Delta Trend Delta Trend is a momentum and directional-trend indicator designed to measure the relative movement of price between the open and close of each candle. It converts the percentage change within each candle into a smoothed Delta Line, allowing traders to identify whether short-term price momentum is strengthening or weakening.
The indicator uses the relationship between the candle's Open and Close to calculate its raw directional movement. This value is then smoothed using a Weighted Moving Average (WMA) and multiplied by an adjustable Delta Adjust factor. The resulting Delta value provides a normalized representation of short-term price momentum.
How the Delta is calculated
The raw calculation is:
(Close − Open) / (Close + Open)
This measures the directional movement of the current candle relative to its overall price level.
The raw value is then smoothed using the selected Delta Smooth period and multiplied by the Delta Adjust setting:
Delta = WMA(Raw, Smooth) × 100 × Adjust
A higher Delta indicates stronger positive price momentum, while a negative Delta indicates bearish price momentum.
Delta Trend
The indicator compares the current Delta value with the previous Delta value.
Rising Delta → momentum is increasing or strengthening.
Falling Delta → momentum is decreasing or weakening.
The Delta Line is displayed in:
White when Delta is rising.
Red when Delta is falling.
This allows the trader to see changes in momentum visually without relying solely on whether price itself is moving up or down.
Zero Line and Thresholds
The indicator includes several reference levels:
0 — the primary bullish/bearish dividing line.
0.3 — an early positive-momentum threshold.
3 — a stronger positive-momentum threshold.
The area behind the indicator is shaded blue whenever Delta is zero or above, providing a quick visual indication that momentum is on the positive side of the zero line.
Delta Table
A table in the upper-right corner displays the current Delta value.
The table changes its background according to the strength of Delta:
Delta ≥ 5 → strong positive momentum.
Delta > 0 → positive momentum.
Delta ≤ 0 → negative momentum.
This gives the trader an immediate numerical reading of current momentum.
Alerts
The indicator contains alerts for both the direction and strength of Delta.
Trend alerts
Buy — Delta Line Rise
Triggered when Delta is rising compared with the previous candle.
Sell — Delta Line Fall
Triggered when Delta is falling compared with the previous candle.
Delta-level alerts
The indicator also provides bullish/bearish conditions around:
10
5
3
0.3
0
These thresholds allow traders to monitor different levels of momentum strength.
For example, a Delta above 5 represents considerably stronger positive momentum than simply being above zero.
Overall Interpretation
The Delta Trend indicator can be viewed as a short-term momentum and momentum-direction tool.
Its readings can be interpreted broadly as:
Positive Delta + Rising Delta
→ Positive momentum is strengthening.
Positive Delta + Falling Delta
→ Momentum remains positive but is weakening.
Negative Delta + Falling Delta
→ Negative momentum is strengthening.
Negative Delta + Rising Delta
→ Bearish momentum is weakening and a potential momentum transition may be developing.
The combination of the Delta level and the direction of the Delta Line is therefore more informative than either one by itself.
Example
If the indicator shows:
Delta = +6.2x
Delta Line = Rising
this suggests that the current smoothed price momentum is strongly positive and is increasing.
If it subsequently changes to:
Delta = +4.1x
Delta Line = Falling
the momentum is still positive, but its strength is declining.
If Delta eventually moves below 0, the indicator has transitioned into negative momentum.
Important Limitation
Delta Trend should not be interpreted as true order-flow or buy/sell volume delta.
Unlike an exchange-provided bid/ask delta, this indicator does not measure actual buyer-initiated versus seller-initiated trades. It derives its value entirely from the relationship between open and close prices.
Therefore, it is more accurately described as a smoothed price-momentum/directional-pressure indicator, rather than a true volume-delta indicator.
In simple terms
Delta Trend answers two questions:
1. Is price momentum positive or negative?
and
2. Is that momentum getting stronger or weaker?
The Delta value tells you the approximate strength of the momentum, while the rising/falling state of the Delta Line tells you whether that momentum is increasing or decreasing.
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Pressure DeltaPressure Delta is a volume-weighted candle-pressure indicator designed to identify directional participation and unusually strong buying or selling activity. It estimates buy and sell pressure from the candle's closing position and wick structure, distributes the candle's volume according to that estimated pressure, and then normalizes the resulting directional delta against average volume. The indicator combines Pressure, Relative Volume Delta, Relative Volume Percentage, Delta Spike and Relative Volume to distinguish ordinary price movement from high-volume directional events.
The most useful way to think about it is:
Pressure = direction
RVoL = participation
RVoL Δ = directional participation
RVoL % = imbalance
Spike = unusualness
1. The core idea: estimating buy vs. sell pressure
The script first examines the candle:
high
low
open
close
volume
It calculates the candle's range:
candleRange = high - low
Then it asks two questions:
Where did the candle close within its range?
closeRatio = (close - low) / range
A close near the high gives a value close to 1.
A close near the low gives a value close to 0.
It also examines the wicks:
wickBias = (lowerWick - upperWick) / range
A relatively large lower wick contributes bullish pressure, while a relatively large upper wick contributes bearish pressure.
Those two components are then combined:
buyPressureRaw =
60% × close location
+ 40% × wick bias
So the indicator gives 60% weight to where the candle closes and 40% weight to the wick structure.
2. Pressure
This is probably the most intuitive component.
pressureFinal = buyPressureRaw × 100
So it produces a number between approximately:
0% → 100%
Conceptually:
0–20% → very strong selling pressure
20–40% → bearish pressure
40–50% → mildly bearish/neutral
50–60% → mildly bullish
60–70% → bullish
70–85% → strong bullish pressure
85–100% → very strong bullish pressure
Your chart labels the last 7 candles with this value.
The colors reinforce the interpretation:
🟢 >60 = bullish
🟡 40–60 = neutral/mixed
🔴 <40 = bearish
Example
Suppose a candle:
opens at 100
trades to 95
trades to 108
closes at 107
The close is very near the high, and the candle may have a relatively meaningful lower wick.
The algorithm therefore might calculate something like:
Pressure = 82%
That means:
"Based on this candle's structure, the indicator estimates strong buying dominance."
It does not mean that exactly 82% of actual trades were buys.
3. Estimated buy and sell volume
The script takes the estimated pressure and applies it to the candle's volume:
buyVol = buyPressureRaw × volume
sellVol = sellPressureRaw × volume
For example, imagine:
Volume = 1,000,000
and:
Pressure = 70%
The script estimates:
Buy volume ≈ 700,000
Sell volume ≈ 300,000
Then:
netDelta = buyVol - sellVol
giving:
+400,000
Again, this is modelled volume, not exchange-reported buy/sell volume.
4. RVoL — Relative Volume
The script calculates a 20-bar average volume:
avgVol = ta.sma(volume, 20)
Then:
rvol = volume / avgVol
So if:
Current volume = 2,000,000
and:
20-bar average = 1,000,000
then:
RVoL = 2.0x
Meaning:
The current candle traded approximately twice the normal volume.
This is useful because pressure by itself isn't necessarily meaningful.
A candle showing 80% pressure on extremely low volume is very different from an 80% pressure candle occurring on 3× normal volume.
5. RVoL Δ — probably one of the most important readings
The script calculates:
rvolBuy = buyVol / avgVol
rvolSell = sellVol / avgVol
and:
rvDelta = rvolBuy - rvolSell
This combines directional pressure + abnormal volume.
For example:
Scenario A
Pressure = 70%
RVoL = 1×
You might get a relatively modest positive RVoL Delta.
Scenario B
Pressure = 70%
RVoL = 3×
The RVoL Delta becomes much larger.
That's because the second candle has substantially more volume behind the estimated buying pressure.
So conceptually:
RVoL Δ attempts to measure the strength of directional volume pressure relative to normal volume.
Your alerts use thresholds of:
5, 6 and 7
So you're essentially saying:
"Alert me when estimated buying pressure is not only positive, but exceptionally large relative to normal volume."
6. RVoL %
This calculation is:
rvPct = (rvDelta / rvol) × 100
This is interesting because it normalizes the delta by total relative volume.
Mathematically, it effectively brings you back toward the buy/sell imbalance expressed as a percentage of volume.
For example:
+50%
means the estimated buying component is substantially greater than the estimated selling component.
The indicator colors:
>50% = green
0–50% = yellow
<0% = red
Your alerts are focused on 40% and 50%.
7. Spike
This is designed to identify unusually large directional-volume events.
The script calculates:
avgAbsDelta = ta.sma(math.abs(rvDelta), 5)
Then:
spike = rvDelta / avgAbsDelta
In other words:
How large is the current directional volume delta compared with the average magnitude of the last five deltas?
For example:
Spike = 0.5×
Normal-ish / relatively weak.
Spike = 1×
Around the recent average.
Spike = 2×
Approximately twice the recent average magnitude.
Spike = 4×
A potentially significant directional-volume event.
Your table highlights values above 2×.
One subtle point: because the denominator uses abs(rvDelta) but the numerator retains its sign, a large negative event can produce a strongly negative Spike.
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ATK/DEF Temporal Dual-Axis Market Engine# ATK / DEF — Temporal Dual-Axis Market Engine
ATK / DEF — Temporal Dual-Axis Market Engine is a multi-layer market analysis framework that dynamically combines multiple timeframes with three major market sessions: Asia, Europe, and America.
The framework processes higher, middle, and lower timeframe data together with session-based calculations to organize market conditions across different temporal layers.
## Core Framework
* HTF / MTF / LTF multi-timeframe structure
* Monthly / Weekly / Daily / 4-Hour / 1-Hour data
* Asia / Europe / America session framework
* Dynamic session-based calculations
* Price-layer classification
* Liquidity and volume-based conditions
* Direction and momentum states
* Drive and breakout conditions
* Market structure and swing levels
* Fibonacci-based retracement levels
* POC reference and price deviation
* Support / resistance reference levels
* Multi-layer analytical dashboards
## Temporal Analysis
The engine combines timeframe structure and session structure into a unified analytical view.
Each layer provides calculated information related to:
Price Position · Liquidity · Direction · Momentum · Drive · Breakout · Structure · Retracement · POC · Deviation
The dashboard organizes these calculated conditions so different timeframe and session states can be observed together.
## POC & Deviation
The framework includes a calculated POC reference based on the selected price rang, together with price deviation from the POC.
These values provide additional reference points for observing price concentration and distance within the calculated range.
## Market Structure
Swing High / Low calculations provide dynamic structural reference levels, including calculated support and resistance areas.
The framework also incorporates Fibonacci-based retracement classification to describe the current position within the calculated price range.
## Analytical Framework
ATK / DEF is designed as an observation and analysis framework rather than a system.
The displayed values are calculated from market data, timeframe conditions, session ranges, volume relationships, price movement, swing structure, retracement levels, POC, and deviation.
The dashboard is intended to provide customizable analytical references across different market layers. Interpretation remains dependent on the use own market analysis and decision-making process.
This indicator does nt provide , recommendations, or rik raos.
Market observation and analysis only.
指标
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Equalhigh Fair Value & UpsideEqualhigh — Fair Value & Upside | SBC v1.1
Equalhigh Fair Value & Upside is a fundamentals-based valuation indicator for stocks. It combines financial data available through TradingView with user-defined valuation assumptions to display fair value, a margin-of-safety buy zone, and an optional future price target.
The FCF component explicitly deducts stock-based compensation (SBC).
This is a valuation tool. It does not predict market turning points or calculate the probability of a price increase.
WHAT THE INDICATOR DISPLAYS
• Orange — Base-case fair value.
• Green — Buy-zone threshold after applying your margin of safety.
• Blue dashed line — Optional nominal target at your selected horizon.
Labels display price levels and potential upside or downside. The dashboard shows the underlying financial inputs, valuation multiples, calculation status, and projected annualized price return.
The green level marks the maximum price within the model’s buy zone. It is not an automatic entry signal.
VALUATION MODELS
Choose between three methods:
• EPS: diluted earnings per share × target P/E.
• FCF after SBC: FCF after deducting SBC, divided by diluted shares, multiplied by the target FCF multiple.
• Hybrid: a weighted combination of both methods.
In Hybrid mode, an EPS weight of 50% gives equal weight to the two components. A weight of 100% uses only EPS; 0% uses only FCF.
Core calculations:
FCF after SBC = FCF before SBC − SBC
FCF after SBC per share = FCF after SBC ÷ diluted shares
Hybrid fair value = EPS weight × EPS valuation + remaining weight × FCF valuation
Buy-zone threshold = fair value × (1 − margin of safety)
Upside/downside (%) = (fair value ÷ chart price − 1) × 100
A negative percentage means the chart price exceeds the model’s fair value.
QUICK START
1. Open the stock’s chart and add the indicator.
2. Select FY or TTM as the financial period.
3. Select the valuation model and, if applicable, the EPS weight.
4. Enter your target P/E and target FCF multiple.
5. Enter SBC for the same period as the FCF and confirm that the amount and period have been checked.
6. Review the retrieved financial data and apply manual overrides where necessary.
7. Optionally enable the projection and enter growth assumptions.
Target multiples default to zero. The relevant valuation component remains suspended until a positive multiple is entered.
DATA AND FINANCIAL PERIODS
The indicator requests diluted EPS, free cash flow, and diluted shares through TradingView’s financial data service. Availability depends on the stock and reporting frequency.
• FY: latest available fiscal-year data.
• TTM: trailing-twelve-month EPS and FCF data.
Selecting TTM does not automatically reconstruct missing financial data from individual reports. If a required field is unavailable, use a verified manual override.
Financial data updates independently of the chart timeframe. Switching from a daily to a weekly chart does not turn annual fundamentals into weekly fundamentals.
STOCK-BASED COMPENSATION
SBC must be entered manually in this version.
Enter the amount in millions of the chart currency. For example, 132 means 132 million.
Use the same reporting period for FCF and SBC. Do not combine annual FCF with six-month SBC.
The confirmation checkbox is required even when SBC is zero. Missing SBC is never silently treated as zero.
The FCF input should be before the SBC deduction applied by this script. Entering an already SBC-adjusted FCF and then entering SBC again would deduct the expense twice.
The EPS component uses the supplied diluted EPS without an additional SBC deduction.
SHARE DATA: FQ, FH AND FY
In TTM mode, select the share-data frequency:
• Auto: uses a positive FQ value first, otherwise FH, otherwise FY.
• FQ: quarterly share data.
• FH: semiannual share data.
• FY: annual share data.
Auto follows an availability order; it does not compare publication dates to identify the newest report.
In FY mode, automatic share retrieval uses FY data regardless of the TTM frequency setting.
The dashboard identifies the selected frequency. Combining TTM cash flows with a quarterly or semiannual average share count is an approximation.
A manual share-count override takes priority over automatic retrieval.
MANUAL OVERRIDES
You can replace:
• Diluted EPS — enter a per-share amount in the chart currency.
• FCF before SBC — enter a total amount in millions of the chart currency.
• Diluted shares — enter the number of shares in millions.
For example, 105.002977 represents 105,002,977 shares.
Record the source and period end in the source field. Manual values remain fixed until you change them and should be reviewed whenever you switch stocks.
Check whether your FCF source deducts lease repayments. The script does not automatically harmonize different FCF definitions.
FUTURE PROJECTION
Enable “Enable projection assumptions” to display the blue target.
Enter:
• Horizon in years.
• Annual diluted EPS growth.
• Annual FCF after SBC per share growth.
Each active valuation component grows at its own rate. Target multiples and Hybrid weights remain constant.
Projected component = current component × (1 + annual growth rate)^years
Annualized price return = × 100
Growth rates are entered as percentages: enter 8 for 8%.
FCF growth must already be expressed per share and after SBC. The script does not apply an additional dilution adjustment.
The blue line is a reference level for a future nominal target. It is not a forecast price path or a discounted present value.
Growth inputs are your assumptions. They are not automatically retrieved company guidance or analyst consensus.
WHY “SUSPENDED” MAY APPEAR
The dashboard explains what prevents calculation. Possible causes include:
• Missing or non-positive EPS.
• Missing FCF.
• Missing or non-positive share count.
• Unverified SBC.
• Non-positive FCF after SBC.
• An unconfigured target multiple.
Only components required by the selected model and weight must be valid. In Hybrid mode, the script does not silently redistribute weight when a required component is unavailable.
If shares are unavailable in Auto or FQ mode, try FH for a semiannual reporter, or enter a verified diluted share count manually.
DISPLAY SETTINGS
The dashboard can be positioned in any chart corner.
“Label offset (bars)” moves the labels horizontally relative to the latest bar. Labels are not pinned to the price axis.
Valuation lines begin at the latest bar and extend to the right. The indicator deliberately avoids applying today’s manual inputs retrospectively across the chart.
IMPORTANT LIMITATIONS
• Fair value depends on the selected multiples, weights, growth rates, and financial definitions.
• The indicator does not automatically normalize exceptional items or independently audit company filings.
• It does not separately add net cash or subtract net debt.
• The model may be unsuitable for banks, loss-making businesses, or companies requiring specialized valuation methods.
• Financial-data revisions and manual overrides make this version unsuitable as a historical point-in-time valuation backtest.
• Projected returns exclude dividends, fees, taxes, and currency changes.
• A stock can remain above or below modeled fair value for an extended period.
Use the indicator to make valuation assumptions visible and comparable. Combine its output with company research, financial-statement review, and your own risk-management process.
指标
Global Net Liquidity (5-Bank)Global Net Liquidity (5-Bank)
A USD proxy for usable global liquidity:
Fed assets + ECB + BoJ + PBoC + BoE
− US Treasury General Account (TGA)
− Fed overnight reverse repo (RRP)
This is not M2 and not Fed-only net liquidity. It is the standard 5-bank reconstruction used on public charts. It will not match a 16-bank internal series exactly, but the level and shape should rhyme: ~31T peak in 2021–22, ~25T now.
How to read
• Rising and within ~8% of the last cycle peak → liquidity tailwind for BTC; alts can work.
• Flat and still well below that peak → grind. BTC over alts. Do not treat a price squeeze as proof liquidity turned.
• Falling → headwind. Cash rules dominate.
• US row: RRP is no longer the drain. TGA is. A TGA spend adds liquidity; a TGA refill removes it.
Units
FRED and TradingView do not share one scale (WALCL/TGA in millions, RRP in billions or raw dollars, JPNASSETS in 100 million yen or yen). The script auto-detects and clamps each component so a single bad print cannot send the axis to −20,000T. If Level is not roughly 25–27T, a feed changed — do not use the panel.
Use
Add to a separate pane on BTCUSD or SPX, weekly preferred. The table is the decision layer. The gold line is the history. This is a regime overlay, not a buy/sell signal.
Not financial advice. Central-bank data is lagged, FX-translated, and revised. 指标
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3 EMA + HH/LL Structure Break [ Trend and Structure combined] v23EMA PRO V2 is a structured EMA + market-structure indicator designed for intraday trading on instruments such as XAUUSD and BTCUSD.
The system combines 20 EMA, 50 EMA and 100 EMA with 10/10 pivot-based market structure to identify trend-following and reversal opportunities.
🔹 Core EMA Logic
Trend Following BUY
100 EMA is below both 20 EMA and 50 EMA.
20 EMA crosses above 50 EMA.
The system looks for confirmation through market structure.
Trend Following SELL
100 EMA is above both 20 EMA and 50 EMA.
20 EMA crosses below 50 EMA.
The system looks for bearish structure confirmation.
Reversal BUY
Fast and middle EMA move/cross above the 100 EMA.
Used to identify potential bullish reversal conditions.
Reversal SELL
Fast and middle EMA move/cross below the 100 EMA.
Used to identify potential bearish reversal conditions.
🔹 Market Structure Confirmation
The indicator uses 10 Left / 10 Right pivots to identify:
HH — Higher High
HL — Higher Low
LH — Lower High
LL — Lower Low
The important concept is EMA signal + structure confirmation, rather than taking every EMA crossover immediately.
If the EMA signal appears before the structure break, the system waits for the corresponding HH/LL breakout candle to close.
If the structure break happens before the EMA signal, the system waits for the EMA confirmation and then looks for a neckline retest before entry.
🔹 Entry
The indicator provides:
🟢 BUY labels
🔴 SELL labels
Entry price
SL
TP1
TP2
TP3
Reversal / Trend classification
🔹 Risk Management
TP and SL are fully configurable in dollar values.
You can independently adjust:
TP1 ($)
TP2 ($)
TP3 ($)
SL ($)
Position size
🔹 Backtest Statistics
The indicator includes an internal last 500 signals performance table, displaying:
Total signals
Win rate
Wins / losses
Break-even trades
Net P/L
Profit Factor
Maximum drawdown
BUY / SELL count
Reversal / Trend count
TP1 / TP2 / TP3 hits
SL hits
Current EMA and pivot settings
⚠️ Important
This indicator is intended as a technical analysis and decision-support tool, not a guarantee of profitable trading. Backtest results can vary significantly depending on the symbol, timeframe, spread, commission, slippage and execution conditions.
Suggested starting configuration:
EMA: 20 / 50 / 100
Pivot: 10 / 10
Markets: XAUUSD / BTCUSD
Timeframes: 1M / 5M 指标
Book Value & Tangible Book ValueBook Value & Tangible Book Value plots two reported quarterly figures side by side: total book value per share, and tangible book value per share, which is book value with goodwill and other intangibles removed.
Both series are drawn as stepped lines with a marker at each reported quarter, so you can see exactly when a value changed rather than an interpolated curve.
How to read it. The gap between the two lines is the share of equity that comes from intangibles. A wide and widening gap usually points to acquisitions, and it is the part of book value that a writedown can erase overnight. Compare the lines with price to see what multiple of book you are paying; price below tangible book value has historically drawn value investors, though it is often a sign of distress rather than a bargain. A falling tangible line while the total line holds up is a warning worth investigating.
Notes and limits. Values change only on new quarterly reports, so the lines are flat between filings. Book value is an accounting measure of historical cost, not market value, and it understates asset-light businesses while overstating companies carrying old assets or acquisition goodwill. It needs reported quarterly financials, so nothing plots on indices, forex, crypto, and most funds. It is most meaningful for banks, insurers and asset-heavy industrials, and least meaningful for software and services. 指标
Cash Runway & SolvencyCash Runway & Solvency estimates how long a company can keep operating at its current cash burn, using reported quarterly figures rather than estimates.
The script reads two quarterly items: cash and equivalents, and cash flow from operating activities. Both are carried forward between reports so the line is continuous between filings.
If operating cash flow is positive, the company is funding itself and the line sits at the top of the scale. If it is negative, the burn is the absolute value of that figure, and the runway is cash divided by burn, expressed in quarters and capped at 20 so the scale stays readable.
Three reference lines mark the zones: 20 quarters is the self-funding cap, 4 quarters is roughly one year of cash, and 2 quarters is where financing pressure usually starts. The line changes color as it crosses them: teal when self-funding, blue above four quarters, orange between two and four, red below two.
How to read it. A falling line means burn is rising faster than cash, or cash is being consumed without replacement. A jump upward usually means a capital raise, so check for dilution. A flip from red or orange to teal is the quarter the company turned operating cash flow positive.
Notes and limits. Values update only when a new quarterly report is released, so the line steps rather than moves daily. The runway assumes the last reported burn continues unchanged, which it rarely does; it is a snapshot, not a forecast. Financing and investing cash flows are excluded, so a company that keeps raising money can run at low readings for years. It needs reported quarterly financials, so nothing plots on indices, forex, crypto, most funds, and some non-US listings. Banks and insurers do not fit the burn model at all. 指标
Trade Coach-JournalEvery trader knows they should journal. Almost nobody does it, and the ones who do
mostly end up with a spreadsheet of numbers they never open again.
The problem isn't discipline. It's that a journal tells you what happened last month,
and the moment you actually need it is right now — with your finger over the button,
about to take a trade at 2pm on a Thursday after two losses, which is exactly the
combination that has cost you money forty times before.
This puts your journal on the chart and reduces it to a verdict that changes as your
day does. At 9:50am it might say:
GOOD WINDOW
this is when you trade best
By 2:15pm, after a loss, the same panel says:
STOP · DONE TODAY
weak window and you're coming off a loss
Nothing in between those two moments came from the market. It came from you, forty
trades ago, doing the same thing.
THE PART THAT ACTUALLY CHANGES THINGS
Timing patterns are useful. Knowing your afternoons win 30% is worth something. But
you can't decide to make afternoons behave differently.
You can decide to stop chasing.
So every trade can carry tags — words you invent, starting with #. Log a trade you
chased as:
8/17 13:35 S 29140 14:10 29168.75 #fomo
Do that twenty times and the panel stops talking about the clock:
TOP FIX
#fomo trades win 18% (n=22)
→ stop taking #fomo entries
That's a different kind of sentence than "your Tuesdays are weak." It names a habit,
it's yours, and you can change it tomorrow morning. Tag findings outrank timing
findings in the panel for exactly that reason.
Use whatever vocabulary fits how you actually trade — #plan, #revenge, #late, #news,
#tired, #a+. The only requirement is honesty. Putting #plan on a trade you chased
makes the whole thing useless, and nobody sees this but you.
LOGGING A TRADE
One line, in the settings:
8/17 9:45 L 29048 10:15 29096.5 #plan
August 17th, 9:45am, long from 29048, out at 10:15 at 29096.50, planned setup.
The parser tries hard not to make you think about formatting. These four lines are
the same trade:
8/17 9:45 L 29048 10:15 29096.5
8/17, 9:45, L, 29048, 10:15, 29096.5
08-17 0945 LONG 29048 1015 29096.5
2026-08-17 09:45 buy 29048 10:15 29096.5
Dates take 8/17, 08-17, 2026-08-17, 0817 or 20260817. Times take 9:45, 09:45 or 0945.
Side takes L/S, LONG/SHORT or BUY/SELL in any case. Spaces and commas both work. The
year is set once in settings so you're not retyping it. Exit time is optional — leave
it out and you keep every statistic, you just lose the line drawn on the chart. An
exit time earlier than the entry is read as an overnight hold.
Times should match the clock on your chart's time axis.
WHAT YOU SEE
Under the verdict, the panel is deliberately short:
now: pm ▰▰▰▱▱▱▱▱▱▱ 30% n=20
form ●●○○●○○○●○
equity █▇▆▄▅▃▂▁
today 3 trades · -2.1R
Four lines, and the third one is the one that hurts. Your form dots can look fine
while the equity sparkline slides down the page — that's the shape of winning often
and losing big, and it's the most common way a trader who looks profitable isn't.
The footer says the same thing in numbers:
40 trades · 67% win · -0.12R avg
A green win rate sitting next to a red R average is worth more than any entry signal
you'll read this year.
Every statistic carries its sample count, and rows stay grey until they've earned an
opinion. A grey row means the script doesn't know yet — more honest than a confident
percentage built on six trades.
Turn on "show full detail" for the full breakdown: morning against afternoon, long
against short, after-loss, average winner against average loser, worst losing streak,
and every tag ranked by how often you use it.
On the chart itself each trade draws where it happened — a triangle at the entry, a
line to the exit, the R result labeled, tags in the tooltip.
ALERTS
The panel only helps if you're looking at it, and the moments you most need it are
the moments you're not.
Entering a weak window
Daily stop hit
STOP for today
Set them once. Then the coach speaks first, and you don't have to remember to ask.
ON THE NEURAL NETWORK IN GROUP 4
There's a small neural network in the advanced settings that trains on your logged
trades and estimates whether a trade taken under current conditions would win. Most
of the time it says this:
verdict not significant
vs control 58% vs 62%
That second line is the whole reason to trust it. Alongside the real network, the
script trains an identical one on deliberately shuffled labels — a model that cannot
possibly know anything. If the real network can't clearly beat that, its opinion is
suppressed and the panel says so.
A network with this many parameters needs several hundred trades before it can
separate a pattern from a coincidence. It will probably read "not significant" for a
long time, and that's the safeguard working rather than the tool failing.
Nothing in the verdict, TOP FIX, or the pattern tables involves the model. That's all
plain counting, which is why it becomes usable around 20 trades and trustworthy around
40 — while the network is still deciding whether it knows anything at all.
IF SOMETHING LOOKS WRONG
The panel tells you which of three things went wrong rather than making you guess:
⚠ 3 lines unreadable (line 12)
Line 12 didn't parse. Usually a missing price, a typo in the date, or a side it
didn't recognize.
⚠ 8 trades off-chart — check timezone
The timestamps don't land on a loaded bar. Either scroll left for more history, or
your times aren't in the exchange's timezone.
⚠ 5 trades too early on this chart
The script needs 220 bars of warmup before it can read market context. Load more
history or move to a higher timeframe.
If it reads "0 of 40," everything was rejected or fell outside the chart. Work
through those three in order.
This is a review tool. It reports patterns in trades you've already taken, generates
no entry signals, and makes no claim about future results. What it shows you is your
own history. 指标
指标
IPDA Year Map (M1D)IPDA Year Map draws the window the Interbank Price Delivery Algorithm is said to reference — the 20, 40 and 60 day look-back highs and lows — and puts it on a year of quarterly dividers rather than on a rolling snapshot. Every level carries how many sessions it has left before the candle that set it ages out of that window and stops being a reference at all.
The idea it implements is simple and it is the reason for every design decision below. The algorithm does not see a chart. It references days as data points inside a fixed look-back, and once a level falls outside 60 trading days it is purged. So the useful questions are which levels are still inside the window, where in the window they sit, and when each one leaves. Most range tools answer the first. This one answers all three.
The data range
Three nested look-backs, computed on daily closes: 20 days for the near-term read, 40 for the intermediate, 60 as the outer edge of what is still referenced. Each contributes its high and its low, drawn from the candle that actually set it and running forward to the current bar. Six extremes, and that is the whole object — the script does not go hunting for additional pools, order blocks or gaps to decorate it with.
The levels come from the daily timeframe regardless of what the chart is showing, so a 60-day window exists on a 1 minute chart where only a fortnight of chart candles is loaded.
Each level's origin is found from the offset back to the extreme candle, not from watching the value change. Those are different things and the difference is visible. A rolling minimum moves for two reasons: a lower low prints, or an older and deeper low ages out of the window and the minimum steps up to whatever is left. Only the first is a candle forming a level. Anchoring on "the value changed" attaches the line to the day the old low expired, which can be months after the candle that actually set the price.
One price is one line
A high made inside the last 20 sessions is simultaneously the 20, 40 and 60 day high. Drawn as three separate levels that is three lines and three captions stacked on a single row of pixels, and the top of the chart reads as one anonymous level while the lows — which genuinely differ — read as three.
Levels at the same price are drawn once, captioned with every window that shares them, as in 20·40·60d high. Each side of the range then shows exactly as many lines as it has distinct prices. The caption also tells you when a level stops being the tightest one: a shared high loses the 20 from the front of its name the day the 20-day window moves on without it.
Levels that are merely close rather than identical still collide on screen, so each caption steps out to its own lane along the right of the chart until it is clear of the ones above it. No two captions share a row at any zoom.
Equilibrium
Each window can carry the midpoint of its own high and low — the premium and discount divide of that range. Three switches, one per window.
They are drawn dotted and neutral. Dotted because an equilibrium is a calculated reference and not a price that traded, and neutral because a midpoint is neither bullish nor bearish. Each runs from its own window's left edge rather than from a candle, since no single candle sets a midpoint.
The roll-out countdown
Every level and every equilibrium carries the sessions it has left inside its window, printed on its caption as out 12d. When the count reaches its last session the caption reads out next instead.
The arithmetic is the window length less the level's age, both in trading days. A high set yesterday sits in the 20-day window for 19 more sessions; one set 19 sessions ago leaves at the next close. This is also why a 60-day level can date back around 83 calendar days — 60 trading days is twelve weeks, and 24 of those days are weekend.
Two things it states rather than glosses over. The count is measured from the last completed daily close, so today's session is one of them. And it is the origin candle leaving that is counted — the printed level only actually moves if nothing else still inside the window matches that price.
For a level shared by several windows the countdown belongs to the widest one, because that is when it stops being referenced at all. An equilibrium's countdown is the sooner of its two extremes, since it moves the moment either side of it ages out.
The shift, and the sixty day budget
A market structure shift here is a liquidity raid: a day taking out the highest high, or the lowest low, of the days before it. The look-back is an input. Raise it to ignore the smaller shifts inside a range and find only the major one — in ICT's framing the real shift can sit two or three months back, so a reading of no shift found is an instruction to widen the search before concluding there isn't one.
A confirmed shift stands for its full 60-day budget. A later raid in the same direction inside that budget is a mini shift within the range and does not restart the clock; only a raid in the opposite direction, or one arriving after the budget is spent, places a new anchor. Without that rule a trending market would reset the count every few sessions and the budget would never be seen counting down.
The raid is marked with a vertical, and three more are projected forward from it at 20, 40 and 60 trading days, weekends skipped. The last is the point at which the 60-day budget from that shift is spent. The projection counts weekdays; the panel counts sessions the symbol actually traded, so a weekday the exchange was closed puts the chart marker one session ahead of the panel's count, and the panel says so.
The panel reports the same thing in numbers: when the shift happened, sessions elapsed, and sessions left of the 60. Its header reads IN BUDGET while the count runs, DUE SOON at five or fewer sessions left, and BUDGET SPENT past 60 — at which point the projections come off the chart rather than being extended into a window that no longer exists.
There is only one forward boundary and the arithmetic is worth seeing, because it looks like two:
today + (60 − elapsed) = (shift + elapsed) + (60 − elapsed) = shift + 60
The cast-forward target and the budget expiry are the same date. Drawing both would be drawing one fact twice.
Anchored to the minute
A raid found on chart candles lands on the chart's own grid, so on a 1 hour chart the shift marker can sit up to 59 minutes away from where the level was actually taken. The raid candle is re-read at 1 minute resolution and the marker placed at the first minute the prior extreme was genuinely exceeded.
TradingView only serves intrabar data for recent history. Where it is not available the marker falls back to chart-candle resolution, the tag carries a ~ mark, and the panel says which of the two it used. It never claims a precision it did not get.
Open interest
Where the instrument publishes an open interest series, the panel reports its change over a set window — 20 trading days by default, matching the innermost look-back — against price over the same window, and states a reading only where the arithmetic supports one: a fall of 15% or more on flat price, both falling together, both rising together, or no clear read. Open interest is a daily series whatever the chart shows, so the reading is the same on a 1 minute chart and a daily one.
The two sign readings compare only the direction of two changes, so they sit behind a floor: the open interest change must be abnormal and price must not be flat. The default floor of 10% was measured rather than chosen. Over 400 sessions with the quarterly roll weeks removed, the 90th percentile of the 20-day open interest change was about 14% on NQ and about 7% on ES; 10% sits between them. NQ's open interest runs roughly twice as noisy as ES's, so a chart dedicated to one instrument may want the floor moved.
The contract roll is refused outright. A continuous contract's open interest collapses by a third to a half in a session as the front month is abandoned, then rebuilds over the following week, and a window that spans one cannot be read for positioning. The panel fetches the largest one-day jump inside the window and, above 12%, reads contract roll instead of a signal until the window has cleared it.
Most instruments publish nothing. On those the panel names the symbol it looked for and says the reading is unavailable. It does not print a zero, and it does not infer open interest from volume or anything else.
The year map
Quarterly dividers run across the loaded history and project forward, so the year reads as quadrants rather than as one rolling window. Two spacings are offered — three month and four month — because ICT's IPDA material carries both as worked examples anchored at different points. They are the same rule applied from different places, not rival calendars, which is why this is a choice of grid rather than a claim about which one is correct. The 60-day look-back and look-forward is measured from wherever a shift actually sits, independently of the grid.
Keeping it readable
The vertical tags ride two rails outside the range — budget markers on the inner rail, the calendar on the outer — offset by a fraction of the 60-day range rather than by ATR. On a chart spanning a year an ATR cushion is a rounding error, which puts the tags inside the candles and on the same row as the level captions.
Because the range is the unit of measurement throughout, the spacing holds on any instrument and any timeframe without tuning.
By default every extreme is drawn black. The six levels are liquidity, and liquidity is neither bullish nor bearish — a level tinted by the direction of the last shift would be a bias call the script has no basis for. Which window a level belongs to is in its caption.
Each line family carries its own colour and width: the 60, 40 and 20 day levels, the equilibriums, the shift verticals and the calendar dividers. The defaults are set for a grey chart, where the usual light-grey neutral is the background itself and vanishes, so the secondary families use a dark slate instead. A level shared by several windows takes the colour and width of its tightest one. The panel header field has its own colour.
Non-repainting
Every daily figure is read from confirmed candles. Nothing is revised once its candle has closed, and no level, count or projection moves in hindsight. The lines extend rightward to the current bar while they are live — that is the drawing tracking the present, not its history changing.
Alerts
Three: a new shift confirmed and the 60-day budget restarted, fired on the close of the bar that placed the anchor; five or fewer sessions left of the budget; and the budget spent. The last two are evaluated once per day.
What it will not do
It places no entries, exits, stops or targets, and it does not size a position. It draws no bias, no trend and no projection of where price is going. A shift marker says a level was taken on that day; it does not say what happens next.
It does not rank the levels against each other or tell you which one price is drawn to. Whether a level inside the window is worth trading is a judgement about context this script does not have — session, higher timeframe draw, and what the day has already done.
It has no opinion on open interest where none is published, and no opinion on direction where the arithmetic does not support one. Both are stated as unavailable rather than filled in.
Settings
Quarterly dividers with their spacing and how far forward they project; the 20, 40 and 60 day bands each on their own switch; equilibrium on its own switch per window; the shift clock panel with its raid look-back and its minute-anchoring toggle; open interest with its comparison window and abnormal-move floor; and label size, tag rail offset, whether tags sit above or below the candles, right offset, the panel header colour, and a colour and width for each line family.
Attribution
IPDA, the 20/40/60 day look-back and the market structure shift are concepts from ICT's public teaching material. This is an original implementation of them. No third-party code is used.
Disclaimer
This is a decision-support tool for discretionary ICT trading. It is not financial advice, and no market's past behaviour is indicative of future results. 指标
Liquidity Sweep Detector Liquidity Sweep Detector is a price-action based indicator designed to identify potential liquidity sweeps around recent highs and lows and highlight subsequent directional confirmation.
The indicator focuses on a simple market behavior: price may temporarily move beyond a recent high or low, take available liquidity, and then return inside the previous range. After detecting this event, the indicator monitors the following candles for confirmation of a potential directional move.
## How It Works
The indicator calculates recent highs and lows using a configurable lookback period.
A bullish liquidity sweep is identified when price moves below a recent low and then closes back above that level.
A bearish liquidity sweep is identified when price moves above a recent high and then closes back below that level.
After a sweep occurs, the indicator monitors a configurable number of candles for directional confirmation. A bullish confirmation requires price to move above the previous candle's high, while a bearish confirmation requires price to move below the previous candle's low.
## Main Features
• Recent liquidity high and low levels
• Bullish liquidity sweep detection
• Bearish liquidity sweep detection
• Sweep zones for visual reference
• Directional confirmation signals
• Configurable confirmation window
• Optional candle-body confirmation
• BUY and SELL markers
• Alert conditions for sweep and confirmation events
• Adjustable visual settings
## Settings
Liquidity Lookback controls how many previous candles are used to identify recent highs and lows.
Confirmation Window controls how many candles the indicator monitors after a liquidity sweep.
Minimum Sweep Wick controls the minimum relative wick size required for a sweep to qualify.
Strong Candle Body can be enabled to require stronger directional candle confirmation.
Visual settings allow users to display or hide liquidity levels, sweep labels, sweep zones, and confirmation markers.
## How to Use
The indicator is intended to help traders study price behavior around recent liquidity levels.
A typical bullish sequence is:
Recent Low → Liquidity Sweep → Reclaim → Bullish Confirmation
A typical bearish sequence is:
Recent High → Liquidity Sweep → Rejection → Bearish Confirmation
Users can combine these observations with their own market analysis, timeframe context, and risk-management approach.
## Limitations
Liquidity sweeps can occur without producing a sustained directional move. A confirmed signal does not guarantee a particular market outcome.
The indicator is based on historical price data and should be treated as an analytical tool rather than a prediction system. Market conditions can change rapidly, and users should independently evaluate each setup.
This script does not guarantee profits, accuracy, or future performance.
## Originality
The indicator combines recent liquidity-level detection, sweep recognition, configurable confirmation logic, and visual sweep zones into a focused price-action tool. Its purpose is to provide a clear framework for observing liquidity events and subsequent price behavior without relying on excessive chart elements.
This publication is intended for educational and analytical purposes and is not financial advice.
指标
Cross-Asset Session Impulse Engine [PhenLabs]📊 Cross-Asset Session Impulse Engine
Version: PineScript™ v6
⚠️HEADS UP⚠️
Click the three dots on the right of the indicator after adding it to your chart and click pin to scale to make sure it is displaying properly
📌 Description
Cross-Asset Session Impulse Engine waits for the session opening range to lock, then asks a simple question before you take the break: did correlated markets print the same impulse, or is this chart running alone? A k-of-n basket (crypto, dollar, indices — you pick) must confirm in the same direction, with invert flags for assets like DXY that move against risk.
The engine is built for every TradingView plan. There is no footprint feed, no lower-timeframe history wall, and no silent crash when a basket symbol or volume field is missing. If the basket cannot load, the dashboard switches to chart-only and you still see the opening range. Confirmed signals, named alerts, and Pine Screener columns are included.
🚀 Points of Innovation
Opening-range break is gated by live cross-asset breadth instead of a single-chart close
Per-symbol invert flags so DXY-up can confirm a risk-off short without extra scripts
All-plan design: same-timeframe request.security only — no Premium-only data path
Dead basket symbols return na and drop out of the vote instead of aborting the script
Missing volume skips the optional gate and labels Vol N/A instead of refusing to load
Named bullish/bearish confirmed alerts plus Screener plots for breadth, signal, and armed state
🔧 Core Components
Session clock: New York, London, Tokyo, or a custom session/timezone pair
Opening range: first N session bars freeze ORH/ORL; later confirmed closes beyond those rails are impulses
Basket voter: up to four input.symbol contexts, each with its own opening range on the same clock
Confirmation gate: min k live same-direction votes, or chart-only when every basket feed fails
Projection: ATR targets from the broken rail and invalidation at the opposite side of the range
Dashboard: OR state, chart break, breadth, per-symbol arrows, data mode, signal
🔥 Key Features
Preset sessions so you are not locked to US cash hours
Enable/disable and invert each basket symbol; unused inputs stay hidden
Optional relative-volume filter that degrades to off when the symbol has no volume
Unconfirmed chart-break markers are hidden by default to keep price readable
One confirmed signal per session, both directions, with alertconditions
Screener-ready numeric plots (breadth net, signal +1/−1, armed)
🎨 Visualization
Dashed ORH/ORL rails and a translucent opening-range box on the session
Dotted ATR targets and a dashed invalidation line after a confirmed signal
Triangle markers for confirmed impulses; optional faint circles for unconfirmed chart breaks
Top-right dashboard: session, OR lock, chart state, breadth, basket tape, data mode, signal
📖 Usage Guidelines
Session Preset — Default: New York — NY 09:30–16:00, London 08:00–16:30, Tokyo 09:00–15:00. Custom unlocks session and timezone.
Opening Range Bars — Default: 6 — Range: 1-48 — On 5m this is ~30 minutes (classic ORB). Raise it on 1m, lower it on 15m.
Min Basket Confirms — Default: 2 — Range: 0-4 — 0 fires on the chart break alone. Keep this ≤ the number of enabled live symbols.
Enable Symbol 1–4 — Defaults: BTCUSDT on, ETHUSDT on, DXY on (invert on), ES1! off — Use distinct tickers. Invert for inverse assets.
Require Relative Volume — Default: false — When on, confirmed bars need volume ≥ Min Rel Volume × SMA. No volume → gate skipped, dashboard shows N/A.
Show Unconfirmed Chart Breaks — Default: false — Turn on only when you want to see the raw OR break before breadth arrives.
Table Size — Default: Small — Tiny / Small / Normal. Visible only while the dashboard is on.
✅ Best Use Cases
Intraday ORB on indices, FX, and crypto during NY, London, or Tokyo
Filtering fake session breaks that do not show up in BTC, ETH, DXY, or ES
Risk-off reads: DXY invert on so a dollar spike confirms shorts on the chart
Watchlist screening via the XSIE Signal and XSIE Breadth Net columns
⚠️ Limitations
Designed for intraday session charts. Daily bars often sit outside a cash-session window and will show OR as OUT.
Basket symbols that match the chart ticker are skipped so the chart cannot vote twice.
Confirmation can arrive after the chart break (late breadth). That is intended; the armed state stays until session end or confirmation.
One signal per session. Opposite-range invalidation flags the trade; it does not flip and re-fire.
Pine Screener itself is a paid TradingView product. The script only exposes plots — it does not unlock Screener on a free account.
💡 What Makes This Unique
Cross-asset k-of-n is the confirmation, not a decorative correlation table
All-plan data path with an explicit chart-only fallback when the basket is dead
Invert-aware votes treat DXY as a risk switch instead of a same-direction clone
⚙️ Under the Hood
Same-timeframe request.security basket : four unrolled tuple calls fetch OHLC on timeframe.period with lookahead_off and ignore_invalid_symbol=true. Invalid tickers return na and drop out of breadth instead of throwing. This is not lower-timeframe volume and not footprint — every plan sees the same engine.
Opening-range state machine : each context (chart + basket) freezes ORH/ORL after N session bars. A break is the first confirmed close beyond the frozen rail. The lock bar cannot break because its high/low still define the range.
Invert mapping : when Invert is on, an upside OR break on that symbol votes for a downside chart impulse (and vice versa).
Data mode : no plan-gated feed is used. The Data row reports All-plan, live/enabled count, Vol x.xx or N/A, vol gate skipped, or basket failed · chart-only.
Screener and alerts : plot XSIE Breadth Net, XSIE Signal (+1/−1 on the confirmed bar), and XSIE Armed. alertcondition titles are “XSIE Bullish Impulse Confirmed” and “XSIE Bearish Impulse Confirmed” — not a generic “extreme event”.
🔬 How It Works
The session clock marks bars inside the chosen window. A new session resets range, votes, drawings, and the fired flag.
The first N bars build ORH/ORL. After lock, a confirmed close beyond a rail arms bull or bear on the chart.
Each live basket symbol builds its own range on the same clock and casts an up or down vote (optionally inverted).
When armed direction reaches min confirms — or the basket is entirely dead and chart-only mode is on — the engine fires once, projects ATR targets, and sets invalidation at the opposite rail.
A confirmed close through invalidation flags INVALIDATED. The next session starts clean.
💡 Note:
Best on 1–15m charts with the session that actually trades your market. Seed the basket with assets you can actually resolve on your TradingView plan and region; failed symbols simply show ✗ and the rest keep voting. This is an analytical aid, not financial advice.
指标
Fundamental Valuation Snapshot [FVS]Fundamental Valuation Snapshot
Fundamental Valuation Snapshot is a compact fundamental dashboard designed to provide a quick view of a company's profitability, valuation, financial strength, growth, cash generation, and analyst expectations directly on the chart.
The panel includes ROA, ROE, ROIC, Current Ratio, P/E, PEG, P/S, P/B, Debt/Equity, Dividend Yield, Market Capitalization, Cash-Adjusted Price, Revenue, Gross Profit, Net Income, Return on Capital (ROC), Revenue Growth, Net Margin, Free Cash Flow, Debt/EBITDA, Piotroski F-Score, and analyst price targets when the data is available from TradingView.
Valuation Color Profiles
FVS includes four configurable valuation profiles:
* Conservative
* Balanced
* Growth
* Custom
The selected profile changes only the thresholds used for color grading. It does not alter the underlying financial data.
Green indicates that a metric meets the selected profile's preferred threshold. Blue represents a neutral tolerance zone around the threshold. Red indicates that the metric is outside the profile's preferred range. Gray indicates unavailable data.
The Neutral Zone Tolerance setting can be adjusted to make the grading system stricter or more flexible.
Because valuation norms differ significantly between industries and business models, these profiles should be treated as screening guidelines rather than universal definitions of fair value. The Custom profile allows users to define their own thresholds.
Credits
This indicator was originally inspired by and partially adapted from the open-source "Valuation Table" by TradingView author kenhuangsy2.
FVS substantially expands the original concept with additional fundamental metrics, configurable fiscal periods, valuation and quality profiles, tolerance-based color grading, cash-adjusted price calculations, analyst price targets, Piotroski F-Score, additional financial statement data, formatting utilities, configurable panel sizing and positioning, and a Pine Script v6 implementation.
Published open-source under the Mozilla Public License 2.0.
This indicator is intended as a fundamental research and screening tool. Its colors and valuation profiles are contextual aids and should not be interpreted as investment recommendations or automatic buy/sell signals.
指标
Macro Regime Dashboard█ OVERVIEW
Macro Regime Dashboard is a market-timing checklist for US equities. It evaluates five regime conditions on every daily bar: elevated volatility, a non-rising Fed policy rate, contracting margin debt, the presence of a leading sector, and earnings confirmation from bellwether stocks. It plots the count of conditions met as a stepline in a separate pane, renders a live checklist table, and marks the bars where all conditions and the enabled fail-safes align. The thesis: durable market bottoms tend to form when fear is high, the Fed is not tightening, leverage has been flushed, and a leading theme keeps delivering earnings through the panic.
█ HISTORY / BACKGROUND
The five-condition checklist and its fail-safes are the market-timing framework described by the YouTuber, Defiant Gatekeeper, who distilled it from his buy decisions around volatility spikes. The framework itself synthesizes established concepts: the VIX as a fear gauge, Federal Reserve policy as the dominant liquidity driver, margin debt as a measure of speculative leverage, sector leadership as the engine that attracts institutional capital, and earnings surprises as confirmation that the leading theme is insulated from the broader panic.
The fail-safes address the framework's known failure modes, which the author identifies from historical episodes: leading-sector fundamentals breaking down, systemic accounting fraud destroying trust in reported earnings, a credit freeze that policy easing cannot offset, and inflation high enough to remove the Fed's ability to support asset prices. Two of these are quantifiable and are implemented here as the high-yield credit spread and CPI fail-safes. The concept is his; this Pine implementation, the data-series selections, and the proxy choices are original to this script.
█ HOW IT WORKS
On each daily bar the script requests six external series and evaluates five boolean conditions plus two fail-safes.
Condition 1: Fear. The CBOE Volatility Index (CBOE:VIX) must exceed the threshold input (default 30).
Condition 2: Fed not on an upward trajectory. The effective federal funds rate (FRED:DFF) today must be at or below its value from the lookback number of trading days earlier, with a 0.01 tolerance. The table also flags when the 2-year Treasury yield (TVC:US02Y) sits below the funds rate, indicating that the bond market is pricing cuts; this flag is informational and does not gate the condition. Because the policy trajectory is partly qualitative (guidance, projections), an override input can force this condition to pass or fail.
Condition 3: Margin debt declining. The reference framework uses the monthly FINRA margin debt statistic, which TradingView does not carry. The script substitutes the Federal Reserve Z.1 series for margin accounts at brokers and dealers (FRED:BOGZ1FL663067003Q), requested at 3-month resolution. The condition passes when the latest quarterly value is below the prior quarterly value.
Condition 4: Leading sector. The script loops over eleven S&P sector ETFs plus a semiconductor ETF, computes each one's return over the lookback window, and subtracts the SPY return over the same window. The strongest relative-strength value must exceed the threshold input (default 3 percentage points over 63 days). The table names the current leader.
Condition 5: Bellwether earnings beats. For up to three user-selected bellwether symbols representing the leading theme, the script pulls reported and estimated earnings per share through the earnings request feed and marks a beat when actual is at or above estimate for the most recent report. The condition passes when a majority of the symbols with available data beat. When no earnings data exists for any bellwether, the condition passes neutrally rather than failing, so that missing history does not veto the count. An override input can force this condition either way.
Fail-safes. The ICE BofA US High Yield Option-Adjusted Spread (FRED:BAMLH0A0HYM2) must sit below its threshold (default 10 percent), and CPI year-over-year, computed from FRED:CPIAUCSL as the ratio of the monthly index to its value twelve months earlier, must sit below its threshold (default 2.5 percent). Each fail-safe passes when its data is unavailable. Two toggle inputs decide whether each fail-safe vetoes the composite signal or only displays as a warning. By default the credit fail-safe gates and the CPI fail-safe warns.
Composite. The buy state is true when all five conditions hold and every enabled gate is clear. The script plots the raw condition count (0 to 5) as a stepline, draws a dotted horizontal reference at 5, shades the pane background green while the buy state is active, and prints a green triangle on the first bar of each signal window. A table in the top right shows each condition's current value and pass state, both fail-safe readings, and a composite verdict row. Two alerts are provided: one on the first bar of a new buy signal, and one when the credit spread crosses above its threshold.
█ HOW TO USE
Apply the indicator to a broad US index such as SPX or SPY on the daily timeframe . All inputs and thresholds are calibrated to daily bars; the conditions describe the whole market, so the chart symbol only supplies the bar grid.
Read the stepline as regime pressure. A count of 3 or 4 during a selloff means the setup is forming; a touch of 5 with the background shading and a triangle means every condition and enabled gate aligned on that bar. A count of 5 without shading means a fail-safe is blocking, which is exactly the bull-trap situation the fail-safes exist to flag. The table gives the per-condition diagnosis at a glance.
Using the dashboard in tandem with the Stock Screener
The dashboard times entry and sizing. It does not select stocks. The reference framework pairs it with a fundamental selection layer keyed to the liquidity regime, and most of that layer maps directly onto TradingView's Stock Screener fields: revenue growth, EPS growth, forward price-to-earnings, and debt to EBITDA. The workflow:
Determine the liquidity quadrant. The dashboard's Fed condition covers the rate trajectory. Check the Fed balance sheet direction separately by charting FRED:WALCL: rising means expansion, falling means contraction.
Rate falling and balance sheet rising (maximum liquidity): screen for revenue growth above 50 percent and ignore valuation and leverage fields. Unprofitable hypergrowth is the target profile in this quadrant.
Mixed quadrants (one lever easing, one tightening): screen for revenue growth in the 10 to 20 percent range, a moderate forward price-to-earnings, and debt to EBITDA below roughly 3 to 5 depending on which lever is easing.
Rate rising and balance sheet falling (minimum liquidity): screen for forward price-to-earnings below 15, debt to EBITDA below 1.5, and positive earnings. Stability over growth.
When the dashboard signals, run the screener preset for the current quadrant, restricted to the leading sector the table names, to surface candidates.
The final validation step in the reference framework, a regression of price-to-earnings against expected EPS growth across roughly ten same-industry peers with an R-squared above 0.8, is not screenable and is performed outside TradingView in a spreadsheet.
█ SETTINGS
VIX threshold (default 30): level the volatility index must exceed for condition 1.
Fed rate lookback (default 63 trading days): comparison window for the funds-rate trajectory in condition 2.
Fed trajectory override (default Auto): forces condition 2 to pass or fail when guidance contradicts the rate proxy.
Sector RS lookback (default 63 days): return window for the relative-strength computation in condition 4.
RS outperformance vs SPY (default 3 percent): margin by which the leading sector must beat SPY.
Bellwether 1, 2, 3 (defaults are three large semiconductor names): symbols whose earnings reports confirm the leading theme. Change these whenever the leading theme rotates.
Earnings override (default Auto): forces condition 5 to pass or fail.
HY OAS max (default 10 percent): credit-spread ceiling for the credit fail-safe.
CPI YoY max (default 2.5 percent): inflation ceiling for the CPI fail-safe.
Credit fail-safe gates signal (default on): when on, an elevated credit spread vetoes the composite signal.
CPI fail-safe gates signal (default off): when on, elevated inflation vetoes the composite signal; when off it displays as a warning only.
█ WHAT MAKES IT ORIGINAL
The script consolidates a cross-asset macro checklist into a single gated, auditable pane: an equity volatility index, the policy rate, the Treasury 2-year, a quarterly flow-of-funds leverage series, sector ETF relative strength, per-symbol earnings surprise data, a credit spread, and a computed inflation rate. Each series exists elsewhere in isolation; the contribution here is the joint evaluation with explicit pass/fail logic, the separation of hard vetoes from soft warnings through the gate toggles, and two implementation choices that make the framework computable on TradingView at all: the Z.1 quarterly margin-account series as a proxy for the unavailable monthly FINRA margin debt statistic, and the earnings-beat condition built from the earnings request feed on user-configurable bellwethers, with missing data treated as neutral rather than as a veto.
█ NOTES / LIMITATIONS
Designed for the daily timeframe on a broad US index. Other resolutions misalign the lookbacks and the higher-timeframe requests; other symbol classes add no information because every condition is market-wide.
The margin-debt proxy is quarterly. Monthly FINRA data can show a deleveraging turn up to one quarter before the Z.1 series reflects it, so condition 3 is the slowest leg and produces a step-shaped response.
Monthly and quarterly requests update when those periods complete. Within a forming month or quarter the CPI and margin readings can change until the period closes.
Earnings history depth varies by symbol and generally thins in earlier years. On older bars condition 5 frequently passes neutrally for lack of data, and the override and bellwether inputs are static across the whole chart, so the plotted historical count is indicative rather than point-in-time. Treat the history as illustration, not as a backtest.
Economic series have distinct start dates, and all external requests ignore invalid symbols. Missing data renders as n/a in the table, fail-safes pass when their series is absent, and a sector whose ticker fails to resolve is silently skipped in the relative-strength scan.
The checklist table reflects the last bar only.
The Fed condition is a proxy for a qualitative judgment. During fast easing cycles the fixed lookback can briefly misread the trajectory, which is what the override input is for.
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ATK/DEF LTF Regime Combo Power Hunter# ATK/DEF LTF Regime Combo — Power Hunter
ATK/DEF LTF Regime Combo — Power Hunter is a multi-dimensional decision analysis indicator built around LTF (Lower Time Frame) market-state analysis**.
Its core concept is not simply combining EMA, RSI, ATR, Bollinger Bands, Volume, DMI, and other conventional calculations. Instead, these market inputs are processed into multiple analytical dimensions and evaluated through a unified scoring framework.
The resulting information is organized into **market states, scores, grades, and chart-based memory**, providing a structured view of the conditions observed on the LTF chart.
## Core Concept
The indicator combines:
**LTF + Regime + ATK/DEF + Decision System**
LTF provides the underlying market data environment.
Regime describes the current market state.
ATK/DEF represents changes between different market-force conditions.
The Decision System combines multiple dimensions into structured scores and state classifications.
Therefore, this is not simply an LTF indicator. It is a **decision-oriented market-state framework built from LTF data and multi-dimensional calculations**.
## Three Decision Combinations
### C1 — Direction / Momentum / Velocity / Behavior
C1 describes the primary price-state environment through four dimensions:
* Direction
* Momentum
* Velocity
* Behavior
The calculation incorporates EMA relationships, RSI conditions, price velocity, volume relationships, candle-body structure, and shadow behavior.
These components are combined into an independent C1 score and state classification.
### C2 — Battle / Hunting / Squeeze / Destruction
C2 focuses on market interaction and key-area behavior within the LTF environment:
* Battle — Alternating and consecutive candle behavior
* Hunting — Price behavior around key highs and lows
* Squeeze — Volatility compression
* Destruction — Structural and key-area changes
This combination evaluates how price behaves around local conditions, key areas, and changing volatility states.
### C3 — Absorption / Expansion / Impact / Decay
C3 focuses on changes in market activity and intensity:
* Absorption — The relationship between price, range, and volume
* Expansion — Volatility expansion
* Impact — Price impact and movement intensity
* Decay — Changes and decline in activity intensity
The calculations use price range, volume ratios, price movement, and sequential changes in market activity to produce an independent C3 state.
## Integrated Decision System
C1, C2, and C3 each calculate four internal dimensions and produce their own combination scores.
The three combinations are then aggregated into an overall score.
This creates a structured hierarchy:
**Individual Factors → Combination Scores → Overall Score → State → Grade**
The purpose is to consolidate multiple market dimensions into one decision-oriented observation framework rather than relying on a single calculation.
## Chart Memory
One of the key concepts of this indicator is **Chart Memory**.
The indicator does not only present the current calculated state. It also uses chart labels, structured tables, Swing High / Swing Low information, and structural connections to retain relevant recent market information visually.
The table presents:
* C1 factor scores
* C2 factor scores
* C3 factor scores
* C1 / C2 / C3 combination scores
* State
* Grade
* Overall Score
Swing High / Swing Low points, local support and resistance areas, and structural connections are also displayed within the same chart environment.
This creates a visual relationship between **market state, calculated information, and price structure**.
## ATK / DEF Regime
ATK/DEF in this framework is used to describe changes between different market-force conditions rather than simply classifying price direction.
The system evaluates multiple dimensions, including direction, momentum, velocity, behavior, market interaction, key-area reactions, compression, structural changes, absorption, expansion, impact, and decay.
The final output therefore represents a **multi-dimensional Regime State** generated from combined calculations rather than a single condition.
## LTF Market-State Framework
The indicator focuses on the following LTF market dimensions:
* Price Direction
* Momentum
* Velocity
* Candle Behavior
* Market Battle
* Key-Level Reaction
* Volatility Compression
* Structural Change
* Absorption
* Expansion
* Impact
* Decay
* Swing High / Swing Low
These components are processed through a unified calculation framework and converted into structured market-state information.
The objective is to consolidate fragmented market information into a single framework that makes different dimensions easier to observe and compare on the LTF chart.
## Chart Components
The indicator includes:
* C1 / C2 / C3 multi-dimensional analysis
* Integrated scoring system
* State classification
* Grade classification
* Overall Score
* Chart status label
* LTF market-state analysis
* EMA12 / EMA26
* RSI
* ATR
* Bollinger Bands
* Volume Analysis
* DMI / ADX
* Swing High / Swing Low
* Local structural connections
* Support and resistance markers
* FIFO object management
* Adjustable parameter system
## Parameter Adaptation
The indicator provides adjustable parameters for EMA, RSI, ATR, Bollinger Bands, Volume MA, DMI, Velocity Lookback, Key Level Lookback, and Swing High / Swing Low sensitivity.
Different markets, instruments, volatility conditions, and chart settings can produce different calculated results.
Users should therefore **configure and adjust the parameters according to the market environment being observed**.
Parameter settings directly affect the calculations, Swing structure, and resulting state classifications.
## Indicator Positioning
**ATK/DEF LTF Regime Combo — Power Hunter** is centered around:
**LTF Market Observation
* Multi-Dimensional Calculation
* ATK/DEF Regime
* Decision Combinations
* Integrated Scoring
* State / Grade
* Chart Memory**
The concept is not to simply add more indicators to a chart.
Instead, multiple market dimensions are processed through a unified framework and converted into structured state information, allowing the user to organize market information and observe relationships between different LTF conditions more efficiently.
This indicator provides **market observation, state information, and calculated reference data**. The output should not be interpreted as a guaranteed conclusion.
Parameters should be configured and adjusted according to the market environment being observed.
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VIX 3D Term Structure [MantisAlgo]VIX 3D Term Structure
VIX 3D Term Structure maps the live CBOE implied-volatility curve across six constant-maturity horizons: VIX1D, VIX9D, VIX, VIX3M, VIX6M, and VIX1Y.
TERM = Constant-maturity horizon from 1D to 1Y
TIME = Each tenor’s evolution over the latest nine trading days, from current to oldest
IV = Annualized implied-volatility level in VIX points
The indicator can be used on any chart symbol as a broad U.S. equity volatility context tool.
🌐 3D SURFACE
The lower pane displays the current VIX term structure with nine trading days of historical depth. Surface colors compare each tenor with its own selected daily average:
- 21 trading days — one month
- 63 trading days — one quarter (default)
- 126 trading days — six months
- 252 trading days — one year
Cooler colors indicate values below the selected average, while warmer colors indicate values above it. Camera rotation changes only the viewing angle and does not affect calculations.
📈 HISTORY RIBBON
The six VIX tenors are also plotted as 2D history on the active chart timeframe. Each line’s color reflects that tenor’s relative level versus its selected daily average.
📊 DASHBOARD
Curve Shape classifies the current back-minus-front term spread:
- 🟢 CONTANGO — the back tenor is more than 0.35 volatility points above the front tenor
- 🟠 FLAT — the back-minus-front spread is between −0.35 and +0.35 VIX points
- 🔴 BACKWARDATION — the front tenor is more than 0.35 volatility points above the back tenor
The dashboard also reports the six tenor values, Term Spread, 20-day annualized S&P 500 realized volatility, and the Implied–Realized Vol Spread calculated as 30-day VIX minus trailing SPX Realized Vol (20D).
Vol Level uses the median relative level of VIX9D, VIX, and VIX3M:
- 🟢 LOW VOL — 0.90 or lower
- 🟠 MID VOL — between 0.90 and 1.08
- 🔴 HIGH VOL — 1.08 or higher
⚙️ SETTINGS
Heat average length controls the historical baseline used for surface colors and Vol Level:
- 21 trading days — most responsive; useful for short-term volatility shifts, but more sensitive to noise
- 63 trading days — balanced short-to-medium-term baseline and the default
- 126 trading days — broader regime comparison with less sensitivity to temporary spikes
- 252 trading days — long-term annual context; slowest to react to recent regime changes
Changing this setting does not change the live tenor values or Curve Shape. It changes only how current volatility is classified relative to its historical baseline.
View rotates the 3D surface. Custom angle is applied only when Custom is selected. Dashboard selects the dashboard position on the price chart.
🧭 HOW TO USE
Use Curve Shape to read the front-to-back slope of the VIX term structure and the surface to track how each tenor has changed over the latest nine trading days.
Colors show whether each tenor is above or below its selected historical average. The surface provides volatility context rather than a directional price target.
🔔 ALERTS
Alerts fire when Curve Shape newly becomes BACKWARDATION or CONTANGO.
⚠️ DISCLAIMER
This indicator is provided for informational and educational purposes only and does not constitute financial or investment advice. VIX term structure describes option-implied volatility conditions and is not a direct directional signal for the charted asset. Historical conditions do not guarantee future results. All trading and investment decisions remain the sole responsibility of the user.
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Dynamic Liquidity ZonesDynamic Liquidity Zones is a price-action indicator designed to identify equal highs and equal lows where resting liquidity may be concentrated.
The indicator compares confirmed pivot points and creates a liquidity zone when two pivot highs or two pivot lows form within the selected equality threshold.
Liquidity Zone Types
EQH — Equal High liquidity zone
Equal highs may represent buy-side liquidity resting above previous highs. EQH zones are displayed using the selected bearish-zone color.
EQL — Equal Low liquidity zone
Equal lows may represent sell-side liquidity resting below previous lows. EQL zones are displayed using the selected bullish-zone color.
Dynamic Detection
The indicator uses adjustable left- and right-side pivot lengths to confirm meaningful swing highs and lows.
When two confirmed pivots are within the selected percentage threshold, a zone is drawn between their prices. The two pivot locations are marked with circular points, making it easier to identify the structure responsible for creating the zone.
Each active zone automatically extends to the latest bar until price sweeps its outer boundary.
Liquidity Sweeps
An EQH zone is considered swept when price trades above its highest boundary.
An EQL zone is considered swept when price trades below its lowest boundary.
After a sweep, the user can choose to:
• Keep the zone visible in a faded historical state
• Automatically delete the swept zone from the chart
Retained zones are relabeled as Swept EQH or Swept EQL, allowing previous liquidity events to remain available for market-structure review.
Volume Information
Optional volume labels display the volume associated with each pivot bar. The active zone label displays the combined pivot-bar volume used to form the liquidity zone.
Large values are automatically formatted using K and M abbreviations.
Zone Consolidation
Nearby active zones of the same type are grouped visually to reduce label congestion.
When multiple EQH or EQL zones exist within the consolidation range, the indicator displays a combined label such as:
2x EQH
3x EQL
The label can also display the combined pivot volume for the grouped zones.
Features
• Automatic equal-high and equal-low detection
• Adjustable pivot confirmation lengths
• Adjustable equality threshold
• Tracks multiple active liquidity zones
• Optional combined pivot-volume display
• Optional dashed zone midline
• Custom bullish and bearish colors
• Adjustable zone transparency
• Active zone-label consolidation
• Automatic sweep detection
• Option to retain or delete swept zones
• Optimized active-zone limit for lower-timeframe charts
Liquidity zones represent areas where orders may be resting, but they do not guarantee a reversal or continuation. Price can sweep a liquidity area and continue moving in the same direction.
This indicator should be combined with market structure, displacement, trend, session context, and appropriate risk management.
For educational and informational purposes only. This indicator is not financial advice and does not guarantee future results.
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EVA Ai + POC, Liquidity & Smart Money## Overview
**EVA Ai+ Volume Profile — POC, Value Area & Liquidity** is a market-structure and volume-distribution indicator designed to analyze where trading activity is concentrated across price.
Its primary purpose is to combine price-based Volume Profile information with confirmed liquidity structure in one analytical framework.
The script calculates a horizontal volume distribution, Point of Control (POC), Value Area, High-Volume Nodes (HVN), Low-Volume Nodes (LVN), directional volume estimates, and confirmed buy-side/sell-side liquidity pools.
These components are not intended to function as independent entry signals. They are combined to help answer a specific analytical question:
**Where is price currently being accepted, where is participation relatively low, and where does confirmed unswept liquidity remain in relation to that auction structure?**
The indicator does **not** generate automatic LONG or SHORT recommendations and does not execute trades.
---
## Purpose of the combined architecture
Volume Profile and liquidity analysis describe different aspects of market behavior.
Volume Profile measures how the available volume data is distributed across price.
Liquidity structure identifies confirmed areas around comparable swing highs and lows that have not yet been fully cleared according to the script's rules.
EVA combines these concepts because either one viewed in isolation can omit relevant context.
For example:
* POC and Value Area describe the center and boundaries of accepted value;
* HVNs identify local concentrations of calculated participation;
* LVNs identify comparatively low-volume regions;
* directional volume provides context about the composition of the calculated profile;
* confirmed BSL/SSL pools identify unresolved liquidity structures;
* distance and quality calculations place those structures in relation to current volatility and price.
The intended result is a single auction map showing **value, participation, low-volume structure, and confirmed liquidity context together**.
This interaction is the principal reason these components are included in one script.
---
## Volume Profile
The script distributes the available volume across horizontal price rows within the active calculation range.
The profile is intended to show where the selected market spent comparatively more or less trading activity.
### Point of Control — POC
POC is the price row containing the largest amount of calculated profile volume.
It represents the highest-volume row of the current profile calculation.
It should not be interpreted as an automatic support, resistance, entry, or reversal signal.
### Value Area
The Value Area contains the configured percentage of calculated profile volume surrounding the profile's primary volume concentration.
A commonly used setting is 70%.
The script displays:
* **VAH** — Value Area High;
* **VAL** — Value Area Low.
Price inside the Value Area indicates that it is trading within the profile's calculated value region.
Price above VAH or below VAL indicates that it is outside that region, but this condition alone does not imply continuation or reversal.
---
## HVN and LVN structure
### High-Volume Nodes — HVN
HVNs are local concentrations within the calculated profile where neighboring rows contain comparatively high volume.
They can be used to identify areas of previous acceptance or repeated participation.
Possible market behavior around an HVN can include rotation, consolidation, retesting, support/resistance behavior, or no meaningful reaction at all.
The script does not assume that an HVN must hold.
### Low-Volume Nodes — LVN
LVNs are local low-volume regions between areas of greater calculated participation.
They can highlight portions of the profile where historical acceptance was comparatively limited.
Price may sometimes traverse these areas more quickly, but an LVN does not guarantee acceleration or determine direction.
HVN and LVN structures remain components of the calculated profile and can change when the active profile range changes.
---
## Directional volume context
When lower-timeframe data is available, the script classifies lower-timeframe volume according to candle direction and aggregates that information into the profile.
The resulting values are displayed as:
* Up Volume;
* Down Volume;
* Delta.
**Delta in this indicator is the difference between the script's classified Up Volume and Down Volume.**
It is important to distinguish this from exchange-level bid/ask order-flow delta.
Pine Script does not provide the script with a complete historical exchange order book or universal historical bid/ask footprint data.
Therefore, EVA does not claim to reconstruct those datasets.
Directional volume is an approximation derived from the available lower-timeframe OHLCV data.
---
## BSL and SSL liquidity structure
The liquidity component identifies confirmed structures around comparable pivot highs and lows.
### BSL — Buy-Side Liquidity
BSL structures are created above qualifying comparable swing highs.
### SSL — Sell-Side Liquidity
SSL structures are created below qualifying comparable swing lows.
The script does not label every swing high or swing low as liquidity.
A liquidity structure requires multiple confirmed pivot observations that satisfy the script's similarity, spacing, volatility, and quality conditions.
This filtering is intended to reduce the number of insignificant structures displayed on the chart.
Liquidity terminology in this script represents a technical model based on price structure. It does not imply direct observation of hidden orders or stop orders in an exchange order book.
---
## Liquidity Quality
Each qualifying liquidity structure receives a quality value based on several measurable properties of the detected structure.
Depending on the active configuration, these properties include factors such as:
* relative volume;
* rejection characteristics;
* spacing between qualifying pivots;
* volatility-adjusted geometry.
The quality value is used for filtering and ranking detected structures.
It is a relative analytical score created by this script. It is **not a probability of a profitable trade or a prediction that a liquidity level will be reached or swept**.
---
## Liquidity states
Detected pools can move through several states.
### FRESH
The qualifying structure has been confirmed and has not yet met the script's test or sweep conditions.
### TESTED
Price has interacted with the structure according to the configured testing rules without completing the full sweep condition.
### OFF
The structure remains internally valid but falls outside the configured volatility-adjusted working radius and is therefore not displayed as an active nearby structure.
### SWEPT
Price has crossed the structure's defined far boundary.
Once this condition is confirmed, the corresponding active pool drawings are removed.
The state system prevents historical liquidity structures from remaining visually active after the script considers them resolved.
---
## Nearest structural references
The dashboard identifies nearby calculated structures such as:
* BSL;
* SSL;
* HVN;
* LVN.
Distances can be normalized using ATR so that the displayed distance is comparable across instruments with different nominal prices and volatility.
These values describe **location**, not trade expectancy.
A nearby BSL, SSL, HVN, or LVN should not be interpreted as a recommendation to enter a position.
---
## Profile modes
The script supports several ways to define the profile range.
### Visible Range
The profile is calculated from the chart region used by the script's visible-range logic.
Changing the visible chart area can therefore change the profile.
This behavior is intentional.
A Visible Range profile is dynamic and should not be interpreted as an immutable historical signal.
### Session
The profile is calculated using the selected session boundaries.
This mode can be used to examine session-specific POC, Value Area, and volume distribution.
### Fixed Range
The profile is calculated between user-defined time boundaries.
This mode can be used to inspect a specific impulse, consolidation, expansion, or other manually selected market segment.
---
## Adaptive configuration
The optional adaptive mode adjusts selected calculation parameters according to chart conditions.
Depending on configuration, this can include:
* lower-timeframe selection;
* profile row density;
* HVN/LVN sensitivity;
* pivot sensitivity;
* liquidity-zone width;
* minimum liquidity-quality threshold;
* volatility-adjusted display radius.
The purpose of this mode is to maintain usable analytical resolution across different chart timeframes and price scales.
Adaptive configuration does not optimize for future profitability and does not predict future market direction.
Users can disable adaptive behavior and use manual settings where required.
---
## Dashboard
The dashboard summarizes the current calculated state of the indicator.
Depending on the selected configuration, it can display:
### Auction
The location of current price relative to VAH, VAL, and the calculated Value Area.
### Range / Source
The active profile mode and the data source currently used by the calculation.
### Rows × Step
The effective number of price rows and the price increment represented by each row.
### Up / Down / Delta
The directional volume classification generated from the available data.
### POC / Distance
The current POC and price distance from it.
### Nearest BSL / SSL
The nearest qualifying liquidity structure together with distance, quality, and state.
### Nearest HVN / LVN
The nearest calculated high-volume and low-volume structures.
### Structure
A descriptive classification of the current volume distribution.
### Status
Information concerning the current calculation mode and available data.
The dashboard summarizes calculated information; it does not produce trading instructions.
---
## How to interpret the map
### Price inside Value Area
Price inside VAH and VAL is trading within the profile's calculated value region.
POC and HVNs can help locate concentrations of historical participation.
This does not necessarily imply a ranging market or predict that price will remain inside the Value Area.
### Price above VAH
Price above VAH is outside the upper boundary of the calculated Value Area.
Whether the move continues or returns into value depends on subsequent market behavior.
VAH alone is not a breakout confirmation.
### Price below VAL
Price below VAL is outside the lower boundary of the calculated Value Area.
VAL alone does not confirm bearish continuation.
### Interaction with an LVN
An LVN identifies a region of comparatively low calculated participation.
It can be used to observe how price behaves when entering a low-volume region, but it does not guarantee rapid movement through that area.
### Interaction with liquidity
When price reaches a BSL or SSL structure, users can observe whether the level remains active, becomes tested, or satisfies the script's sweep condition.
A sweep is a structural event only.
**A liquidity sweep does not by itself imply a reversal or continuation.**
---
## Data handling and confirmation
Where available, lower-timeframe OHLCV data is used to improve the allocation of volume within higher-timeframe chart candles.
When the requested lower-timeframe sample is unavailable or insufficient for the selected calculation, the script can use its documented fallback calculation instead of presenting an incomplete lower-timeframe profile as if it were complete.
Liquidity structures are based on confirmed pivot events.
Because a pivot requires subsequent bars for confirmation, a newly confirmed liquidity structure can appear later than the historical bar on which the pivot itself occurred.
The script does not interpret this confirmation delay as advance knowledge.
Developing profiles can change as additional data arrives.
Visible Range profiles can also change when the chart viewport changes.
These behaviors are inherent to dynamic profile calculations and should not be interpreted as historical trade signals being rewritten.
---
## Originality and design rationale
The script uses established analytical concepts such as Volume Profile, POC, Value Area, pivots, ATR normalization, and liquidity terminology.
It does not claim that those individual concepts are proprietary.
The distinctive functionality of this implementation is their integration into a unified state-based analytical system.
Instead of independently displaying several unrelated indicators, EVA:
1. builds a common price-row volume model;
2. derives POC and Value Area from that same distribution;
3. identifies local HVN/LVN structure within the profile;
4. estimates directional volume from lower-timeframe data where available;
5. independently confirms comparable pivot structures;
6. applies volatility-, geometry-, and participation-based filtering to those structures;
7. maintains lifecycle states for active liquidity pools;
8. relates nearby volume and liquidity structures to current price using a common dashboard and normalized distance model;
9. provides explicit fallback behavior when detailed source data is unavailable.
The purpose of the integration is to provide one coherent representation of **auction value, relative participation, low-volume structure, and unresolved price-based liquidity** rather than a collection of independent signals.
---
## Why the source code is protected
The source code is protected to preserve the implementation of the script's integrated profile construction, adaptive parameter logic, node-classification methods, liquidity-quality filtering, state transitions, data-fallback handling, and visualization architecture.
Closed-source visibility is not intended to prevent users from understanding the indicator's behavior.
This description therefore documents the script's purpose, inputs, main calculations, interpretation, data limitations, and expected dynamic behavior without exposing implementation-specific formulas and thresholds.
---
## Important limitations
Users should understand the following limitations before using the indicator:
* The script only has access to data supplied to Pine Script by TradingView and the active symbol's data provider.
* Volume characteristics differ between markets and symbols.
* On some Forex instruments, the available volume can represent tick volume rather than centralized exchange volume.
* The script does not have access to a complete historical exchange order book.
* It does not know the location of actual individual traders' stop orders.
* BSL and SSL are price-structure models, not observations of hidden orders.
* Directional volume is derived from available candle data and is not equivalent to true exchange bid/ask footprint delta.
* Confirmed pivots necessarily introduce confirmation delay.
* Visible Range calculations can change when the chart viewport changes.
* Developing profiles can change as new bars or intrabars become available.
* HVNs, LVNs, POC, VAH, VAL, BSL, and SSL do not predict future price behavior.
* No individual component should be interpreted as a guaranteed support, resistance, breakout, reversal, entry, or target.
* Different symbols, sessions, timeframes, and data feeds can produce materially different profile structures.
---
## Intended use
EVA is intended as a **market-reading and contextual-analysis tool**.
A typical workflow is:
1. identify the current Value Area and POC;
2. inspect the shape of the volume distribution;
3. locate nearby HVN and LVN structures;
4. identify confirmed active BSL and SSL structures;
5. compare those structures with current price and volatility;
6. observe subsequent price and volume behavior;
7. perform an independent trade and risk assessment.
The indicator deliberately does not convert this information into automatic LONG or SHORT instructions.
---
## Risk disclosure
This script is an analytical indicator and does not execute orders.
It does not provide financial advice, guarantee trading outcomes, or predict future market behavior.
Historical structures and previous market reactions do not establish how price will behave in the future.
Users remain responsible for independent analysis, position sizing, execution decisions, and risk management.
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