Breaker Block Detector [algotim]Overview
Breaker Block Detector is a structure-based indicator designed to identify Breaker Block formations only after a defined swing sequence and structural break have occurred.
The purpose of the script is to make Breaker Block analysis more systematic. Instead of marking every visually similar candle formation, it first establishes confirmed swing structure, waits for a qualifying Break of Structure, validates the displacement of the breakout candle relative to ATR, and then derives the relevant zone from the preceding Order Block structure.
This creates a sequential workflow in which a breaker is the result of a structural event rather than an isolated candle pattern.
Problem Statement
Basic Breaker Block indicators can produce large numbers of zones because the underlying concept is often reduced to simple swing relationships.
The difficulty is determining which structural events are significant enough to retain.
This script addresses that problem by adding confirmation layers around the Breaker Block formation:
1. Confirm the relevant swing structure.
2. Detect the structural break.
3. Test the breakout candle for sufficient displacement.
4. Identify the originating Order Block candle.
5. Create the Breaker Block zone.
6. Filter near-duplicate zones and manage the number of active zones.
The result is intended to provide a more structured representation of breaker formations while reducing some of the visual noise created by treating every local pattern equally.
Methodology
1. Confirmed Swing Structure
The script uses configurable pivot length to identify swing highs and swing lows.
A pivot is only available after the required bars on both sides have formed. Consequently, the swing itself is confirmed retrospectively rather than being treated as known at the original pivot bar.
This confirmation process is important because the subsequent Break of Structure calculation depends on established swing levels.
2. Break of Structure
Once a confirmed swing level is available, price is monitored for a structural break.
For bullish structure, price must move above the relevant confirmed swing high.
For bearish structure, price must move below the relevant confirmed swing low.
The BOS confirmation method can be configured to use either the candle close or the candle wick.
Using Close requires the candle to finish beyond the structural level. Using Wick allows the structural event to be recognized from an intrabar excursion beyond that level.
3. Displacement Validation
A structural break alone does not automatically qualify as a breaker event.
The BOS candle is measured using its complete high-to-low range.
That range is compared with the current ATR:
Displacement requirement = ATR × Displacement Multiplier
Only when the BOS candle exceeds the configured ATR threshold does the displacement filter pass.
This provides a volatility-adjusted way to distinguish larger structural moves from relatively small breaks.
4. Originating Order Block
After a qualifying structural event, the script examines the configurable number of candles preceding the BOS impulse.
The relevant opposite-direction candle is used to define the originating Order Block region.
This means the Breaker Block is not selected independently from the structural event. The zone is derived from the candle structure associated with the move that produced the qualifying break.
5. Breaker Formation
The script evaluates the relationship between confirmed swing points to determine whether the required structural sequence has occurred.
Bearish formations are based on a high-low-high relationship followed by a close or wick break through the intervening structure, depending on the selected confirmation mode.
Bullish formations use the corresponding low-high-low relationship followed by a break through the intervening structure.
This structural sequence is what determines whether a region is treated as a Breaker Block.
6. Zone Management
Once created, breaker zones are maintained as chart objects and extended to the right for the configured number of bars.
The script can limit the number of active breaker zones displayed on each side.
ATR-relative duplicate filtering is also used so that closely overlapping breaker formations are not unnecessarily repeated on the chart.
Signal Workflow
The complete analytical workflow is:
1. Detect and confirm swing highs/lows.
2. Store the relevant structural levels.
3. Monitor price for a Break of Structure.
4. Determine whether the BOS candle satisfies the ATR displacement threshold.
5. Evaluate the associated structural sequence.
6. Locate the originating Order Block candle.
7. Create the corresponding bullish or bearish Breaker Block.
8. Reject sufficiently similar duplicate zones.
9. Extend and maintain the active zone.
10. Monitor subsequent interaction with the zone and its validity state.
The indicator therefore treats a Breaker Block as the output of a sequence of structural conditions rather than as a standalone visual pattern.
Why This Indicator Is Different
A conventional Breaker Block script can simply identify a swing pattern and draw a box around it.
This implementation adds a validation layer between structure and zone creation.
The important distinction is the sequence:
**Confirmed Structure -> Break of Structure -> ATR Displacement Validation -> Originating Order Block -> Breaker Zone**
The ATR component is not included as a separate volatility indicator. Its purpose is specifically to determine whether the structural break has sufficient range relative to the current market volatility.
Likewise, the Order Block component is not intended to create an unrelated collection of zones. It provides the price region from which the qualifying structural move originated.
This interaction is the central design of the indicator.
Inputs
Structure Detection
**Swing Length**
Controls the number of bars used on each side to confirm swing highs and swing lows. Larger values produce fewer, more significant structural points.
**BOS Confirmation**
Choose between Close and Wick confirmation for structural breaks.
**Max Active Breakers**
Controls the maximum number of active breaker zones retained on each side.
Breaker Validity Engine
**ATR Length**
Determines the ATR calculation used for displacement validation.
**Displacement Multiplier**
Sets the minimum BOS candle range relative to ATR required for the displacement filter.
**OB Candle Lookback**
Controls how many candles preceding the BOS impulse are examined when identifying the originating Order Block.
Visual Settings
Users can configure bullish and bearish zone colors, borders, midline width, right-side extension length, mitigation labels, and BOS lines.
Alerts
The script provides alert conditions for:
* New Bullish Breaker
* New Bearish Breaker
* Bullish Breaker Retest
* Bearish Breaker Retest
* Bullish Breaker Invalidation
* Bearish Breaker Invalidation
These alerts allow users to monitor newly created zones and subsequent interactions without continuously watching the chart.
Practical Usage
The indicator is intended primarily as a structural analysis tool.
A typical workflow is to first use the confirmed swing structure to understand the current market context, then examine newly created breaker zones only after the structural break and displacement conditions have been satisfied.
Users may then monitor a breaker for a later retest or invalidation and combine that information with their own price-action, trend, volatility, or risk-management framework.
The configurable swing length and displacement threshold can be adjusted according to the instrument and timeframe. More restrictive settings generally produce fewer qualifying formations, while less restrictive settings can produce more zones.
Limitations
Breaker Block terminology represents a market-structure interpretation rather than a directly observable measurement of institutional orders.
The script does not measure actual institutional order flow, market participant identity, or future price direction.
Confirmed pivots require subsequent bars before the swing is established, so historical swing points become available only after confirmation.
Wick-based BOS confirmation is less restrictive than close-based confirmation and can therefore recognize structural breaks that do not persist through the candle close.
ATR displacement is a volatility-relative filter; it does not determine whether a move will continue.
Breaker zones and alerts should therefore be treated as analytical references rather than standalone trading signals.
Notes
This indicator is designed to provide a systematic framework for studying Breaker Block formations through confirmed swing structure, structural breaks, volatility-adjusted displacement, and originating candle analysis.
The calculations describe price behavior observable in the chart. Terms such as Break of Structure, Order Block, and Breaker Block are used as technical-analysis concepts and should not be interpreted as evidence of specific institutional activity.
Users should validate the resulting zones within their own market analysis and risk-management process. Indikator
Bitcoin Liquidity WaveBTC Liquidity Wave
What it does
This indicator values Bitcoin against global central bank liquidity instead of against calendar time or halving cycles. It draws a liquidity based baseline, a wave that shifts above or below that baseline as liquidity accelerates or contracts, and a channel around the wave that narrows as Bitcoin matures. It also projects the model forward, using liquidity data that is already published for the first part of the projection.
The liquidity index
The script builds a global liquidity index in US dollars from eleven series:
Fed total assets minus the Treasury General Account minus overnight reverse repo, plus the balance sheets of the ECB, the Bank of Japan, the People's Bank of China and the Bank of England, each converted to dollars at the spot rate. Every component can be switched off in the settings. The index is expressed in trillions of dollars.
How the model works
Baseline (green): the log of price is modeled as a function of the log of the liquidity index, read with a 60 day lead, plus a time term with curvature. Time stands in for adoption; the curvature term lets the growth rate slow as the asset ages. Liquidity enters with an exponent of about 1.5, so a doubling of the index corresponds to roughly a 2.8x change in the baseline, all else equal.
Wave (magenta): the baseline is shifted by a liquidity impulse, defined as the smoothed 270 day change in the log of the index, applied with a 90 day lead. When liquidity has been expanding, the wave rides above the baseline; when it has been contracting, it sits below. Because the impulse uses a lead, the next 90 days of the wave are determined by liquidity that has already been reported.
Channel: the outer levels are the wave multiplied and divided by an envelope that shrinks with the age of the asset. The upper envelope decays faster than the lower one, which matches the observation that upside overshoots have compressed far more than downside ones. Inner levels sit halfway between the wave and the outer levels.
Projection: for the first 60 to 90 days the projection uses liquidity that is already known. Beyond that the index is extended at its trailing three year growth rate by default, or at a fixed rate you choose, so you can compare a tightening scenario with an easing scenario. A dashed vertical line marks where published data ends.
How to read it
Load the script on a daily Bitcoin chart, for example INDEX:BTCUSD. It also works on weekly charts, since every lookback is converted from days to bars.
Green is the liquidity baseline. Magenta is the baseline adjusted for the current liquidity impulse. The colored bands around the wave are the channel; the background turns green when price touches the lower outer level and red when it touches the upper one. Optional extras in the settings include the baseline channel with its sub levels and shading, markers where the liquidity impulse crosses zero, and a mode that paints the close by its position inside the baseline channel.
The Fit group exposes every coefficient. They were estimated by least squares on daily data from mid 2012 to September 2026, then the envelope was scaled to the cycle extremes over that period. Changing them changes the model; the defaults are the fitted values.
What is original here
The concept of drawing a trend with colored bands around it is a well known family of Bitcoin charts. This script differs in what drives the lines. The baseline is not a function of time alone: liquidity is inside the valuation equation, the wave is generated by measured liquidity momentum rather than by a fixed sine cycle, the channel decays with age instead of using fixed multipliers, and the projection is fed by real liquidity data before it switches to an assumed growth rate. All code was written from scratch for this indicator.
Limitations
This is a descriptive model fitted to past data. The coefficients were chosen after the fact and will not necessarily hold in the future. The projection is a scenario, not a forecast; its later part depends entirely on the growth rate you assume for liquidity. Foreign balance sheets are converted at spot exchange rates, so part of what the index measures is the strength of the dollar. Nothing here is financial advice. Indikator
Percent Range Tool
Percent Range Tool is an overlay indicator that lays a percentage scale over the chart, measured from the current close.
It's built for anyone who thinks in percentage distances rather than in absolute prices — for judging how far a move would have to carry, for setting targets and stops in percentage terms, or for comparing symbols whose price levels have nothing in common.
Rather than working from fixed percentage steps that have to be reset for every symbol and every timeframe, the scale sizes itself: it takes the highest high and the lowest low within a lookback window, measures how far each of them sits from the current close, and lets the wider of the two distances stand for one hundred percent. Everything in between is divided into equal steps.
A single length input therefore governs the entire scale, while its placement and its color stay adjustable.
Calculation
Length: number of bars searched for the highest high and the lowest low.
Appearance
Offset: distance in bars between the current bar and the right-hand end of the levels.
Extend Levels to the Left: carries every level to the left across the whole chart.
Line Color: color of the lines and of their labels.
Label Size: font size of the percentage labels.
The indicator draws twenty horizontal lines, ten above the close and ten below it, each labelled with its percentage at the right-hand end.
The outermost pair marks the full distance the market covered within the lookback window; from there the levels step inward in equal increments, and their alternating lengths and line styles make the steps easy to count at a glance.
Since only the wider of the two distances sets that outer edge, the nearer of the two extremes lands somewhere inside the scale rather than on an edge of its own.
On higher timeframes the scale often runs wider than one hundred percent, because the distance to the high is open-ended while the distance to the low can never exceed one hundred percent — a price cannot fall further than to zero.
The levels that would land at or below zero are left out entirely, so on those charts fewer lines appear below the close than above it.
The whole block sits to the right of the last candle, in the empty space beyond the current bar rather than over the price action itself, so depending on how much room the chart leaves on the right it may take some scrolling before the levels come into view.
Extended to the left, they run back across the chart instead, which places every percentage beside the bars it refers to — the staggered lengths then no longer have any effect, and the steps are told apart by line style alone.
Only the current state is drawn.
Nothing is placed on past bars and there is no history to scroll back through: with every new bar the lookback window moves on, and both the close and the two extremes it is measured against can change, so the levels are rebuilt and the percentages on the labels shift with them.
On the bar still forming they follow the live price and settle once that bar closes.
Because the scale is derived from the range rather than fixed, its numbers differ from symbol to symbol and from timeframe to timeframe — a quiet market produces a narrow scale, a volatile one a wide scale.
This indicator is intended solely for market analysis and does not constitute investment advice or a guarantee of success.
Use it at your own discretion and risk; past results are not indicative of future performance.
Indikator
The Distilled HTF PO3The higher-timeframe candle you're trading inside, drawn on the chart you're trading on. Its manipulation leg, the level it swept, the candle that swept it, and whether the move behind that sweep has since been undone.
Governing candles are aggregated from your own chart's bars — no request.security, so nothing repaints off higher-timeframe lookahead and the panel can never disagree with what the engine scored.
On the chart
The manipulation zone of every completed HTF candle — open to the adverse wick, across its own span. Where the candle went to get its liquidity before it did what it did.
The sweep, marked at the level that was taken — not at the wick that took it. A HTF candle that takes the previous candle's extreme and closes back inside it.
The confirmation line, dashed while it waits and solid with a tick the moment price closes back through it. It sits at the open of the run that delivered the sweep — where that delivery began, and so where it gets undone.
The gap that run left, drawn as a zone, and optionally required to invert as well before anything is called confirmed.
The chart candle that actually printed the HTF high or low, coloured in, with its own small sweep line and a c2 tag. The C2 inside the C2 — the fractal read the model rests on, with an optional filter so it only names genuine pivots rather than any candle mid-move.
HTF gaps on price — blue while unfilled, purple once price closes through the edge they fail on.
A divider at every HTF candle open, time-stamped, so the chart reads as the candles it really is rather than a stream of bars.
A panel of HTF candles beside price, C1 and C2 labelled, carrying their own gap boxes and sweep lines. The newest slot is the candle still forming and updates tick by tick.
Live — a forming HTF candle that currently qualifies is drawn dashed and tells you "CISD hit · on this close" before the close happens.
How each one resolves
Pending — the sweep is marked, the confirmation hasn't landed
Confirmed — it landed inside the C2 or C3 candle
Failed — the sweep extreme was taken back; the level was not given back after all
Unconfirmed — the extreme held, but nothing confirmed in time
Failed and unconfirmed are hidden by default and can be kept if you want to see everything the engine considered.
Dashboard
Detected, confirmed, failed, unconfirmed, and how many confirmations were corroborated by the gap as well as the line — split today against the whole chart, so a quiet session is obvious rather than looking like a broken indicator.
Pairing
Auto pairs the chart to the frame that ranges it: 1m→15m, 3m→30m, 5m→1h, 15m→4h, 1h→7h, 4h→D, D→W, W→3M. The hour pairs to 7H rather than stepping over it to Daily. Manual override available.
Every colour, width, style, size, offset and placement is exposed.
One honest note
The manipulation zone is drawn because it's useful to see, not because it predicts. Read as a signal, open-to-adverse-wick is close to a tautology — it fires on roughly 98% of candles, and the live reclaim of it tested anti-predictive in our own work. It shows you where the manipulation was. It does not claim that's tradeable. Indikator
Pivot Channel TrendLines [BigBeluga]🔵 OVERVIEW
The Pivot Channel TrendLines is an advanced technical analysis indicator designed by BigBeluga to automatically map structural pivot points, project dynamic trendline channels, and track directional breakout signals directly on the chart. Traditional manual trendline drawing is often subjective and time-consuming, while standard indicators fail to account for slope progression and volatility filters. To solve this limitation, this script combines an automated pivot detection engine with ATR-filtered extension lines and real-time breakout triggers.
The indicator visualizes key market highs and lows, dotted projection channels, and directional signals. The core calculations identify confirmed pivot extremes using configurable lookback periods, compute slope values between successive pivots, and filter out insignificant structures using Average True Range thresholds. Customizable color palettes, line styles, and extension lengths allow traders to fine-tune the geometric mappings across various asset classes and timeframes.
🔵 HOW IT WORKS
The system operates through an integrated architecture where each component dynamically influences chart behavior:
1 — Automated Pivot Detection Engine
Lookback Scanning: Evaluates bar ranges using user-defined lookback criteria to identify significant swing highs and lows.
ATR Filtering: Compares successive pivot price differentials against Average True Range thresholds to ensure only meaningful structural shifts generate active channels.
2 — Dynamic Trendline Projection & Channels
Confirmed Trendlines: Connects historical pivot points with solid boundary lines to map ongoing trend channels.
Dotted Extensions: Projects sloping extension lines forward by a user-defined bar length to monitor future support and resistance interactions.
3 — Directional Breakout & Price Dash System
Breakout Triggers: Monitors active extension lines in real time, plotting directional labels ("Up" or "Down") whenever price closes beyond expected threshold boundaries.
Last Pivot Dashes: Renders customizable horizontal dashed or dotted lines alongside precise price level tags for the latest identified high and low pivots.
🔵 HOW TO USE
Apart from serving as an automated structural mapping tool, the indicator can be applied in several ways:
Identify Trend Channels: Follow the solid and dotted trendlines connecting major pivot highs and lows to track prevailing market direction and channel boundaries.
Catch Structural Breakouts: Monitor the chart for Up or Down directional labels indicating when price has successfully broken through active projected extension lines.
Track Recent Reference Prices: Use the last pivot price dashes to quickly reference key support and resistance boundaries established by the most recent market swings.
🔵 NOTES
Why this implementation is unique:
It automates complex pivot channel mapping and slope projections directly on the chart.
Features integrated ATR volatility filters to eliminate insignificant structural noise.
Fully optimized for high-performance rendering under Pine Script version 6 standards.
Indikator
Strong Burst Fader | ProjectSyndicateStrong Burst Fader measures the one thing a mean-reversion trader actually needs — how far price has over-extended — and prints it as heat. Every bar that punches beyond a volatility envelope is a burst, and the further it stretches past the band, the taller and hotter the diamond column the indicator stacks at that bar. A quiet market prints nothing. A violent, over-cooked thrust prints a towering, red-hot column that says the move is running on fumes. Your chart stays clean — heat columns and nothing else — while the engine measures every burst underneath, across your entire history.
Most volatility tools draw a band and leave you to guess which touch matters. This one grades the burst.
GBPUSD
🔥 The Burst Engine — the core. Around a configurable moving-average basis, the tool builds an ATR envelope (basis ± Band Width × ATR). The moment a bar's wick pokes past that envelope, it's a burst — an over-extension, not a normal bar. The engine measures exactly how far the wick travelled beyond the band and expresses it in ATR units, so a burst on gold and a burst on a quiet FX pair are scored on the same volatility-normalized scale. The bigger the stretch, the more oversized the move — and the stronger the fade case.
🌡️ Heatmap Stack — the signature read. Burst size is double-encoded so you can read it at a glance from across the room. Height: the column grows one diamond per step of ATR beyond the band, up to the cap. Heat: the colour ramps through a four-stop gradient — cool → warm → hot → extreme — as the stretch deepens. A one-diamond cool poke is a shrug. A six-high, white-hot tower is a market screaming that it has gone too far, too fast. Taller and hotter = more oversized, no interpretation required.
📏 The Volatility Basis — what "too far" is measured against. Choose the reference the burst is judged from: EMA, SMA, HMA, WMA, VWMA or RMA, any length, with an independent ATR length and band width. Widen the band in trending regimes so only real over-extensions register; tighten it in ranges to catch smaller exhaustion. The basis is also the natural first target when a burst fades back toward the mean.
📍 Peak Collapse — one clean vertical column per burst. A fast thrust fires the burst condition on several bars in a row. Instead of smearing a stack across every one of them, the engine collapses each run to its magnitude peak — the single bar where the stretch is greatest — and draws the whole column there, pinned to that one bar. Every diamond shares a single x-coordinate, so the column is dead-straight vertical with zero diagonal drift. One burst, one column, marking the exact climax you want to fade.
NQ
🔻🔺 Fade Cues — direction, on demand. When a burst is oversized enough to clear your threshold, an arrow prints at the column: ▽ above an up-burst (over-extended high → fade short) and △ below a down-burst (over-extended low → fade long). Set the minimum stack height that earns an arrow, so only the genuinely stretched moves get flagged and minor pokes stay quiet.
♾️ Full-History Heat — no drawing-object limit. The entire heatmap is rendered through plot-shape symbols rather than chart objects, so it covers all of your history at once — no 500-object ceiling, no zones silently dropping off the left edge as you scroll back. Every burst your data holds is measured and coloured, from the first bar to the live one.
🧼 Clean-Chart Discipline — heat and nothing else. No moving-average spaghetti, no band lines cluttering price, no stat panel, no signal labels stamped across your candles. Just the heat columns and the optional fade arrows. An optional background tint flags only the most extreme bursts. Everything else lives in the alerts.
🎨 Fully Themed & Configurable. Custom mild / warm / hot / extreme heat colours; diamond spacing and offset from the wick; band width and ATR length; basis type and length; ATR-per-step (how fast the stack grows); heat-saturation point (where the colour maxes out); max stack height; the closing-burst filter; the confirm-on-close toggle; the fade-arrow threshold; and the extreme-burst background tint.
🔒 Honest, Non-Repainting Core. A burst peak is confirmed from the bar's neighbours, which — like any pivot-style read — settles a bar after the fact; that lag is inherent, not a defect. With Confirm on Bar Close enabled, columns are evaluated only on closed bars and are fixed once printed; disable it and the newest column can still update on the live forming bar until it closes, as any close-based read does. The height and heatmap are descriptive frameworks for ranking over-extension and directing attention — not a backtested edge and not a promise that any burst will reverse.
XTI
🔔 Native Alerts. Up burst (fade-short candidate), Down burst (fade-long candidate), and the two headline extremes — Extreme Up and Extreme Down — that fire only when a burst tops out at maximum stack. Wire them once and let the chart stay silent until a move is genuinely stretched.
🎯 Why this is different. A raw band is static — you eyeball a touch and guess whether it matters. An oscillator tells you overbought / oversold but caps out and loses all sense of scale exactly when a move goes parabolic. Strong Burst Fader keeps measuring past the extreme: it quantifies the over-extension itself in ATR, ranks it by height and heat, and marks the single climax bar of each thrust. You see not just that price is stretched, but how stretched — and where the stretch peaked.
🚀 Apply to Gold (XAUUSD), Silver, Forex, Crypto, Indices and Futures on any timeframe. Because bursts are measured in ATR beyond an adaptive band, the read travels across symbols and timeframes without re-tuning; volume-weighted bases (VWMA) sharpen it where a market carries clean volume.
💡 Cleanest setup: widen Band Width and raise ATR-per-step so only real over-extensions build tall columns; keep Confirm on Bar Close on for a non-repainting read; turn on the closing-burst filter when you want acceptance beyond the band rather than pure wick pokes; and lower the fade-arrow threshold only if you want cues on smaller stretches.
USDSGD
🎯 How To Trade It — Two Approaches
Everything hinges on one read: how oversized is this burst, and has it climaxed?
🔥 1) Fade the burst — trade the over-extension (the core thesis)
Use when a tall, hot column prints — a burst that has stretched well beyond the band.
Mark the extreme columns — five- and six-high, hot-to-extreme colour are the moves that have run too far, too fast; the taller and redder, the stronger the fade case.
Wait for the peak — the column marks the burst's climax bar, not a mid-move poke. That's your reference.
Trigger: take the fade in the reclaim direction — short an over-extended up-burst, long an over-extended down-burst — ideally on the fade arrow (▽ / △) and confirmed once the peak bar closes.
Stop: beyond the burst extreme (the wick that made the column). If price accepts further out, the "over-extension" was real trend expansion — stand aside.
Target: the basis / mean first, then the opposite band or the next unstretched level in your direction.
⚖️ The cleanest version: a six-high, white-hot up-burst tops out after a vertical thrust, a ▽ fade-short arrow prints, and the peak bar closes back inside the band. Too far, too fast, and now rolling over — the exact event this tool is built to frame.
✋ 2) Stand down — the heat says wait
Cool, short columns — one- or two-diamond pokes are minor stretches, not exhaustion. Nothing to fade.
A trend that keeps bursting — column after column in the same direction with the band riding along is acceptance, not over-extension; don't stand in front of it. Wait for the climax column and a close back inside.
No peak yet — a bar merely touching the band is not a burst that has topped out. Wait for the tall, hot column and its close.
Rule of thumb: 🔥 Tall + hot column + fade arrow + close back inside → fade the burst toward the basis. ❄️ Cool/short columns, a trend that keeps bursting, or no climax yet → stand down until the heat agrees. Indikator
Master Line Lite: 5-MA ConsensusMaster Line Lite condenses five different moving-average families into a single, easy-to-read consensus trend line, then filters its direction with a volatility-aware band so the trend only changes when price commits. It's a clean, open-source alternative to stacking several moving averages on one chart.
How it works
Each moving-average type reacts to price differently. An EMA and a WMA weight recent bars heavily and turn quickly; an SMA weights every bar equally and turns slowly; an RMA (Wilder's) is the smoothest; and an HMA cuts lag while staying responsive. Any single one is a compromise — fast types whipsaw in chop, slow types lag at turns.
Master Line Lite computes all five over the same length and averages them into one line:
consensus = ( EMA + SMA + WMA + HMA + RMA ) / 5
Blending the five balances their individual biases: the fast members keep the line responsive while the slow members damp noise. That's the purpose of the combination — not to stack indicators, but to average out the weakness of each MA type into one steadier reference than a single fast MA, yet more responsive than a single slow one.
Direction is then decided with an ATR band instead of a raw cross. The trend turns bullish only when price closes above the line by more than Flip band × ATR, and bearish only when it closes the same distance below; between those thresholds the previous trend is held. This deadband is what suppresses the constant flip-flopping of a plain price/MA cross during sideways markets.
The line is colored by the current trend, an optional band shows the flip thresholds, and triangles mark the exact bar where the trend flips.
How to use it
Use the line as a trend reference and bias filter — favor longs while it's teal, shorts while it's red.
The triangles flag where the consensus trend changes — a "context has shifted" cue, not a standalone entry.
Widen the Flip band on noisy/ranging instruments to cut false flips; narrow it on clean trends for earlier turns.
Increase Length for a slower higher-timeframe bias; decrease it for a faster intraday read.
Two built-in alerts fire on bullish and bearish flips.
Settings
Source — price series the averages are built from (default: close).
Length — lookback used for all five moving averages.
Flip band (× ATR) — how far price must clear the line to change the trend; the core noise filter.
Show band — draw the upper/lower flip thresholds.
Color bars by trend — tint candles with the trend color.
Show status box — small top-right label with the current Bull / Bear / Flat state.
Notes and limitations
Like all moving-average methods, this lags at turning points and can flip late after sharp reversals — the ATR band trades some timing for fewer false signals. Values can update on the still-forming real-time bar until it closes. It does not predict price and makes no performance claims; use it as one input alongside your own analysis and risk management.
For research and education only. This is not financial advice. Indikator
EMA Trend SignalsEMA Trend Signals
OVERVIEW
EMA Trend Signals is a clean, lightweight trend-following tool built around two exponential moving averages (EMAs). It colors the trend, highlights the space between the two averages, and marks the exact bars where the fast average crosses the slow one — giving an at-a-glance read on direction and momentum shifts without cluttering the chart.
HOW IT WORKS
The script calculates two EMAs from a source of your choice:
• Fast EMA (default 21) — reacts quickly to recent price.
• Slow EMA (default 55) — represents the broader trend.
The relationship between them defines the regime:
• Fast EMA above the slow EMA → momentum is aligned to the upside → bullish (green).
• Fast EMA below the slow EMA → momentum is aligned to the downside → bearish (red).
An EMA is a weighted average that gives more importance to recent bars, so it follows price faster than a simple moving average while still smoothing out noise. Using two lengths separates short-term momentum (fast) from the prevailing trend (slow); the point where they cross is a classic, widely used signal for a potential shift in control between buyers and sellers.
WHAT IT DRAWS
• Fast EMA line, colored by the active trend (green / red).
• Slow EMA line as a neutral reference.
• A soft fill between the two EMAs, tinted by direction — a wider gap means stronger separation.
• An optional light background tint showing the current regime.
• Triangle markers on the exact bar where a cross occurs (up / down).
HOW TO USE IT
• Trend bias: read green as a long bias and red as a short bias. Many traders only take positions in the direction of the color.
• Signals: the up-triangle (fast crosses above slow) and down-triangle (fast crosses below slow) mark momentum shifts. They perform best in trending conditions and will whipsaw in tight ranges — pair them with your own structure, key levels, or a higher-timeframe filter.
• Tuning: shorten the lengths for faster, more frequent signals; lengthen them for fewer, smoother ones. Change the Source input to apply the logic to hl2, hlc3, and so on.
ALERTS
Two ready-made alerts are included — "EMA Cross Up" and "EMA Cross Down" — so you can be notified the moment a cross happens on any symbol or timeframe.
SETTINGS
• Source — price series the EMAs are built from (default close).
• Fast EMA length — short-term average (default 21).
• Slow EMA length — trend average (default 55).
• Trend background — toggle the regime tint.
• Cross markers — toggle the triangle shapes.
NOTES & LIMITATIONS
Moving-average crosses are lagging by nature: they confirm a move after it has already begun rather than predicting it, and they can produce false signals in sideways markets. This tool is a visual aid for trend direction and momentum shifts — it is not a complete trading system and does not manage risk or position size. Always confirm with your own analysis.
Open-source — feel free to study, use, and build on it.
For research and educational purposes only. This is not financial advice. Indikator
Liquidity Label above BarLiquidity Label
Shows a single floating label above the latest candle with the stock's average traded value (liquidity), so you can judge at a glance whether a stock is liquid enough to trade without opening a screener.
Time unit: Days or Minutes
Period count: number of periods used for averaging (default 50)
Price source: close by default
Display unit: Crore, Lakh, Million, Billion, or Raw
Decimals and optional unit suffix (Cr, L, M, B)
Label look
Text size, text color, background color
Shape: down arrow, box, or plain text
Margins
Vertical margin: how far above the high the label sits, as a percent of price
Horizontal margin: shift the label left or right by bars
Notes
Only one label is drawn, always on the last bar, and it updates live
Crore and Lakh units make this handy for NSE/BSE traders, while Million/Billion covers global markets
Works on any symbol and any chart timeframe
Also You can use it for intraday Indikator
Multiday Anchored Auto VWAP by ByblloOVERVIEW
Multiday Anchored Auto VWAP plots up to 10 automatically anchored, rolling Volume Weighted Average Price (VWAP) lines - Rolling Day #0 (today) through Rolling Day #9 (9 days ago) - plus 5 fully independent manual VWAP lines you anchor to any date/time you choose.
Unlike anchored-VWAP tools that force a choice between automatic or manual mode, the 10 automatic Rolling Day lines and the 5 Manual Input lines here run completely independently and can be shown together - keep the last few rolling days visible for a short-term picture while also anchoring a Manual line to a specific earnings date or session open.
INTENDED USE
Well suited to short-term futures scalping - Nasdaq futures (NQ/MNQ) and similar instruments. Primarily used on the 1-minute chart, but the rolling VWAP levels hold up just as well on 2, 3, and 5-minute charts and other intraday timeframes, since the anchor logic is independent of your chart's timeframe.
FEATURES
- 10 automatic Rolling Day VWAP lines, each recalculated fresh from "now" every run (via timenow) - no hardcoded dates, so the lines never go stale or need republishing.
- 5 independent Manual Input VWAP lines with full date/time pickers, for anchoring to a specific event, earnings date, or session open.
- Single "Auto Mode Session Start Time (HHMM)" input applies to all 10 rolling lines at once - default 07:00 (Asia/Seoul), aligned with the Nasdaq futures (Globex) 18:00 ET session open during US Daylight Saving Time (shifts to 08:00 KST during US Standard Time - adjust as needed around the DST transition).
- Calendar-day based rolling (not trading-day based) for simple, predictable anchoring - see the author's companion script "Multiday VWAP by Bybllo" if you need trading-day-aware anchoring instead.
- Anchor-point safety guard prevents accumulation before each line's actual start, so no artificial spikes at the anchor bar.
- Optional anchor-start labels (#0-#9, M1-M5) marking exactly where each line begins.
- Works on any chart type (candlestick, Heikin Ashi, Renko, etc.) since prices are pulled via request.security() from the underlying ticker.
This script requires volume data from your data provider. For educational and informational purposes only, not financial advice. Always verify how these levels behave on your specific symbol and timeframe before relying on them for live trading. Indikator
Tail Range Percentile Radar [Pineify]Tail Range Percentile Radar
Overview
Tail Range Percentile Radar separates candle rarity from candle shape. Four aligned scan lanes compare true range, real body, upper wick and lower wick with their own recent histories. It describes anatomy, not the next move.
Problem Definition
An ATR multiple measures distance from an average, but the same multiple can occur in very different distributions. A long range may also be mostly gap, body or wick. A wick-to-body ratio alone is unstable near a doji and says nothing about historical rarity. Ask two questions: is this component unusual, and does it occupy enough of this candle to matter?
Design Rationale
Separate ranks preserve anatomy hidden by one volatility score. The candidate is excluded from its reference window so an extreme cannot alter its own baseline. Half-weight ties avoid treating repeated tick sizes as distinct observations. A minimum high-low share rejects historically rare but visually trivial parts. Averaging all four ranks was rejected because a large body could mask an exceptional wick; retaining four lanes costs screen space but preserves the reason for each event.
Key Features
Four prior-only percentile populations with explicit zero handling.
Independent range and share-qualified body or wick flags.
A confirmed anatomy strip, three close-only alerts and optional statistics.
How It Works
TR is the largest of high-low, the distance from high to the previous close, and the distance from low to the previous close. Body is absolute close-open; wicks are the distances from the body edges to high and low. Each magnitude is rounded to the symbol's tick size. Its rank is 100 times the count of smaller prior values plus half the equal values, divided by N. Zero parts receive zero. All N preceding bars must have valid OHLC and previous-close data; invalid coverage leaves every lane blank.
A flag needs rank at or above Q. Body and wick flags additionally need their configured share of high-low; a zero high-low gives zero shares. Tail flags do not require extreme TR. The displayed type prioritizes dual tail, upper tail, lower tail, directional body, gap-led range, then range only. Gap-led requires extreme TR and at least 35% of TR outside high-low. Component flags remain independent of this display priority.
How Multiple Indicators Work Together
The four measurements are one candle decomposition, not unrelated trading signals. Rank supplies historical context; share supplies geometric relevance; their conjunction supplies body and tail flags. TR retains total movement, including movement beyond high-low relative to the previous close. Without share, tiny parts can be highlighted; without separate ranks, unusual anatomy disappears inside a single range score.
Trading Ideas and Insights
An upper-tail event identifies an unusually large upper wick, not proven selling pressure or a short entry. A lower tail is equally descriptive. Compare a tail inside ordinary TR with a range event dominated by a body: the patterns answer different anatomy questions. Clusters invite chart review but do not establish reversal odds.
Unique Aspects
Relative to an ATR threshold or candle ratio, the added mechanism is a prior-only, tie-aware four-population comparison with geometric qualification and explicit mixed-tail precedence. It preserves tail rarity even when total range is ordinary. Zero suppression prevents absent wicks from becoming exceptional merely because a reference sample contains many zeros.
How to Use
Read the lanes from top to bottom: gold TR, purple body, orange upper wick, teal lower wick. Each uses its own zero baseline and equal height for 0-100; stacked positions are not a shared numeric axis. Dashed rails mark Q, vivid columns show qualifying components and dots confirm them at close. Use the table or Data Window for actual ranks and anatomy codes. The diamond strip marks the selected closed-bar type.
Customization
Start with N=200, Q=95, wick share=20% and body share=55%; these are design starting points, not optimized settings. Shorter N responds sooner but uses fewer comparisons; higher Q or shares rejects more bars. The statistics window defaults to 100 chart bars. Its rates use eligible closed bars, with sample coverage shown; overlapping flags can sum above 100%. Guides, tips, strip, table and four colors are configurable.
Assumptions and Limitations
Use standard OHLC charts; synthetic candles change the meaning of anatomy. Price scale changes, splits, session gaps, stale bars and regime shifts can distort the raw-size reference. No volume or order-flow data is used. Rank 95 is a sample comparison, not a 5% future probability; it also does not measure how far beyond history a new maximum lies. At least N valid prior observations plus previous-close coverage are needed. Live ranks, shading and table type can change intrabar; tips, strip and alerts require close. Alerts apply to every qualifying closed bar, so consecutive bars can each alert and dual tails can trigger both tail alerts. Choose once per bar close. Parameters, chart history and feed revisions can change results. There is no entry, exit, profitability or reversal model.
Conclusion
The range percentile radar distinguishes unusual total movement from unusual candle parts while keeping rarity and shape separate. Use it as a compact explanation of observed tail volatility, with independent decision rules.
Indikator
BFG Profil3dProfil3d — Higher-Timeframe Candles and Volume Profile in One View
Profil3d combines a configurable volume profile with a live higher-timeframe candle overlay, allowing traders to study market structure without leaving their execution chart.
For example, traders using a 1-minute chart can display developing 3-minute, 5-minute, or 15-minute candles alongside a volume profile calculated from the underlying chart bars. This provides lower-timeframe precision while keeping higher-timeframe context visible.
Key Features
Higher-Timeframe Candle Overlay
Displays configurable higher-timeframe candles beside the current price action, complete with candle bodies, wicks, timestamps, and timeframe identification.
Integrated Volume Profile
Maps traded volume across price levels for the selected analysis window.
POC, VAH, and VAL
Automatically calculates and displays:
Point of Control
Value Area High
Value Area Low
Configurable value-area percentage
Three Volume Display Modes
Up/Down volume
Total volume
Directional delta approximation
Rolling or Session-Based Analysis
Rolling HTF Window profiles the latest higher-timeframe candles.
Session Window restricts the profile and candle overlay to a selected market session.
Automatic Session Templates
Includes presets for equity core hours, equity Globex, metals, energy, cryptocurrency, London, Tokyo, Hong Kong, and custom sessions.
Independent Profile Depth
The profile can analyze up to five times the displayed candle window while leaving the higher-timeframe overlay unchanged. This allows broader volume context without sacrificing a compact visual footprint.
Flexible Profile Resolution
Build the profile using either a fixed number of rows or a selected number of ticks per row.
Range High and Low Mapping
Finite guide lines connect the price bars that established the active range to the right-side display.
Extensive Visual Controls
Customize profile colors, row density, candle colors, line styles, line widths, placement, timestamps, and display components.
Practical Use
Profil3d is designed to help identify:
High-volume acceptance areas
Low-volume transition zones
Developing value
POC attraction or rejection
VAH and VAL reactions
Higher-timeframe candle structure
Balance, breakout, and failed-breakout conditions
Areas where lower-timeframe price action aligns with higher-timeframe context
Important Notes
The selected overlay timeframe must be higher than the chart timeframe.
Profil3d’s Delta mode is a directional volume approximation derived from candle behavior. It is not true bid-versus-ask order-flow delta.
The volume-allocation model was adapted from LonesomeTheBlue’s Volume Profile / Fixed Range work under the Mozilla Public License 2.0.
Profil3d is an analytical and visualization tool. It does not provide financial advice, guarantee trading performance, or replace independent risk management. Indikator
Momentum Peak Breakout-Pro [Saheewin]🚀 Momentum Peak Breakout — Premium Multi-Timeframe Trading System
Momentum Peak Breakout is a premium-class technical analysis indicator built around a simple but powerful concept:
Momentum must break its previous structural peak or trough, and price must confirm the breakout.
The system then uses multi-timeframe EMA alignment, optional momentum-quality filters, price/momentum divergence and structured Risk/Reward levels to help traders identify and manage potential directional opportunities.
It is designed to provide a complete visual framework for entry confirmation, trade management and disciplined decision-making.
🟢 BUY SIGNAL
A BUY signal is generated when:
The green momentum histogram breaks above the previous green high momentum peak.
The price candle closes above the corresponding previous price peak.
EMA 1 > EMA 2 confirms bullish directional alignment.
Any enabled signal-quality filters are satisfied.
The trade-spacing and live-trade rules allow a new position.
BUY Concept
Momentum Peak Break + Price Breakout + Bullish EMA Alignment
🔴 SELL SIGNAL
A SELL signal is generated when:
The red momentum histogram breaks below the previous red low momentum trough.
The price candle closes below the corresponding previous price trough.
EMA 1 < EMA 2 confirms bearish directional alignment.
Any enabled signal-quality filters are satisfied.
The trade-spacing and live-trade rules allow a new position.
SELL Concept
Momentum Trough Break + Price Breakdown + Bearish EMA Alignment
📊 Multi-Timeframe EMA Confirmation
The indicator automatically selects three relevant timeframes based on the current chart timeframe.
The EMA lengths are user-settable, allowing traders to adapt the system to different markets and trading styles.
The primary directional relationship is:
Bullish → EMA 1 > EMA 2
Bearish → EMA 1 < EMA 2
This provides a broader trend context while keeping the actual entry trigger focused on momentum and price structure.
⚡ Optional Signal-Quality Filters
The indicator includes three optional filters designed specifically to improve the quality of momentum-break signals.
1️⃣ Momentum Expansion
Measures whether momentum is breaking the previous peak/trough with sufficient strength.
A small marginal break and a strong momentum expansion are treated differently.
2️⃣ Breakout Displacement
Measures how decisively price closes beyond the previous price structure, normalized against market volatility.
This can help avoid weak breakouts where price barely moves beyond the previous level.
3️⃣ Market Efficiency Ratio
Measures whether the market is moving efficiently in a directional manner or behaving in a more sideways/choppy fashion.
All three filters are optional and user-settable.
Traders can use them individually or combine them depending on the market and timeframe.
🔄 Optional Price–Momentum Divergence
The indicator also provides an optional Price vs Momentum Divergence module.
🟢 Bullish Divergence
Price forms a Lower Low, while momentum forms a Higher Low.
🔴 Bearish Divergence
Price forms a Higher High, while momentum forms a Lower High.
Divergence signals are independent analytical signals and can be used to identify potential changes in momentum or developing directional opportunities.
🎯 Integrated Trade Box
Each primary BUY/SELL trade can be accompanied by a visual Trade Box containing:
Entry → SL → TP1 → TP2 → TP3
The stop-loss is based on EMA 2.
The target structure is:
TP1 = 1:1.5 Risk/Reward
TP2 = 1:3 Risk/Reward
TP3 = 1:5 Risk/Reward
📐 Understanding the Risk/Reward Calculation
The system calculates the targets from the distance between Entry and SL.
BUY Example
Suppose:
Entry = 100
SL = 98
Risk =:
100 − 98 = 2 points
Therefore:
TP1 = 100 + (2 × 1.5) = 103
TP2 = 100 + (2 × 3) = 106
TP3 = 100 + (2 × 5) = 110
So the potential reward structure is:
SL = −1R
TP1 = +1.5R
TP2 = +3R
TP3 = +5R
SELL Example
Suppose:
Entry = 100
SL = 102
Risk =:
102 − 100 = 2 points
Therefore:
TP1 = 100 − (2 × 1.5) = 97
TP2 = 100 − (2 × 3) = 94
TP3 = 100 − (2 × 5) = 90
Again:
SL = −1R
TP1 = +1.5R
TP2 = +3R
TP3 = +5R
This structured approach allows traders to define the risk before entering the trade rather than deciding the stop and target after the position has already moved.
📈 Trade Statistics
An optional statistics panel helps traders evaluate the signals generated by the indicator.
It can track:
Total Trades
Winning Trades
SL Trades
TP1 Wins
TP2 Wins
TP3 Wins
Winning Rate
Open Trades
Last Trade Status
This allows traders to study the behavior of the indicator on different markets and timeframes rather than relying only on individual signals.
🧠 Designed for Disciplined Traders
Momentum Peak Breakout is intended as a premium-class trading and learning framework.
The purpose is not simply to generate as many signals as possible.
The objective is to help a disciplined trader learn to recognize:
Momentum expansion
Structural momentum breaks
Price confirmation
EMA directional alignment
Breakout quality
Market efficiency
Price/momentum divergence
Risk before entry
Reward potential before entry
Trade management discipline
A trader can use the indicator as a standalone technical-analysis framework to study potential entries and exits.
At the same time, experienced traders can combine the indicator with their own trading strategy, market structure analysis, price-action techniques, support/resistance, volume analysis or execution methodology to create a more selective and potentially higher-quality trading approach.
The key principle:
Do not trade every signal. Learn to identify the signals that fit your strategy, market condition and risk plan.
The indicator provides the framework.
The trader provides the discipline.
🌎 Any Market • Any Timeframe
The indicator is designed to be adaptable across:
Stocks
Indices
Futures
Forex
Commodities
Crypto
Other liquid markets
It can be used across different chart timeframes, from lower intraday timeframes to higher-timeframe analysis.
However, traders should always test the settings and behavior for the specific market and timeframe being traded.
⚠️ IMPORTANT DISCLAIMER
This indicator is provided strictly for educational and informational purposes only.
It is not financial advice, investment advice, trading advice or a recommendation to buy or sell any financial instrument.
No indicator or trading system can guarantee profitable trades, winning trades or future performance.
Signals can fail, particularly during volatile, low-liquidity, sideways or rapidly changing market conditions.
Past performance does not guarantee future results.
Users are responsible for conducting their own research, testing the indicator under appropriate market conditions and applying proper risk management and position sizing.
Never risk money you cannot afford to lose.
Trade with discipline, understand your risk before entering, and use this indicator as a tool for education, analysis and structured decision-making. Indikator
SMC Confluence SuiteOVERVIEW
SMC Confluence Suite — Structure, OB, FVG & OTE Score maps Smart Money Concepts structure across two timeframes and condenses nine separate confirmations into a single 0-100 score, so you can
tell a high-quality setup from a mediocre one at a glance.
WHAT IT DRAWS
Market structure - BOS and CHoCH on two independent higher timeframes, with optional "retro" confirmation for breaks that resolve late.
Order Blocks - anchored to the actual structural break rather than to an arbitrary displacement candle. Configurable mitigation (touch / 50% / full).
Fair Value Gaps - filtered by absolute size and/or ATR so micro-gaps are ignored.
Premium / Discount - dealing range from the current TF1 swing pair with an equilibrium line. Zones on the wrong side are dimmed or filtered out.
Liquidity - sweep detection with a minimum ATR penetration and an optional "close back inside" requirement, plus EQH / EQL clustering.
OTE - 0.62 / 0.705 / 0.79 retracement zone with entry, stop, TP1, TP2, R:R and a position size derived from your account balance and risk percentage.
THE CONFLUENCE SCORE
Nine weighted factors, each scored on a gradient rather than pass/fail:
Fresh BOS/CHoCH on TF1 in the bias direction
TF2 trend alignment
Order Blocks overlapping the OTE zone
Fair Value Gaps overlapping the OTE zone
Depth on the correct side of equilibrium
A liquidity sweep supporting the bias
Price located inside the OTE zone
Reward-to-risk versus your target
Untouched zones still available
Every weight is adjustable and setting one to zero removes that factor without
distorting the scale. The breakdown table shows exactly where points were lost,
so the number is auditable instead of being a black box. Grades: A+ 85, A 75,
B 60, C 45, D below.
ALERTS
Thirteen named alert conditions plus dynamic "Any alert() function call" messages
containing entry, stop, target, R:R and confluence details. Each event type can be
toggled individually and throttled with a per-type cooldown.
HOW TO USE
Set TF1 and TF2 to timeframes equal to or higher than your chart.
Wait for a BOS or CHoCH to project a new OTE zone.
Check the score panel - B or better means the supporting factors are present.
Enter inside the OTE zone, ideally where an OB or FVG overlaps it.
Size the position with the lot value shown on the dashboard.
NOTES ON REPAINTING
Higher-timeframe pivots are requested with lookahead enabled but referenced with a
one-bar offset, so only closed higher-timeframe values are used. Structure levels
themselves are confirmed on bar close. Live bars will still update until they close,
which is normal behaviour for any structure-based tool.
This script is a visualisation and analysis tool. It does not predict price and it
is not financial advice. Test any settings on your own instruments and timeframes
before risking capital.
Indikator
Gann Session Box - 6:00 PM Open, Auto-ExpandingGann Session Box — Auto-Expanding High/Low/50%
Marks the range of the current trading session as a live box that grows in real time. The box anchors at the session open (6:00 PM ET by default, the CME/COMEX electronic open), then stretches upward or downward the moment a new session high or low prints. The 50% line always sits at the midpoint of the current range and re-centers automatically as the box expands.
How the session anchor works
Rather than testing the clock hour on each bar, the script shifts every bar's timestamp back by the configured session offset and watches the calendar date flip in that shifted frame. This is date-based rather than hour-based, so it stays correct across DST changes, holiday sessions, data gaps, and chart types that would otherwise skip the exact opening bar.
Second-chart support
On sub-minute charts TradingView only loads a few hours of history, so a 6 PM anchor frequently falls outside the loaded data and the session would never be detected. The session high, low and midpoint are therefore computed on a higher calculation timeframe (1 minute by default) via request.security, which pulls its own history independently of the chart's bar count. The result is a correct session range on a 1-second chart. Leave the calculation timeframe at 1 minute for second-based charts; raise it if you're on a slower chart and want fewer resource units.
Internal divisions
Optional subdivisions of the range:
Quarters — 25% / 50% / 75%
Gann eighths — 1/8 through 7/8, giving the standard eighth-based retracement grid within the session range
Inputs
Session start hour, minute and timezone
Calculation timeframe
Division mode, colors for box fill/border, high, low, midpoint and division lines
Toggles for flat H/L/mid rays, price labels, and retaining previous sessions' boxes
Notes
Set the symbol's session to Extended/Electronic hours. With RTH-only data the 6 PM bars don't exist and the box will anchor to the first available bar of the day instead. The default 6:00 PM with America/New_York is the ETH open for CME and COMEX products; if you switch the timezone dropdown, adjust the hour to match. Indikator
Liquidity Sweep SequenceThis indicator marks stop-hunt sweeps and, more importantly, counts how many
consecutive sweeps have occurred on the same side.
WHAT A SWEEP IS
Traders cluster their stops in predictable places: longs put theirs below the
last swing low, shorts put theirs above the last swing high. Those clusters are
resting liquidity. A sweep happens when price spikes through one of those levels,
triggers the stops, and then closes back on the original side — a wick through,
not a break.
The distinction that matters:
• Close beyond the level = a real breakout, trend continuation
• Close back inside = a sweep, failed breakout, potential reversal
WHY THE SEQUENCE COUNT
A single sweep is often just noise. What I found more useful is when they stack:
the first sweep traps, price fails to reverse, then a second sweep takes out an
even lower low. The second one is where selling pressure is actually exhausted.
The indicator labels these SWEEP, SWEEP², SWEEP³ and so on. The count resets when
an opposite-side sweep appears or when too many bars pass. By default the second
sweep must take out a deeper low (or higher high) to continue the sequence —
otherwise the count restarts at 1.
HOW IT WORKS
1. Swing highs and lows are tracked as liquidity levels using pivots.
2. A level is dropped as soon as price CLOSES through it. Once price closes above
a swing high, that liquidity has already been taken and the level can no longer
produce a sweep signal. This is the single most important filter here — without
it, stale levels from far back generate false signals during trends.
3. A sweep requires: wick through an untouched level, close back inside, a minimum
wick ratio, a minimum reclaim distance, and the bar must be a genuine local
extreme (if the wick does not exceed recent bars, no stops were actually hit).
4. Next-bar confirmation requires the following candle to close in the reversal
direction before the label is drawn.
5. Significance tiering: a sweep is marked "major" only when the wick is the
extreme of the last N bars. Minor sweeps inside ranges are hidden by default.
All labels are drawn on confirmed bars only, so nothing repaints.
HOW I USE IT
My own preference is the 1H chart, entering on SWEEP² — the second sweep in a
sequence. The first sweep tells me the level is being attacked; the second one is
where I act.
This is built for short-term perpetual futures trading and works best there. The
reason is mechanical: perps run 24/7 with no gaps, they are heavily leveraged, and
liquidation clusters are dense and public. Stop hunts on perps are a real, visible
event rather than a metaphor. On instruments with overnight gaps, daily price
limits, or low leverage, a long wick often does not represent a genuine sweep at
all, and signal quality degrades noticeably.
Suggested timeframes: 15m to 4H. Lower is noisy; the daily compresses multi-hour
hunts into a single candle and loses the event.
LIMITATIONS — please read
• This is a mean-reversion tool, not a trend tool. A sweep is by definition a
FAILED breakout, while a trend start is a SUCCESSFUL one. The two are mutually
exclusive, so this indicator will not flag the beginning of a large trend, and
it is not designed to.
• It only detects double-top and double-bottom style reversals. A V-shaped top
that simply prints a new high and falls has no prior level above it to sweep,
so no signal can appear there.
• Signals occur more frequently in ranging conditions. That is inherent to the
concept, not a defect.
• Next-bar confirmation costs one bar of delay. Turn it off for immediacy at the
cost of more failed signals.
• Pivot detection needs bars on both sides, so levels are registered with a lag
equal to the swing sensitivity setting.
• Parameters need adjusting per market and timeframe. On 15m, the major-sweep
lookback should be lowered to roughly 40–60.
SETTINGS WORTH TOUCHING FIRST
• Swing sensitivity — the main tightness control
• Major sweep lookback — how significant a sweep must be to display
• Show 2nd sweep and beyond only — reduces the chart to sequence signals alone
• Show untouched liquidity levels — draws the levels currently being tracked so
you can verify the structure logic yourself
Alerts are included for major sweeps and for the second sweep in a sequence.
This indicator is a visualization and analysis tool. It does not generate buy or
sell recommendations and nothing here is financial advice. Test any approach on
your own before risking capital.
────────────────────────────────────────────────────────────────────
【繁體中文說明】
本指標標記獵殺止損的掃蕩訊號，並且會計算同方向連續掃蕩的次數。
什麼是掃蕩
交易者的停損放在可預測的位置：做多的放在前低下方，做空的放在前高上方。這些成堆
的停損就是「流動性」。當價格刺破那個價位、觸發停損，然後收盤又收回原本那一側，
就是一次掃蕩——是影線穿過，不是真正突破。
關鍵區別：
• 收盤站在價位外側 = 真突破，趨勢延續
• 收盤收回內側 = 掃蕩，假突破，可能反轉
為什麼要算連續次數
單一次掃蕩常常只是雜訊。比較有用的是它們接連出現：第一次掃蕩是陷阱，價格沒能反
轉，接著第二次掃蕩創了更低的低點——第二次才是賣壓真正耗盡的地方。
指標會標成 SWEEP、SWEEP²、SWEEP³。出現反向掃蕩或間隔過久就歸零重算。預設要求第
二次必須創更低低點（或更高高點）才算延續，否則計數從 1 重新開始。
運作方式
1. 用 pivot 追蹤前高前低作為流動性價位。
2. 價格一旦「收盤」穿過某個價位，該價位立刻作廢。收盤站上前高，代表那裡的流動性
已經被吃掉，不再是掃蕩目標。這是本指標最重要的過濾——沒有這一層，久遠以前的
死線會在趨勢中不斷產生假訊號。
3. 掃蕩成立條件：影線穿過未被吃掉的價位、收盤收回、影線佔比達標、收回幅度達標，
且該K棒必須創局部極值（影線若沒超過近期K棒，代表根本沒有停損被觸發）。
4. 隔根確認：要求下一根收盤朝反轉方向，才畫出標籤。
5. 重要度分級：影線必須是近 N 根的極值才標為「主要」。震盪區間的次要掃蕩預設隱藏。
所有標籤都在收K後才繪製，不會重繪。
我自己怎麼用
我個人偏好 1 小時線，在 SWEEP²（連續第二次掃蕩）進場。第一次告訴我這個價位正在被
攻擊，第二次才是我動手的地方。
這支是為短線永續合約設計的，在那裡效果最好。原因是機制上的：永續 24 小時不間斷、
沒有跳空、槓桿高，清算價位密集而且公開。永續上的獵殺止損是實際發生、看得見的事件，
不是比喻。在有隔夜跳空、漲跌幅限制、或低槓桿的商品上，一根長影線常常根本不代表真
正的掃蕩，訊號品質會明顯下降。
建議時框：15 分鐘到 4 小時。更低太雜；日線把數小時的獵殺壓縮成一根K棒，事件本身就
消失了。
限制（請務必閱讀）
• 這是均值回歸工具，不是趨勢工具。掃蕩的定義就是「突破失敗」，而趨勢起點是「突破
成功」，兩者互斥。所以它不會標出大趨勢的起點，也不是為此設計的。
• 只偵測得到雙頂／雙底型的反轉。直接創新高然後下跌的 V 型頂，上方根本沒有前高可
掃，不可能出現訊號。
• 震盪盤中訊號較密集。這是概念本身的性質，不是缺陷。
• 隔根確認會延遲一根。關掉可即時，但假訊號會變多。
• Pivot 需要左右兩側的K棒，所以價位登記會延遲，延遲根數等於靈敏度設定值。
• 參數需依市場與時框調整。15 分鐘線建議把主要掃蕩回看根數降到 40–60。
本指標為視覺化與分析工具，不產生買賣建議，內容不構成投資建議。任何做法請自行驗證
後再投入資金。 Indikator
SPMA Trend | NAL1. Overview
SPMA Trend | NAL is an adaptive trend and volatility framework built around the Shock Percentile Moving Average.
Unlike a conventional moving average that continuously follows price, the SPMA selectively updates when the current price change ranks above a configurable percentile of recent returns. This creates an event-driven baseline that places greater emphasis on stronger positive price shocks while holding its previous value during lower-ranked movement.
SPMA Trend expands this concept with adaptive volatility bands, asymmetric shock modeling, empirical quantile boundaries, and optional slope confirmation to form a complete directional regime model.
2. Core Calculation
The SPMA begins by ranking the current price change against its recent historical distribution.
Ret = close - close
Per = ta.percentrank(Ret, percentrank_lookback)
Gate = Per > percentile_gate
When the percentile gate is satisfied, the baseline updates to the current EMA value. Otherwise, it retains its previous level.
MA := na(MA ) ? emaValue : Gate ? emaValue : MA
This produces a persistent baseline whose movement is concentrated around stronger ranked price events rather than every fluctuation in price.
3. Adaptive Volatility Framework
SPMA Trend surrounds the baseline with a configurable volatility structure.
Five volatility models are available:
Standard Deviation — measures dispersion around the mean.
ATR — measures price-range volatility.
Mean Absolute Deviation — measures average absolute dispersion.
Median Absolute Deviation — provides a more robust measure of dispersion with reduced sensitivity to extreme observations.
Quantile — constructs the upper and lower boundaries from the empirical distribution of historical price deviations from the SPMA.
The Quantile model is inherently asymmetric. Positive and negative residuals are evaluated separately, allowing each side of the structure to reflect its own historical distribution.
residual = close - SPMA
= f_quantile_volatility(residual, VolLen, QuantilePct)
For the conventional volatility models, an optional asymmetric mode analyzes positive and negative log-return shocks independently. This allows upper and lower volatility expansion to respond differently when the distribution of market shocks becomes unbalanced.
The resulting volatility estimate is applied around the SPMA to create the final adaptive boundaries.
upperBand = SPMA + finalUpper * VolMul
lowerBand = SPMA - finalLower * VolMul
4. Signal Structure
The bullish regime is deliberately selective.
Price must break above the upper volatility boundary while the SPMA itself is rising. When enabled, the percentage slope of the SPMA must also exceed the configured slope threshold.
if SPMA > SPMA and close > upperBand and (UseSlope ? SlopeGate : true)
NAL := 1
A bearish regime is established when price moves below the lower adaptive boundary.
if close < lowerBand
NAL := -1
Between qualifying transitions, the previous directional state is retained. This converts individual volatility-band events into a persistent trend regime rather than a sequence of isolated crossover signals.
5. Key Features
Shock-percentile adaptive baseline.
Event-driven rather than continuously updating trend structure.
Five selectable volatility models.
Mean and median absolute-deviation volatility.
Empirical asymmetric residual quantiles.
Optional positive/negative shock-adjusted volatility bands.
Configurable SPMA slope confirmation.
Persistent bullish and bearish regime states.
Adaptive band, glow, fill, and candle visualization.
6. Use
SPMA Trend is designed as a specialized trend-regime component within a broader systematic framework.
The indicator combines three distinct layers of information: the significance of recent price movement determines when the baseline adapts, the volatility model determines how far price must expand from that structure, and the optional slope gate measures whether the underlying SPMA is developing with sufficient positive directional strength.
This creates a framework centered on identifying meaningful expansion away from an event-driven price structure rather than responding to every short-term movement.
Its primary value is as a distinct structural layer within a complete strategy architecture, where shock significance, volatility expansion, and directional development can be integrated with other independent forms of market information. Indikator
VWAP Z-Score Oscillator**VWAP Z-Score Oscillator — Complete Description**
**Overview**
The indicator is a single-pane oscillator that measures how far price has moved from a rolling, volume-weighted average price. It answers one question on every bar: how far is price from its recent volume-weighted fair value, and how significant is that gap. The output can be shown either as a normalized standard-deviation reading or as the raw price distance, selectable by the user.
**Core Calculation**
- **Moving VWAP.** A rolling volume-weighted mean of price is computed over a user-set lookback. Unlike a session VWAP, it slides forward continuously and never resets at the session boundary.
- **Volume-weighted standard deviation.** The dispersion of price around that Moving VWAP is calculated as a volume-weighted variance, then square-rooted. It expands when volatility rises and contracts when the market is quiet.
- **Oscillator value.** In Z-Score mode the plotted value is the price-to-VWAP gap divided by that standard deviation, so the reading is expressed in standard deviations. In Distance mode the plotted value is the raw gap in the instrument's own price units. Zero means price is resting on the Moving VWAP; positive means above, negative means below.
**Two Display Modes**
- **Z-Score (σ).** Normalized. The band levels are read directly as standard deviations, and reference lines sit at constant levels. Because the scale is unit-free, the same levels carry the same meaning on any symbol or timeframe.
- **Distance.** Raw. The oscillator shows the actual price gap, and each band is drawn at its level multiplied by the standard deviation, so the bands widen and tighten with volatility while the raw distance stays interpretable.
**Multi-Timeframe Calculation**
A calculation-timeframe selector runs the entire computation on a chosen timeframe rather than only the chart's. The default uses the chart timeframe. Choosing a higher timeframe recomputes the Moving VWAP, the standard deviation, and the oscillator on that timeframe's bars and pulls the result back through a single combined data request. The request runs without look-ahead, so no future higher-timeframe data leaks into historical bars; the current higher-timeframe value continues updating until that bar closes.
**Visual Output**
- The oscillator plots as a histogram, colored by which side of the Moving VWAP price is on.
- The histogram fades across a user-defined transparency range: faint near the VWAP, intensifying to full color as price stretches to a set distance, then holding solid beyond it.
- A solid zero line marks the Moving VWAP.
- Three standard-deviation bands are drawn above and below zero, each with its own toggle, level, and color.
**User Inputs**
*Calculation Timeframe*
- **Calculation Timeframe** — the timeframe the oscillator is computed on. Options are labeled in plain language across seconds, minutes, hours, days, weeks, and a month, plus Chart. Chart uses the current chart timeframe. Higher timeframes give a broader context; lower-than-chart selections are not recommended, and seconds-based options only work on charts that support second-level data.
*Settings*
- **Oscillator Mode** — switches between Z-Score (σ), the normalized standard-deviation reading, and Distance, the raw price gap with volatility-scaled bands.
- **Source** — the price series feeding both the Moving VWAP and the distance measurement. Defaults to the average of high, low, and close; a close-only source reacts faster.
- **Moving VWAP Length** — the number of bars in the rolling window for both the VWAP and its standard deviation. Larger values are smoother and slower; smaller values are more reactive.
- **Fallback to MA on no-volume symbols** — when enabled, symbols that report no volume use a simple moving average and plain standard deviation so the oscillator still functions; when disabled, such symbols show nothing.
*Standard Deviation Bands (three identical rows: Band 1, Band 2, Band 3)*
- **Toggle** — shows or hides that band's upper and lower lines independently.
- **Level (Σ)** — that band's distance from zero, in standard deviations, adjustable in fine steps. Defaults are 1, 2, and 3.
- **Color** — the color applied to both the upper and lower line of that band.
- Band 2's level additionally sets the threshold used by the two stretch alerts.
*Colors*
- **Above VWAP** — histogram color when the oscillator is positive.
- **Below VWAP** — histogram color when the oscillator is negative.
- **Transparency at VWAP** — histogram transparency when price sits on the Moving VWAP; the faint end of the color range.
- **Transparency at Full Color** — histogram transparency once price reaches the full-color distance; the solid end of the range.
- **Full-Color Distance (σ)** — the standard-deviation distance over which the histogram fades from faint to solid; beyond it, the color holds solid.
**Data Window Outputs**
Two values are exposed for inspection or use by other scripts: the Moving VWAP and the standard deviation. The oscillator value itself is also readable from the histogram plot. These do not draw on the chart pane.
**Alerts**
Four alert conditions are available: price crossing above the Moving VWAP, crossing below it, stretching beyond Band 2's upper level, and stretching beyond Band 2's lower level. The stretch alerts follow Band 2's configured level in both modes.
**Behavioral Notes**
- In Z-Score mode the oscillator is unbounded. During a violent move it can spike past four or five standard deviations, which reflects genuine dislocation rather than a display error.
- The Style tab is intentionally empty; all appearance and behavior controls live in the Inputs tab, so nothing there can override the code-driven output.
- The indicator's sole basis is price distance from the Moving VWAP; there is no market-structure logic in the calculation. Indikator
Indikator
Volatility of Returns | NickJoanVolatility of Returns | NickJoan
Core Idea
Volatility of Returns measures the standard deviation of logarithmic returns over a user-defined lookback window. This is the industry-standard approach to calculating historical volatility, widely used in finance for risk management, option pricing, and portfolio analysis.
The indicator displays volatility as an annualized percentage, making it easy to compare across different assets and timeframes. An optional moving average helps smooth the volatility series and identify trends in volatility itself.
Calculation Logic
The indicator follows a straightforward three-step process:
1. Log returns calculation
For each bar, the script calculates the logarithmic return:
• logRet = log(close / close )
2. Standard deviation calculation
The script calculates the standard deviation of log returns over the specified lookback period:
• stdevLogRet = stdev(logRet, length)
This measures how much returns typically deviate from their mean.
3. Annualization
The raw standard deviation is then annualized by multiplying by the square root of the annualization period:
• volatility = stdevLogRet × √annPeriod × 100
For daily crypto charts, the default is √365. This converts the per-bar volatility into an annualized percentage.
Chart Output
The indicator displays in a separate pane below the price chart:
Volatility line
• Shows the annualized volatility percentage
• Plotted in blue
Moving average line (optional)
• Shows the smoothed volatility trend
• User-selectable type: SMA, EMA, WMA, or RMA
• Plotted in gray with thicker linewidth
• Can be toggled off via input
Inputs
CALCULATION
• Volatility Lookback (bars): window for standard deviation calculation. Default: 90.
• Annualize: toggles annualization on/off. Default: true.
• Annualization Period: period used for annualization. Default: 365.
MOVING AVERAGE
• Show Moving Average: toggles MA overlay visibility. Default: true.
• MA Type: MA calculation method (SMA, EMA, WMA, RMA). Default: EMA.
• MA Length: MA lookback period. Default: 30.
How to Use It
Volatility level assessment
• Low volatility: calm, consolidating market
• Medium volatility: normal market conditions
• High volatility: turbulent, fast-moving market
Note: "Low" and "High" are relative to the asset class. Crypto naturally has higher volatility than stocks or forex.
Volatility trend identification
Use the moving average to identify whether volatility is rising or falling:
• Volatility above MA: elevated relative to recent trend
• Volatility below MA: suppressed relative to recent trend
• MA sloping up: volatility is increasing
• MA sloping down: volatility is decreasing
Risk management
Use volatility to adjust position sizing and risk parameters:
• High volatility: reduce position size, widen stop losses
• Low volatility: can increase position size, tighter stops
• Rising volatility: prepare for potential breakout or increased uncertainty
• Falling volatility: consolidation phase, wait for direction
Best Use Cases
• Historical volatility measurement
• Risk management and position sizing
• Volatility trend analysis
• Cross-asset volatility comparison
• Portfolio risk monitoring
Notes
The indicator is designed for daily crypto charts but works on any timeframe.
• Daily timeframe: use Annualization Period = 365
• 4H timeframe: use Annualization Period = 2190 (365 × 6)
• 1H timeframe: use Annualization Period = 8760 (365 × 24)
• Or disable annualization for raw per-bar volatility
The lookback period determines sensitivity:
• Shorter lookback (20-30 bars): more reactive to recent spikes
• Medium lookback (60-90 bars): balanced approach
• Longer lookback (180-365 bars): smooth, long-term trends Indikator
Institutional Swing Pressure Engine [ISPE]Description
Swing Pressure Engine is a multi-factor swing trading indicator designed to identify periods where directional pressure may be building before or during a larger price expansion.
Rather than relying on a single oscillator or breakout condition, ISPE evaluates several independent characteristics of market behavior and combines them into bullish and bearish pressure models.
The indicator analyzes five primary areas:
Compression — Measures whether volatility and price ranges are contracting relative to the instrument’s own historical behavior. It incorporates ATR, Bollinger Band width, realized volatility, rolling range contraction, candle-body compression, and Bollinger/Keltner squeeze conditions.
Flow — Estimates accumulation and distribution using price-and-volume proxies including closing location, relative volume, OBV behavior, directional volume, price response to volume, and absorption-style behavior. These calculations do not identify actual institutional orders; they infer buying and selling pressure from publicly available price and volume data.
Relative Strength — Measures the instrument against a broad-market benchmark and an optional sector benchmark. It evaluates relative performance, downside resilience, upside participation, and beta-adjusted relative behavior.
Structure — Evaluates the technical structure surrounding price, including proximity to support and resistance, moving-average alignment, higher-low/lower-high behavior, trend efficiency, and changes in rejection strength near important levels.
Multi-Timeframe Context — Uses higher-timeframe trend information to determine whether the current setup is aligned with the broader market structure.
These components are combined into separate Bull Pressure and Bear Pressure scores ranging from 0–100.
ISPE also calculates an Expansion score intended to represent the strength of conditions associated with a potential directional move. These values are composite heuristic scores and should not be interpreted as statistically calibrated probabilities.
Market States
The indicator classifies current conditions into states such as:
Dormant
Compressing
Accumulating
Distributing
Pressurized Bull
Pressurized Bear
Bull Pressure Divergence
Bear Pressure Divergence
Bull Expansion Imminent
Bear Expansion Imminent
Bull Expansion
Bear Expansion
Failed Breakout
Expansion Exhaustion
The purpose of these states is to make the underlying calculations easier to interpret at a glance.
Pressure Divergence
One of ISPE’s distinctive features is its Pressure Divergence model.
Pressure divergence occurs when price remains relatively compressed while the internal bullish or bearish pressure score changes significantly.
For example, price may remain nearly unchanged while accumulation, relative strength, structure, and compression increasingly favor the bullish side. ISPE can identify this as bullish pressure divergence before a traditional price breakout occurs.
The same logic is applied inversely to bearish setups.
How to Use
ISPE is primarily intended as a swing-trading research and confirmation tool.
A potentially favorable bullish setup may show:
Elevated compression
Strong accumulation
Strong relative strength
Favorable bullish structure
Positive higher-timeframe alignment
Bull pressure clearly exceeding bear pressure
A bearish setup uses the inverse conditions.
Higher pressure scores do not automatically represent trade signals. They are intended to identify environments that may deserve additional analysis.
The indicator also displays current structural support and resistance, along with potential entry, invalidation, and target reference levels when directional pressure becomes sufficiently elevated.
These levels are generated from current volatility and market structure and should be treated as analytical references rather than guaranteed entry or exit prices.
Adaptive Normalization
Many components of ISPE are normalized against the instrument’s own historical distribution using rolling percentile calculations.
This allows the indicator to adapt to securities with substantially different volatility characteristics.
For example, volatility that is unusually low for one stock may still be very high for another. ISPE therefore evaluates compression relative to the instrument itself rather than relying exclusively on fixed thresholds.
Relative Strength
By default, the indicator compares the current instrument with SPY and an optional sector ETF.
Users should change the sector benchmark where appropriate.
For example, a technology stock may reasonably be compared with XLK, while stocks from other industries should use a more appropriate sector benchmark.
Multi-Timeframe Data
ISPE incorporates higher-timeframe trend information into its pressure model.
Higher-timeframe calculations use confirmed historical higher-timeframe information to reduce repainting behavior from unfinished higher-timeframe bars.
Limitations
ISPE does not predict future prices and does not guarantee profitable trades.
The Bull Pressure, Bear Pressure, and Expansion readings are composite analytical scores rather than verified probabilities of future returns.
Accumulation and distribution calculations are based on price and volume proxies. The script cannot determine whether specific transactions originate from institutions, market makers, retail traders, or other market participants.
Support, resistance, entry, invalidation, and target levels change as market structure and volatility change.
Relative-strength calculations also depend on the selected benchmarks, so inappropriate benchmark selection can reduce their usefulness.
The indicator should therefore be used as one component of a broader trading process rather than as a standalone decision system.
Intended Use
ISPE was designed primarily for identifying and evaluating developing swing-trading environments where volatility compression, directional pressure, relative strength, and market structure begin aligning before or during price expansion.
Its primary purpose is not simply to identify completed breakouts, but to organize several underlying characteristics of a developing setup into a compact directional pressure model. Indikator
Monthly & Weekly Macro KeysMonthly & Weekly Macro Keys plots completed monthly and weekly High, Low, Open, and Close levels with composite IPDA-style premium/discount context.
Monthly macros default to the last three completed months. Each level is labeled by calendar month (for example, June 2026 Monthly High). Weekly macro key levels default to the prior completed week High and Low, with optional Open and Close. Lines begin on the day the print occurred and extend to a configurable right-side buffer next to the labels.
A composite range is built from the selected months or weeks. The indicator can draw the IPDA gradient through that range: 12.5%, 25%, 37.5%, equilibrium (50%), 62.5%, 75%, and 87.5%. High and Low of the composite are not duplicated on the gradient because they are already shown as the monthly or weekly macros.
An on-chart table reports Premium or Discount relative to equilibrium, percent location within the range, whether price is inside the 25–75% zone, and the key price levels for both the monthly and weekly composites.
Style controls include color, width, and line style (Solid, Dotted, Dashed) for monthly and weekly High, Low, and Open/Close, as well as for gradient quadrant and octant levels. Table position supports all nine chart anchors. Lookback counts are adjustable (up to six months and eight weeks). Indikator
CandelaCharts - RTH Gap📝 Overview
The CandelaCharts - RTH Gap indicator is a professional technical tool designed to automatically identify, track, and visualize Regular Trading Hours (RTH) gaps. By targeting the exact NY close (4:00 PM for equities/ETFs like SPY, or 4:15 PM for futures) and open (9:30 AM), this indicator precisely maps out the untraded price voids between sessions, providing crucial intraday support and resistance levels.
Unlike standard gap indicators that fail on RTH-only charts, this script uses robust day-change logic to detect session transitions flawlessly. Unfilled gaps extend indefinitely across the chart, while filled gaps can be kept on the chart to serve as historical support/resistance.
📦 Features
Exact RTH Logic: Automatically anchors session closings (16:00/16:15 NY time) and openings (09:30 NY time) to measure the exact RTH gap size, regardless of whether you have Extended Trading Hours (ETH) turned on or off.
Customizable Inner Levels: Break down gap zones into mathematically significant price levels:
Midline (50% Mean): Plots the exact middle of the gap, a highly respected level for intraday rejections.
Quadrants: Divides the gap into 25%, 50%, and 75% retracement levels.
OTE (Optimal Trade Entry): Plots the 0.618, 0.705, and 0.786 Fibonacci levels to find high-probability reversal zones.
Dynamic Labels: Displays dynamic price labels on the chart axis. When Inner Levels (OTE or Quadrants) are enabled, the top, bottom, and midline labels automatically update to show percentages/ratios (e.g. 100%, 50%, 0% or 0.0, 0.5, 1.0) rather than raw prices to keep the charts clean.
Post-Fill Extensions: When a gap is filled, the main box stops extending to mark where the mitigation happened. However, if enabled, the levels (Top, Bottom, Midline, and Inner Levels) will convert to dashed lines and continue to extend to the current candle as historical support/resistance.
Filter by Bias: Clean up your chart layout by choosing to display only Bullish gaps, Bearish gaps, or Both.
Historical Tracking: Keep the last N gaps visible on the chart for history and context.
⚙️ Settings
Session: Define the exact RTH Session hours (default is 09:30-16:00).
History: Define how many historical gaps to keep on the chart.
Gap Up / Gap Down: Toggle visibility and customize colors, fill transparency, and border styles.
Midline: Toggle the visibility of the gap's 50% midline, and customize its style and color.
Inner Levels: Toggle Quadrants or OTE subdivisions, and customize their styles and colors.
Show Labels: Toggle price/ratio axis labels.
Show Filled Gaps: When enabled, filled gaps turn gray and extend as dashed lines to the current candle. When disabled, filled gaps are completely removed from the chart.
Alerts: Toggle the ability for the indicator to fire programmatic alerts.
⚡️ Showcase
RTH Gap - Default View
RTH Gap - OTE Levels
RTH Gap - Quadrant Levels
🚨 Alerts
This indicator includes built-in alert conditions ensuring you never miss a critical gap test. Once "Enable Alerts" is checked in the settings, you can configure TradingView to notify you when:
An RTH Gap Up is fully filled.
An RTH Gap Down is fully filled.
⚠️ Disclaimer
Trading involves significant risk, and many participants may incur losses. The content on this site is not intended as financial advice and should not be interpreted as such. Decisions to buy, sell, hold, or trade securities, commodities, or other financial instruments carry inherent risks and are best made with guidance from qualified financial professionals. Past performance is not indicative of future results.
Indikator
