в пресеты, поэтому интерфейс остаётся минимальным, а поведение — стабильным.
Как пользоваться
Выберите Preset (от Very Conservative до Very Aggressive).
Conservative/Balanced — для более «рваных» режимов, старших ТФ;
Aggressive — для скальпа на ликвидных сессиях (крипто: Лондон/США).
(Опционально) Оставьте Use HTF EMA включённым для доп. тренд-фильтра на интрадей.
Сначала держите Sweep-Reversal и Momentum-Continuation включёнными; позже можно тестировать по отдельности.
Включите фильтр объёма и при необходимости сессии.
Относитесь к меткам BUY/SELL как к контекстным подсказкам. Точка входа, риск и выход — по вашему плану: популярный вариант — инвалидатор за уровнем sweep/BOS, частичная фиксация к VWAP/Donchian.
Пресеты (кратко)
Very Conservative / Conservative — меньше сигналов, строже контекст; удобно для старших ТФ и боковиков.
Balanced — профиль «по умолчанию».
Aggressive / Very Aggressive — более частые сигналы; под трендовые и ликвидные часы.
Важно
Сигналы формируются на закрытии, но исполнение зависит от вашей площадки/ликвидности.
Внутренние пороги Regime/Momentum/Structure намеренно не вынесены в UI для стабильности поведения и сохранения уникальности методики.
Дисклеймер по рискам
Скрипт носит образовательный характер и не является инвестиционной рекомендацией. Торговля связана с риском; прошлые результаты не гарантируют будущие. Проверяйте работу на своих инструментах/ТФ и используйте независимый риск-план (сайзинг, дневной лимит, инвалидаторы).
ATR Regime Study [CHE] ATR Regime Study — ATR percentile regimes with clear bands, table and live label
Summary
This study classifies volatility into five regimes by converting ATR into a percentile rank over a rolling window, plotted on a standardized scale between zero and one hundred. Colored bands mark regime thresholds, while a compact table and an optional label report the current percentile and regime. The standardized scale makes symbols and timeframes easier to compare than raw ATR values. Implemented in Pine v6 as a separate pane (overlay set to false), it is a context tool to adapt tactics and risk handling to the prevailing volatility environment.
Motivation: Why this design?
Raw ATR varies with price scale and asset characteristics, which makes regime comparison inconsistent and leads to poor transfer of settings across symbols and timeframes. The core idea is to transform ATR into a percentile rank within a user-defined lookback, then map it into discrete regimes. This yields a stable, interpretable context signal that shifts slower than raw ATR while still responding to genuine volatility changes.
What’s different vs. standard approaches?
Reference baseline: Traditional ATR plots or ATR bands using fixed multipliers.
Architecture differences:
Percentile ranking of ATR within a rolling window.
Five discrete regimes with fixed thresholds at ninety, seventy, thirty, and ten.
Visual fills between thresholds plus a live table and a last-bar label.
Practical effect: You read a single normalized line between zero and one hundred with consistent thresholds. This improves cross-asset comparison and makes regime shifts obvious at a glance.
How it works (technical)
The script computes ATR over a configurable length, then converts that series to a percentile rank over a configurable number of bars. The percentile is naturally scaled and limited between zero and one hundred. That value is mapped to one of five regimes: above ninety (Extreme), between seventy and ninety (Elevated), between thirty and seventy (Normal), between ten and thirty (Calm), and below ten (Squeeze). Horizontal guide lines mark the thresholds, and fills shade the regions. A table is created once and updated on each bar to show regime definitions and highlight the current row. An optional label on the last bar displays the current percentile and regime. No higher-timeframe requests are used, so repaint risk is limited to normal live-bar fluctuation until the bar closes.
Parameter Guide
ATR length — Effect: Controls how fast ATR reacts to new ranges. Default: fourteen. Trade-offs/Tips: Increase to reduce noise in choppy markets; decrease to react faster during regime changes.
Percentile window (bars) — Effect: Number of bars used for the percentile ranking. Default: two hundred fifty-two. Trade-offs/Tips: Larger windows stabilize the percentile but slow adaptation after structural regime shifts; smaller windows adapt faster but may flip more often.
Table › Show — Effect: Toggles the regime overview table. Default: enabled. Trade-offs/Tips: Disable on constrained layouts to reduce visual clutter.
Table › Position — Effect: Anchors the table in a chart corner. Default: Top Right. Trade-offs/Tips: Choose a corner that avoids overlapping other panels or drawings.
Label › Show — Effect: Toggles a last-bar label with current percentile and regime. Default: enabled. Trade-offs/Tips: Useful for quick reads; disable if it obscures other annotations.
Reading & Interpretation
The white line shows ATR percentile between zero and one hundred. Crossing above seventy signals an elevated volatility environment; above ninety indicates event-driven extremes. Between thirty and seventy represents typical conditions. Between ten and thirty indicates calm conditions that often suit mean reversion. Below ten reflects compression, where breakout probability often increases. The colored bands visually reinforce these ranges. The table summarizes regime definitions and highlights the current state. The last-bar label mirrors the current percentile and regime for quick inspection.
Practical Workflows & Combinations
Trend following: Prefer continuation tactics when the percentile holds in the Normal or Elevated bands and structure confirms higher highs and higher lows. Consider wider stops and partial position sizing as percentile rises.
Mean reversion: Favor fades in Calm regimes within defined ranges; use structure filters and time-of-day constraints to avoid low-liquidity whipsaws.
Breakout preparation: Track compressions below ten; plan entries only with structure confirmation and risk caps, since compressions can persist.
Multi-asset/Multi-TF: Defaults travel well on daily charts. For intraday, reduce the percentile window to align with session dynamics. Combine with trend or market structure tools for confirmation.
Behavior, Constraints & Performance
Repaint/confirmation: The percentile updates during live bars and stabilizes on close; closed bars do not repaint.
security/HTF: Not used. If you add higher-timeframe aggregation externally, account for standard repaint caveats.
Resources: Declared maximum bars back is two thousand; limits for lines and labels are five hundred each. A short loop updates the table rows; arrays are used for table content only.
Known limits: Regime boundaries are fixed; assets with persistent volatility shifts may require window retuning. Low-liquidity periods and gaps can produce abrupt percentile changes. ATR is direction-agnostic and should be paired with trend or structure context.
Sensible Defaults & Quick Tuning
Start with ATR length fourteen and percentile window two hundred fifty-two on daily charts.
Too many flips: Increase ATR length or increase the percentile window.
Too sluggish: Decrease the percentile window or reduce ATR length.
Intraday noise: Keep ATR length moderate and reduce the window to a session-appropriate size; optionally hide the label to declutter.
Compressed markets: Maintain defaults but rely more on structure and volume filters before acting.
What this indicator is—and isn’t
This is a volatility regime context layer that standardizes ATR into interpretable regimes. It is not a complete trading system, not predictive, and not a stand-alone entry signal. Use it alongside structure analysis, confirmation tools, and disciplined risk management.
Disclaimer
The content provided, including all code and materials, is strictly for educational and informational purposes only. It is not intended as, and should not be interpreted as, financial advice, a recommendation to buy or sell any financial instrument, or an offer of any financial product or service. All strategies, tools, and examples discussed are provided for illustrative purposes to demonstrate coding techniques and the functionality of Pine Script within a trading context.
Any results from strategies or tools provided are hypothetical, and past performance is not indicative of future results. Trading and investing involve high risk, including the potential loss of principal, and may not be suitable for all individuals. Before making any trading decisions, please consult with a qualified financial professional to understand the risks involved.
By using this script, you acknowledge and agree that any trading decisions are made solely at your discretion and risk.
Best regards and happy trading
Chervolino
Bollinger Bands with 4 Moving AveragesCombines Bollinger Bands (BB) with up to four optional Moving Averages (MA) to read volatility, trend direction, and dynamic support–resistance in one overlay.
How It Works
BB: basis = MA(length, type) with standard deviation mult. upper = basis + dev, lower = basis − dev.
MA1–MA4: additional averages you can toggle (default only MA4/200 enabled).
Key Features
Flexible basis MA type for BB: SMA / EMA / RMA (Wilder) / WMA / VWMA.
Four optional MAs with independent length, color, and width (defaults: 7, 25, 99, 200; only 200 on by default).
Offset to shift BB for visual testing.
Overlay on price with shaded band between Upper–Lower.
Inputs & Defaults
BB Length = 20, StdDev = 2.0, Source = close.
Basis MA Type = SMA.
MA4 active (200), MA1–MA3 off (7/25/99 ready).
Offset = 0.
Practical Use
Use BB for volatility context: squeeze → potential breakout; expansion → strong trend.
Treat Basis / Upper / Lower as dynamic levels:
Pullbacks to Basis often become decision zones in trends.
Upper/Lower touches = relative extremes.
Add MA4(200) for primary bias; enable MA1–MA3 for finer timing.
Typical behavior:
Price > MA200 and rising basis → bullish bias; watch pullbacks to basis/MA25-like zones.
Price < MA200 and falling basis → bearish bias; watch rejections at basis/MAs.
Common Signals (not financial advice)
Breakout + BB expansion confirms momentum.
Squeeze + basis break can preface volatility expansion.
Confluence: Lower touch + fast MA in uptrends → mean-reversion setups; inverse for downtrends.
Notes
MA1–MA4 are SMA in the code; BB basis follows the selected MA type.
Test across timeframes; tune length and mult to the asset.
Disclaimer
Visual tool only. Combine with risk management, multi-timeframe confirmation, and a tested plan.
Apex Squeeze Breakout Trading System (by SKC)Apex Squeeze Breakout Trading System (by SKC)
This system is designed to detect high-probability squeeze breakout opportunities using a hybrid scoring model of momentum, volume, volatility, and trend confirmation. It includes:
SuperTrend-based trend shifts
Breakout detection using Bollinger/Keltner channel compression
Volume spike filters
RSI-based recovery signals
Dynamic ATR-based SL and TP levels (T1 & T2)
Trade state management with label journaling
Configurable for Day Trading or Swing setups
Visuals: Buy/Sell markers, Entry/SL/TP levels, Squeeze dots, PS/SS markers
Perfect for traders seeking clear, structured entries with defined risk and multiple profit targets.
Developed & finalized by SKC.
Let me know if you want a more technical, shorter, or fun version.
BOCS Channel Scalper Indicator - Mean Reversion Alert System# BOCS Channel Scalper Indicator - Mean Reversion Alert System
## WHAT THIS INDICATOR DOES:
This is a mean reversion trading indicator that identifies consolidation channels through volatility analysis and generates alert signals when price enters entry zones near channel boundaries. **This indicator version is designed for manual trading with comprehensive alert functionality.** Unlike automated strategies, this tool sends notifications (via popup, email, SMS, or webhook) when trading opportunities occur, allowing you to manually review and execute trades. The system assumes price will revert to the channel mean, identifying scalp opportunities as price reaches extremes and preparing to bounce back toward center.
## INDICATOR VS STRATEGY - KEY DISTINCTION:
**This is an INDICATOR with alerts, not an automated strategy.** It does not execute trades automatically. Instead, it:
- Displays visual signals on your chart when entry conditions are met
- Sends customizable alerts to your device/email when opportunities arise
- Shows TP/SL levels for reference but does not place orders
- Requires you to manually enter and exit positions based on signals
- Works with all TradingView subscription levels (alerts included on all plans)
**For automated trading with backtesting**, use the strategy version. For manual control with notifications, use this indicator version.
## ALERT CAPABILITIES:
This indicator includes four distinct alert conditions that can be configured independently:
**1. New Channel Formation Alert**
- Triggers when a fresh BOCS channel is identified
- Message: "New BOCS channel formed - potential scalp setup ready"
- Use this to prepare for upcoming trading opportunities
**2. Long Scalp Entry Alert**
- Fires when price touches the long entry zone
- Message includes current price, calculated TP, and SL levels
- Notification example: "LONG scalp signal at 24731.75 | TP: 24743.2 | SL: 24716.5"
**3. Short Scalp Entry Alert**
- Fires when price touches the short entry zone
- Message includes current price, calculated TP, and SL levels
- Notification example: "SHORT scalp signal at 24747.50 | TP: 24735.0 | SL: 24762.75"
**4. Any Entry Signal Alert**
- Combined alert for both long and short entries
- Use this if you want a single alert stream for all opportunities
- Message: "BOCS Scalp Entry: at "
**Setting Up Alerts:**
1. Add indicator to chart and configure settings
2. Click the Alert (⏰) button in TradingView toolbar
3. Select "BOCS Channel Scalper" from condition dropdown
4. Choose desired alert type (Long, Short, Any, or Channel Formation)
5. Set "Once Per Bar Close" to avoid false signals during bar formation
6. Configure delivery method (popup, email, webhook for automation platforms)
7. Save alert - it will fire automatically when conditions are met
**Alert Message Placeholders:**
Alerts use TradingView's dynamic placeholder system:
- {{ticker}} = Symbol name (e.g., NQ1!)
- {{close}} = Current price at signal
- {{plot_1}} = Calculated take profit level
- {{plot_2}} = Calculated stop loss level
These placeholders populate automatically, creating detailed notification messages without manual configuration.
## KEY DIFFERENCE FROM ORIGINAL BOCS:
**This indicator is designed for traders seeking higher trade frequency.** The original BOCS indicator trades breakouts OUTSIDE channels, waiting for price to escape consolidation before entering. This scalper version trades mean reversion INSIDE channels, entering when price reaches channel extremes and betting on a bounce back to center. The result is significantly more trading opportunities:
- **Original BOCS**: 1-3 signals per channel (only on breakout)
- **Scalper Indicator**: 5-15+ signals per channel (every touch of entry zones)
- **Trade Style**: Mean reversion vs trend following
- **Hold Time**: Seconds to minutes vs minutes to hours
- **Best Markets**: Ranging/choppy conditions vs trending breakouts
This makes the indicator ideal for active day traders who want continuous alert opportunities within consolidation zones rather than waiting for breakout confirmation. However, increased signal frequency also means higher potential commission costs and requires disciplined trade selection when acting on alerts.
## TECHNICAL METHODOLOGY:
### Price Normalization Process:
The indicator normalizes price data to create consistent volatility measurements across different instruments and price levels. It calculates the highest high and lowest low over a user-defined lookback period (default 100 bars). Current close price is normalized using: (close - lowest_low) / (highest_high - lowest_low), producing values between 0 and 1 for standardized volatility analysis.
### Volatility Detection:
A 14-period standard deviation is applied to the normalized price series to measure price deviation from the mean. Higher standard deviation values indicate volatility expansion; lower values indicate consolidation. The indicator uses ta.highestbars() and ta.lowestbars() to identify when volatility peaks and troughs occur over the detection period (default 14 bars).
### Channel Formation Logic:
When volatility crosses from a high level to a low level (ta.crossover(upper, lower)), a consolidation phase begins. The indicator tracks the highest and lowest prices during this period, which become the channel boundaries. Minimum duration of 10+ bars is required to filter out brief volatility spikes. Channels are rendered as box objects with defined upper and lower boundaries, with colored zones indicating entry areas.
### Entry Signal Generation:
The indicator uses immediate touch-based entry logic. Entry zones are defined as a percentage from channel edges (default 20%):
- **Long Entry Zone**: Bottom 20% of channel (bottomBound + channelRange × 0.2)
- **Short Entry Zone**: Top 20% of channel (topBound - channelRange × 0.2)
Long signals trigger when candle low touches or enters the long entry zone. Short signals trigger when candle high touches or enters the short entry zone. Visual markers (arrows and labels) appear on chart, and configured alerts fire immediately.
### Cooldown Filter:
An optional cooldown period (measured in bars) prevents alert spam by enforcing minimum spacing between consecutive signals. If cooldown is set to 3 bars, no new long alert will fire until 3 bars after the previous long signal. Long and short cooldowns are tracked independently, allowing both directions to signal within the same period.
### ATR Volatility Filter:
The indicator includes a multi-timeframe ATR filter to avoid alerts during low-volatility conditions. Using request.security(), it fetches ATR values from a specified timeframe (e.g., 1-minute ATR while viewing 5-minute charts). The filter compares current ATR to a user-defined minimum threshold:
- If ATR ≥ threshold: Alerts enabled
- If ATR < threshold: No alerts fire
This prevents notifications during dead zones where mean reversion is unreliable due to insufficient price movement. The ATR status is displayed in the info table with visual confirmation (✓ or ✗).
### Take Profit Calculation:
Two TP methods are available:
**Fixed Points Mode**:
- Long TP = Entry + (TP_Ticks × syminfo.mintick)
- Short TP = Entry - (TP_Ticks × syminfo.mintick)
**Channel Percentage Mode**:
- Long TP = Entry + (ChannelRange × TP_Percent)
- Short TP = Entry - (ChannelRange × TP_Percent)
Default 50% targets the channel midline, a natural mean reversion target. These levels are displayed as visual lines with labels and included in alert messages for reference when manually placing orders.
### Stop Loss Placement:
Stop losses are calculated just outside the channel boundary by a user-defined tick offset:
- Long SL = ChannelBottom - (SL_Offset_Ticks × syminfo.mintick)
- Short SL = ChannelTop + (SL_Offset_Ticks × syminfo.mintick)
This logic assumes channel breaks invalidate the mean reversion thesis. SL levels are displayed on chart and included in alert notifications as suggested stop placement.
### Channel Breakout Management:
Channels are removed when price closes more than 10 ticks outside boundaries. This tolerance prevents premature channel deletion from minor breaks or wicks, allowing the mean reversion setup to persist through small boundary violations.
## INPUT PARAMETERS:
### Channel Settings:
- **Nested Channels**: Allow multiple overlapping channels vs single channel
- **Normalization Length**: Lookback for high/low calculation (1-500, default 100)
- **Box Detection Length**: Period for volatility detection (1-100, default 14)
### Scalping Settings:
- **Enable Long Scalps**: Toggle long alert generation on/off
- **Enable Short Scalps**: Toggle short alert generation on/off
- **Entry Zone % from Edge**: Size of entry zone (5-50%, default 20%)
- **SL Offset (Ticks)**: Distance beyond channel for stop (1+, default 5)
- **Cooldown Period (Bars)**: Minimum spacing between alerts (0 = no cooldown)
### ATR Filter:
- **Enable ATR Filter**: Toggle volatility filter on/off
- **ATR Timeframe**: Source timeframe for ATR (1, 5, 15, 60 min, etc.)
- **ATR Length**: Smoothing period (1-100, default 14)
- **Min ATR Value**: Threshold for alert enablement (0.1+, default 10.0)
### Take Profit Settings:
- **TP Method**: Choose Fixed Points or % of Channel
- **TP Fixed (Ticks)**: Static distance in ticks (1+, default 30)
- **TP % of Channel**: Dynamic target as channel percentage (10-100%, default 50%)
### Appearance:
- **Show Entry Zones**: Toggle zone labels on channels
- **Show Info Table**: Display real-time indicator status
- **Table Position**: Corner placement (Top Left/Right, Bottom Left/Right)
- **Long Color**: Customize long signal color (default: darker green for readability)
- **Short Color**: Customize short signal color (default: red)
- **TP/SL Colors**: Customize take profit and stop loss line colors
- **Line Length**: Visual length of TP/SL reference lines (5-200 bars)
## VISUAL INDICATORS:
- **Channel boxes** with semi-transparent fill showing consolidation zones
- **Colored entry zones** labeled "LONG ZONE ▲" and "SHORT ZONE ▼"
- **Entry signal arrows** below/above bars marking long/short alerts
- **TP/SL reference lines** with emoji labels (⊕ Entry, 🎯 TP, 🛑 SL)
- **Info table** showing channel status, last signal, entry/TP/SL prices, risk/reward ratio, and ATR filter status
- **Visual confirmation** when alerts fire via on-chart markers synchronized with notifications
## HOW TO USE:
### For 1-3 Minute Scalping with Alerts (NQ/ES):
- ATR Timeframe: "1" (1-minute)
- ATR Min Value: 10.0 (for NQ), adjust per instrument
- Entry Zone %: 20-25%
- TP Method: Fixed Points, 20-40 ticks
- SL Offset: 5-10 ticks
- Cooldown: 2-3 bars to reduce alert spam
- **Alert Setup**: Configure "Any Entry Signal" for combined long/short notifications
- **Execution**: When alert fires, verify chart visuals, then manually place limit order at entry zone with provided TP/SL levels
### For 5-15 Minute Day Trading with Alerts:
- ATR Timeframe: "5" or match chart
- ATR Min Value: Adjust to instrument (test 8-15 for NQ)
- Entry Zone %: 20-30%
- TP Method: % of Channel, 40-60%
- SL Offset: 5-10 ticks
- Cooldown: 3-5 bars
- **Alert Setup**: Configure separate "Long Scalp Entry" and "Short Scalp Entry" alerts if you trade directionally based on bias
- **Execution**: Review channel structure on alert, confirm ATR filter shows ✓, then enter manually
### For 30-60 Minute Swing Scalping with Alerts:
- ATR Timeframe: "15" or "30"
- ATR Min Value: Lower threshold for broader market
- Entry Zone %: 25-35%
- TP Method: % of Channel, 50-70%
- SL Offset: 10-15 ticks
- Cooldown: 5+ bars or disable
- **Alert Setup**: Use "New Channel Formation" to prepare for setups, then "Any Entry Signal" for execution alerts
- **Execution**: Larger timeframes allow more analysis time between alert and entry
### Webhook Integration for Semi-Automation:
- Configure alert webhook URL to connect with platforms like TradersPost, TradingView Paper Trading, or custom automation
- Alert message includes all necessary order parameters (direction, entry, TP, SL)
- Webhook receives structured data when signal fires
- External platform can auto-execute based on alert payload
- Still maintains manual oversight vs full strategy automation
## USAGE CONSIDERATIONS:
- **Manual Discipline Required**: Alerts provide opportunities but execution requires judgment. Not all alerts should be taken - consider market context, trend, and channel quality
- **Alert Timing**: Alerts fire on bar close by default. Ensure "Once Per Bar Close" is selected to avoid false signals during bar formation
- **Notification Delivery**: Mobile/email alerts may have 1-3 second delay. For immediate execution, use desktop popups or webhook automation
- **Cooldown Necessity**: Without cooldown, rapidly touching price action can generate excessive alerts. Start with 3-bar cooldown and adjust based on alert volume
- **ATR Filter Impact**: Enabling ATR filter dramatically reduces alert count but improves quality. Track filter status in info table to understand when you're receiving fewer alerts
- **Commission Awareness**: High alert frequency means high potential trade count. Calculate if your commission structure supports frequent scalping before acting on all alerts
## COMPATIBLE MARKETS:
Works on any instrument with price data including stock indices (NQ, ES, YM, RTY), individual stocks, forex pairs (EUR/USD, GBP/USD), cryptocurrency (BTC, ETH), and commodities. Volume-based features are not included in this indicator version. Multi-timeframe ATR requires higher-tier TradingView subscription for request.security() functionality on timeframes below chart timeframe.
## KNOWN LIMITATIONS:
- **Indicator does not execute trades** - alerts are informational only; you must manually place all orders
- **Alert delivery depends on TradingView infrastructure** - delays or failures possible during platform issues
- **No position tracking** - indicator doesn't know if you're in a trade; you must manage open positions independently
- **TP/SL levels are reference only** - you must manually set these on your broker platform; they are not live orders
- **Immediate touch entry can generate many alerts** in choppy zones without adequate cooldown
- **Channel deletion at 10-tick breaks** may be too aggressive or lenient depending on instrument tick size
- **ATR filter from lower timeframes** requires TradingView Premium/Pro+ for request.security()
- **Mean reversion logic fails** in strong breakout scenarios - alerts will fire but trades may hit stops
- **No partial closing capability** - full position management is manual; you determine scaling out
- **Alerts do not account for gaps** or overnight price changes; morning alerts may be stale
## RISK DISCLOSURE:
Trading involves substantial risk of loss. This indicator provides signals for educational and informational purposes only and does not constitute financial advice. Past performance does not guarantee future results. Mean reversion strategies can experience extended drawdowns during trending markets. Alerts are not guaranteed to be profitable and should be combined with your own analysis. Stop losses may not fill at intended levels during extreme volatility or gaps. Never trade with capital you cannot afford to lose. Consider consulting a licensed financial advisor before making trading decisions. Always verify alerts against current market conditions before executing trades manually.
## ACKNOWLEDGMENT & CREDITS:
This indicator is built upon the channel detection methodology created by **AlgoAlpha** in the "Smart Money Breakout Channels" indicator. Full credit and appreciation to AlgoAlpha for pioneering the normalized volatility approach to identifying consolidation patterns. The core channel formation logic using normalized price standard deviation is AlgoAlpha's original contribution to the TradingView community.
Enhancements to the original concept include: mean reversion entry logic (vs breakout), immediate touch-based alert generation, comprehensive alert condition system with customizable notifications, multi-timeframe ATR volatility filtering, cooldown period for alert management, dual TP methods (fixed points vs channel percentage), visual TP/SL reference lines, and real-time status monitoring table. This indicator version is specifically designed for manual traders who prefer alert-based decision making over automated execution.
随机检验–波动率切换策略(表格版)随机检验 – 波动率切换策略（表格版）
模型原理
本指标基于统计学与波动率研究方法，结合多周期（15m / 1h / 4h）的市场数据，构建出一个“趋势-震荡”状态切换的分析框架。
核心思想：
通过 成交量加权的随机检验（coin test） 判断趋势方向及强弱；
使用 布林带带宽（Bandwidth）与方差比率（Variance Ratio） 识别波动收敛与扩张；
引入 贝叶斯统计（Beta 后验分布） 构造上涨概率背景，并对冲单一频段噪声；
在 布林视角与箱体视角 下生成右侧概率评分，最终融合多源概率形成市场状态评估。
关键假设
市场价格在短期内可视为“抛硬币检验”的结果，上涨/下跌概率并非完全均等，而是受成交量加权影响；
波动率在收敛后往往伴随趋势突破，布林带带宽可作为先行指标；
1h 周期的贝叶斯后验概率能够提供稳健的背景多空倾向；
多周期之间的关系符合“主判（1h）→承接（4h/15m）”的层级逻辑。
输出与功能
在图表右侧显示表格化仪表盘：
趋势状态（1h / 15m / 4h）
布林/箱体区间与收敛信号
各视角下的概率评分与融合结果
贝叶斯多空概率与后验分布摘要（E、SD、有效样本量）
同时绘制 1h 布林带，直观观察波动结构。
使用说明
该指标为 辅助决策工具，不直接生成交易信号。用户应结合自身策略和风险控制使用。
该版本为公开的测试版本。
Randomized Test – Volatility Switching Strategy (Dashboard Version)
Model Principle
This indicator is built on statistical and volatility analysis methods, combining multi-timeframe market data (15m / 1h / 4h) to construct a framework for switching between “trend” and “range” states.
Core ideas:
Use a volume-weighted randomized test (coin test) to determine trend direction and strength;
Apply Bollinger Bandwidth (BW) and Variance Ratio (VR) to detect volatility contraction and expansion;
Introduce Bayesian statistics (Beta posterior distribution) to build the bullish probability background and reduce single-frequency noise;
Generate right-side probability scores under both Bollinger view and Box view, and fuse them into a comprehensive market state evaluation.
Key Assumptions
In the short term, market prices can be modeled as outcomes of a “coin test,” where up/down probabilities are not perfectly equal but weighted by volume;
After volatility contraction, markets often break into trends, and Bollinger Bandwidth serves as a leading indicator;
The 1h Bayesian posterior probability provides a stable background bias for bullish/bearish tendencies;
Multi-timeframe relationships follow a hierarchical logic: main judgment (1h) → confirmation (4h/15m).
Outputs and Features
A dashboard-style table displayed on the right side of the chart, including:
Trend states (1h / 15m / 4h)
Bollinger/Box ranges and convergence signals
Probability scores and fusion results from different perspectives
Bayesian bullish probability and posterior summary (E, SD, effective sample size)
Visualization of the 1h Bollinger Bands for direct observation of volatility structure.
Usage
This indicator is an auxiliary decision-making tool. It does not generate trading signals directly. Users should apply it in combination with their own strategies and risk management.
This version is released as a public test version.
NY Open OR/ATR Diff Planner – v2.8 NY Open OR/ATR Diff Planner – v2.8 (Hi-Contrast)
Trade the Opening Range Breakout with a plan, not vibes.
This tool builds the NY Opening Range (OR) from the cash open and overlays a complete, risk-based execution plan: precise entry, structural stop, position size, targets, and R:R — all tied to the Daily ATR(14) and the remaining ATR “fuel” left in the day.
What it does
Opening Range: First N minutes after 09:30 ET (choose 5/15/30/60).
Today-only lines: Automatically resets at 09:30; no carry-over from prior days.
Session aware: Works on RTH or ETH charts. OR always anchors at 09:30 ET.
Fuel model: Computes Session Range (since 09:30) and ATR Diff Left = Daily ATR − Session Range.
Entries & Stops:
Long plan: Entry = ORH, Stop = ORL
Short plan: Entry = ORL, Stop = ORH
Targets:
TP1 = 1R (distance of entry→stop)
TP (ATR-diff cap): Entry ± ATR Diff Left (caps greed when the day’s ATR is nearly spent)
Sizing & R:R: Position size = Account × Risk% / Risk per share, with live R:R to ATR-diff target.
Hi-contrast table: Clear readout of Daily ATR, OR size, OR/ATR%, Session Range, ATR left, entries/stops/TPs, size, and max $ risk.
Inputs
Opening Range (minutes): 5 / 15 / 30 / 60
Account Size ($) and Risk % per trade
Session mode: RTH (09:30–16:00) or ETH (chart’s session; still anchored at 09:30)
Also show Short plan (toggle)
Show info table (toggle)
How to use
Add on a 1–5m chart.
Choose your OR window (e.g., 15m = 09:30–09:45).
Set Account Size and Risk % (e.g., 4–5% for small accounts; adjust to taste).
Wait for the OR to complete.
Trade the break/retest with the levels shown:
Long: Break of ORH, SL at ORL, TP1 = 1R, TP2 = ATR-diff cap.
Short: Mirror logic.
If OR/ATR% > ~50% (red), the “fuel” is thin — be selective.
Why it helps build an edge
Objective structure: Clear levels and sizing remove guesswork.
Context-aware targets: ATR-diff keeps targets realistic to the day’s potential.
Discipline by design: One framework that’s easy to review, journal, and iterate.
Notes
This is an indicator (visual planner), not an order-placing strategy.
If you want a back testable version (one trade/day, optional retest rule, TP/SL logic), say the word — I can publish a strategy variant.
Keywords: ORB, Opening Range, ATR, Risk Management, Position Sizing, Day Trading, NYSE Open, Mean Reversion Fuel, Execution Planner
Iron Condor Pro v6 – Full EngineIronCondor Engine v6.6 is a multi-mode options strategy tool for planning and managing iron condors, straddles, strangles, and butterflies. It supports both setup planning and live trade tracking with modeled delta, risk-based strike selection, IV rank estimation, and visual breach alerts.
Use Setup Mode to preview strike structures based on IV proxy, ATR, delta targeting, and risk tier (High/Mid/Low/Delta). Use Live Mode to track real trades, enter strike/premium data, and monitor live P&L, delta drift, and range status.
This script does not connect to live option chains. Volatility and delta are modeled using price history. All strikes and premiums must be confirmed using your broker before placing trades. Best used with strong support/resistance levels and high IV rank (30%+).
For educational purposes only.
Workflow Guide
Use this flow whether you're setting up on Sunday night or any day before placing a trade.
Step 0: Pre-Script Preparation
Before using the script:
Identify major support and resistance zones on your chart. Define the expected range or consolidation area. Use this context to help evaluate strike placement
1. Setup Phase (Pre-Trade Planning)
Step 1 – Load the Script
Add: IronCondor Engine v6.6 – Full Risk/Decay Edition to your chart
Step 2 – Set Mode = Setup
This enables planning mode, where the engine calculates strike combinations based on:
Your selected risk profile (High, Mid, Low, or Delta)
Historical volatility (20-day log return)
ATR (Average True Range)
Target short delta (adjustable)
Step 3 – Review Setup Table
Enable Show Setup Table to view calculated strikes and width by risk tier.
Adjust any of the following as needed:
Target Short Delta
Strike Interval ($)
Width multipliers (High/Mid/Low)
Risk tier under Auto-Feed Choice
Step 4 – Evaluate the Setup
Is the net credit at least 1.5–2.0x your max risk?
Are the short strikes clearly outside support/resistance zones?
Are the short deltas between 0.15 and 0.30?
Is the range wide enough to handle normal price movement?
Step 5 – Prep for Execution
Enable Auto-Feed Setup → Live to carry Setup strikes into Live mode
Or disable it if you prefer to manually enter strikes later
2. Trade Execution (Live Tracking Mode)
Step 1 – Place the Trade with Your Broker
Use your brokerage (TOS, Tasty, IBKR, etc.) to place the iron condor or other structure
Step 2 – Set Mode = Live
In Live mode:
If Auto-Feed is ON, the Setup strikes auto-populate
If Auto-Feed is OFF, manually enter:
Short and long strikes (Call and Put)
Premiums collected/paid per leg
Total net credit (Entry Credit)
Optional: Input current mid prices for each leg in the "Live Chain" section to track live mark-to-market P&L
Once all required fields are valid, the script activates:
Real-time profit/loss tracking
Max risk estimate
Delta monitoring on short legs
IV Rank estimate
Breach detection system
Chart visuals (if enabled)
3. Trade Management (During the Week)
While the trade is active, use the dashboard and visuals to monitor:
Key Metrics:
Unrealized P/L %
Mark-to-market value vs entry credit
Daily decay (theta)
Days until expiration
Breach status:
In Range
Near Breach
Breached
Alerts:
Price near short strike → suggests roll
Price breaches long strike → breach alert
50% or 75% profit → optional exit signal
Delta exceeds threshold → exposure may need adjustment
Management Tips:
At 50–75% profit: consider closing early
If price nears a short leg: roll, hedge, or manage
If nearing expiry: decide whether to hold or close
If IV collapses: may accelerate time decay or reduce exit value
4. End-of-Week or Expiration Management
If Profit Target Hit
Close early to reduce risk and lock gains
If Still Open Near Expiry
Close the position or
Hold through expiration only if you're fully prepared for pinning/gamma/assignment scenarios
Avoid holding open spreads over the weekend unless part of a defined strategy
Reference Notes
Strike Width
Defined as:
Width = Distance between Short and Long strike
Used for calculating max loss and breach visuals
Delta Guidelines
0.15–0.20 = safer, wider range, lower credit
0.25–0.30 = more aggressive, tighter range, higher credit
Use Target Short Delta input to adjust auto-selected strikes accordingly
Credit Example
Sell Call: $1.04
Sell Put: $0.23
Buy Call + Put wings: $0.14
Net Credit = $1.13 = $113 per contract (max profit)
This is the max profit if price stays between short strikes through expiration
IV Rank (Estimated)
This script does not use options chain IV data.
Instead, it calculates a volatility proxy:
ivRaw = ta.stdev(log returns, 20) * sqrt(252)
IV Rank is then calculated as the percentile of this value within the last 252 bars.
High IV Rank (30%–100%) → better premium-selling conditions
Low IV Rank (<30%) → lower edge for condors
Ideal to sell premium when IV Rank is above 30–50%
Disclosures and Limitations
This script is for educational use only
It does not connect to live option chains
All strikes, deltas, and premiums must be validated through your broker
Always confirm real-time IV, delta, and pricing before placing a trade
Rogue 4H ORRogue 4H OR – Opening Range
The Rogue 4H Daily OR is a powerful Opening Range tool designed to help traders identify key intraday levels and capitalize on failed breakout setups.
Key Features:
Custom Opening Range: Define your OR start and end times (default 4H) to suit any market – stocks, forex, or crypto.
Locked Levels: Once the OR session ends, the high and low are locked and projected across the trading day.
Fakeout Signals: Triangular buy/sell markers plot when price breaks out of the OR and then closes back inside, signaling potential reversal entries.
Daily Reset: Signals and ranges reset each trading day for clean analysis.
Session Cutoff: Optional cutoff time prevents late-day signals from cluttering your chart.
How to Use:
Adjust the OR start/end time to match your trading session (e.g., 09:30–13:30 for US stocks, 00:00–04:00 for crypto).
Watch for false breakouts → a close above the OR high that falls back inside signals a short, while a close below the OR low that reclaims the range signals a long.
Use the signals in confluence with trend, volume, or other confirmation tools for best results. **This is not financial advice.**
Designed for traders who thrive on intraday range dynamics and want a visual, session-based tool to spot high-probability setups.
**This is not financial advice**
