Trend Following SuperSmoother - Accumulation Zones [JW]Trend Following SuperSmoother - Accumulation Zones
A Pine Script trend following indicator designed to identify systematic accumulation opportunities, profit-taking periods and broader position cycles using a smoothed oscillator framework.
The indicator is intended primarily for long-horizon analysis, with particular emphasis on distinguishing early trend reversals from pullbacks within established positive trends.
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Overview
The indicator combines a SuperSmoother-based oscillator and signal line with Bollinger-style oscillator bands and a state-based signal framework.
Rather than treating every oscillator crossover as an independent trading signal, it classifies market conditions into distinct phases:
- Early Reversal Accumulation
- Pullback Accumulation
- Profit-Taking
- Long / Out-of-Market Position Regimes
Signals are evaluated on confirmed candle closes to reduce intrabar noise.
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Indicator Components
SuperSmoother Oscillator
The core oscillator is smoothed to reduce short-term market noise while preserving changes in longer-term momentum.
Its colour identifies its current direction:
- Green: oscillator rising
- Red: oscillator falling
A separate signal line provides a slower reference against which changes in oscillator behaviour can be assessed.
Bollinger Bands
Upper and lower bands are calculated around the oscillator framework and are used to identify unusually extended oscillator conditions.
Unlike price Bollinger Bands, these bands operate within the oscillator pane and form part of the logic for identifying potential reversal and pullback setups.
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Accumulation Logic
1. Early Reversal
Early-reversal accumulation is designed to identify improving momentum following a sufficiently weak oscillator regime.
The setup begins when the oscillator has moved through the lower Bollinger boundary and subsequently satisfies the required rising/green conditions while remaining in the negative regime.
The exit condition depends on the state of the signal line when the setup occurs:
- If the signal line is below zero, accumulation continues until the signal reaches zero.
- If the signal line is already above zero, accumulation continues until the oscillator crosses the signal line from below.
This distinction prevents an early-reversal zone from remaining active indefinitely when the signal line was already positive at entry.
A large green triangle marks a confirmed early-reversal entry.
2. Pullback Accumulation
Pullback accumulation is intended for corrections occurring within an established positive oscillator regime.
The setup tracks an oscillator that has moved above the upper Bollinger boundary and subsequently falls back through it. Once the required falling/red condition is satisfied, a pullback accumulation period can begin.
This allows the oscillator to turn red either before or after crossing the upper band rather than requiring both events to occur on the same candle.
A smaller dark-green triangle marks the pullback entry.
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Profit-Taking
A profit-taking regime can begin when:
- the oscillator is above zero;
- the oscillator turns from rising to falling; and
- no higher-priority accumulation regime is active.
Profit-taking periods are displayed as light-red zones.
A small dark-red circle marks the beginning of a profit-taking phase.
Signal priority is:
Early Reversal > Pullback > Profit-Taking
This state hierarchy prevents accumulation and profit-taking zones from overlapping.
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Position-Cycle Signals
The indicator also provides a higher-level representation of the intended long-term position cycle.
Entry
A confirmed early-reversal signal marks the beginning of the primary long regime.
The oscillator pane displays:
- a green vertical entry line; and
- a green zero-axis regime line while the position remains active.
Exit
When the oscillator crosses below zero on a confirmed candle close:
- a large red circle marks the exit;
- a red vertical line identifies the transition; and
- the zero-axis regime changes from green to red.
The red regime continues until the next confirmed early-reversal entry.
This creates a continuous visual distinction between the indicator's long/holding regime and its out-of-market regime.
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Visual Signal Guide
Large green triangle -> Early-reversal entry / primary position entry
Small dark-green triangle -> Pullback accumulation
Small dark-red circle -> Profit-taking signal
Large red circle -> Oscillator below zero / primary position exit
Green background -> Accumulation zone
Light-red background -> Profit-taking zone
Green zero-axis regime -> Long / holding period
Red zero-axis regime -> Out-of-market period
Black hollow circles -> Regime change
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Design Philosophy
The indicator is designed around a simple idea: trend following does not necessarily require buying only after a trend has already become obvious.
Instead, the framework attempts to separate three useful stages of a longer market cycle:
1. accumulation during an emerging reversal;
2. additional accumulation during pullbacks within a positive trend; and
3. profit-taking as positive momentum begins to deteriorate.
The primary exit remains deliberately slower: a confirmed oscillator move below zero.
This makes the framework more suited to medium- and long-horizon trend participation than short-term trading.
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Alerts
Early-reversal and pullback entries are combined into a single TradingView entry alert condition, allowing both accumulation signal types to be monitored using one alert.
Signals are confirmed at candle close.
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The indicator can be applied across different securities and timeframes, although its parameters and behaviour should be evaluated for the characteristics of the underlying instrument. Indicador
Price Gravity Research Engine [Effort and Displacement]Price Gravity Research Engine (PG-RE) is a market-state research indicator designed to measure how much normalized market effort is being consumed relative to the amount and efficiency of price movement that effort produces.
The core idea is simple:
Price becomes mechanically “heavy” when substantial effort produces little or inefficient displacement, and “light” when price travels efficiently with comparatively little resistance.
Rather than generating traditional buy/sell signals, PG-RE is built to describe the current movement environment .
Who it is for: PG-RE is especially suited to discretionary intraday, price-action, and market-structure traders who want a regime/context layer for distinguishing clean repricing from inefficient, effort-heavy travel.
What the engine measures
PG-RE evaluates three primary components:
1) Effort
Market activity is normalized relative to its expected baseline.
When usable volume is available, volume is used as the primary effort source.
A range-based activity proxy can be used as an alternative.
On intraday charts, PG-RE can normalize effort by time of day , helping prevent the open or close from being classified as abnormal simply because raw activity is naturally higher during those periods.
2) Displacement
Net price movement over the Gravity Window is measured using log returns and normalized against recent volatility.
This asks:
Has price actually traveled a meaningful distance relative to what volatility would normally imply?
3) Path Efficiency
PG-RE compares net displacement with the total path traveled over the same window.
A direct move has high path efficiency .
A back-and-forth move with little net progress has low path efficiency .
The Gravity model
PG-RE combines normalized effort, volatility-adjusted displacement, and path efficiency into one mechanical measure called Price Gravity .
In practical terms:
more effort with less progress tends to increase gravity
inefficient, rotational travel tends to increase gravity
strong, efficient displacement tends to reduce gravity
efficient movement achieved with relatively little effort represents lighter travel
Gravity is then interpreted relative to its own recent distribution , making PG-RE a regime tool , not a fixed-value oscillator.
It is designed to answer:
“How difficult is it for price to move right now, and is that difficulty changing?”
not:
“Should I buy or sell this bar?”
What is different about PG-RE
Rather than evaluating activity, volatility, or directional movement independently, PG-RE treats their relationship as the object of measurement.
Its primary output is therefore not momentum or volume itself, but the changing amount of normalized effort associated with efficient versus inefficient price travel.
Mechanical states
PG-RE classifies the current environment into several descriptive states:
PRESSURE
Elevated effort is producing unusually weak displacement while travel remains inefficient and gravity is building. Elevated activity is producing little clean progress.
VACUUM ↑ / ↓
Price is producing unusually strong and efficient displacement with comparatively low effort. Movement is encountering relatively little resistance.
ACTIVE REPRICING ↑ / ↓
Both effort and displacement are elevated while travel remains efficient. Price is moving materially and participation is substantial.
DRAG ↑ / ↓
A directional move remains underway, but gravity is increasing while path efficiency remains below the high-efficiency threshold. Progress is becoming mechanically heavier.
LIGHT TRAVEL ↑ / ↓
Displacement is strong and efficient while overall gravity is unusually low.
DEAD ROTATION
Effort and displacement are subdued while travel remains inefficient, producing little directional progress.
RELEASE ↑ / ↓
A recent high-gravity environment is followed by sharply easing gravity while path efficiency improves. Resistance that had previously constrained movement is dissipating.
NEUTRAL
No stronger mechanical condition currently dominates.
Reading the dashboard
PRICE GRAVITY
Current mechanical state.
WEIGHT
Whether gravity is currently HEAVY , NORMAL , or LIGHT relative to its recent distribution.
CHANGE
Whether gravity is BUILDING , STABLE , or EASING .
TRAVEL
Whether price movement is DIRECT , MIXED , or ROTATIONAL .
EFFORT
Whether normalized activity is HIGH , NORMAL , or LOW .
BALANCE
A directional asymmetry proxy combining close-location-weighted effort with cumulative upward versus downward path travel.
Important:
UPSIDE HEAVIER is not a bullish label, and DOWNSIDE HEAVIER is not a bearish label.
UPSIDE HEAVIER means the upward-side gravity proxy is relatively heavier than the downward-side proxy.
DOWNSIDE HEAVIER means the downward-side gravity proxy is relatively heavier than the upward-side proxy.
BALANCE should be interpreted as a relative resistance proxy , not as a direct measurement of buying/selling pressure or order flow.
Direction and gravity should therefore be interpreted separately.
How I use it
PG-RE works best as a market-structure context layer .
I primarily look for transitions between conditions such as:
HEAVY + BUILDING + ROTATIONAL
effort is being consumed without clean travel
LIGHT + DIRECT ↑/↓
price is traveling efficiently with relatively low gravity
PRESSURE → RELEASE
a previously constrained auction begins converting effort into cleaner movement
ACTIVE REPRICING → DRAG
a strong move remains active, but its mechanical efficiency is deteriorating
VACUUM → rising gravity
a low-resistance move begins encountering more opposition
Practical notes
PG-RE is adaptive and distribution-relative, so a “high” reading in one market or timeframe does not need to equal a “high” reading somewhere else in raw-value terms.
The current live bar can evolve as price, range, and volume develop.
The indicator contains no buy/sell labels and makes no forecast claim.
PG-RE measures model-implied movement difficulty from price, volatility, and volume/range data. It does not directly measure order-book liquidity, executed aggressor flow, or physical market resistance.
A warm-up period is required before distribution-relative states become available.
Its purpose is to structure the relationship between effort, displacement, path efficiency, and changing market resistance within one coherent framework.
Quick Use Guide
Start with PRICE GRAVITY and WEIGHT to judge whether the market is mechanically heavy, normal, or light.
Check CHANGE to see whether gravity is building, stable, or easing.
Use TRAVEL to separate direct movement from churn.
Use EFFORT to judge how much participation is present behind the move.
Use BALANCE to identify directional asymmetry in relative resistance.
Treat states as context , not trade arrows.
Indicador
VIX Seasonal Analog Composite█ OVERVIEW
VIX Seasonal Analog Composite draws three lines in a separate pane: the average seasonal path of all complete years of VIX history, a composite of the historical years whose year-to-date VIX path most closely resembles the current year, and the current year's own VIX path. The script requests CBOE:VIX daily closes directly, so it displays VIX seasonality on any chart symbol: applied to an S&P 500 chart, the pane still shows the VIX. All lines are expressed as a percentage of each year's first daily VIX close, and both seasonal lines are projected forward to the end of the current calendar year. The thesis is that the remainder of a VIX year can be contextualized by the average behavior of prior years, and more specifically by the subset of prior years that have tracked the current year most closely so far.
█ HISTORY / BACKGROUND
Seasonal averaging is a long-standing technique in technical analysis: normalize each historical year to a common starting point, average across years by position in the calendar, and read the result as the instrument's typical annual path. Applied to the VIX Index, it captures the well-documented tendency of implied volatility to trough in summer and firm into autumn. Its main weakness is that every year receives equal weight, so years with no resemblance to current conditions dilute the picture.
The analog-year refinement addresses this. Instead of averaging all history, it ranks past years by their similarity to the current year's realized path and averages only the closest matches. Variants of this approach appear in institutional volatility research. The specific similarity metric, selection count, and construction details vary by practitioner and are generally not disclosed. This script implements one explicit, reproducible version of the method for the VIX with all parameters exposed as inputs.
█ HOW IT WORKS
The script runs a single accumulation pass over the chart's daily history and defers all computation and drawing to the last bar.
1. On every chart bar, the script requests the CBOE:VIX daily close through `request.security`. Calendar-year boundaries are detected with `year(time)`. The first available VIX close of each year becomes that year's anchor. Every subsequent VIX close is stored as close divided by the anchor, indexed by trading-day-of-year (0 to 252), in a persistent matrix with one row per year. Bars where the VIX returns no data, such as chart history predating 1990, are skipped.
2. On the last bar, completed years are screened for eligibility: a year must contain at least the minimum number of observations (default 200 trading days) to enter any calculation. The current year is always excluded from the historical pools.
3. The seasonal average is computed per trading-day index as the arithmetic mean of the normalized values of all eligible years at that index.
4. Analog ranking begins once the current year has at least the minimum elapsed days (default 10). For each eligible year, the script computes the root mean square error between that year's normalized path and the current year's normalized path over the trading days elapsed so far, skipping missing pairs. Years are ranked by ascending RMSE and the closest N (default 10) are selected. The analog composite is the per-day mean of the selected years across the full 253-day span, including days the current year has not yet reached.
5. Both seasonal lines are drawn as polylines anchored to bar time: actual bar times for elapsed days, then projected dates stepped one calendar day at a time with weekends skipped for the remainder of the year.
6. The current-year line is drawn over elapsed days only. By default it is linearly rescaled so that its year-to-date range maps onto the vertical range of the two seasonal curves, emulating a second axis within a single-scale pane. A label at its last point shows the true unrescaled year-to-date percentage.
7. A table in the top right lists the selected analog years and their RMSE scores.
Ranking is recomputed on every update, so the analog set can rotate as the current year develops.
█ HOW TO USE
Apply the indicator to any daily chart of a symbol that trades on the US equity session calendar, such as an S&P 500 index chart or the VIX itself. The pane always displays VIX seasonality regardless of the chart symbol, which allows the seasonal context to sit directly beneath the index you are analyzing. The logic counts trading days within calendar years using the chart's bars, so it is designed for the daily timeframe only; other resolutions will produce meaningless day indexing. VIX daily history extends to 1990, so a chart with sufficient loaded history builds seasonal pools from roughly three and a half decades of complete years.
The gray line is the unconditional seasonal script: what an average year looks like. The colored composite line is the conditional version: what years resembling this one looked like, including how they finished. The red line is the current year. Divergence between the current year and the composite indicates the year is departing from its closest historical precedents; the table shows which years those precedents are and how tight the fits are (lower RMSE means closer). A rotating analog table across weeks means the current year lacks a stable historical match, which is itself information.
The projected segments beyond the current date are historical averages extended in time. They describe how past years behaved from this calendar point onward. They are not forecasts.
█ SETTINGS
• Top analog years : number of closest historical years in the composite. Default 10.
• Min trading days for an eligible year : observation floor for a year to enter any pool. Default 200.
• Min elapsed days before analog ranking : current-year data required before ranking begins. Default 10.
• Show all-year seasonal average : toggles the gray average line. Default on.
• Show top-N analog composite : toggles the composite line. Default on.
• Show current-year YTD line : toggles the current-year path. Default on.
• Rescale YTD onto seasonal range (RHS-style) : maps the current-year line onto the seasonal
curves' vertical range for readability. Default on.
• Project remainder of year : extends the seasonal lines to year end. Default on.
• Show analog year table : toggles the analog list with RMSE scores. Default on.
• Average color , Analog composite color , YTD color : line colors.
• Line width : width of all three lines. Default 2.
█ WHAT MAKES IT ORIGINAL
Published seasonality scripts typically plot a single all-year average. This script adds a similarity-ranked analog layer computed entirely on the chart: it maintains a full year-by-trading-day matrix of normalized paths, scores every eligible historical year against the current year by RMSE on each update, and averages only the closest matches, so the composite is conditional on how the current year has actually traded rather than on the calendar alone. The construction is fully disclosed and parameterized, including the similarity metric, the selection count, and the eligibility gates. The forward projection is drawn with time-anchored polylines so both seasonal paths extend beyond the last bar to year end, and the current-year line uses an optional range-mapping transform to keep all three curves readable on a single pane scale, with a label preserving the true value.
█ NOTES / LIMITATIONS
• Daily timeframe only. The trading-day indexing that underlies every calculation assumes one bar
per trading day.
• The analog set is re-ranked on every recalculation using the current year's realized path. The
composite line therefore changes shape as the year develops, including its already-drawn portion.
This is inherent to the method, and it means the line you see today is not the line you would
have seen a month ago. Treat it as a conditional historical average, not a signal history.
• The pane always shows the VIX. The chart symbol supplies only the bar grid and timeline.
• Trading-day indexing follows the chart symbol's bars. Chart symbols whose sessions differ from
the US equity calendar, such as symbols with weekend bars or non-US holiday schedules, will
misalign the day indexing. Use a chart symbol on the US equity session.
• The seasonal pools depend on the chart's loaded bar depth and on VIX data availability from
1990. A chart with shallow history averages over fewer years, and less than two complete years
of overlap draws no seasonal lines at all. Chart bars predating 1990 contribute nothing.
• Partial first years, and any year below the observation floor, are excluded by the eligibility
gate.
• Years are capped at 253 trading days; any bars beyond that index within a year are ignored.
• Forward projection steps calendar days and skips weekends but not exchange holidays, so
projected dates drift a few days long by December. Alignment between curves is by trading-day
index and is unaffected.
• With rescaling on, the pane axis is literal for the seasonal lines only. The current-year line's
axis position is a range mapping; read its true value from the label at its endpoint. Early in
a year, a small realized range makes the rescaled line visually exaggerated.
• All output is drawn over the current calendar year plus its projection. The pane is empty over
prior history, which is expected: prior years are inputs to the curves, not drawn objects.
• The script draws with polylines, a label, and a table only, and declares no plot series, so the
pane scale derives from the drawings.
• Nothing in this script is validated as predictive. Both curves are descriptive averages of
historical paths. Indicador
Indicador
Sweep-Reclaim Dashboard-Entry-Alert Sweep-Reclaim Dashboard tracks four key intraday levels — prior-day high (PDH),
prior-day low (PDL), overnight high (ONH), and overnight low (ONL) — and flags
only the specific failed-breakout pattern this script is built around: price
sweeps through one of these levels and then reclaims it (closes back on the
original side) within a limited number of bars, without accepting beyond it.
WHAT IT DOES
Pre-market: builds PDH/PDL from the regular session and ONH/ONL from the
overnight session, checks whether any two levels sit too close together to be
treated as separate zones ("clustered"), and estimates a stop distance from the
previous day's ATR.
Live: watches each active level for a sweep, then runs every reclaim through
five hard rules before calling it valid:
1. Closes beyond the level did not exceed the configured maximum (more than
that is acceptance, not a sweep, and the setup is dead).
2. Price reclaimed the level within the configured max bar count.
3. Sweep depth fell between a configurable minimum (filters out noise/brushes)
and maximum (filters out sweeps that are actually breakouts).
4. The reclaim bar's close sits deep enough into its own range (a
configurable top/bottom fraction) to show real rejection, not a weak wick.
5. Candle color matches the trade direction, if that filter is enabled.
Valid signals also have to fall inside one of two configurable trading windows
and clear a minimum reward:risk versus the nearest opposing level (which is
used as the target). Only then does the script plot a signal label with entry,
stop, target, and R-multiple, and optionally fire an alert.
DASHBOARD
Toggle between two dashboard modes:
- Inputs only: shows the raw levels, previous-day ATR, the ATR-based stop
estimate, current price, and whether price is inside the overnight range —
deliberately does NOT compute direction or R:R for you, if you want to keep
doing that step by hand.
- Full table: computes direction, target, distance, expected R:R, and a
watch/skip verdict for every active level in real time, plus a running list
of any level currently mid-sweep.
A "Study mode" hides close-counts and rule verdicts so you can practice reading
the setups yourself before letting the script confirm them. A "Debug row" shows
the script's raw internal session/level state, useful for verifying it agrees
with any separate PDH/PDL/ONH/ONL reference indicator on your chart.
VISUAL RISK BOXES
Every valid signal draws an entry line, a stop-loss line, and one or two
target lines (T1 at 2R, T2 at the nearest non-swept opposing level), plus
shaded green/red zones showing the profit and loss areas at a glance. Lines
and zones auto-extend to the right while the trade is still open, and each
line/label turns green with a checkmark when its target is hit, or red with
an X when the stop is hit — so you can see how a signal actually played out
without leaving the chart. Only the most recent signal's box is shown at a
time. Box length, colors, and fills are all configurable.
ALERTS
One configurable pre-market "plan" alert per day listing each active level,
direction, target, and estimated R from the ATR-based stop estimate — and one
alert per valid live signal, if enabled.
NOTES
- The live target/R:R math for a signal excludes any opposing level that has
already been swept during the session; the once-daily plan alert message
does not apply that exclusion, so the two can point at different levels
mid-session — check the live dashboard/signal for the level actually being
traded.
- Originally built and tuned against QQQ on a 5-minute chart. Threshold inputs
(cluster tolerance, sweep depth, stop multiplier) are percentage-of-price
based so they scale across instruments, but re-validate the defaults before
relying on this for other symbols or timeframes.
- This is a decision-support indicator, not an auto-trading strategy: it does
not place orders and carries no backtest/win-rate claims. All signals require
the trader's own risk management and judgment.
- The four session inputs (time zone, RTH session, overnight session, session
days) must match any separate PDH/PDL/ONH/ONL indicator on your chart
exactly, or the two will disagree.
This script is provided for educational and informational purposes. It is not
financial advice, and past patterns matching these rules do not guarantee
future results. Indicador
Multi-Confirmation Swing IndicatorMulti-Confirmation Swing Indicator is a multi-confirmation technical analysis indicator designed for traders who want to analyze trend direction, momentum, support/resistance, breakouts and potential swing entries from one chart.
Instead of relying on a single indicator, the system combines several independent components to provide a broader view of market structure.
The indicator combines:
EMA trend structure
RSI momentum confirmation
Smoothed Heikin Ashi
Dynamic trendlines with breakout detection
Volume-based support and resistance zones
Zone Shift trend detection
Trend initiation and retest levels
Impulse MACD
Swing BUY/SELL signals
Support/resistance breakout and hold signals
The objective is not to predict every market move, but to help traders determine whether multiple pieces of technical evidence are aligned.
How to Read the Indicator
The easiest way to use the indicator is to think of it as a confirmation system.
Don't treat every individual marker as a trade signal.
Instead, look for confluence.
🟢 Bullish Environment
A stronger bullish setup occurs when several of the following are aligned:
EMA 21 > EMA 55
Price is above the EMA structure.
EMA 21 and EMA 55 are rising.
RSI is above the bullish threshold.
Smoothed Heikin Ashi is bullish.
Zone Shift indicates an upward trend.
Price breaks above a resistance/trendline.
Former resistance begins behaving as support.
Impulse MACD confirms positive momentum.
A BUY signal appears after the above conditions align.
The more confirmations that agree, the stronger the overall technical picture.
🔴 Bearish Environment
A stronger bearish setup occurs when:
EMA 21 < EMA 55
Price is below the EMA structure.
EMA 21 and EMA 55 are falling.
RSI is below the bearish threshold.
Smoothed Heikin Ashi is bearish.
Zone Shift indicates a downward trend.
Price breaks below support/trendline.
Former support begins behaving as resistance.
Impulse MACD confirms negative momentum.
A SELL signal appears after the above conditions align.
Again, the objective is confirmation rather than prediction.
Understanding the Main Components
1. EMA Trend Structure
The EMA component uses three moving averages:
Fast EMA — 9
Trend EMA — 21
Major Trend EMA — 55
The basic interpretation is:
Bullish
Price > EMA 9 > EMA 21 > EMA 55
Bearish
Price < EMA 9 < EMA 21 < EMA 55
This helps identify whether short-, medium- and longer-term momentum are aligned.
The EMA settings can be adjusted from the indicator inputs.
2. RSI Confirmation
RSI is used as a momentum filter.
Default thresholds:
Bullish: RSI > 55
Bearish: RSI < 45
The purpose isn't to simply buy when RSI is high or sell when RSI is low.
Instead, RSI helps answer:
"Is momentum supporting the current trend?"
3. Smoothed Heikin Ashi
The Smoothed Heikin Ashi component attempts to reduce some of the noise present in normal candles.
It can help visually identify:
bullish phases
bearish phases
trend transitions
continuation periods
A series of bullish Smoothed Heikin Ashi candles together with bullish EMA structure provides stronger trend confirmation than either component alone.
Likewise for bearish conditions.
4. Dynamic Trendlines
The trendline component identifies swing highs and swing lows and creates dynamic trendlines from them.
It can identify:
Upward breakout
Price breaks through a descending resistance trendline.
Downward breakout
Price breaks through an ascending support trendline.
The B markers represent detected trendline breaks.
These are useful for identifying potential changes in short-term market structure.
5. Volume-Based Support & Resistance
The support/resistance component identifies potential zones around significant pivot areas while incorporating volume information.
The zones can help traders identify:
potential support
potential resistance
support breaks
resistance breaks
resistance becoming support
support becoming resistance
Example
If resistance is broken:
Resistance → Support
A subsequent successful retest of that level can provide additional bullish confirmation.
Similarly:
Support → Resistance
can provide bearish confirmation after a downside break.
6. Zone Shift
Zone Shift provides another view of the broader trend.
It uses a combination of:
EMA
HMA
price range/distance
trend initiation level
The indicator can switch between bullish and bearish states.
It also identifies potential retests of the trend initiation level.
This can be particularly useful for swing traders because it provides context beyond a single candle.
7. Impulse MACD
Impulse MACD provides an additional momentum layer.
It helps identify:
positive momentum
negative momentum
momentum expansion
momentum contraction
It should not be interpreted independently as a buy/sell system.
Instead, use it as another confirmation layer.
BUY Signal
The BUY signal is designed to appear when the primary swing-trend conditions become bullish.
The underlying logic considers factors such as:
EMA trend
EMA alignment
EMA slope
price position relative to the fast EMA
two-bar confirmation
RSI momentum
The system also prevents repeated BUY labels while the same bullish condition remains continuously active.
Ideal interpretation
Trend + momentum + structure + confirmation = stronger setup
Not:
"BUY label = guaranteed buy."
SELL Signal
The SELL signal works in the opposite direction.
It considers:
bearish EMA trend
bearish EMA alignment
declining EMA structure
price below the fast EMA
two-bar confirmation
RSI weakness
Repeated SELL signals are also filtered.
How I Recommend Using It
Rather than trading every signal, use a 3-stage approach.
Stage 1 — Identify the Trend
First ask:
Is the market bullish, bearish or unclear?
Look at:
EMA 21/55
EMA stacking
Zone Shift
Smoothed Heikin Ashi
If these disagree significantly, consider the market unclear.
Stage 2 — Look for Structure
Once the trend is identified, look for:
support/resistance
trendline breakout
breakout/retest
resistance becoming support
support becoming resistance
This helps avoid entering simply because an indicator changed color.
Stage 3 — Look for Momentum Confirmation
Finally check:
RSI
Impulse MACD
EMA slope
BUY/SELL confirmation
A setup where multiple components agree is generally more interesting than an isolated signal.
Example Bullish Setup
A potential swing-long setup could look like:
1. EMA 21 > EMA 55
↓
2. Price > EMA 9 > EMA 21
↓
3. Zone Shift turns bullish
↓
4. Resistance/trendline breaks
↓
5. Price retests the broken resistance
↓
6. RSI remains above bullish threshold
↓
7. Impulse MACD supports bullish momentum
↓
8. BUY signal appears
This creates a confluence-based setup rather than relying on one indicator.
Example Bearish Setup
The reverse:
EMA 21 < EMA 55
↓
Price < EMA 9 < EMA 21 < EMA 55
↓
Zone Shift bearish
↓
Support/trendline breaks
↓
Retest fails
↓
RSI below bearish threshold
↓
Impulse MACD bearish
↓
SELL signal
Again, this is a framework for analysis—not a guarantee of future price movement.
Best Use Cases
The indicator is primarily designed for:
Swing Trading
Good fit for traders holding positions for several candles to several weeks.
Trend Following
Useful when markets establish clear directional movement.
Breakout Trading
The trendline and support/resistance components can help identify structural breaks.
Breakout Retests
Useful for watching former resistance become support or former support become resistance.
Trend Confirmation
Useful when traders want multiple technical factors visible on a single chart.
What This Indicator Is NOT
This is important for the TradingView publication.
This indicator does not guarantee profitable trades or predict future prices.
It should not be treated as:
financial advice
a standalone automated trading system
a guarantee of trend continuation
a guaranteed entry/exit system
a substitute for risk management
Signals can fail, particularly during:
sideways markets
low-volume markets
sudden news events
high volatility
false breakouts
Always combine the indicator with appropriate position sizing and risk management. Indicador
Initial Balance Auction Intelligence by DGTInitial Balance Auction Intelligence (ɪʙAUC) - Market State Engine
ɪʙAUC is an Auction Market Theory framework that tracks how price develops after the Initial Balance (IB), rather than treating it as static support/resistance. Using configurable post-IB auction windows, it identifies:
Acceptance · Failed Auction · Retest / Continuation · Rejection · Two-Sided Auction
combining price location, extension relative to IB width, close strength, and retest behavior - producing Regime, Bias, Phase, Auction State, cumulative Pressure, Quality, Maturity, and Invalidation levels, with an optional dashboard and alerts on confirmed transitions.
Initial Balance & Auction States
The Initial Balance (IB) is the range established during the selected opening session, with IBH / IBL as boundaries and IBM as midpoint. Session and timezone are configurable (chart Exchange timezone or a range of predefined markets), allowing the framework to adapt to different markets and sessions.
Once the IB completes, ɪʙAUC evaluates each subsequent auction window ( 5/10/15/30 min , configurable) against it:
* PROBING ABOVE/BELOW - live, tentative; price beyond a boundary while the window is still forming
* ACCEPTED ABOVE/BELOW - a completed window closes outside the IB
* FAILED ABOVE/BELOW - price extends beyond a boundary but closes back inside
* CONTINUATION - after acceptance, a retest of that boundary holds
* REJECTION - after acceptance, a retest fails and price moves back through it
* TWO-SIDED AUCTION - both IB extremes tested and rejected - a more rotational, conflicted read
Only completed windows confirm a state transition; probing states are live/developing information.
Visuals: Decision Candles & Projections
Decision Candles (optional) visualize the developing auction window's High/Low and Open/Close, highlighted when the window interacts with IBH or IBL - live information until the window completes.
Initial Balance Projections (optional) extend reference levels above IBH and below IBL at 0.5×, 1.0×, and 1.5× the IB range . These are reference levels for evaluating potential range extension - not predicted or guaranteed targets .
Metrics & Dashboard
Conviction/Quality combines close strength, IB-relative extension, and retest behavior to grade confirmed events - Acceptance/Continuation use acceptance criteria, while Failed/Rejection/Two-Sided use failure criteria. Maturity tracks how long a state has held (Early → Developing → Mature → Exhausted).
Pressure is a bounded −100..+100 reading, accumulated across the whole session from confirmed transitions. Bias reflects only the current event. These are deliberately different questions and can disagree - Pressure is not order-flow, volume, or a probability.
Regime (session character: Balanced / Rotational / Expansion / Failed Expansion / Trend Auction) and Phase (lifecycle stage: Balance → Probe → Acceptance → Retest → Expansion/Rotation → Exhaustion) provide higher-level context on top of the raw auction state.
The optional dashboard shows Regime, Bias, Phase, Auction State, Pressure, Quality, and Next (the next structural event or retest level plus its invalidation price), each with a contextual tooltip.
How to Read It
ɪʙAUC is a contextual framework, not a standalone signal . Read Regime, Bias, Phase, Pressure, Quality, and Invalidation together - acceptance can support continuation, failed auctions can signal reversion toward balance, and two-sided auctions can favor rotation.
Alerts fire on confirmed transitions ( Accepted/Failed Above/Below, Two-Sided, Continuation, Rejection ) and include the relevant level, instrument, and IB session context.
Important Notes
Designed for intraday timeframes ≤ 30 minutes ; the engine operates only when this condition is met.
Session and timezone should match the market being analyzed.
Uses 1-minute lower-timeframe data on higher intraday charts for precise auction-window construction.
Live probes/Decision Candles are developing information; state transitions confirm only when the selected auction window completes.
DISCLAIMER
This script is intended for informational and educational purposes only. It does not constitute financial, investment, or trading advice. All trading decisions made based on its output are solely the responsibility of the user.
Indicador
Guassian Filtered TEWMA - [JTCAPITAL]Guassian Filtered TEWMA - is a modified way to use Gaussian filtering, Weighted Moving Averages (WMA), Triple Exponential Moving Averages (TEMA), and a dual-length averaging structure for Trend-Following.
The indicator is designed to create a smoother representation of market direction by processing price through multiple layers of smoothing. Instead of relying on a single moving average, the script first applies a Gaussian filter to the selected price source, then builds two separate TEWMA calculations using different lengths, averages those two calculations together, and finally applies another Gaussian filter to the combined result.
The result is a visually smooth trend-following structure that attempts to reduce short-term price noise while retaining the underlying directional movement of the market.
The indicator does not use future price data in its calculations. The BUY and SELL labels are generated when the detected direction changes from bullish to bearish or from bearish to bullish.
The indicator works by calculating in the following steps:
Price Source Selection
The script begins with the selected price source, which is set to Close by default. TradingView's input.source allows the user to select another available price series if desired.
This selected source becomes the raw input for the first Gaussian filtering stage.
The purpose of beginning with a configurable source is to allow the smoothing process to be applied to different representations of price rather than forcing the entire calculation to use only the closing price.
First Gaussian Filter
The selected price source is passed through a custom Gaussian filter.
The Gaussian filter looks backward over a user-defined number of bars, controlled by the Length parameter. For every historical bar inside this window, the script calculates a Gaussian weight using the following mathematical relationship:
Weight = exp(-0.5 * (i / Sigma)^2)
Here, i represents how many bars back the calculation is looking, while Sigma controls how quickly the weighting decreases as the calculation moves further into the past.
The current bar receives the largest weight because i = 0 . As the script moves further backward, the Gaussian weight becomes progressively smaller.
Each historical source value is multiplied by its corresponding Gaussian weight. These weighted values are then added together and divided by the total sum of all weights.
In simplified form:
Gaussian Filter = Sum(Source × Weight) / Sum(Weight)
This produces a weighted average where more recent data has greater influence than older data.
Unlike a simple moving average, where every observation inside the window receives the same weight, the Gaussian filter gradually reduces the influence of older observations.
This makes the first filtering stage useful for reducing short-term fluctuations before the data enters the TEWMA calculations.
Defining the Primary TEWMA Length
The script defines a primary TEWMA length using the Length input.
By default, this value is 84 .
This length is used as the basis for the first TEWMA calculation and determines how much historical information is incorporated into that moving average structure.
A larger value generally produces a slower and smoother response, while a smaller value generally produces a faster and more responsive response.
Creating the Secondary TEWMA Length
The script does not simply use one TEWMA length.
Instead, it creates a second length by multiplying the primary length by the Multi parameter.
The calculation is:
Secondary Length = Primary Length × Multi
With the default settings:
84 × 1.75 = 147
The result is then rounded to the nearest whole number because moving-average lengths must be integer values.
Therefore, the default secondary length is 147 .
This creates two different trend speeds: one relatively faster TEWMA and one slower TEWMA.
Weighted Moving Average Calculation
The first TEWMA structure begins by calculating a Weighted Moving Average of the Gaussian-filtered source.
The WMA gives greater importance to more recent observations and progressively less importance to older observations inside its calculation window.
This provides another layer of directional smoothing while maintaining more responsiveness to recent price changes than a simple moving average would normally provide.
The WMA therefore forms the first stage of each TEWMA calculation.
Triple Exponential Moving Average Calculation
After calculating the WMA, the script passes that result through TradingView's TEMA function.
TEMA stands for Triple Exponential Moving Average .
TEMA is designed to reduce the lag that can occur with conventional moving averages by combining multiple exponential moving-average calculations.
Conceptually, a TEMA can be represented as:
TEMA = 3 × EMA1 - 3 × EMA2 + EMA3
where EMA1 is the first exponential moving average, EMA2 is an EMA of EMA1, and EMA3 is an EMA of EMA2.
In this script, TEMA is applied to the WMA output rather than directly to raw price.
This creates the TEWMA structure used by the indicator.
Fast TEWMA
The first complete TEWMA calculation uses the primary Length .
The calculation can therefore be represented conceptually as:
TEWMA1 = TEMA(WMA(Gaussian-filtered source, Length), Length)
With the default parameters, the Gaussian-filtered source is first processed with an 84-period WMA and that result is then processed through an 84-period TEMA.
The purpose is to combine the weighting characteristics of WMA with the lag-reduction characteristics of TEMA.
Slow TEWMA
The second TEWMA uses the calculated secondary length.
The calculation is:
TEWMA2 = TEMA(WMA(Gaussian-filtered source, Secondary Length), Secondary Length)
With the default settings, the secondary length is 147.
Because this calculation uses a longer period, TEWMA2 generally reacts more slowly to changes in price than TEWMA1.
This gives the indicator two different representations of the underlying trend.
Dual TEWMA Averaging
The two TEWMA calculations are then combined using an arithmetic average:
TEWMA = (TEWMA1 + TEWMA2) / 2
The script uses math.avg to perform this calculation.
This is an important part of the indicator's structure.
Instead of allowing the shorter TEWMA or longer TEWMA to independently determine the final trend representation, both are given equal weight.
The faster TEWMA contributes responsiveness, while the slower TEWMA contributes additional stability.
Averaging them creates an intermediate representation between the two trend speeds.
Second Gaussian Filter
After the two TEWMA calculations are averaged, the resulting TEWMA is passed through the Gaussian filter again.
This creates the final Gaussian series.
The second Gaussian filtering stage further smooths the already-smoothed TEWMA structure.
The resulting sequence is therefore:
Price Source → Gaussian Filter → WMA → TEMA → TEWMA1
and simultaneously:
Price Source → Gaussian Filter → WMA → TEMA → TEWMA2
The two TEWMAs are then averaged:
TEWMA1 + TEWMA2 → Average TEWMA
and finally:
Average TEWMA → Gaussian Filter → Final Gaussian Trend Line
This multi-stage architecture is the central concept of the indicator.
Trend Direction Detection
Once the final Gaussian-filtered TEWMA has been calculated, the script compares its current value with its previous value.
The bullish condition is:
Gaussian > Gaussian
If the current Gaussian value is higher than the previous bar's value, the indicator considers the trend to be bullish.
The bearish condition is:
Gaussian < Gaussian
If the current Gaussian value is lower than the previous bar's value, the indicator considers the trend to be bearish.
Therefore, the trend direction is determined by the slope of the final Gaussian-filtered TEWMA , rather than by a price crossing a traditional moving average.
Persistent Trend State
The script uses a persistent variable called Signal to maintain the current trend state.
A bullish condition sets:
Signal = 1
A bearish condition sets:
Signal = -1
Because the variable is declared using var , its previous value is retained until a new bullish or bearish condition updates it.
This creates a persistent binary trend state:
1 = Bullish
-1 = Bearish
This state is subsequently used to determine the colors of the plotted lines and to identify actual transitions between bullish and bearish conditions.
Trend Visualization
When the signal is bullish, the script uses the defined BullColor .
When the signal is bearish, the script uses the defined BearColor .
The same trend state is applied to the Gaussian line, both TEWMA lines, and the averaged TEWMA line.
This means the entire indicator structure changes color together when the detected trend direction changes.
The visual design therefore allows the user to identify the current directional state without having to inspect the numerical values of the individual calculations.
BUY Signal Detection
A BUY label is only created when the persistent signal changes from bearish to bullish.
The condition is:
Signal > 0 and Signal < 0
This means the indicator must have been bearish on the previous bar and bullish on the current bar.
The BUY label is therefore not printed on every bullish bar.
Instead, it is printed only at the transition from a bearish state to a bullish state.
The label is positioned using the lowest value among the four primary plotted lines:
Gaussian
TEWMA
TEWMA1
TEWMA2
This places the BUY label below the lowest part of the indicator structure for that bar.
SELL Signal Detection
The SELL condition works in the opposite direction.
A SELL label is created when:
Signal < 0 and Signal > 0
This means the previous bar was bullish while the current bar is bearish.
Like the BUY label, the SELL label is only generated at a trend-state transition.
The SELL label is positioned using the highest value among the Gaussian line, TEWMA, TEWMA1, and TEWMA2.
This places the SELL label above the highest part of the indicator structure.
Buy and Sell Conditions:
The indicator's directional logic is deliberately straightforward.
Bullish Trend
A bullish trend is detected whenever the final Gaussian-filtered TEWMA is rising compared with the previous bar.
Gaussian > Gaussian
When this condition occurs, the persistent signal state becomes 1 , and the indicator structure is displayed using the bullish color.
Bearish Trend
A bearish trend is detected whenever the final Gaussian-filtered TEWMA is falling compared with the previous bar.
Gaussian < Gaussian
When this condition occurs, the persistent signal state becomes -1 , and the indicator structure is displayed using the bearish color.
BUY Label
A BUY label is only generated when the signal changes from:
Bearish → Bullish
This prevents a BUY label from appearing on every bar during an already-established bullish trend.
SELL Label
A SELL label is only generated when the signal changes from:
Bullish → Bearish
This similarly prevents repeated SELL labels during an established bearish trend.
It is important to understand that these labels represent changes in the calculated trend direction . They are not entries generated by a backtested strategy, and the indicator does not calculate position size, stop-loss levels, take-profit levels, risk/reward ratios, or trade performance.
The script also does not contain an additional momentum, volume, volatility, or market-regime filter. The signal is determined specifically by the direction of the final Gaussian-filtered TEWMA.
Features and Parameters:
* Source - Selects the price series used as the initial input. The default source is Close.
* Gaussian Length - Determines how many historical bars are included in each Gaussian filtering calculation. The default is 30.
* Sigma - Controls the shape and decay of the Gaussian weighting function. The default is 6.0. Higher values make the weighting decay more gradually, allowing older observations to retain more influence. Lower values concentrate the weighting more strongly toward recent observations.
* TEWMA Length - Defines the primary length used by the first WMA and TEMA stages. The default is 84.
* Multi - Multiplies the primary TEWMA length to create the second TEWMA length. The default is 1.75.
* Secondary TEWMA Length - Automatically calculated as the primary length multiplied by Multi and rounded to the nearest integer. With the default settings, this produces 147.
* TEWMA1 - The faster of the two TEWMA calculations.
* TEWMA2 - The slower of the two TEWMA calculations.
* TEWMA - The arithmetic average of TEWMA1 and TEWMA2.
* Final Gaussian - A second Gaussian-filtered version of the averaged TEWMA and the primary trend line used for determining direction.
* Trend Coloring - All major plotted lines use the same bullish or bearish color according to the current Signal state.
* BUY Labels - Appear when the calculated trend state changes from bearish to bullish.
* SELL Labels - Appear when the calculated trend state changes from bullish to bearish.
* Visual Ribbon - The script uses filled areas beneath the Gaussian, TEWMA1, TEWMA2, and averaged TEWMA lines to create a layered visual representation of the trend structure.
Specifications:
Gaussian Filter
A Gaussian filter is a weighted smoothing method based on the Gaussian, or normal, distribution.
Instead of assigning identical importance to every observation in the lookback window, the Gaussian filter gives the most recent observation the greatest weight and progressively reduces the influence of observations further in the past.
In this script, the Gaussian weighting is calculated using:
Weight = exp(-0.5 × (i / Sigma)^2)
The weighted observations are then normalized by dividing their weighted sum by the total sum of the weights.
This normalization is important because it ensures that the output remains on a comparable price scale rather than simply becoming the sum of the weighted observations.
The Gaussian filter is used twice in this indicator.
The first application smooths the selected price source before it enters the TEWMA calculations.
The second application smooths the averaged TEWMA after both trend calculations have been combined.
This creates a multi-stage smoothing architecture in which the raw price is progressively transformed into a smoother representation of directional movement.
Gaussian Length
Gaussian Length determines the number of historical observations included in each Gaussian filter.
With a default value of 30, the filter examines the current observation and the preceding 29 observations.
Increasing the length expands the historical window and can produce a smoother result.
Reducing the length shortens the window and generally allows the filter to respond more quickly to changes in price.
Length therefore represents the time window over which the Gaussian smoothing is performed.
Sigma
Sigma controls the distribution of the Gaussian weights.
The weighting function is:
exp(-0.5 × (i / Sigma)^2)
When Sigma increases, the weight decreases more slowly as the calculation moves backward through history.
Consequently, older observations retain more relative influence.
When Sigma decreases, the weight falls more rapidly, concentrating more of the calculation around recent observations.
Sigma therefore controls the shape of the smoothing kernel , while Length determines the size of the historical window.
These two parameters work together rather than independently.
Weighted Moving Average (WMA)
A Weighted Moving Average assigns progressively different weights to observations within its lookback period.
Recent observations receive greater importance than older observations.
Compared with an SMA, this allows the average to react more strongly to recent changes in the underlying series.
The WMA is used here after the initial Gaussian filtering.
This means the WMA does not operate directly on raw price. It operates on an already-smoothed price series.
The combination therefore uses two different weighting mechanisms: Gaussian weighting in the first stage and WMA weighting in the TEWMA construction.
Triple Exponential Moving Average (TEMA)
TEMA stands for Triple Exponential Moving Average.
It is designed to reduce some of the lag associated with traditional moving averages by combining three levels of exponential averaging.
Conceptually:
EMA1 = EMA(Source)
EMA2 = EMA(EMA1)
EMA3 = EMA(EMA2)
and:
TEMA = 3 × EMA1 - 3 × EMA2 + EMA3
The subtraction terms help compensate for some of the lag introduced by repeated exponential smoothing.
In this indicator, the TEMA is applied to the WMA output, creating the TEWMA structure.
TEWMA
TEWMA in this script refers to the combination of a Weighted Moving Average followed by a Triple Exponential Moving Average.
The basic structure is:
Gaussian Filter → WMA → TEMA
This is not simply a conventional moving average. It is a layered smoothing process.
The Gaussian filter reduces short-term fluctuations first.
The WMA then applies recency-weighted averaging.
The TEMA subsequently processes the WMA output with a lag-reduction-oriented exponential structure.
The resulting TEWMA therefore combines several different approaches to smoothing and weighting price data.
Dual-Length TEWMA Structure
One of the defining characteristics of this indicator is that it does not rely on one TEWMA.
It calculates two.
TEWMA1 uses the primary length.
TEWMA2 uses a longer length determined by the Multi parameter.
The shorter calculation is generally more responsive to directional changes, while the longer calculation incorporates a broader historical window and therefore generally changes more slowly.
Combining these two speeds creates a balance between responsiveness and stability.
Multi
The Multi parameter controls the relationship between the two TEWMA lengths.
The calculation is:
Secondary Length = Primary Length × Multi
For example, with a primary length of 84 and Multi of 1.75:
84 × 1.75 = 147
This means the user can control the separation between the faster and slower TEWMA without manually entering two separate lengths.
A larger Multi creates a larger difference between the two smoothing speeds.
A smaller Multi brings the two TEWMA lengths closer together.
Averaged TEWMA
After TEWMA1 and TEWMA2 are calculated, the script takes their arithmetic mean:
TEWMA = (TEWMA1 + TEWMA2) / 2
This gives both TEWMA calculations equal influence.
The purpose is to prevent the final intermediate trend representation from depending exclusively on either the faster or slower calculation.
The averaged TEWMA acts as a central representation between the two trend speeds.
Second Gaussian Smoothing Stage
The averaged TEWMA is passed through another Gaussian filter.
This creates the final Gaussian series that drives the trend-state calculation.
The second Gaussian stage is particularly important because the TEWMA average has already combined two different smoothing speeds.
Applying Gaussian smoothing afterward further reduces short-term fluctuations in that combined signal.
The final result is therefore substantially more processed than the original price source.
Slope-Based Trend Detection
The indicator does not determine direction using a price crossover.
Instead, it evaluates whether the final Gaussian series is increasing or decreasing.
Rising Gaussian = Bullish
Falling Gaussian = Bearish
This makes the indicator fundamentally a slope-based trend detector .
The actual numerical distance between price and the trend line is not used for determining the signal.
The critical variable is whether the final filtered series is moving upward or downward from one bar to the next.
Persistent Signal State
The Signal variable stores either 1 or -1.
A value of 1 represents bullish direction.
A value of -1 represents bearish direction.
This persistent state is what allows the script to distinguish between an ongoing trend and an actual transition.
For example, if the indicator remains bullish for 20 consecutive bars, it does not generate 20 BUY labels.
Instead, the BUY label is generated when the state changes from -1 to 1.
Likewise, a SELL label is generated only when the state changes from 1 to -1.
Trend Colors
The script defines a bullish blue color and a bearish purple color.
The same color state is applied to the Gaussian line, TEWMA1, TEWMA2, and the averaged TEWMA.
This makes the indicator function visually as a unified trend structure rather than presenting each component as an independently colored indicator.
Indicator Ribbon
The script creates filled regions underneath each of the four main lines.
The visible upper boundary is the respective indicator line, while the lower boundary is calculated as:
Indicator Value × 0.9
This creates a visual area beneath each line.
These fills are primarily a visualization feature . The 0.9 multiplication does not participate in the trend calculation, signal generation, or Gaussian filtering.
The BUY and SELL logic is based on the actual Gaussian and TEWMA values, not on these filled areas.
Highest and Lowest Values
The script calculates:
Lowest = minimum of Gaussian, TEWMA, TEWMA1, and TEWMA2
and:
Highest = maximum of Gaussian, TEWMA, TEWMA1, and TEWMA2
These values are used only to determine the vertical placement of the BUY and SELL labels.
The lowest value is used for BUY labels so that they appear beneath the indicator structure.
The highest value is used for SELL labels so that they appear above the indicator structure.
These calculations do not influence the actual trend state.
Why Combine Gaussian Filtering, WMA, and TEMA?
The main purpose of combining these calculations is to approach the problem of trend detection from several different smoothing perspectives.
A single moving average can be relatively sensitive to price fluctuations or relatively slow depending on its length.
The Gaussian filter introduces a smooth, gradually declining weighting structure.
The WMA places greater emphasis on recent observations.
The TEMA introduces a different smoothing mechanism designed to reduce some of the lag associated with repeated exponential averaging.
By combining these methods sequentially, the indicator does not depend on one type of smoothing alone.
The first Gaussian filter reduces noise before the TEWMA calculations begin.
The WMA emphasizes more recent information.
The TEMA processes that weighted series through a multi-stage exponential structure.
Two different TEWMA lengths then provide two different trend speeds.
Averaging those two speeds creates an intermediate trend representation.
Finally, a second Gaussian filter smooths that combined result.
The overall architecture can therefore be summarized as:
Price → Gaussian Filter → Dual WMA/TEMA → Average → Gaussian Filter → Trend Direction
The objective is not to predict the future price with certainty. Instead, the design attempts to produce a smoother representation of directional movement that can make broader trend changes easier to observe.
Why Use Two TEWMA Speeds?
The use of two TEWMA lengths provides a balance between responsiveness and stability.
The shorter TEWMA reacts more quickly to changes in the filtered source.
The longer TEWMA reacts more slowly and incorporates a larger historical window.
If only the shorter calculation were used, the trend representation could react more quickly but would also be more exposed to short-term fluctuations.
If only the longer calculation were used, the resulting trend representation would generally be more stable but slower to respond to changes.
Averaging the two creates a middle ground.
This is one of the central design choices of the indicator.
Why Apply Gaussian Filtering Twice?
The first Gaussian filter operates on the source before the TEWMA calculations.
Its role is to prepare the input by reducing short-term fluctuations before the moving-average calculations are performed.
The second Gaussian filter operates after the two TEWMAs have been averaged.
Its role is different: it smooths the final combined trend representation.
Using the filter at both stages creates a layered smoothing process rather than relying on one smoothing operation.
How to Use the Indicator
The indicator can be used primarily as a visual trend-following tool.
When the plotted structure is bullish in color and the final Gaussian line is rising, the calculated trend state is bullish.
When the plotted structure is bearish in color and the final Gaussian line is falling, the calculated trend state is bearish.
The BUY label identifies the transition into a bullish state.
The SELL label identifies the transition into a bearish state.
Users can use these transitions as potential points of interest for further analysis.
However, the indicator should be interpreted within the context of the market, timeframe, and instrument being analyzed. A trend-following calculation can naturally react differently during persistent trends compared with sideways or highly volatile conditions.
Understanding the Parameters
Length controls the Gaussian lookback window.
Sigma controls the distribution of Gaussian weights.
TEWMA Length controls the primary WMA/TEMA smoothing period.
Multi controls the relative distance between the faster and slower TEWMA.
Increasing the Gaussian Length generally increases the amount of historical data included in the filtering process.
Increasing Sigma generally spreads the Gaussian weighting more broadly across the available lookback window.
Increasing the TEWMA Length generally creates a slower and smoother trend representation.
Increasing Multi increases the difference between the two TEWMA speeds.
There is no universally optimal combination of these parameters. Different markets, instruments, and timeframes can exhibit substantially different price behavior, so users should evaluate parameter choices according to their own application.
Limitations and Important Considerations
This indicator is a trend-following tool and should not be interpreted as a prediction mechanism.
Because the script uses several layers of smoothing, changes in the final trend line can occur after the underlying price movement has already begun.
This is an inherent characteristic of smoothing-based trend indicators. More smoothing can reduce short-term fluctuations, but it can also make the resulting trend representation less responsive to sudden price changes.
Conversely, reducing the smoothing parameters can make the indicator respond more quickly while potentially exposing the trend state to more short-term fluctuations.
The BUY and SELL labels should therefore not be interpreted as guaranteed trade entries or exits.
The script is an indicator , not a TradingView strategy . It does not calculate historical strategy performance, win rate, profit factor, drawdown, position sizing, commissions, slippage, stop-losses, take-profit levels, or risk/reward ratios.
No performance or accuracy claims are made by this publication.
The indicator also does not contain a volume filter, volatility filter, momentum filter, market-regime filter, or higher-timeframe confirmation mechanism. The directional state is determined specifically by the slope of the final Gaussian-filtered TEWMA.
The Gaussian filter uses historical indexing based on the selected Length . Consequently, the available historical data and Pine Script's historical-reference limitations can affect how large the Gaussian Length can practically be set on a chart.
As with any moving-average-based calculation, insufficient historical bars can also result in unavailable values during the initial portion of a chart until enough data exists to perform the required calculations.
The script does not intentionally reference future bars. Its Gaussian filter uses the current bar and historical bars only.
On a realtime, still-forming candle, however, the current source value can change as new ticks arrive. Because the final trend calculation depends on the current bar's value, the current trend state and any signal condition can change while the realtime candle is still forming. Users should therefore distinguish between an evolving realtime bar and a confirmed historical bar.
What Makes This Indicator Different?
The purpose of this script is not simply to combine unrelated indicators.
Its components are directly connected to a single objective: constructing a smoother trend representation.
The Gaussian filter is used to reduce noise.
The WMA introduces recency weighting.
The TEMA processes the weighted series through a multi-stage exponential structure.
Two TEWMA lengths provide different trend speeds.
The two TEWMAs are averaged to create a combined trend representation.
A second Gaussian filter smooths that combined representation.
Finally, the slope of that final series determines the bullish or bearish state.
The combination therefore has a specific architectural purpose rather than being a collection of unrelated indicators.
The indicator's core concept can be summarized as:
Smooth the source → build two trend speeds → combine them → smooth the combined trend → detect its direction.
In Summary
Guassian Filtered TEWMA - is a multi-stage trend-following indicator built around a combination of Gaussian filtering, Weighted Moving Averages, Triple Exponential Moving Averages, and dual-length trend calculations.
The process begins by smoothing the selected price source with a Gaussian filter.
The filtered source is then processed through two separate WMA-to-TEMA structures using different lengths.
The resulting TEWMA1 and TEWMA2 calculations are averaged together.
That average is passed through a second Gaussian filter to produce the final trend line.
The script then compares the current final Gaussian value with its previous value.
A rising final Gaussian represents a bullish trend state.
A falling final Gaussian represents a bearish trend state.
When the state changes from bearish to bullish, a BUY label is generated.
When the state changes from bullish to bearish, a SELL label is generated.
The resulting indicator is therefore designed to provide a visually smooth representation of directional market movement while retaining two different underlying trend speeds within the calculation.
As always, the indicator should be evaluated in the context of the instrument, timeframe, market conditions, and the user's broader analysis rather than being treated as a standalone guarantee of future price direction.
Enjoy!
Indicador
Macro Supersector Matrix & Stock Alignment Dashboard** Overview:
The "Macro Supersector Matrix & Stock Alignment Dashboard" is an intermarket analysis tool designed for swing traders and portfolio managers looking to track institutional capital flows across major US market sectors.
Instead of monitoring 11 individual ETF charts, this dashboard groups the S&P 500 sectors into "3 Core Supersectors" and dynamically tracks whether your current charted asset is aligned with broader market health.
** Core Mechanics & Supersector Architecture:
1. Growth / Risk-On Supersector:
- Aggregates **XLK** (Technology), **XLY** (Consumer Discretionary), and **XLC** (Communications).
2. Economic Cyclicals Supersector:
- Aggregates **XLF** (Financials), **XLI** (Industrials), **XLB** (Materials), and **XLE** (Energy).
3. Defensive / Safe-Haven Supersector:
- Aggregates **XLV** (Healthcare), **XLP** (Consumer Staples), **XLU** (Utilities), and **XLRE** (Real Estate).
** Key Features:
- Institutional Volume Filter (🔥 Symbol): Highlights when sector movement is supported by above-average daily volume (SMA 20), indicating institutional participation rather than low-volume drift.
- Dynamic Stock Mapper: Automatically identifies the sector for mega-cap stocks (e.g., AAPL, NVDA, TSLA, JPM, LLY) and compares their intraday performance against macro sector flows.
- Macro Health Bias (0-100%): Weighted quantitative score determining whether current market broad-breadth conditions favor long or short swing trades.
- Pine Script v6 Codebase: Fully optimized with consolidated multi-timeframe requests to ensure fast loading times and zero repainting. Indicador
Dealer Gamma Regime Proxy** Overview:
The "Dealer Gamma Regime Proxy" provides a quantitative estimation of Market Maker / Dealer Gamma Exposure (GEX) dynamics by evaluating structural volatility compression and expansion cycles.
In options markets, Dealer Gamma position dictates how market makers hedge their underlying Delta:
- Long Gamma (+GEX): Dealers trade *against* the trend (buying dips, selling rallies), suppressing market volatility and creating mean-reverting environments.
- Short Gamma (-GEX): Dealers trade *with* the trend (selling into drops, buying into rallies), accelerating price moves and increasing volatility.
** Key Features & Methodology:
1. Volatility Ratio Proxy:
- Compares short-term ATR (14) against its long-term baseline SMA (50).
- Long Gamma Regime (Green Overlay): ATR is below baseline. Indicates volatility suppression, tight consolidations, or steady upward grinds.
- Short Gamma Regime (Red Overlay): ATR spikes above baseline. Indicates market maker delta-hedging acceleration, breakout potential, or heightened risk of sharp liquidations.
2. Integrated VWAP Bands:
- Plots Session VWAP alongside standard deviation bands to serve as high-probability mean-reversion targets during Long Gamma regimes.
3. Institutional Real-Time Dashboard:
- Displays current regime status, volatility ratio, and tactical execution environment directly on your chart overlay.
** Practical Applications:
- Long Gamma Environments (Green): Favor mean-reversion setups, grid trading, and buying VWAP band bounces.
- Short Gamma Environments (Red): Favor trend-following breakouts, momentum trades, and wider stop-losses due to increased volatility.
- Asset Compatibility: Highly effective for options-heavy assets including S&P 500 (ES1! / SPY), Nasdaq 100 (NQ1! / QQQ), and Mega-Cap Equities (AAPL, TSLA, NVDA). Indicador
Quantitative Monthly Seasonality Dashboard** Overview
The "Quantitative Monthly Seasonality Dashboard" is an advanced statistical overlay designed to evaluate calendar anomalies, historical performance metrics, and volatility filters for swing traders and portfolio managers.
Instead of relying solely on traditional seasonal tendencies (e.g., "Sell in May"), this indicator calculates a multi-factor **Quant Score (0-100)** by cross-referencing historical monthly win rates, profit factors, average returns, and current daily market volatility.
** How It Works
1. Historical Month Backtest: Evaluates the current calendar month across a user-defined historical lookback period (default: 20 years).
2. Key Metrics Evaluated:
- Win Rate (%): Historical percentage of positive-closing months.
- Profit Factor: Gross gains divided by gross losses for the specified month.
- Average Return (%): Expected mean return for the month.
3. Volatility Expansion Filter (Bollinger Bandwidth): Measures 20-day daily Bollinger Bandwidth to ensure the market is in an expansion/trending regime rather than a low-volatility squeeze.
4. Proprietary Quant Score (0-100): Combines and normalizes all quantitative metrics into a single rating score:
- Eligible (Long): Triggers when the asset passes win rate, profit factor, and volatility thresholds.
- Flat / No Trade: Indicates insufficient historical edge or suppressed volatility.
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** Features & Capabilities:
- Non-Repainting Logic: Uses strict `lookahead_off` multi-timeframe requests to preserve backtest accuracy without forward bias.
- Real-Time Month Tracker: Monitors current live month returns against historical benchmarks.
- Customizable Thresholds: Fully adjustable win rate requirements, profit factor filters, and historical lookback windows.
** Best Practices:
- Top-Down Filter: Apply on Daily or Monthly charts across major indices (SPY, ES1!, QQQ), Commodities (USOIL, XAUUSD), and Mega-Cap Stocks.
- Macro Alignment: Combine this seasonal quantitative score with order flow tools or macro regime indicators to build high-probability multi-timeframe strategies. Indicador
Institutional Breadth & Momentum Panel (ADD & TICK)** Overview
The **Institutional Breadth & Momentum Panel (ADD & TICK)** is a specialized real-time order flow and intermarket dashboard designed for intraday traders operating index futures (ES, NQ, YM, RTY) and major equities.
Rather than relying on traditional lagging momentum oscillators, this tool combines two core market internal metrics directly from the New York Stock Exchange (NYSE):
1. NYSE TICK ( USI:TICK ): Measures institutional aggression and order flow pressure in real time.
2. NYSE Advance-Decline Line ( USI:ADD ): Tracks broad-market participation and overall underlying market health.
** Key Components
1. NYSE TICK (Histogram)
The TICK measures the net difference between stocks trading on an uptick versus a downtick across the entire market.
- Institutional Buying Surge (+1000 Threshold):** Highlighted in solid green. Indicates aggressive institutional buying, short squeezes, or strong breakout momentum.
- Institutional Selling Panic (-1000 Threshold):** Highlighted in solid red. Indicates institutional liquidation, stop sweeps, or strong downward pressure.
- Neutral / Rotation Zone:** Softly colored histogram tracking intraday balance between buyers and sellers.
2. NYSE ADD (Orange Line)
The Advance-Decline Line provides top-down confirmation of market direction:
- An ascending ADD confirms that price rallies are backed by broad-market participation.
- A flat/descending ADD during price rallies signals divergence and potential exhaustion.
** Key Features:
Pine Script v6 Codebase: Clean, non-repainting execution utilizing historical closed bars (`close `) for intermarket symbol requests to guarantee backtest accuracy without lookahead bias.
- Built-In Alerts:** Integrated alert conditions triggered when the NYSE TICK crosses extreme institutional thresholds ($\pm 1000$).
- Customizable Symbols:** Allows custom data feed tickers (`USI:ADD`, `INDEX:ADD`, etc.) to fit your specific market data provider settings.
** Best Practices & Practical Application:
- Intraday Execution: Optimized for 1-minute, 5-minute, and 15-minute timeframes on E-mini S&P 500 (ES1!), Nasdaq (NQ1!), and SPY/QQQ.
- Breakout Confirmation:** Use extreme TICK readings (+1000 / -1000) to confirm key level breakouts.
- Exhaustion Trades:** Look for extreme TICK spikes occurring at key daily support/resistance levels to identify high-probability mean-reversion setups.
Indicador
Signal Pro 6.1Signal Pro 6.1 — Trend Structure, ARSI Market State, and Volatility Breakout Engine
Signal Pro 6.1 is a fully customizable trend analysis and signal engine designed to help traders identify directional momentum, avoid non trending environments, and adapt the indicator to any instrument or timeframe. It combines moving average trend structure, ARSI based market state detection, and Bollinger volatility breakouts to produce a clear, technical view of bullish, bearish, and neutral conditions.
How the Signal Engine Works
Signal Pro 6.1 uses three independent components to validate BUY and SELL signals:
1. Trend Structure (MA1 vs MA2)
Directional bias is determined by two customizable moving averages:
• Bullish Trend: MA1 > MA2
• Bearish Trend: MA1 < MA2
This ensures signals only occur in the direction of momentum.
2. ARSI Market State (Bullish / Bearish / Neutral)
ARSI determines the underlying market condition:
• Bullish State: ARSI > Overbought threshold
• Bearish State: ARSI < Oversold threshold
• Neutral State: Between thresholds
ARSI is a hard filter:
• BUY signals require bullish ARSI background
• SELL signals require bearish ARSI background
• Neutral zones block all trades
This ARSI methodology is inspired by LuxAlgo’s adaptive momentum research.
3. Volatility Breakout (Outer Bollinger Band)
Signals require a volatility expansion:
• BUY: close > upper2
• SELL: close < lower2
This prevents signals during compression and improves trend reliability.
Signal Logic (Matches the Code Exactly)
BUY Signals
Generated only when:
• MA1 > MA2
• ARSI is bullish (background green)
• Close breaks above the outer Bollinger band (close > upper2)
• BUY labels enabled
• In session
• No active position
SELL Signals
Generated only when:
• MA1 < MA2
• ARSI is bearish (background red)
• Close breaks below the outer Bollinger band (close < lower2)
• SELL labels enabled
• In session
• No active position
EXIT Signals
Exits are based on price crossing MA1:
• Long Exit: close < MA1
• Short Exit: close > MA1
This keeps exits responsive and avoids lag.
Recommended Default Settings (Based on Author Back Testing)
These settings provide a balanced, responsive structure suitable for most markets:
ARSI Settings
• ARSI Length: 10 (acceptable range 10–14)
• ARSI Signal Length: 3 (acceptable range 3–8)
• ARSI Overbought: 60 (acceptable range 50–70)
• ARSI Oversold: 40 (acceptable range 30–50)
Moving Averages
• MA1: EMA 8
• MA2: EMA 13
• MA3: EMA 50
• MA4: EMA 200
• MA5: EMA 500
These values create a clear trend hierarchy and help visually confirm directional bias.
Trend Alignment and MA Stacking
Although the indicator generates signals automatically, traders should also pay attention to the broader trend structure. Strong trends often show:
• EMA 8 > EMA 13 > EMA 50 > EMA 200 (bullish stacking)
• EMA 8 < EMA 13 < EMA 50 < EMA 200 (bearish stacking)
When moving averages are stacked cleanly and fanning out, trend strength is high. When they compress or cross repeatedly, the market is entering a range and signals become less reliable.
Signal Pro intentionally reflects this visually: trending markets appear clean and aligned, while range bound markets become noisy. This is a built in warning system.
Customization Is Required
Signal Pro 6.1 is not intended to be used “out of the box.” It is a modular system that must be configured for the specific instrument, timeframe, and trading objective.
Users can customize:
• Moving averages (type, length, visibility)
• Bollinger Bands (inner/outer, multipliers, lengths)
• ARSI thresholds and methods
• Background shading
• Candle colors
• Trend colors
• Session windows
• BUY/SELL/EXIT label visibility
• Momentum circles
• Chart clutter level
Because of this flexibility, the indicator may not look correct until properly tuned. Once configured, it becomes a stable and reliable trend clarity tool.
Versatility Across Markets
With correct settings, Signal Pro 6.1 can be used for:
• Futures scalping
• 0DTE options
• Intraday stock trading
• Swing trading
• Crypto
• Forex
There are no restrictions on where it can be applied. The key is adjusting the session window, timeframe, and indicator parameters to match the behavior of the chosen market and back testing accordingly.
Summary
Signal Pro 6.1 combines trend direction, ARSI market state, and volatility breakout logic to highlight high probability directional moves and warn against trading in non trending environments. Every component — moving averages, bands, colors, signals, and market state filters — is fully customizable, allowing traders to adapt the indicator to any market or timeframe.
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Macro Regime Engine - Institutional DashboardEnglish Description:
The "Macro Regime Engine" is an institutional-grade quantitative tool designed to identify market regimes using cross-asset intermarket dynamics.
Rather than relying on traditional lagging technical indicators, this dashboard evaluates the Volatility-Adjusted Momentum Score (VAMS) across six key financial pillars: Equity Markets, Crypto Assets, Energy/Commodities, the US Dollar, Volatility, and Interest Rates.
** How It Works:
The engine applies a non-repainting VAMS calculation across six major intermarket assets:
1. **S&P 500 (SPX)** - Equity Growth
2. **Bitcoin (BTCUSDT)** - High-Beta / Liquidity Appetite
3. **WTI Crude Oil (USOIL)** - Inflationary Pressures / Demand
4. **US Dollar Index (DXY)** - Global Liquidity & Dollar Strength
5. **CBOE Volatility Index (VIX)** - Market Risk Perception
6. **10-Year Treasury Yield (US10Y)** - Cost of Capital & Rates Environment
Based on a voting mechanism, the indicator classifies the market into 4 primary economic regimes:
- Goldilocks (Green): Stable growth, low volatility. Optimal environment for equities and long positions.
- Reflation (Blue): Economic expansion with moderate price increases. Bullish bias.
- Inflation (Orange): Rising commodity and yields pressure. Caution and position reduction recommended.
- Deflation (Red): Spiking volatility and broader market contraction. Risk-off regime.
** Key Features:
- Non-Repainting Logic: Uses closed-bar data (`close `) for intermarket requests to ensure historical accuracy without lookahead bias.
- **Regime Confirmation Filter:** Implements a confirmation threshold to filter out short-term market noise (whipsaws).
- **Customizable Dashboard:** Fully customizable visual table overlay and background regime highlighting.
** Best Uses:
Optimized as a top-down contextual filter for S&P 500 Futures (ES1!), SPY, NQ1!, and BTC. Use this dashboard to align your tactical short-term setups with the broader macro regime.
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RvDiv Regular Divergence (Daily)Rv-Div — Regular Divergence (Daily)
Rv-Div marks confirmed regular divergences on the daily chart and draws the line that connects them, so you can see the structure the signal is based on instead of trusting an arrow.
**What it does**
A bullish divergence is price making a lower low while the oscillator makes a higher low: price is still falling, but with less force behind it. A bearish divergence is the mirror image — a higher high in price against a lower high in the oscillator.
Rv-Div marks the exact candle that confirms the divergence, draws the line between the two pivots it used, and can fire an alert.
**The problem it solves**
Most divergence tools compare each new pivot against the immediately previous one. That works until a small wrinkle appears between the two lows that actually matter — and then the line gets drawn between the wrinkle and the new low instead of between the two real lows. The divergence you see on screen is not the one your eye would have drawn.
Rv-Div compares each new pivot against the last N pivots, not just the previous one, and keeps the one that forms a valid divergence. That is what the eye does: connect the two lows that matter, skipping the noise in between.
It also spends each anchor. Without that, one old pivot gets reused against every new pivot that appears, and you end up with several lines fanning out from the same point — the same divergence counted three or four times, which inflates any count you make of them. Here, once an anchor is used it is discarded along with everything older.
**Quality filters**
Not every pair of pivots deserves to be called a divergence. Four filters, all adjustable:
- Minimum price difference between the two extremes, measured in ATR, so it travels across symbols and volatility regimes instead of using a fixed percentage.
- Minimum difference between the two oscillator pivots.
- Both oscillator pivots on the correct side of zero.
- Minimum and maximum bar separation between the two pivots.
**Settings**
Three oscillators to choose from — Awesome Oscillator, MACD histogram, and a linear-regression momentum. All three are public-domain formulas.
The pivot definition (bars to the left and right), the quality filters, the two EMAs, the colours, the label size and the line width are all adjustable. The default values are the ones I use on the daily chart.
**How to use it**
Daily chart only. The indicator says so on screen if you load it on any other timeframe.
Set alerts to **Once per bar close**. A forming candle keeps changing until it closes, and a divergence is not confirmed until then.
**Dropping to a lower timeframe to confirm**
The signal is a daily signal, but you do not have to take it blind on the daily close. Once the daily marks the entry, drop to 4h and wait for a break of the local high followed by a pullback — or go from 4h down to 1h and look for the same thing. You give up a little of the move in exchange for not entering into a candle that is still falling.
This is deliberately not built into the indicator. It is a judgement call, and judgement calls belong to the trader, not to a script that has to work the same way on every symbol and every market.
**What it does not do**
It does not manage exits. It marks an entry candle and nothing else — no targets, no stops, no position sizing. Those decisions are yours.
It is not a standalone system. A divergence tells you that momentum is fading, not that the trend has turned. What you do with that information is where your own judgement goes.
**About the confirmation delay**
A pivot does not exist until the required bars have closed to its right, so the signal arrives with that delay. This is deliberate. Removing it would mean signalling on unconfirmed pivots, which look excellent in hindsight and vanish in real time.
Historical signals do not repaint: once a pivot is confirmed, it stays confirmed. The forming candle is the only thing that can change, which is why alerts should be set to bar close.
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**Español**
Rv-Div marca divergencias regulares confirmadas en gráfico diario y dibuja la línea que las une, para que veas la estructura en la que se apoya la señal en lugar de fiarte de una flecha.
Una divergencia alcista es el precio haciendo un mínimo más bajo mientras el oscilador hace un mínimo más alto: sigue cayendo, pero con menos fuerza detrás. La bajista es la imagen espejo.
La diferencia con la mayoría de detectores de divergencia está en el trazado. Casi todos comparan cada pivote nuevo con el inmediatamente anterior, y en cuanto aparece una arruga entre los dos suelos que de verdad importan, la línea sale mal dibujada. Rv-Div compara contra los últimos N pivotes y se queda con el que forma la divergencia válida — que es lo que hace el ojo. Además consume cada ancla, así que un mismo pivote antiguo no se reutiliza una y otra vez generando varias líneas en abanico desde el mismo punto.
Cuatro filtros de calidad ajustables (diferencia mínima de precio en ATR, diferencia mínima del oscilador, ambos pivotes del lado correcto del cero, y separación mínima y máxima), tres osciladores a elegir, y todo el aspecto configurable.
Solo diario. Alertas configuradas como "Una vez por barra al cerrar".
**Bajar a una temporalidad menor para confirmar.** La señal es del diario, pero no hace falta tomarla a ciegas en el cierre diario. Cuando el diario marca la entrada, se puede bajar a 4h y esperar una ruptura del máximo local con su retroceso — o de 4h bajar a 1h y buscar lo mismo. Se cede un poco del movimiento a cambio de no entrar en una vela que todavía viene cayendo. Esto no está metido en el indicador a propósito: es criterio del operador, y el criterio no se le delega a un script que tiene que funcionar igual en todos los símbolos.
No gestiona salidas ni es un sistema completo: marca la vela de entrada y nada más. Una divergencia dice que el impulso se está agotando, no que la tendencia ya giró.
El retraso de confirmación es deliberado: un pivote no existe hasta que cierran las velas que lleva a su derecha. Quitarlo significaría señalar sobre pivotes sin confirmar, que se ven perfectos en el pasado y desaparecen en vivo. Las señales históricas no repintan. Indicador
Multi-Factor Reversal Confluence All-in-One█ OVERVIEW
Multi-Factor Reversal Confluence is a single decision object that looks for exhaustion-and-turn REVERSALS by making five orthogonal detectors agree through one staged lifecycle — WATCH → ARMED → EXTREME → CONFIRMED — filtering every call through two gates, and then grading its own conviction against how those calls have actually resolved on THIS chart. Two things its category usually skips: gating (a trend-defense that will not fade a series with no equilibrium to revert to, and a turbulence veto that will not fade an active, intensifying volatility cascade — the two dominant ways reversal tools get run over), and honest self-calibration (conviction is mapped to a probability by a non-parametric isotonic fit of predicted→realized, and the "proven" badge uses an out-of-sample, uniqueness-weighted, multiple-testing-deflated Wilson lower bound versus a matched base rate — so a thin or edgeless sample says so plainly). Everything is computed internally from price and volume; there is no input.source wiring, no external symbol, and no request.security.
█ HOW IT WORKS
Five independent signals, each on a 0–100 signed scale (+ = bottom / − = top), each naming its method:
1. INSTABILITY (prior) — a Wasserstein-1 (earth-mover) distance between the most recent window of returns and the window before it (matched sorted order-statistics), volatility-normalized and ranked as a percentile of its own history. A rising distance = the return distribution is changing shape — variance, skew OR tail — i.e. a system losing stability and a reversal PRIOR. Shape-complete (it catches a fattening tail that a moment-by-moment read misses) and direction is set opposite the prevailing drift.
2. CHANGEPOINT (trigger) — a Student-t Bayesian Online Changepoint Detector (run-length posterior with a hazard prior) plus a CUSUM mean/variance break, resolved into a drift-turn direction. This is the TRIGGER that a regime actually broke.
3. EXHAUSTION (gate) — a real trend (efficiency ratio above a floor over the slow horizon) whose fast efficiency is now COLLAPSING while price is stretched (displacement percentile), optionally boosted by absorption (high volume, little progress) and a panic-range read. The GATE that the move is spent.
4. CLIMAX (extreme) — a volume-z (time-of-day-normalized on intraday), an expansion-range-z, a close-rejection wick and an order-flow delta from Bulk-Volume Classification (buy fraction = the normal CDF of the standardized return — a principled signed delta, not a close-location proxy). The composite must clear its own conformal online (1−α) quantile, so "extreme" means a calibrated ~α-rare event on this symbol; a secondary-test state machine then only confirms once a lower-volume retest holds the extreme.
5. STRUCTURE (confirm) — a liquidity sweep of a confirmed swing pivot followed by a displacement break back through it (≥ a × ATR), which also sets the stop. The CONFIRM.
Mean-reversion / regime gate (the trend-defense) — every fire is filtered by how mean-reverting the tape is right now, on a 0–1 scale from two orthogonal reads: the reversion-trust correlation (the rolling correlation of prior deviation-from-mean with the NEXT return — strongly negative means price is actively reverting) and a Lo-MacKinlay variance ratio (VR(q) < 1 = mean-reverting, ≈ 1 = random walk, > 1 = trending). An optional Dickey-Fuller unit-root test adds a formal stationarity requirement. The gate scales conviction and, below a floor, blocks the fire outright — so the engine does not fade a trend, the single largest source of false tops and bottoms.
Turbulence gate (the falling-knife defense) — large moves are treated as a point process and their Fano factor (variance/mean of the shock count) gives a self-exciting Hawkes branching ratio on a 0–1 scale. When that ratio is high AND still rising, the move is self-feeding — so conviction is scaled down and, below a floor, the fire is blocked. It stops the engine from fading an accelerating cascade, and it releases as the cascade rolls over. The two gates multiply into one combined guard shown on the dashboard.
Lifecycle & fusion — the engine ARMs only when at least N of the five agree on a direction, each above its own threshold, within an expiry window; climax promotes it to EXTREME, a structure break to CONFIRMED (the default actionable tier). Conviction fuses the supporting signals correlation-aware: the instability and changepoint pair is down-weighted by their measured rolling correlation (a Kish-style redundancy discount) so two views of the same thing don't double-count, then scaled by the mean-reversion gate.
Location (absorption shelf) — the five signals answer "is a turn forming?" but not "where?". A built-in occupation-time (dwell) profile answers that internally, with nothing to wire: a fixed-tick price grid accumulates how long price has dwelt at each level (a reversible ring buffer that adds the entering bar and subtracts the bar leaving the window), and the nearest bin whose dwell is a high fraction of the busiest bin — below and above price — is the support / resistance shelf. A reversal that fires AT a shelf on the correct side earns a bounded conviction boost. It is self-contained (no request.security). Optionally, set Location to "External link" instead and wire the four source inputs to a published Absorption Shelf's EXP_ outputs to use that fuller engine.
Calibration — every actionable fire is resolved a fixed horizon later against a ± target (× ATR): did price reach the target in the signalled direction? Raw conviction is mapped to a probability by a beta warm-start that hands over to a non-parametric ISOTONIC (Pool-Adjacent-Violators) fit of predicted→realized once enough outcomes resolve, and is shrunk toward 50% until the sample is sufficient — so a shown 70% actually resolves ~70% on this symbol. Bottom and top hit-rates are tracked separately, each with a Wilson lower bound, versus a direction-matched unconditional base rate. The "proven" badge is deliberately strict: it uses an out-of-sample slice, weights overlapping fires by their uniqueness (effective-N, not raw n), and raises the Wilson z (Bonferroni-style) for the several signals and two sides being tested; a Net-R after cost is shown so the edge reflects something tradeable, not gross.
█ HOW TO USE
Read the dashboard top-down: the STATE (WATCH / ARMED / EXTREME / CONFIRMED) and the direction, then the calibrated conviction (a ✓ means the edge is proven out-of-sample), then the combined gate, then the stop. The gate row (regime·turbulence) is the defense layer: "reverting" means fades are in-context, "trend/random" or "cascade!" means the engine is holding back. Pro adds a Flow · turbulence row (signed BVC order-flow delta and the branching ratio) and a Location row (shelf status). Choose your actionable tier (Armed / Extreme / Confirmed) in the inputs — the default is Confirmed, which fires only after the structure break for the fewest, highest-precision signals; Extreme and Armed are earlier and noisier. A diamond marks a confirmed fire (it brightens with conviction and dims while the sample is still learning); a small triangle marks the earlier EXTREME stage. On a confirmed fire the tool draws the Entry, Stop and two targets (TP1/TP2 at R-multiples of the stop) as labelled lines, and a tag at the arrow showing direction and calibrated conviction. A faint grey wash means the engine is standing aside (a trend/random regime or an active cascade) — that is the gates working, not a fault. A small on-chart legend explains the marks; all of these visuals are toggle-able in the Chart-visuals inputs. The calibration is the honest layer: until the sample clears the minimum it reads "learning", and it shows each side's Wilson-bounded hit-rate against its base rate rather than a bare number — a low or below-base read is information, not a malfunction. The structure signal confirms a swing-length number of bars AFTER the pivot by design, so treat it as confirmation, not a pivot-bar entry. Switch Dashboard detail to Pro for the raw conviction, the per-side hit-rate table, the out-of-sample edge with Net-R and effective-N, and the per-engine peak-strength diagnostic. Needs volume — run it on a volume-bearing symbol (index futures work well). Horizon and sizing are yours; it places no orders.
█ INPUTS
1 · Instability — returns window for the Wasserstein distributional-shift, drift lookback.
2 · Changepoint — observation window, z winsorise, hazard, Student-t d.o.f., prior pseudo-count, P(change) fire threshold, emerging-drift lookback.
3 · Exhaustion — ER fast / slow, trend floor, displacement lookback, stretch percentile, absorption + panic boost.
4 · Climax — volume/range baseline, volume-z and range-z thresholds, time-of-day normalization + rate, close-rejection threshold, CVD window, secondary-test window and retest-volume fraction, BVC order-flow delta toggle, conformal "extreme" rarity (α and adaptation rate).
5 · Structure — swing length, break displacement (× ATR), sweep→break window.
6 · Fusion & lifecycle — per-stage thresholds, minimum agreeing signals to ARM, expiry window, actionable tier (default Confirmed), the P1↔P2 redundancy factor and data-driven decorrelation window.
7 · Calibration — resolve horizon, target move (× ATR), minimum sample, beta rate, isotonic recalibration, warm-up shrink samples, in-sample fraction, proven-z (deflated), round-trip cost.
9 · Mean-reversion gate — require a mean-reverting regime, reversion-trust window, variance-ratio window and q, block-fire floor, optional Dickey-Fuller stationarity with its window and critical t.
10 · Turbulence gate — veto fades during a volatility cascade, shock threshold (× σ), shock sub-window, Fano window, cascade level to start vetoing, veto strength, block-fire floor.
11 · Location (absorption shelf) — enable; shelf source (Internal built-in dwell profile, default / External link); internal dwell lookback, bin size (× ATR) and hot-shelf fraction; the four external sources (used only in External mode); near-shelf tolerance (× ATR), absorbing-strength threshold, conviction multiplier at a confirmed shelf.
12 · Chart visuals — trade-level overlay (TP1/TP2 R-multiples, level length), signal label, conviction-graded markers, stand-aside tint, on-chart legend and position, draw linked shelf.
13 · Style — theme (Dark / Light), Bottom / Top colours, background tint, markers, dashboard show and detail (Compact default / Pro).
█ HONESTY & LIMITATIONS
This is a study, not a strategy. The conviction and hit-rates are descriptive statistics on visible history with no execution costs — not a backtest and not a probability your next trade works; the out-of-sample slice and Net-R make the "proven" badge stricter but it remains an in-sample-history read. Volume-derived signals (climax, CVD, absorption) need real volume and abstain or weaken on symbols without it. Non-repaint by construction: all five signals resolve on confirmed values, the structure signal uses swing pivots that confirm several bars late (a deliberate lag, not a repaint), the mean-reversion gate, the turbulence gate, the conformal quantile, the state machine and the calibration read only committed bars, and the isotonic map / out-of-sample statistics are built once per bar for display and never feed the fire — set alerts to "Once Per Bar Close". The optional Dickey-Fuller gate runs a windowed regression loop; leave it off (default) if you want the lightest compute. When the sample is small the calibration shrinks toward 50% and reads "learning", and a hit-rate below its base rate is shown honestly rather than hidden. No edge shown = honest, not broken.
█ ORIGINALITY
One coherent reversal object, not five indicators stacked. The original contribution is the staged lifecycle in which five DIFFERENT statistical lenses (Wasserstein distributional-shift, Bayesian changepoint, efficiency exhaustion, a conformal-rare volume/BVC climax, and liquidity-sweep structure) must agree in sequence, all filtered by two orthogonal gates — a mean-reversion regime gate so the engine refuses to fade a trend, and a Hawkes self-excitation gate so it refuses to fade an accelerating cascade — fused with an explicit redundancy discount so correlated views don't double-count, and — the part most reversal tools omit — a conviction that is isotonically calibrated to the chart's own resolved outcomes and gated by an out-of-sample, uniqueness-weighted, multiple-testing-deflated Wilson lower bound against a matched base rate. Each detector exists only to feed that single verdict and its stop; none is presented as a standalone signal. It carries a compact built-in occupation-time shelf for price-location confirmation (or can consume an external Absorption-Shelf's exports), keeping it one self-contained tool. Every block was written from scratch.
█ CREDITS
Bayesian Online Changepoint Detection — Adams & MacKay (2007); Student-t predictive. CUSUM — Page (1954). Wasserstein-1 / optimal transport (earth-mover distance) — Kantorovich. Variance ratio — Lo & MacKinlay (1988). Unit-root test — Dickey & Fuller (1979); Ornstein-Uhlenbeck. Efficiency ratio — Kaufman. Bulk-Volume Classification / VPIN order-flow — Easley, López de Prado & O'Hara. Self-exciting branching processes (Fano factor) — Hawkes (1971). Conformal / adaptive online quantiles — Vovk; Angelopoulos, Candès & Tibshirani. Cumulative Volume Delta / effort-vs-result absorption — order-flow literature. Liquidity sweep & displacement — order-flow / market-structure practice. Beta / logistic calibration — Platt (1999); Kull, Silva Filho & Flach. Isotonic regression / Pool-Adjacent-Violators — Ayer et al. (1955). Uniqueness weighting & two-barrier forward test — López de Prado. Design-effect / effective sample — Kish (1965). Wilson score interval — Wilson (1927). Code written from scratch; no external script reused.
This script is for analysis and education. It is not financial advice.
Indicador
Price Gravity Research Engine [Effort & Displacement]Price Gravity Research Engine (PG-RE) is a market-state research indicator designed to measure how much normalized market effort is being consumed relative to the amount and efficiency of price movement that effort produces.
The core idea is simple:
Price becomes mechanically “heavy” when substantial effort produces little or inefficient displacement, and “light” when price travels efficiently with comparatively little resistance.
Rather than generating traditional buy/sell signals, PG-RE is built to describe the current movement environment .
Who it is for: PG-RE is especially suited to discretionary intraday, price-action, and market-structure traders who want a regime/context layer for distinguishing clean repricing from inefficient, effort-heavy travel.
What the engine measures
PG-RE evaluates three primary components:
1) Effort
Market activity is normalized relative to its expected baseline.
When usable volume is available, volume is used as the primary effort source.
A range-based activity proxy can be used as an alternative.
On intraday charts, PG-RE can normalize effort by time of day , helping prevent the open or close from being classified as abnormal simply because raw activity is naturally higher during those periods.
2) Displacement
Net price movement over the Gravity Window is measured using log returns and normalized against recent volatility.
This asks:
Has price actually traveled a meaningful distance relative to what volatility would normally imply?
3) Path Efficiency
PG-RE compares net displacement with the total path traveled over the same window.
A direct move has high path efficiency .
A back-and-forth move with little net progress has low path efficiency .
The Gravity model
PG-RE combines normalized effort, volatility-adjusted displacement, and path efficiency into one mechanical measure called Price Gravity .
In practical terms:
more effort with less progress tends to increase gravity
inefficient, rotational travel tends to increase gravity
strong, efficient displacement tends to reduce gravity
efficient movement achieved with relatively little effort represents lighter travel
Gravity is then interpreted relative to its own recent distribution , making PG-RE a regime tool , not a fixed-value oscillator.
It is designed to answer:
“How difficult is it for price to move right now, and is that difficulty changing?”
not:
“Should I buy or sell this bar?”
What is different about PG-RE
Rather than evaluating activity, volatility, or directional movement independently, PG-RE treats their relationship as the object of measurement.
Its primary output is therefore not momentum or volume itself, but the changing amount of normalized effort associated with efficient versus inefficient price travel.
Mechanical states
PG-RE classifies the current environment into several descriptive states:
PRESSURE
Elevated effort is producing unusually weak displacement while travel remains inefficient and gravity is building. Elevated activity is producing little clean progress.
VACUUM ↑ / ↓
Price is producing unusually strong and efficient displacement with comparatively low effort. Movement is encountering relatively little resistance.
ACTIVE REPRICING ↑ / ↓
Both effort and displacement are elevated while travel remains efficient. Price is moving materially and activity is substantial.
DRAG ↑ / ↓
A directional move remains underway, but gravity is increasing while path efficiency remains below the high-efficiency threshold. Progress is becoming mechanically heavier.
LIGHT TRAVEL ↑ / ↓
Displacement is strong and efficient while overall gravity is unusually low.
DEAD ROTATION
Effort and displacement are subdued while travel remains inefficient, producing little directional progress.
RELEASE ↑ / ↓
A recent high-gravity environment is followed by sharply easing gravity while path efficiency improves. Resistance that had previously constrained movement is dissipating.
NEUTRAL
No stronger mechanical condition currently dominates.
Reading the dashboard
PRICE GRAVITY
Current mechanical state.
WEIGHT
Whether gravity is currently HEAVY , NORMAL , or LIGHT relative to its recent distribution.
CHANGE
Whether gravity is BUILDING , STABLE , or EASING .
TRAVEL
Whether price movement is DIRECT , MIXED , or ROTATIONAL .
EFFORT
Whether normalized activity is HIGH , NORMAL , or LOW .
BALANCE
A directional asymmetry proxy combining close-location-weighted effort with cumulative upward versus downward path travel.
Important:
UPSIDE HEAVIER is not a bullish label, and DOWNSIDE HEAVIER is not a bearish label.
UPSIDE HEAVIER means the upward-side gravity proxy is relatively heavier than the downward-side proxy.
DOWNSIDE HEAVIER means the downward-side gravity proxy is relatively heavier than the upward-side proxy.
BALANCE should be interpreted as a relative resistance proxy , not as a direct measurement of buying/selling pressure or order flow.
Direction and gravity should therefore be interpreted separately.
How I use it
PG-RE works best as a market-structure context layer .
I primarily look for transitions between conditions such as:
HEAVY + BUILDING + ROTATIONAL
effort is being consumed without clean travel
LIGHT + DIRECT ↑/↓
price is traveling efficiently with relatively low gravity
PRESSURE → RELEASE
a previously constrained auction begins converting effort into cleaner movement
ACTIVE REPRICING → DRAG
a strong move remains active, but its mechanical efficiency is deteriorating
VACUUM → rising gravity
a low-resistance move begins encountering more opposition
Practical notes
PG-RE is adaptive and distribution-relative, so a “high” reading in one market or timeframe does not need to equal a “high” reading somewhere else in raw-value terms.
The current live bar can evolve as price, range, and volume develop.
The indicator contains no buy/sell labels and makes no forecast claim.
PG-RE measures model-implied movement difficulty from price, volatility, and volume/range data. It does not directly measure order-book liquidity, executed aggressor flow, or physical market resistance.
A warm-up period is required before distribution-relative states become available.
Its purpose is to structure the relationship between effort, displacement, path efficiency, and changing market resistance within one coherent framework.
Quick Use Guide
Start with PRICE GRAVITY and WEIGHT to judge whether the market is mechanically heavy, normal, or light.
Check CHANGE to see whether gravity is building, stable, or easing.
Use TRAVEL to separate direct movement from churn.
Use EFFORT to judge how much participation is present behind the move.
Use BALANCE to identify directional asymmetry in relative resistance.
Treat states as context , not trade arrows.
Indicador
Psychological Levels + PDH/PDL + PWH/PWLPsychological Levels + PDH/PDL + PWH/PWL
This professional indicator combines three of the most powerful key zone concepts in Forex trading into one clean, fully customizable tool. Instead of using multiple separate indicators, you get psychological price levels, Previous Day High/Low and Previous Week High/Low all in one place — perfectly designed for confluence-based trading strategies.
📊 What's included:
🔘 Psychological Levels (1000 / 100 / 50 / 25 / 10 pip steps)
Psychological levels are price zones where human psychology naturally causes order clustering. Banks, institutions and retail traders all monitor the same round numbers — making these levels self-fulfilling support and resistance zones. Each level type has its own color, zone width and line style settings and can be toggled on or off independently.
🔵 PDH / PDL — Previous Day High & Low
The most watched intraday reference points in professional Forex trading. The line starts exactly at the candle where the previous day's high or low was formed and extends to the current bar. Institutional traders use these levels for bias, stop placement and profit targets. On GBP/USD and other volatile pairs, PDH/PDL are frequently used as magnets for price during the London and New York sessions.
🔷 PWH / PWL — Previous Week High & Low
The strongest reference levels for weekly bias and multi-day trade planning. The line starts at the exact candle of the previous week's high or low and extends through the current week. A break and hold above PWH is a strong bullish signal. A rejection at PWH or PWL combined with a psychological level creates a very high-confluence setup.
💡 How to use this indicator:
Add the indicator to your GBP/USD or any other Forex chart
Enable the psychological levels that fit your timeframe (100 and 50 pip for day trading, 25 and 10 pip for scalping)
Mark where PDH/PDL and PWH/PWL sit relative to psychological levels
Look for confluence — when PDH aligns with a 100-pip level, that zone is significantly stronger
Wait for a price action trigger (engulfing candle, break of structure) at the confluence zone
Place your stop loss beyond the full zone, target the next key level with minimum 1:2 R:R
🎯 Best confluence combinations:
PDH/PDL + psychological level = strong intraday zone
PWH/PWL + psychological level = strong multi-day zone
PDH + PWH + psychological level = extremely high-probability setup
Any of the above + VWAP = institutional-grade confluence
⚙️ Customization:
Every element is fully adjustable. Colors, line styles (solid, dashed, dotted), line thickness and zone widths can all be set independently. Labels for PDH/PDL and PWH/PWL can be toggled on or off. The indicator automatically detects JPY pairs and adjusts pip calculations accordingly.
📋 Technical details:
Pine Script v6
Compatible with all Forex pairs (majors, minors, exotics)
Works on all timeframes from M1 to Weekly
Maximum 500 lines and 500 boxes for optimal performance
No repainting — levels are fixed once the session closes
Optimized calculation within visible price range for smooth performance
👤 Ideal for:
Day traders and scalpers who trade GBP/USD, EUR/USD or other major pairs on the 5-minute to 1-hour timeframe and want a clean, structured way to identify the most important price zones without cluttering their chart. Indicador
Trend Signal A (v2.3) - 1D Trend + 1H CrossThis indicator combines multi-timeframe trend analysis using Heikin-Ashi candles
smoothed with a configurable moving average (EMA, HMA, ALMA, SMA, etc.).
📌 How it works:
- Calculates trend on a higher timeframe (Daily by default) using the last
CLOSED Heikin-Ashi candle only (no repainting).
- Looks for a trend cross confirmation on the chart's timeframe (designed for 1H).
- BUY signal: daily trend is bullish + bullish cross on the current timeframe.
- EXIT signal: bearish cross OR ATR-based dynamic stop loss, whichever comes first.
📊 Built-in panel:
Shows in real time the daily trend state, whether a position is currently open,
the unrealized PnL of the open trade, and the cumulative historical PnL
(simulated, no fees/slippage) since the indicator was loaded on the chart.
⚙️ Fully configurable: moving average type and length, higher-timeframe
selection, ATR multiplier for the stop loss, colors, and panel visibility.
⚠️ This script is an analysis tool, not financial advice. Past results shown
in the panel do not guarantee future performance. The PnL displayed is a
simplified simulation for educational purposes, not a full strategy backtest
(no fees, slippage, or position sizing are accounted for).
🙏 Credits: based on "Trend Indicator A" by DZIV (dzi_v_), published under
CC BY-NC-SA 4.0. This script is released under the same license. Indicador
Stockbee Anticipation SetupSTOCKBEE ANTICIPATION SETUP
Finds stocks that have already run, then gone quiet — tight range, drying volume, holding near the highs of a small base. It marks the coil BEFORE the breakout, while the stop is still small.
THE IDEA
Pradeep Bonde (Stockbee) trades short, violent moves: a stock breaks out and delivers most of its gain in three to five days. His Momentum Burst entry takes that breakout on the day it happens, typically a 4% up-day on expanding volume.
Anticipation is the same trade entered earlier. Instead of paying for the breakout day, you buy during the dull consolidation that precedes it, while the range is tight and volume has dried up. You give up confirmation; in exchange your stop sits just underneath a very tight base, so the position risks a fraction of what a breakout-day entry risks.
That trade-off only works if the base is genuinely tight. A wide, sloppy consolidation forces a distant stop, and then anticipating buys you nothing over simply waiting. The indicator is built around that constraint.
The pattern in one line: a real prior advance, then a short narrow base, volume drying up, price holding in the upper half of that base, and a stop you can place within a few percent.
HOW IT DECIDES
Nine conditions are evaluated on every bar. ALL must pass. There is no partial credit — one failure and the bar is not a setup, no matter how good the rest look.
1. Prior advance >= 15% over 40 bars
Anticipation continues a move. Without a prior thrust you are just buying a quiet stock.
2. Base width <= 10%
High to low of the last 10 bars. The best single proxy for whether the coil is real.
3. Average daily range <= 5%
Individual bars must be small, not just the envelope. Catches wide bars inside a narrow box.
4. Volume dry-up <= 0.85 x baseline
Base volume against the 50-day average. Supply exhausting is the tell.
5. Close location >= 50% of base
Price holding the upper half. A tight base sagging to its lows is a failed base.
6. Risk to stop <= 5%
The whole premise. If the stop cannot be placed tight, the setup is rejected outright.
7. Trend close > MA20 and MA50
Keeps you on the right side. Optional, can be switched off.
8. Not already fired day gain < 4%
A 4% day IS the Momentum Burst trigger. Past that you are no longer anticipating.
9. Liquidity >= $5 and 100k shares
Standard floor. Tight stops are unusable in illiquid names.
Why the risk gate is a rejection and not a penalty: every other quality can be traded off against the rest through the score. Stop distance cannot. A 12% stop on an anticipation entry is a different trade with a different expectancy, not a slightly worse version of the same one.
THE SCORE
Bars that clear all nine gates are graded 0-100. The score ranks candidates against each other; it never overrides a gate.
20 Base tightness — narrower than the cap scores higher
15 Close location within the base
15 Volume dry-up depth
15 Size of the prior advance
15 Risk distance — tighter stop, more points
10 Range contraction — last 3 bars vs the base
10 Trend alignment above both MAs
Grades:
85-100 A Everything lines up. Chart-review candidate.
75-84 A- Strong, usually one soft component.
65-74 B Playable smaller, or watch for improvement.
55-64 Watch Valid but unremarkable. Watchlist only.
under 55 — Not flagged. Nothing is drawn.
The 55 floor is an input, so you can raise it to see only the best coils.
READING THE CHART
Nothing is drawn unless a bar clears every gate and meets the score floor. A clean chart means no setup — that is the normal state.
Triangle below bar First bar of a new setup. Marks the transition into the
state, so one coil produces one triangle, not a cluster.
Shaded zone Every bar where the setup remains valid. Its width shows
how long the coil has held.
Solid teal line Base high — where the Momentum Burst would trigger.
Anchored to the base that produced the signal and
spanning its full length.
Dotted line Base low. Reference only, this is NOT the stop.
Solid red line The actual stop, from the selected stop mode. Usually
well inside the base low.
Metrics table (values are for the most recent bar; each gate metric turns red when it fails, so a glance tells you what is blocking the setup):
Anticipation Rating and score. Grey header means no setup on this bar.
Base width % High to low of the base, as a percentage of the low.
Avg range % Mean daily high-low range across the base.
Vol ratio Base volume / 50-day baseline. Below 1.0 means drying up.
Prior advance % Rise from the pre-base low up to the base high.
Close loc % Where the close sits in the base. 100 = at the high.
Entry (close) The anticipation entry — you buy inside the base.
Stop Stop price per the selected mode.
Risk % Entry to stop. Red above the max-risk input.
Breakout lvl Base high plus one tick — the Momentum Burst trigger.
R to breakout Distance from entry to that trigger, in units of risk.
R to breakout is the number that justifies the trade. It answers: how much do I make, in R, just getting to the point where a breakout trader would enter? At 1.5R or more, anticipating is genuinely paying you for the earlier entry. Below 0.5R you are taking extra uncertainty for very little head start, and waiting for the breakout is the better trade.
INPUTS
BASE / CONSOLIDATION
Base lookback (bars) 10 Length of the consolidation window. 10 is about two
weeks. Bonde's bases run one to three weeks, so 5-15
is the useful band.
Max base width % 10.0 Rejects bases wider than this. The main tightness
control — lower finds fewer, better coils.
Max avg daily range % in base 5.0 Rejects bases built from wide individual bars. Raise
for high-ADR small caps, lower for large caps.
Min close location in base % 50.0 How high in the base price must close. 70+ demands
price pinned near the highs.
PRIOR ADVANCE
Prior-advance lookback (bars) 40 Window searched for the pre-base low. Longer accepts
older, slower advances.
Min prior advance % 15.0 Required thrust into the base. Raise to demand real
momentum; set to 0 to disable.
VOLUME
Volume baseline length 50 Averaging period the base volume is compared against.
Max base/baseline vol ratio 0.85 Dry-up threshold. 0.85 is mild; 0.6 demands a
pronounced volume collapse.
RISK / STOP
Stop reference Recent low Recent low = under the last N bars, the tight
Stockbee-style stop. Base low = under the whole base,
safest but widest. ATR multiple = volatility-scaled.
Fixed % = a flat percentage.
Recent-low lookback 3 Bars used by Recent low mode. 2-3 is tight, 5+
approaches the base low.
ATR length / ATR multiple 14/1.5 Used only in ATR mode.
Fixed stop % 4.0 Used only in Fixed % mode.
Max risk to stop % 5.0 HARD REJECTION. Setups needing a wider stop are
discarded. The most consequential input here.
FILTERS
Min price 5.0 Excludes low-priced names.
Min avg volume 100000 Liquidity floor on the volume baseline.
Require close above 20 & 50MA on Trend filter. Turn off to find bases forming under
the averages — a different, lower-probability trade.
Exclude if today gain % >= 4.0 Keeps anticipation separate from the breakout it
precedes.
OUTPUT
Min score to flag 55 Score floor. Raise to 70+ for high-grade coils only.
Show base high / low lines on Base boundary lines.
Show stop line on The red stop level.
Shade anticipation zone on Background tint over valid bars.
Extend levels right (bars) 0 Projects the lines forward N bars. Useful when
planning an entry.
TABLE
Show metrics table on Toggles the table.
Position Top right Any of the nine chart corners and edges.
Text size Normal Tiny through Huge. Raise it on large monitors.
TUNING
The defaults are a starting point, not settled numbers. Bonde does not publish exact thresholds, so these were chosen to match the described behaviour and should be adjusted to your universe.
Too few setups:
- Raise Max base width % to 12-14. This is the most common blocker.
- Raise Max risk to stop % to 6-7, accepting looser trades knowingly.
- Lower Min prior advance % to 10 for slower, larger names.
- Lower Min score to flag to 45 to see marginal coils.
Too many setups:
- Lower Max base width % to 7-8.
- Lower Max base/baseline vol ratio to 0.65 for real volume collapse.
- Raise Min close location % to 65-70.
- Raise Min score to flag to 70.
Volatility: high-ADR small caps need Max avg daily range % around 7-8 and a wider Max risk to stop %, or nothing will ever qualify. Large caps can run tighter than the defaults on both. Switching Stop reference to ATR multiple makes stop distance self-adjusting across a mixed watchlist.
These thresholds have not been backtested. Changing them changes which trades you take, and the only way to know whether a change helps is to test it against outcomes over a meaningful sample.
ALERTS
One alert condition is exposed, "Stockbee Anticipation", firing on the first bar of a new setup rather than on every bar it stays valid.
Right-click the chart, Add alert, choose Stockbee Anticipation Setup as the condition, and set it to Once Per Bar Close. On daily bars you are notified after the close, which is when the signal is final. Firing intrabar produces alerts that vanish by the close.
WHAT IT CANNOT DO
- It is not a signal service. It flags a chart state. Every candidate still
needs a look at the chart before it becomes a trade.
- It has no view on news or fundamentals. A tight base ahead of an earnings
date is a very different proposition and the script cannot see the date.
- It does not size positions or track exposure. It gives you entry, stop and
risk %; converting that into share count is your job.
- It does not know the market regime. Anticipation setups fail in bulk when
the broad market is under distribution. Check the market first.
- It has not been backtested. The thresholds are reasoned from the method as
described, not fitted to outcomes.
- One symbol at a time. Pine indicators evaluate the chart's symbol only.
Scanning a universe requires a screener.
Implements the Anticipation setup as taught by Pradeep Bonde (Stockbee). Not affiliated with or endorsed by him. Nothing here is financial advice — the indicator describes chart geometry, and decisions about risk remain entirely yours. Indicador
Capital Breakdown: MIF SniperCapital Breakdown: MIF Sniper is a macro-to-micro decision framework built for traders who want more than a sector heatmap — it tells you who's actually leading inside that sector.
The system runs as a two-desk architecture:
TRADE DESK — pivot-based support/resistance, supertrend + DEMA trend confirmation, and RSI-based reversal signals, with a live signal HUD and built-in alerts.
MACRO DESK — an 11-sector SPDR rotation heatmap ranking all sectors by relative strength vs SPY, plus regime classification (Trend / Transition / Shock), a Dynamic Conviction Index, and active macro driver detection (USD, rates, energy, risk sentiment, growth, industrial).
NAME-LEVEL DRILL-DOWN — the newest layer. Pick any sector from the settings dropdown, and the HUD ranks the top 5 strongest names inside that sector using relative strength versus the sector's own ETF (not just the broad market). A live LEADER/WATCH indicator tells you instantly whether the sector you're drilled into is the one actually leading right now, or one you're simply watching. Every candidate list is fully editable in settings — no coding required.
This turns sector rotation from a top-down observation into a tradeable single-name idea: see which sector is winning, then see which stock inside it is winning hardest.
Built for traders working across US equities, sector ETFs, and single names who want an institutional-style read on where capital is actually flowing — not just where the index is pointing. Indicador
Indicador
The Deceit SignatureThe Deceit Signature
WHAT IT IS
The Deceit Signature is a pattern-recognition tool built around a recurring market behavior: a tight range breaks sharply in one direction, only to reverse just as sharply moments later, sweeping the liquidity resting near a prior swing point before the market shows its real direction. This is the same mechanic behind concepts like the ICT "Judas Swing" or Wyckoff's spring/upthrust: a false move designed to trap traders on the wrong side before the actual move develops.
This indicator automates the detection of that sequence and marks it directly on the chart, so it can be studied and monitored without having to spot it manually candle by candle.
WHAT IT DOES
On every closed bar, the indicator looks for the following sequence:
- A range: price consolidates within a band narrow enough relative to the ATR to qualify as a tight range.
- A first sharp break: a strong candle (measured against the ATR) closes beyond one edge of the range. This is the fakeout, the move designed to trap traders positioning in that direction.
- A second sharp break, in the opposite direction, within a configurable number of bars. This is the move that confirms the first one was a trap, and it is the move that goes looking for liquidity.
- A liquidity box: once the second break is confirmed, the script looks back for the two most recent swing pivots on the side opposite to the first break (below the range for a bullish fakeout, above it for a bearish one) and draws a box between them. This is the zone where price is expected to sweep resting liquidity before reversing back in the direction of the original fakeout.
- A touch marker: once price trades back into that liquidity box, a small triangle marks the candle that touched it, and the box is automatically removed a configurable number of bars later, keeping the chart clean while still leaving the range and both breaks visible for reference.
Breaks caused by a price gap (no overlap with the previous candle) are ignored. The pattern only counts when the move happens through actual trading, not through a jump in price with nothing traded in between.
HOW TO USE IT
Add the indicator to any chart, on any timeframe. When the full sequence is detected, it draws the range box, labels both breaks ("Break 1 (fakeout)" and "Break 2 (liquidity grab)"), and plots the liquidity box for that setup. An alert condition is available to notify you as soon as a first break occurs, so you can start watching for the confirming second break, and a general alert fires when the full pattern is confirmed.
This is a visual and analytical tool for identifying the pattern, not an automated entry system. What you do once the liquidity box is drawn, and once price reacts inside it, is a separate decision that requires its own judgment and risk management.
HOW TO CONFIGURE IT
Range group: "Bars to measure the range" sets how many bars are checked for tightness, and "Maximum range width (x ATR)" sets how narrow that range must be relative to the ATR to qualify as a valid consolidation.
Sharp Breaks group: "ATR period" sets the ATR length used throughout the script. "Minimum strength of the breakout candle (x ATR)" sets how large a candle's range must be, relative to the ATR, to count as a sharp break. "Max bars between 1st and 2nd break" sets the window in which the second break must appear for the pattern to be confirmed; if it doesn't arrive in time, the setup is discarded.
Pivots / Liquidity Box group: "Left bars" and "Right bars for pivot" control the swing pivot detection used to build the liquidity box. "Minimum distance from pivot to range edge (x ATR)" filters out minor pivots sitting too close to the range itself, forcing the script to look further back for a pivot that represents an actual separate swing.
Visual group: toggles for the range box and the liquidity box, colors for bullish and bearish setups, and how many bars to wait after the liquidity box is touched before it gets deleted from the chart.
A NOTE ON THE ATR STRENGTH SETTING
"Minimum strength of the breakout candle (x ATR)" is the single most important setting to calibrate for each asset and timeframe. Set it too low and the script will treat ordinary, unremarkable candles as "sharp" breaks, which produces false detections: the pattern will appear far more often than the actual deception behavior occurs, and most of those detections will be noise rather than the real setup. Start around 1.2-1.6x ATR, watch how it performs on the specific instrument and timeframe you trade, and raise it if you see the indicator firing on candles that don't visually stand out from the surrounding price action. There is no universal value: a setting that works well on a 1-hour crypto chart will not necessarily work on a daily stock chart or a weekly bond chart.
DISCLAIMER
This script is provided for educational and analytical purposes only. It identifies a recurring price pattern; it does not predict future price movement, and past instances of the pattern are not a guarantee that price will react the same way again. This is not financial advice, and any trading decision based on what this indicator shows remains the sole responsibility of the person making it. Indicador
