Risk MetricZIZO Risk Metric
Hard money. Don't trust. Verify.
OVERVIEW
ZIZO Risk Metric scores Bitcoin on a 0–100 scale. 0 means maximum opportunity (deep value). 100 means maximum risk (stretched). It answers one question: how expensive is price right now relative to its own long-term trend?
Every anchor in this script is fixed and chosen on purpose. Nothing refits itself to recent price. That is the point — the metric is a verification tool, not a curve that chases the market.
THE IDEA
Price rarely sits at a fair value. It swings between two log-scaled boundaries around a 200-period moving average. This script measures where price sits between those two boundaries, on a log scale, and turns that position into a single number.
Low readings cluster near cycle bottoms. High readings cluster near cycle tops. The scale compresses over time to reflect diminishing returns as the asset matures.
HOW IT WORKS
Two bounds are built from the SMA:
Upper bound = 3.0 × SMA × scale
Lower bound = 0.35 × SMA (static by default)
The scale factor gently contracts the upper bound over time:
scale = e^(decay × (bar_index − offset) × sensitivity) + baseline
Risk is the log-distance of price between the two bounds:
Risk = (ln price − ln lower) / (ln upper − ln lower), clamped to 0–1, shown ×100.
The smoothed line applies the same transform to the SMA instead of raw price. It strips out daily noise and shows the underlying cycle position.
HOW TO READ IT
Colour map runs cool (low risk) to hot (high risk).
Green zone = accumulation. Red zone = distribution.
Exit threshold default: 89.43. Entry threshold default: 32.79.
The weighted Entry/Exit plot suggests a DCA weight that scales up as risk moves deeper into a zone. It only fires inside the entry or exit band, and it caps at the cutoff (default 9%).
SETTINGS
Risk Metric — SMA length, time offset, decay, sensitivity, baseline, and the two bounds. These define the model. Once calibrated, leave them fixed.
Colorway — heat-map colouring and the legend table.
Weighted Entry/Exit — base, exponent, cutoff, and the two thresholds that define the accumulation and distribution zones.
Model X Overlays — threshold lines, shaded zone fills, and an optional 50 midline.
Timeframe — evaluate the metric on Daily, Weekly, Monthly, or the chart's own resolution.
WHAT THIS VERSION ADDS
Rebuilt on foosmoo's Risk Metric core. Additions over the original:
Full colour-map redesign on a clean 0–100 display scale
Smoothed risk line derived from the SMA
Weighted, zone-aware entry/exit DCA percentages
Threshold lines, zone fills, and midline overlays
Time-offset marker and colour-map legend table
Entry-zone and exit-zone alert conditions
CREDITS & LICENSE
Based on foosmoo's Risk Metric (v2.2), used under the Mozilla Public License 2.0. This script keeps that licence. Full text: mozilla.org
DISCLAIMER
This is an educational and research tool, not financial advice. Risk metrics describe the past and present. They do not predict the future. Verify every number yourself before acting on it.
Hard money. Don't trust. Verify.
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The OracleTHE ORACLE — ZIZO Dev% + Risk
Hard money. Don't trust. Verify.
WHAT IT IS
The Oracle is a single-pane cycle instrument for Bitcoin and other majors. It fuses
two ideas that traders normally run separately: how far price has stretched from its
mean (Dev%), and where that stretch sits on a bounded 0–100 risk scale. It then labels
every major turning point with the full readout, so past cycles become a verifiable
record rather than a memory.
THE ONE THING TO UNDERSTAND
Column HEIGHT = deviation. Column COLOUR = risk.
Each bar's height shows how far price sits above or below its moving average, as a
percentage. Each bar's colour comes from the ZIZO risk model — a dark-blue-to-red
heatmap running low risk to high risk. So you see "how stretched" and "how dangerous"
in one glance. A tall green column and a tall red column mean very different things.
WHAT PROBLEM IT SOLVES
Deviation oscillators tell you price is extended but not whether that matters this
cycle. Risk models tell you the danger level but hide the raw stretch. The Oracle shows
both at once, and pins the numbers to the actual pivots so you can check the model
against history instead of trusting it.
HOW THE MATH WORKS
Dev%: the percentage distance of close from a chosen moving average.
Dev% = 100 × (close − MA) / MA
You choose the MA type (SMA, EMA, WMA, VWMA, HMA) and length. Default is a 200 SMA.
A "Spread" mode is also available if you prefer raw price distance over percentage.
Risk: a logarithmic position between a smoothed lower and upper band.
Risk = (log price − log lower) / (log upper − log lower)
The bands are anchored to the asset's own long moving average and scaled by a slow
decay term, so the model ages with the market rather than refitting to it. Once the
coefficients are set, they stay fixed. That is the point — a fixed anchor is what makes
the reading verifiable.
The pane also prints Risk and Smoothed Risk (0–100) to the Data Window on every bar.
PIVOT LABELS (THE CYCLE LOG)
The Oracle finds major highs and lows in the deviation series and labels each one.
With "Enrich pivot labels" on, every label carries four lines:
Date
Dev%
Risk (0–100)
Smoothed Risk (0–100)
This turns the chart into a running log of cycle tops and bottoms with their exact
conditions attached. Read left to right and you can see whether each cycle peaked at a
similar risk level, or whether the character is shifting.
MEDIAN ENGINE
Two optional medians summarise the history:
Peak medians — the typical magnitude of major pivot highs and lows.
All-bar medians — the central tendency of every positive and negative deviation.
Use the peak medians as rough "this is where cycles usually turn" reference lines. A
minimum-magnitude filter keeps small noise pivots out of the peak calculation.
READABILITY
Auto-contrast picks black or white label text automatically from each background's
brightness, so labels stay legible across the full
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Simple Moving Average X RiskZIZO ⬡ Risk SMA
The 200-day SMA, painted with the ZIZO risk engine. Trend and valuation in a single line — no second pane required.
Hard money. Don't trust. Verify.
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WHAT IT DOES
A moving average tells you where the trend is. It says nothing about whether that trend is cheap or expensive. This overlay adds the missing half.
It plots a standard SMA (200 by default) directly on your price chart, then colours that line by the same risk model that drives the ZIZO Risk pane. Cold blue means low risk — the baseline is sitting deep in the value band. Hot red means high risk — it's stretched toward the top. You read the trend and its risk in one glance, without opening a separate oscillator.
The colour engine is the ZIZO Risk v3.9 engine, verbatim. Same bounds, same colormap, same numbers. If the risk pane says 42, this line paints the 0.4 band. Parity is the whole point — verify it side by side.
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HOW THE RISK IS MEASURED
Risk here is a position, not a probability. It answers one question: where does the price sit between a lower bound and an upper bound, measured in log space?
• 0 means price is resting on the lower bound.
• 100 means price is pressed against the upper bound.
• 50 means it's halfway between, on a log scale.
The bounds are built from the SMA baseline and a time-scaling factor. The factor lets the bands drift as the series ages — a deliberate model assumption that fair-value ranges compress over a long history rather than staying fixed forever. You control that drift with the Decay and Sensitivity inputs. If you reject the assumption, flatten them.
Because the metric lives in log space, it behaves the way a log price chart does. That is intentional and consistent across the whole ZIZO suite.
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TWO COLOUR SOURCES
The line drawn is always the SMA. What you colour it by is your choice:
• Smoothed Risk (default) — the risk of the SMA itself. Calmer. This is the line that matches the smoothed track in the risk pane.
• Relative Risk — the risk of spot price. Jumpier, more reactive. Use it when you want the SMA to carry the live temperature of price rather than its own.
The info table shows both readings at once, each on its own colour swatch, so you never have to guess which is which. Table text auto-contrasts — black on bright swatches, white on dark — so it stays legible in every band.
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MULTI-TIMEFRAME
Set the risk timeframe to Daily, Weekly, Monthly, or follow the chart. The SMA and its risk are computed on that timeframe and pulled onto your chart, so you can run a true daily-risk SMA while viewing any resolution.
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ALERT
One alert: band change. It fires when the coloured line crosses from one risk band into the next — a regime shift of one decile. Quiet when nothing has changed, loud when the temperature moves.
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INPUTS WORTH KNOWING
• SMA length and line width.
• Colour source — Smoothed or Relative.
• Risk engine controls — Time offset, Decay, Sensitivity, Baseline control, Upper/Lower bound.
• Lowerbound is dynamic — leave this off (recommended). The lower bound holds steadier that way.
• Timeframe, info table position and size.
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HONEST NOTES
This is not a new model. It is the ZIZO Risk engine wearing a different coat. Every value it prints should match the risk pane to the decimal — if it ever doesn't, trust neither until you find out why.
The bounds ship calibrated for BTC. Point it at another asset and the numbers become meaningless until you recalibrate. Do the work, or don't trust the colour.
Risk is a position between two bounds, not a forecast. A reading of 80 does not mean an 80% chance of anything. It means the baseline is high in its band — nothing more, nothing less.
Nothing here is financial advice. It is a lens, not a signal.
Hard money. Don't trust. Verify.
— PseudoNakamoto21
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Zone in, Zone out (MTF Auto-Anchored)ZIZO · BTC Zone Projector (MTF, Auto-Anchored)
Auto-anchored cycle zones off the 200-day SMA. No manual anchoring. No hardcoded dates. Every number on screen is a chosen value, not a fitted one.
Hard money. Don't trust. Verify.
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WHAT IT DOES
Most zone tools make you drag an anchor to a top or bottom by hand. This one places the anchor for you.
When price makes a confirmed 200-SMA cross, the script drops an anchor at that cross and fans out a set of percentage-offset zones — five to the upside, five to the downside. Each set stays pinned to its own cross. When a new regime confirms, a fresh set spawns and the old one closes off.
The upside ladder walks the emotional cycle of a bull:
Optimism → Belief → Thrill → Euphoria → Maximum Risk
The downside ladder walks the bear:
Anxiety → Denial → Panic → Capitulation → Maximum Opportunity
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HOW THE ANCHORING WORKS
Three ideas do the heavy lifting.
1. The SMA runs on a timeframe you choose, not your chart timeframe.
Set the source to Daily (default) and you get a true 200-day SMA even while you view a Weekly chart. The cross logic is computed on that source timeframe and pulled in with lookahead off, so confirmed anchors do not repaint.
2. A new anchor locks only after conviction, not on the first touch.
Price has to hold on one side of the SMA for N consecutive source-timeframe closes (default 20) before a new anchor prints. That filters the chop around the line. The trade-off is honest and by design: the anchor appears a little after the cross itself.
3. A set ends fast, but starts slow.
A cycle is marked complete on the first single-bar confirmed close on the opposite side of the SMA. Slow to commit to a new regime, quick to admit the last one is over. The asymmetry is deliberate.
The live set — the one you're in right now — projects forward to a fixed expiry date you set. Completed sets simply terminate at the close that ended them. That keeps old geometry from cluttering the projection.
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WHAT YOU SEE
• Anchor line at 0% (the cross price) with a bull/bear tag.
• Ten zone lines with price and percentage labels.
• Heat-gradient fills between zones (green→blue below, yellow→red above).
• A cross signal label at each confirmed anchor.
• A cycle-duration label — elapsed days while a set is live, realised days once it completes. Days are counted on the calendar, not by bar, so data gaps and mixed timeframes don't distort the count.
• An optional Cycle Map table: current anchor, price now, deviation from anchor, and the stage you're standing in.
You can show the current set only, the last bull plus last bear, or every confirmed anchor in history.
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INPUTS WORTH KNOWING
• Confirm bars — how many consecutive closes lock a new anchor. Higher = fewer, cleaner anchors. Lower = earlier, noisier ones.
• Source timeframe — where the SMA and cross confirmation live. Keep it at or below your chart timeframe.
• Zone expiry date — how far the live set projects.
• Upside / Downside offsets — the percentage ladder. This is your calibration. Own it.
• Per-zone visibility, colours, line style, fills, table position.
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HONEST NOTES
This is a framing tool, not a crystal ball. The zones are geometry measured off an anchor. They mark where the emotional stages of past cycles have tended to sit relative to the 200-SMA cross — they are not forecasts, and the market is under no obligation to respect them.
The offsets ship calibrated for BTC. Change the asset and the numbers should change with it. Verify them against your own history before you trust a single line.
The confirmation filter means the anchor prints after the cross, on purpose. If you want an earlier anchor, lower the confirm-bars count and accept more noise. There is no free lunch here — only a dial you control.
Nothing here is financial advice. It is a lens for thinking, not a signal to act.
Hard money. Don't trust. Verify.
— PseudoNakamoto21
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KC Sessions PRO [Asia, London & New York High/Low]Description
KC Sessions PRO is a clean session-structure indicator designed to display the active trading ranges of the Asia, London, and New York sessions.
The indicator tracks each enabled session’s developing high and low and presents the information using lightweight session boxes, high/low lines, compact labels, and a dashboard. Its main objective is to provide session context while keeping the chart readable and reducing unnecessary historical clutter.
HOW IT WORKS
During an active session, the script continuously updates that session’s high and low.
When the session closes, its completed range can either be removed or retained temporarily, depending on the selected display mode.
DISPLAY MODES
• Clean — Displays active sessions only and removes completed session objects.
• Standard — Displays active sessions and retains limited recent session history.
• Pro — Displays active sessions with additional completed-session context.
MAIN FEATURES
• Asia, London, and New York session tracking
• Developing session high and low
• Optional session range boxes
• Solid session-high lines
• Dashed session-low lines
• Compact A, L, and NY labels
• Clean, Standard, and Pro display modes
• Automatic removal of older chart objects
• Adjustable completed-level extension
• Configurable session time zone and hours
• Compact active-session dashboard
• Session open and close alert conditions
DASHBOARD
The dashboard displays:
• Current active session
• Active session high
• Active session low
• Selected display mode
• Timeframe suitability status
DEFAULT SESSION HOURS
The default hours use the selected time zone:
• Asia: 00:00–08:00
• London: 08:00–16:00
• New York: 13:00–21:00
Users should adjust these hours and the time zone where necessary for their instrument, broker, location, and daylight-saving requirements.
RECOMMENDED USE
This indicator is most useful on intraday charts, particularly:
• 1-minute
• 5-minute
• 15-minute
• 30-minute
• 1-hour
• 4-hour
PRACTICAL APPLICATIONS
KC Sessions PRO may be used to study:
• Session range expansion
• Intraday support and resistance
• Breaks of session highs or lows
• Volatility changes between trading sessions
• London and New York overlap
• Session-based market structure
• Intraday liquidity context
IMPORTANT LIMITATIONS
• Session times depend on the selected time zone and user-defined session hours.
• Different brokers and instruments may use different trading-day structures.
• The displayed session high and low continue developing until the session closes.
• Session levels should not be treated as automatic trade-entry signals.
• The script does not predict future price direction or guarantee trading outcomes.
This indicator is intended for educational and informational analysis only. It is not financial advice, a trading recommendation, or a guarantee of performance. Users should conduct their own analysis and apply appropriate risk management.
Short Description:
A clean intraday indicator that tracks Asia, London, and New York session ranges, developing highs/lows, limited session history, and active-session context.
Release Notes
INITIAL RELEASE — VERSION 2.1
• Added Asia, London, and New York session tracking
• Added developing session highs and lows
• Added Clean, Standard, and Pro display modes
• Added session boxes and compact session labels
• Added automatic historical-object cleanup
• Added active-session dashboard
• Added configurable timezone and session hours
• Added session open and close alert conditions
• Optimized default settings for a cleaner chart
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RSI Divergence + EMA Trend FilterDescription:
Divergence is one of the most discussed concepts in technical analysis and one of the most misapplied. The core idea is simple: when price makes a new high but the RSI makes a lower high, momentum is weakening even as price advances. That disconnect between price action and momentum is what divergence measures — and it often precedes reversals before price itself confirms the change in direction.
This strategy formalizes that concept into a rule-based, backtestable system with two components: RSI divergence detection and an EMA trend filter that determines which divergences to act on.
What divergence actually measures
RSI measures the speed and magnitude of price changes. When price reaches a new swing high but RSI fails to reach a correspondingly higher reading, it means the buying pressure behind the new high was weaker than the buying pressure behind the previous high. The market got to a higher price but required less momentum to do it — which suggests the move is losing conviction. Bearish divergence (price higher, RSI lower) signals potential exhaustion in an uptrend. Bullish divergence (price lower, RSI higher) signals potential exhaustion in a downtrend.
Important: divergence is a momentum signal, not a reversal guarantee. Price can continue making new highs with weakening RSI for a significant period before actually reversing. This is why divergence signals work best when combined with a trend filter that identifies the broader market context.
The EMA filter
The 200 EMA defines the dominant trend regime. Bearish divergence signals — where momentum is weakening on the upside — are only acted on when price is below the 200 EMA, meaning the broader trend is already bearish and divergence represents a potential resumption of that trend after a counter-trend bounce. Bullish divergence signals are only acted on when price is above the 200 EMA, where they represent potential continuations of the dominant uptrend after a pullback with improving momentum.
This filter deliberately reduces the total number of signals. Many valid divergences occur against the dominant trend and produce short-lived reversals that reverse again quickly. By requiring trend alignment, the strategy trades fewer setups but acts on the ones with a higher probability of following through.
How divergence is detected
The strategy identifies swing highs and swing lows using a lookback period — the number of bars on each side of a pivot that must be lower (for a high) or higher (for a low) to qualify as a genuine swing point. When two consecutive swing highs show price making a higher high but RSI making a lower high, bearish divergence is flagged. When two consecutive swing lows show price making a lower low but RSI making a higher low, bullish divergence is flagged.
The lookback length is the most important input to tune. A shorter lookback detects more swing points and generates more signals, but many will be minor pivots in the context of noise. A longer lookback requires more significant swing points and generates fewer, higher-quality signals. On daily charts, a lookback of 5 works well. On lower timeframes, 3 to 4 is more appropriate.
Exits
Positions exit at an ATR-based stop-loss and a fixed ATR-based take-profit. The stop is placed beyond the swing point that generated the divergence signal — for a bearish divergence, the stop sits above the swing high; for a bullish divergence, below the swing low. This is intentional: if price breaks through the very level that defined the divergence, the signal is invalidated regardless of what RSI was doing. The take-profit is set at 2x ATR to maintain a positive reward-to-risk ratio across the system.
What to evaluate in backtesting
Look at the signal distribution across different market environments. Divergence strategies tend to perform differently in trending versus ranging markets — in strong trending environments, bearish divergences against the dominant trend will produce many false signals even with the EMA filter. Look at whether the EMA filter is doing real work by temporarily disabling it and comparing signal quality. Check average trade duration — divergence signals that take too long to play out often give back open profit before the take-profit level is reached.
This is not a high-frequency strategy. On daily charts with a 5-bar lookback, signals may appear only a few times per month on a given instrument. That frequency is appropriate — divergence setups require specific conditions to form and should not be forced.
Shared for educational purposes and discussion. This is not investment advice. Backtest on your own instruments and timeframes before drawing conclusions about expected performance. Estrategia
Intrabar Volume Profile [Order Flow]A volume profile answers one question: at which prices did the volume actually trade? The answer depends entirely on how you distribute each bar's volume across price. Intrabar Volume Profile does it by reading the lower-timeframe intrabars inside every chart bar and placing each intrabar's volume across its own high-low range — so a peak forms at the prices where the volume actually traded, and the Point of Control lands where trading concentrated. It also estimates the buy/sell split from intrabar direction, tells you on the chart that it is an estimate, and hides it when the resolution is too low to mean anything. It is an observation tool, not a signal service.
HOW IT WORKS
A chart bar only gives you one volume number for a whole price range. To place that volume at prices, you have to know where inside the bar it traded — and that is what the lower timeframe provides. The tool requests the intrabars of each chart bar and works from them.
Intrabar distribution — each intrabar's volume is spread across its own high-low range, proportionally to how much of each profile row that range covers. A 5-minute bar that only moved between 108 and 110 puts its volume at 108-110, not across the whole bar range. Rows are tick-aligned: the row height is a number of the symbol's minimum price ticks, and the row count follows the price range.
Buy/sell estimate — the intrabars this tool reads carry price and volume, but no bid/ask, so a true buy/sell split cannot be built from them. What can be done is an estimate: an intrabar that closes above its open counts to the buy side, below its open to the sell side. An intrabar that closes exactly at its open is neutral and is never forced onto a side.
Resolution gate — the estimate only carries information if there are enough intrabars per bar. Below roughly four intrabars per bar the split collapses toward simply restating the candle's direction, so the tool stops colouring by side, falls back to total volume, and says so on the chart.
Point of Control and Value Area — the POC is the row with the most total volume. The Value Area expands outward from the POC until it covers your chosen share of the range's volume (default 70%), giving VAH and VAL. Both are computed on total volume, so they stay valid whether or not the split is shown.
Display modes — Buy/Sell colours each row by its dominant side (length stays total volume). Total draws plain volume by price with no buy/sell claim at all. Delta draws the net buy-minus-sell imbalance. Optional shading makes strongly one-sided rows more saturated.
The profile is drawn in the right margin, to the right of the last bar and growing left, so it does not sit on top of the candles.
When the tool hits a limit, it says so instead of quietly degrading. A single factual line appears when — and only when — something applies: the split is unavailable at this resolution, the volume is tick volume, the range was capped by the lower-timeframe budget (with how many bars are actually covered), the row size was raised to fit a wide range, or there is no usable volume data. When nothing applies, there is no note on your chart.
The intrabars of each chart bar in the range are requested from a lower timeframe
Every intrabar's volume is distributed across the rows its own high-low range covers; direction (close vs open) assigns it to the buy or sell side, with doji intrabars left neutral
Rows, POC and Value Area are drawn from the accumulated totals; anything the tool cannot do at this resolution or data quality is stated on the chart rather than approximated silently
HOW TO READ
Long rows are prices that absorbed a lot of volume; short rows are prices the market passed through. The Point of Control is the single price row that traded the most.
The Value Area marks where the bulk of the volume changed hands — a common reference for the range the market accepted versus the edges it rejected.
Colour in Buy/Sell mode shows which side the estimate leans at that price, and the shading shows how one-sided it is. It describes what the intrabars did — it is not a forecast and not a buy or sell instruction.
Delta mode shows only the net imbalance per row, so balanced prices shrink toward nothing and one-sided prices stand out.
If you want no estimate at all in the picture, use Total mode: it is plain volume by price and makes no claim about who was buying.
The profile describes the data in the range you are looking at. In Visible Range mode it recomputes as you scroll or zoom; use Fixed Lookback if you want it pinned to the last N bars regardless of the view.
INPUTS
Range mode / Lookback bars — Visible Range follows what you are viewing; Fixed Lookback holds the last N bars.
Lower timeframe (Auto / Manual) — Auto picks a lower timeframe from the chart timeframe; Manual lets you set it. More intrabars per bar means a finer distribution and a more meaningful split.
Ticks per row — the row height, in the symbol's minimum price ticks. The row count follows the range; if the range is too wide for the chosen row size, the size is raised to fit and the chart says so.
Bar mode — Buy/Sell, Total, or Delta.
Value Area % / Show POC / Show VAH-VAL — the Value Area share and which levels to draw.
Profile width (% of chart) / Gap from price — the size of the profile and its distance from the last candle; reduce the width if it runs off the right edge.
Colours / Shade by imbalance strength — buy, sell, neutral, POC and Value Area colours; shading scales saturation with how one-sided a row is.
NOTES & LIMITS
This is an observation tool, not a forecast. The buy/sell split is an estimate derived from intrabar direction, not exchange bid/ask: the lower-timeframe intrabars this tool reads carry price and volume, not bid/ask, so a true split cannot be built from them; the tool says this on the chart when the split is shown, drops it when the resolution is too low to be meaningful, and leaves doji intrabars neutral rather than guessing a side. Everything rests on the volume feed underneath it: on instruments with genuine traded volume (futures, crypto) it is at its most reliable, while on forex and CFDs the volume is tick volume (the number of price updates, not contracts traded), so the readings there are looser — the chart tells you when that is the case. On a symbol with no usable volume, nothing is drawn and the reason is stated. The range depends on how far the lower-timeframe data reaches: if the requested range cannot be covered, it is not quietly shortened — the chart reports how many bars are actually included. POC, Value Area and row colour are a factual summary of what traded, not buy or sell instructions, and none of them says whether price will turn or continue. The profile describes the range you are viewing: in Visible Range mode it recomputes when you scroll or zoom, which is how a visible-range tool works; Fixed Lookback keeps it on the last N bars. Contributions from closed bars do not change once the range is set, the profile is drawn at the latest bar, and the lower-timeframe request reads completed intrabars and does not leak the future. No profit, win-rate, or guarantee claim. Open-source under CC BY-NC-SA 4.0 — non-commercial use, attribution to ElisTools required for reuse or derivatives. TradingView (Pine v6) only. Indicador
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Session Kill Zone Volume Map [StrixEDGE]Session Kill Zone Volume Map
A session-aware overlay that maps institutional kill zones — London, New York, and Asia — directly onto your chart with volume-weighted session boxes, Opening Range Breakout levels, and a unified analytics dashboard. Built to give intraday traders immediate visual context on where volume clusters, how sessions develop relative to their historical norms, and when a confirmed breakout is underway.
🔍 What This Indicator Does
The indicator automatically detects the three major forex/futures sessions based on UTC time and draws color-coded session boxes whose fill intensity scales dynamically with real-time volume. High-volume sessions appear visually heavier; low-volume sessions fade into the background. This gives you an instant read on whether today's session is running hotter or cooler than average — without checking a single number.
On top of each session, it tracks the Opening Range (first 15, 30, or 60 minutes) and plots ORB-High and ORB-Low levels as dashed reference lines extending through the session. When price breaks an ORB level with volume confirmation, a directional marker (▲ or ▼) prints on the chart and an alert fires.
▲
▼
A single unified dashboard panel consolidates everything: live session volume, percentage distribution with a visual bar, historical average range, ORB win rate, and session sample count — all in one clean table.
⚡ Key Features
Session Auto-Detection
London (08:00–17:00 UTC)
New York (13:00–22:00 UTC)
Asia (00:00–09:00 UTC)
are detected automatically. All session start and end times are fully customizable down to the minute, so you can adjust for DST shifts or align to your broker's server time.
Volume-Weighted Session Boxes
Each session box fills with the session's assigned color at a transparency that adjusts in real time based on cumulative volume relative to the historical session average. A session running at 2× its normal volume will render noticeably more vivid than one at 0.5×. The base transparency is user-controlled.
Opening Range Breakout (ORB) Levels
The indicator captures the high and low of the first N minutes of each session (configurable: 15 / 30 / 60 min) and draws them as horizontal reference lines. These extend through the rest of the session, serving as the breakout thresholds traders watch for directional continuation.
Volume-Confirmed Breakout Signals
When price closes beyond an ORB level and the breakout bar's volume exceeds the 20-period SMA × a user-defined multiplier (default 1.5×), a directional triangle prints on the chart. No volume confirmation = no signal. This filters out low-conviction breaks.
Unified Session Dashboard
A single professional table displays all session data at a glance:
- Live session volume (absolute + percentage share)
- Volume distribution bar per session
- Historical average session range over your chosen lookback
- ORB win rate (percentage of confirmed breakouts that held direction through session close)
- Session sample count
Table position, text size, and visibility are all input-controlled.
Session High/Low Break Alerts
Separate alert conditions fire when price crosses the previous session's high or low with volume confirmation, giving you an additional layer of inter-session breakout detection.
9 Alert Conditions
Individual bull/bear ORB break alerts per session, a unified "any ORB break" alert, and session high/low break alerts — all configurable in TradingView's alert manager.
⚙️ Inputs & Settings
| Group | Setting | Description |
|---|---|---|
| Session Times | Start/End Hour & Minute | Full control over each session's UTC boundaries |
| ORB Settings | Period (15/30/60 min) | Opening range duration |
| ORB Settings | Line Style / Width | Visual style of ORB levels |
| Display | Show/Hide Sessions | Toggle individual session boxes |
| Display | Base Box Transparency | Controls how transparent session boxes are at normal volume |
| Display | Dashboard Position | Table corner placement |
| Display | Dashboard Text Size | Tiny / Small / Normal / Large |
| Display | Stats Lookback | Number of past sessions for avg range and ORB win rate |
| Alerts | Volume Confirm Multiplier | How far above SMA(20) breakout volume must be |
| Colors | Session & Breakout Colors | Full color customization per session and direction |
📖 How To Use
Session Context
Load on a 5m–1H chart. The session boxes immediately frame where London, New York, and Asia operated. The fill intensity tells you which session carried the most conviction — use that to weight your analysis toward the active kill zone.
ORB Strategy
After the opening range completes, the ORB-H and ORB-L lines become your breakout thresholds. A volume-confirmed break (▲/▼ marker) signals directional intent. Traders often look for price to retest the broken ORB level as support/resistance before committing to a continuation trade.
▲
▼
Dashboard Read
Check the Vol % column to see which session is dominating flow. The ORB WR column tells you how reliable ORB breakouts have been historically for each session on the current instrument — if London shows 85% and Asia shows 50%, that's actionable edge for session selection.
Alerts
Set up any of the 9 alert conditions to get notified without watching the chart. Combine the unified "Any ORB Break" alert with a mobile notification for hands-free monitoring.
📋 Notes
- Designed for intraday timeframes (15m and below recommended for ORB accuracy). A warning displays if loaded on Daily or higher.
- During the London/NY overlap window (13:00–17:00 UTC by default), volume is attributed to both sessions. The percentage distribution shows relative contribution, not mutually exclusive slices.
- ORB win rate is a binary metric: did price close beyond the broken ORB level at session end? It does not measure how far price traveled.
- The volume gradient uses transparency modulation, not a multi-stop color gradient, due to Pine Script rendering constraints.
- Works on any instrument with volume data (forex via tick volume, futures, crypto, equities). Indicador
RONBO USA Market Open PRO v1.0.0The RONBO USA Market Open indicator automatically marks the official opening of the U.S. stock market at 09:30 AM New York time (Eastern Time) with a vertical line on your chart.
The indicator automatically handles Daylight Saving Time (DST) and works correctly for traders anywhere in the world, regardless of their local timezone. Whether you are trading from New York, London, Amsterdam, Tokyo or Sydney, the market open will always be displayed at the correct moment.
Features
✔ Marks the official U.S. market open (09:30 ET)
✔ Automatic Daylight Saving Time (DST) adjustment
✔ Works worldwide in every local timezone
✔ Customizable line color, style and thickness
✔ Clean, lightweight and fast
✔ Perfect for price action, liquidity and opening range analysis
Recommended Timeframes
For the most accurate results, this indicator is designed to be used on intraday charts up to and including the 1-hour timeframe.
Recommended:
1 Minute
3 Minutes
5 Minutes
15 Minutes
30 Minutes
45 Minutes
1 Hour
Why not higher timeframes?
On timeframes above 1 Hour (such as 2H, 4H, Daily or Weekly), there is no candle that starts exactly at 09:30 ET. As a result, TradingView cannot place the vertical line precisely at the official market opening.
For this reason, the indicator is optimized for 1-hour charts and lower, where the market open can be Indicador
RONBO USA Market Open PRO v1.0The RONBO USA Market Open indicator automatically marks the official opening of the U.S. stock market at 09:30 AM New York time (Eastern Time) with a vertical line on your chart.
The indicator automatically handles Daylight Saving Time (DST) and works correctly for traders anywhere in the world, regardless of their local timezone. Whether you are trading from New York, London, Amsterdam, Tokyo or Sydney, the market open will always be displayed at the correct moment.
Features
✔ Marks the official U.S. market open (09:30 ET)
✔ Automatic Daylight Saving Time (DST) adjustment
✔ Works worldwide in every local timezone
✔ Customizable line color, style and thickness
✔ Clean, lightweight and fast
✔ Perfect for price action, liquidity and opening range analysis
Recommended Timeframes
For the most accurate results, this indicator is designed to be used on intraday charts up to and including the 1-hour timeframe.
Recommended:
1 Minute
3 Minutes
5 Minutes
15 Minutes
30 Minutes
45 Minutes
1 Hour
Why not higher timeframes?
On timeframes above 1 Hour (such as 2H, 4H, Daily or Weekly), there is no candle that starts exactly at 09:30 ET. As a result, TradingView cannot place the vertical line precisely at the official market opening.
For this reason, the indicator is optimized for 1-hour charts and lower, where the market open can be Indicador
Indicador
Squeeze Momentum ProSqueeze Momentum Pro (SQZP) — Squeeze-Release Momentum Signals with a Full Trade-Management Shell
█ OVERVIEW
This indicator is built on LazyBear's Squeeze Momentum Indicator as its signal engine, rebuilt into a complete "signal → trade plan → performance tracking" tool. Instead of only displaying squeeze states, it turns each squeeze release into an actionable signal with a defined direction, stop-loss, and three take-profit levels — and it continuously tracks the historical performance of every signal, so you can verify for yourself whether this signal has merit on your instrument and timeframe.
█ SIGNAL LOGIC
Entry signal = squeeze-release bar + momentum direction confirmation:
• Squeeze: Bollinger Bands contract fully inside the Keltner Channel — volatility compression, energy building up.
• Release: the bar where the squeeze ends (sqzOn → off), confirmed on close.
• Direction: determined by the linreg momentum value — long when > 0, short when < 0.
• Optional quality conditions: Minimum Squeeze Bars (the squeeze must last N consecutive bars before release, filtering out shallow compressions) and Momentum Strengthening (the release bar's momentum must be stronger than the previous bar's, matching the "bright" histogram state of the original).
Changes and extensions relative to LazyBear's original:
1. The original only plots a momentum histogram and squeeze dots. This script turns the release bar into a tradable event, and adds the two quality conditions above.
2. Complete exit plan: SL anchored at entry price by ATR multiple; TP1/TP2/TP3 defined in R-multiples (multiples of the actual per-trade risk), with a one-third scale-out settlement model.
3. Trade card: the latest signal's entry, stop, and three targets displayed directly on the chart, with risk-amount conversion.
4. Performance panel: automatic tracking of win rate, profit factor, expectancy (in R), max drawdown, and an equity curve across all historical signals.
5. Edge diagnostics row: MFE/MAE and post-signal N-bar drift (with long/short breakdown and a non-overlapping sampling mode), for testing whether the entry itself carries directional information.
6. Optional filters (ADX / RSI / Volume, OFF by default) and a session filter, for running your own conditional hypothesis tests.
█ HOW TO USE
1. Add to chart. Orange dots along the bottom mark an active squeeze; a long/short marker appears on the release bar.
2. Check the trade card (top right) for the full price plan of the latest signal (entry / SL / TP1-3).
3. Open the stats panel and inspect the historical expectancy of this signal on your symbol and timeframe — if expectancy is negative or the sample is too small, do not trade it there.
4. Built-in Buy / Sell alert conditions are available for creating alerts.
The default parameters (BB 1.5×20, KC 2.0×20, min squeeze 3 bars, momentum strengthening ON, SL 3.0×ATR, TP at 2/3.5/6 R) reflect the author's offline testing preference on crypto 1H charts. Treat them as a starting point only and re-validate on your own market and timeframe. Note: a BB multiplier of 1.5 reproduces the actual behavior of LazyBear's original; the textbook 2.0 definition can be restored via the input.
█ IMPORTANT DISCLAIMERS
• The built-in performance statistics do NOT include commissions or slippage and are therefore systematically optimistic. They are intended for relative signal-quality comparison only and are not a promise of profitability.
• Historical statistics do not predict future results. Extended losing streaks can occur in any period — manage your own risk.
• This indicator is for educational and research purposes only and does not constitute investment advice.
Credits: the signal engine is derived from LazyBear's Squeeze Momentum Indicator — thanks for the open-source contribution.
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Squeeze Momentum Pro（SQZP）— 擠壓釋放動量訊號 + 完整交易管理外殼
█ 這是什麼
本指標以 LazyBear 的 Squeeze Momentum Indicator 為訊號引擎基礎，重建為一套完整的「訊號 → 進出場計畫 → 績效追蹤」工具。它不只畫出擠壓狀態，而是在每次擠壓釋放時給出明確的進場方向、停損價、三段停利價，並持續統計所有歷史訊號的表現，讓你能自行檢驗這個訊號在你的商品與週期上是否有效。
█ 訊號邏輯
進場訊號 = 擠壓釋放棒 + 動量方向確認：
• 擠壓（Squeeze）：Bollinger Bands 完全收進 Keltner Channel 內，代表波動壓縮、能量累積。
• 釋放（Release）：擠壓狀態解除的那根 K 棒（sqzOn → off），於收盤確認進場。
• 方向：以 linreg 動量值判定 — 動量 > 0 做多、< 0 做空。
• 可選強化條件：最少擠壓棒數（釋放前需連續擠壓 N 棒，過濾淺層壓縮）、動量需增強（釋放棒動量須比前一棒更強，對齊原版直方圖的「亮色」狀態）。
相對 LazyBear 原版的修改與擴充：
1. 原版只顯示動量直方圖與擠壓點，本指標將「釋放棒」事件化為可交易訊號，並加上最少擠壓棒數與動量增強兩個品質條件。
2. 完整出場計畫：SL 以 ATR 倍數錨定進場價，TP1/TP2/TP3 以 R 倍數（實際風險的倍數）設定，支援三等分分批出場模型。
3. 交易卡：圖上直接顯示最新訊號的進場價、停損價、三段停利價與風險金額換算。
4. 績效統計表：自動追蹤所有歷史訊號的勝率、獲利因子、期望值（R）、最大回撤與資金曲線。
5. Edge 診斷列：MFE/MAE、訊號後 N 棒漂移（含多空分解、非重疊取樣模式），用於檢驗訊號本身是否含方向資訊。
6. 可選濾網（ADX / RSI / 量能，預設關閉）與 Session 時段過濾，供使用者自行做條件化檢定。
█ 使用方式
1. 掛上圖表後，圖下緣橘點表示擠壓進行中；出現多／空標記即為釋放訊號。
2. 看右上角交易卡取得該筆訊號的完整價位計畫（進場／SL／TP1-3）。
3. 打開統計表，觀察此商品此週期的歷史訊號期望值——期望值為負或樣本太少，就不要用在這個市場。
4. 內建 Buy / Sell 警報條件，可直接建立 Alert。
預設參數（BB 1.5×20、KC 2.0×20、最少擠壓 3 棒、動量需增強、SL 3.0×ATR、TP 2/3.5/6 R）為作者在加密貨幣 1H 週期上離線檢驗後的偏好配置，僅供起點參考，不同商品與週期請自行重新檢驗。註：BB 乘數 1.5 對應 LazyBear 原版的實際行為；正統 2.0 定義亦可透過參數還原。
█ 重要聲明
• 指標內建的績效統計未計入手續費與滑價，數字系統性偏樂觀，僅供訊號品質的相對比較，不構成任何獲利承諾。
• 歷史統計不代表未來表現。任何時期都可能出現連續虧損的區間，請自行做風險管理。
• 本指標為教育與研究用途，不構成投資建議。
致謝：訊號引擎源自 LazyBear 的 Squeeze Momentum Indicator，感謝其開源貢獻。 Indicador
Strong Prop Challenge Sim | ProjectSyndicateStrong Challenge Sim answers the one question every prop-firm trader pays to find out the hard way: with the edge you actually have, what are the odds you pass — and what kills you when you don't. Instead of a single pass/fail formula, it runs thousands of complete evaluations trade-by-trade and day-by-day, enforcing your firm's real rule set the way the firm enforces it: profit target, daily loss limit, maximum drawdown, minimum days, deadline, and consistency. Every simulated run is counted into exactly one outcome — passed, killed by the daily limit, killed by max drawdown, voided by the consistency rule, or out of time — so the buckets always sum to 100% and no losing run is hidden. The result is drawn as real equity curves on a real balance axis in its own pane, ranked on a two-panel dashboard, priced out in expected value, and audited against a pre-flight checklist — so you can see how the challenge behaves on your numbers before you pay a fee.
🎲 Monte-Carlo Core — the core idea, expressed as a lifecycle: EDGE ▸ TRADES ▸ DAYS ▸ RULES ▸ VERDICT. Your edge is defined per trade — win rate, reward:risk, average loss in R, risk basis and size, trades per day. The engine plays that edge forward one trade at a time, accumulates each day, and after every single trade it checks the rule stack in the same order a firm's risk system does: has equity touched the maximum-drawdown floor, has the day's loss breached the daily limit, has the profit target been reached, and have the minimum trading days been served. The drawdown floor itself is modelled three ways — Static from your starting balance, Trailing from the equity peak, or Trailing → locks once the floor reaches your starting balance — because that single rule changes the answer more than almost anything else. Phase 1, Phase 2, or both back-to-back. A deterministic seed makes every result reproducible; change it to draw a different sample.
📈 Equity Simulator — the whole point is to watch the runs, so the indicator lives in its own pane on a true balance axis rather than fighting your price scale. Up to eight complete simulated challenges are drawn as full equity curves, stretched across an adjustable width, each coloured by how it actually ended: green passed, orange died on the daily loss limit, red blew the maximum drawdown, blue passed the target but was voided by the consistency rule, grey ran out of time. Every curve prints its ending balance and outcome at its right edge, and the Target, Start, and Max-DD reference lines are labelled with their real money values — so you read the balances directly instead of guessing at the scale.
🧮 Edge Analytics — the deterministic maths behind the simulation, stated plainly: expectancy per trade in R and as a percentage of equity, theoretical profit factor, break-even win rate, your margin above or below it, the Kelly-optimal risk with a verdict on the risk you actually chose (conservative / aggressive / OVER-BET), and the estimated number of trades to reach target alongside the average the simulation really needed. If the edge is negative, this is where it shows up first — no number of simulations fixes maths that doesn't work.
⚙️ Execution Reality — the section most calculators pretend doesn't exist, and the reason backtests flatter you. Two costs are modelled explicitly. Spread and slippage are charged on every single trade in R, shrinking every winner and deepening every loser, because clean mid-price backtesting overstates performance. Execution Rate captures the gap between the strategy and the operator: the share of setups you actually take by the rules, with the remainder taken as marginal, late, off-rule entries at a degraded win rate. The panel then shows your Backtest WR → Real WR and the exact R your edge loses to costs and execution. Improving execution is frequently worth more than optimising the strategy.
🧠 Loss-Streak Anchor — the psychological instrument. The engine records the longest run of consecutive losers in every simulation and reports the typical and worst streak you should expect, then converts the worst one into what it actually costs as a percentage of your account. This is the number that stops you revenge-trading on loss four when your own data says six is normal — and it is also a hard risk test: if your worst plausible streak costs more than the maximum drawdown, the challenge is unsurvivable at that risk size no matter how good the headline pass probability looks.
💰 Challenge Economics — a challenge is a purchase, so it gets priced like one. Enter the fee, whether it's refunded on first payout, your profit split, the profit you expect per payout cycle, and how many cycles you realistically expect to collect. The panel returns the expected number of attempts to pass, the total fees you should expect to spend getting there, your expected payouts, the net expected value of the whole venture, and the ROI on fees — flagged +EV or −EV. A 99% pass probability and a −EV verdict can coexist; this is where you find out.
📅 Profit Calendar — a day-by-day heat map of one sample run, up to thirty trading days, green for up days and red for down days with the intensity scaled to the size of the move and the P/L printed in each cell, plus that run's final outcome. It turns an abstract probability into a story you can read: where the drawdown hit, which day carried the account, and whether one outsized day is quietly setting up a consistency-rule violation.
⚖️ Rule-Profile Comparison — your identical edge run against six different rule sets side by side, showing target, daily limit, maximum drawdown and the resulting pass probability, with your own rules marked. Profiles are labelled by their actual numbers and drawdown type rather than by brand, because firm terms change and the rules are what the maths responds to. The same trader can be comfortably profitable under one rule set and mathematically doomed under another — this makes that visible before you choose.
🔥 Sensitivity Grid — an optional 5×5 heat grid re-running the simulation across a range of win rates and reward:risk ratios around your inputs, colour-graded by pass probability with your base case marked. It shows how fragile or robust your pass odds are: whether you sit on a plateau where a small slip still passes, or on a cliff edge where two points of win rate is the difference between funded and refunded.
✅ Readiness Checklist — the pre-flight audit, scored out of eight, every box ✓ before you pay: the edge is positive after costs, the sample behind your numbers is at least 100 trades, risk sits at or below half-Kelly, pass probability clears 50%, the worst loss streak is survivable inside the maximum drawdown, spread and slippage are actually modelled, execution rate is at least 85%, and the average drawdown per run stays inside the limit. Each item shows the value it was judged on, so a ✗ tells you exactly what to fix.
📊 Two-Panel Dashboard — the read-out is split into two panels so it fits on a normal screen. Panel A — Results carries the verdict with a pass-probability bar and a plain-language rating, the full failure breakdown by cause, time to pass as median / fastest 10% / average / slowest 10% with the average ending balance and net P/L, the loss-streak anchor, day extremes (average up day, average down day, gain/loss ratio, best and worst day), and your setup summary. Panel B — Edge & Economics carries edge analytics, execution reality, challenge economics, and the readiness checklist. Both panels, the calendar, the comparison and the grid can each be placed in any of nine screen slots at three text sizes, so nothing overlaps whatever else you run.
🎚️ Discipline & Behaviour Controls — rules you impose on yourself, tested rather than assumed. A daily profit lock stops the day after +X R; a circuit breaker stops it after −Y R. Tilt / revenge sizing models the classic killer: after a chosen number of consecutive losses, risk is multiplied — switch it on and watch the daily-loss failure rate climb. The consistency rule caps how much of total profit a single day may carry and voids passes that breach it, exactly as firms do. Variable R randomises win and loss sizes around your averages for extra realism.
🔔 Alerts — fires on a positive edge (expectancy above 0R after costs) and on a negative edge, the latter being the one that matters: it means the challenge maths does not work at your current inputs, regardless of how the curves happen to look.
🔧 Fully Customizable — every component is exposed: account size, currency symbol and phase; both profit targets, daily and maximum drawdown, drawdown type, minimum days, deadline, and the consistency rule with its threshold; win rate, reward:risk, average loss in R, risk basis (current equity / starting balance / fixed amount), risk size, trades per day, and the sample size behind your numbers; spread and slippage in R, execution rate, off-rule win rate, and tilt with its trigger and multiplier; the profit lock and circuit breaker; fee, refund, split, payout percentage and payout count; simulation count, seed, and R randomisation; curve count, curve width, reference lines and balance labels; and every panel, module, position and text size.
🎯 Why this is different — a pass-probability calculator gives you one number from a formula and stops. This runs the entire evaluation thousands of times under the firm's real rule stack, tells you not just whether you pass but precisely what kills you when you don't, charges you for spread and for the trades you don't take properly, hands you the loss streak you must be able to sit through, prices the attempt in expected value rather than hope, checks your readiness against eight objective boxes, and draws the whole thing as honest equity curves where every stop-out is counted. It is built to talk you out of a bad challenge, not into one.
🚀 Where to use it — the simulator is symbol- and timeframe-agnostic: it models your trading edge and your firm's rules, not the chart it sits on, so you can leave it on any instrument on any timeframe and the answer is the same. Load the chart you actually intend to trade for context, feed it the win rate and reward:risk from your own backtest or journal on that market, and set the rule inputs to your specific target firm — different firms' rules produce materially different answers from the identical edge.
🎯 How to use it
Enter your firm's rules exactly — target, daily limit, maximum drawdown, and above all the correct drawdown type, since Static, Trailing and Trailing → Lock are not interchangeable.
Enter your real edge from a real sample — win rate, reward:risk, average loss in R, risk per trade and trades per day — and set the sample size honestly. Under 100 trades, the checklist will flag your numbers as statistically meaningless, and it is right.
Set the execution reality before you believe anything — put your true spread and slippage in R, and set your execution rate to what you actually achieve, not what you intend. Watch Backtest WR → Real WR.
Read the verdict, then read why runs fail — the failure breakdown tells you what to fix. Daily-limit failures mean size or tilt; max-drawdown failures mean the edge or the risk; timeouts mean the target is out of reach in the time allowed.
Check the loss-streak anchor and the checklist before the pass probability — a 99% pass probability with an unsurvivable worst streak is a tail risk, not a green light.
Price it in Panel B — if the net expected value is negative, the challenge is a bad purchase however good the odds look.
Tune risk with the Kelly verdict and the sensitivity grid, and re-check the calendar for consistency-rule exposure if your firm enforces one.
⚠️ Important — this is a planning and decision-support tool, not a trading system, and it makes no performance guarantees. Every output is a probabilistic estimate derived entirely from the inputs you provide: the simulation cannot know your real edge, and garbage in is garbage out with three decimal places. Real markets are not independent coin flips — they cluster, trend, gap and change regime, while the model assumes each trade is an independent draw from your stated win rate, so treat the results as the mathematical shape of your challenge rather than a forecast of it. Pass probability is the headline and the least useful number on its own; weigh it against the failure breakdown, the loss-streak anchor, average drawdown and expected value. Rule sets vary between firms and change over time — verify every rule against your firm's current terms, particularly the drawdown type and any consistency requirement. No simulation, however honest, is a substitute for a tested edge and your own risk management. Indicador
BTC Trend-Momentum Strategy A rules-based long/short strategy designed specifically for Bitcoin, combining three complementary components:
Trend filter (EMA 200): Only trades in the direction of the prevailing trend — long above the EMA, short below it.
Volume confirmation (Chaikin Money Flow): Confirms that actual buying or selling pressure supports the trend direction before entering.
Momentum trigger (Stochastic RSI): Times entries when %K crosses back out of oversold/overbought territory, avoiding entries at momentum extremes.
Optional volatility filter (ATR vs. its moving average): Can restrict trading to periods of above-average volatility, filtering out low-volatility chop.
Risk disclosure: This strategy has no built-in stop-loss or take-profit. Positions are only closed by an opposing signal (a long signal closes an existing short and vice versa). This means an open position can theoretically run at a loss for an extended period before the opposite signal triggers. Traders should manage their own risk (position sizing, stops) independently when applying this on a live account.
Backtest settings used: Initial capital $1,000, 0.075% commission per trade, no slippage, 100% equity per trade, tested on BTC/USD from 2018 onward. Past performance does not guarantee future results.
This publication is for educational purposes only and does not constitute financial advice. Estrategia
Session Profitability Visualizer
What it shows
Session Profitability Visualizer breaks the trading day into its 24 hours and shows, for each hour, how price has historically behaved on your chart. It answers a simple statistical question: "When this market trades at 09:00 vs. 14:00 vs. 20:00, how have bars in that hour tended to move?"
For every hour with enough data it displays a table with:
- Hour — the hour-of-day bucket (00:00–23:00) in the symbol's exchange timezone
- Cum move — the cumulative close-minus-open of all completed bars in that hour (in points, or in % if you select the percent metric)
- Bars — how many completed bars contributed to that bucket (the sample size)
- % Pos — the share of those bars that closed above their open
Rows are tinted green or red by the sign of the cumulative move, with color intensity scaled by magnitude relative to the strongest hour, so the "heavier" hours stand out at a glance. An optional (off by default) background shading tints the chart by the historical statistics of the hour the current bar belongs to.
How it works
On every completed intraday bar inside the lookback window, the script:
1. Determines the bar's hour of day using the symbol's exchange timezone (syminfo.timezone).
2. Computes the bar's move — either close − open in points, or (close − open) / open × 100 in percent, depending on the Metric input.
3. Adds that move to the hour's running sum, increments the hour's bar count, and increments a positive-bar counter when the move is positive.
The per-hour sums, counts, and positive counts are held in three 24-element arrays. The table is rendered once on the last bar from those arrays. There is no request.security() call, no reference to future data, and only confirmed bars are counted — the statistics do not repaint on historical data (the live, still-forming bar is excluded until it closes).
Inputs
- Lookback (bars) — how many recent bars feed the statistics (default 5000). Larger windows are more stable; smaller windows react faster to regime changes.
- Metric — Points (close − open) or Percent (bar return %). Percent is more comparable across price levels and long histories.
- Min samples per hour — hours with fewer completed bars than this are hidden (default 30), so thin buckets don't masquerade as meaningful.
- Table position — where the table sits on the chart.
- Shade background — optional tint of the current bar's hour by its historical stats (off by default).
How to use it
Apply it to any intraday chart (15m or 1h are good starting points — on a 15m chart each hour bucket gets four bars per session). Look for hours where the cumulative move and the % positive rate agree and the sample count is healthy; those are the hours where the market has shown a persistent directional lean on your symbol. Compare the same symbol on different lookbacks to see whether the pattern is stable or an artifact of one period.
Limitations — please read
- Hour buckets use the symbol's exchange timezone, not your chart's display timezone. A "09:00" row on NASDAQ symbols means 09:00 America/New_York regardless of your local clock.
- Bar close-minus-open is a directional proxy, not trade P&L. It ignores spreads, slippage, position sizing, and intrabar path.
- The statistics are a historical observation, not a prediction. An hour that has drifted up for 5000 bars can stop doing so at any time; sample sizes shrink quickly on higher intraday timeframes.
- The script is intraday-only by design; on daily and above it shows an explanatory message instead of statistics.
This is a statistical visualization tool. It does not generate signals or recommendations of any kind.
Indicador
Multi-Timeframe Squeeze Board LiteWhat it shows
Multi-Timeframe Squeeze Board — Lite answers one question at a glance: "Where is this symbol compressed, and which way is momentum leaning, on every timeframe that matters?" For the chart's symbol it displays a compact table with one row per timeframe — 15m, 1h, 4h, Daily, Weekly — and two readings per row:
- Sqz — the TTM Squeeze compression state as a colored dot, using the standard three-level cascade: orange = high squeeze (deepest compression), red = mid squeeze, black = low squeeze, green = no squeeze (volatility released / normal).
- Mom — the squeeze momentum oscillator as a colored arrow using the classic 4-color scheme: aqua = positive and rising, blue = positive but falling, yellow = negative but rising, red = negative and falling. The arrow points up when momentum is increasing bar-over-bar and down when it is decreasing.
A stacked squeeze (orange/red dots on several adjacent timeframes) marks a market coiling across horizons; the momentum colors tell you which side the pressure is building on.
How it works
Each row runs the full TTM Squeeze calculation on its own timeframe via request.security() with lookahead = barmerge.lookahead_off (no future data, ever):
1. Bollinger Bands: SMA(close, 20) basis, 2.0 × population standard deviation.
2. Keltner Channels: the same SMA(close, 20) basis, with band width = SMA of True Range over 20 bars (simple average of TR — not Wilder's ATR) at three multipliers: 1.0, 1.5, 2.0.
3. A squeeze is on when the Bollinger Bands sit fully inside the Keltner Channel on both sides. The narrower the Keltner band that still contains the BB, the deeper the compression — hence the 1.0-multiplier band defines the high squeeze, 1.5 the mid, 2.0 the low.
4. Momentum is the linear regression of price's deviation from the average of the Donchian midline and the SMA, over the same 20 bars.
By default the board evaluates confirmed bars only: every row shows the last fully closed bar of its timeframe, so a dot or arrow never changes after it appears. See Limitations for the tradeoff.
Inputs
- Squeeze length — lookback for BB, KC and momentum (default 20, the canonical TTM setting).
- Confirmed HTF bars only — ON (default): stable, non-repainting readings that lag up to one bar of each row's timeframe. OFF: rows track the still-forming higher-timeframe bar — more current, but the reading can flip until that bar closes.
- Table position / Table size — where the board sits and how large it renders.
How to use it
Apply it to a 15m chart (or lower) so all five rows populate. Scan the Sqz column top-to-bottom: multiple orange/red dots stacked across timeframes indicate multi-horizon compression — historically the precondition for expansion moves. Then read the Mom column for directional lean while the compression resolves. The board is a context tool: it tells you where energy is stored, not when or in which direction it must release.
Limitations — please read
- Confirmed-bar lag: with the default non-repainting mode, the Weekly row updates once per week, the Daily row once per day, etc. That is the honest cost of stability. Turning the toggle off shows the live forming bar instead, and those readings can change until the bar closes.
- Rows below the chart's timeframe show "–": Pine's request.security() cannot reliably reconstruct lower-timeframe series, so instead of showing a possibly wrong dot the board declines to show one. Use a 15m chart to see everything.
- A squeeze has no direction. Compression means stored energy, not a buy or sell signal. The momentum color is a lean, not a prediction.
- Warm-up: each timeframe needs about 20 bars of history before its row populates (shown as "·" until then).
This board covers one symbol — the chart's.
Indicador
Indicador
