SB/ISB FVG/IFVGThis script is a specialized indicator designed for **ICT (Inner Circle Trader)** and **Smart Money Concepts (SMC)**. Its primary focus is on automatically identifying, drawing, and managing **Fair Value Gaps (FVG)** and **Suspension Blocks (SB)**, as well as their **Inverted** counterparts.
Here is a detailed breakdown of what this indicator does and its main features:
**1. FVG & IFVG (Fair Value Gaps & Inversions)**
* **FVG (Fair Value Gap):** The script scans for traditional 3-bar imbalances. If it finds a Bullish FVG (default teal) or a Bearish FVG (default red), it draws a box projecting the zone forward.
* **IFVG (Inverted Fair Value Gap):** In ICT theory, when a Fair Value Gap fails to hold the price and gets decisively broken (price closes through it), it changes polarity. This script automatically detects when an FVG is violated, deletes the old FVG box, and creates a new **IFVG** box (default orange). A violated support FVG becomes a resistance IFVG, and vice versa.
**2. SB & ISB (Suspension Blocks & Inversions)**
* **SB (Suspension Block):** This is a specific price action pattern where a candle's body is completely "suspended" or isolated by gaps from the preceding and succeeding candles. The script calculates the tolerance and draws a box around this suspended body, projecting it as a zone of support or resistance.
* **Mean Threshold (Middle Line):** For every Suspension Block, the indicator automatically draws a line directly through the middle (50% level) of the block, which is a highly sensitive algorithmic level in SMC.
* **ISB (Inverted Suspension Block):** Just like the FVGs, if a Suspension Block is violated (price closes completely through it), the indicator flips it into an **ISB** (default orange). The old label changes from "+ suspension" to "+ISB", indicating the zone has flipped its polarity.
**3. Dynamic Chart Management (Mitigation)**
To prevent your chart from looking like a messy coloring book, the script has strict dynamic management rules:
* **Zone Deletion:** Once a zone (FVG, IFVG, SB, or ISB) is fully mitigated or invalidated by price action according to the script's rules, it stops drawing the box.
* **History Limits:** You can define exactly how many active FVGs, IFVGs, SBs, and ISBs you want to keep on the screen at a time (e.g., maximum 5 FVGs and 3 ISBs). Older zones are automatically deleted as new ones form.
**4. Customization & Visuals**
* **Labels:** Automatically tags the blocks on your chart (e.g., "+ suspension" or "-ISB") so you know exactly what zone you are looking at.
* **Tolerances:** You can adjust the "Tolerance %" for how strict the script should be when identifying the gaps for Suspension Blocks.
* **Aesthetics:** Full control over colors, box transparencies, and the style of the middle line (Solid, Dashed, Dotted).
**In summary:** This is a dynamic supply/demand and imbalance tracker. Instead of manually drawing FVGs and Order Blocks and adjusting them when they break, this indicator automates the entire lifecycle of these zones—drawing them when they form, inverting them when they fail, and deleting them when they are no longer relevant to the current price action. Indikator
TRUE OPEN AND OPENING PRICE BY HDSXN This script is a comprehensive indicator designed for **ICT (Inner Circle Trader)** and **Smart Money Concepts (SMC)** traders. Its primary focus is on automatically identifying, drawing, and tracking **Opening Prices (OP)** and algorithmic **True Opens (TO)** across various timeframes and specific macro windows.
Here is a detailed breakdown of what this indicator does and its main features:
**1. Custom Opening Prices (Time Slots)**
The first module allows you to highlight specific intraday opening times.
* **Customizable Time Slots:** It features 4 independent slots where you can define a start and end time (e.g., 08:30 AM for the critical economic news open, or 09:30 AM for the NY Equities open).
* **Line Projection:** It grabs the exact opening price at that minute and projects a horizontal line across your chart until the designated end time, acting as a crucial intraday level (support/resistance or accumulation/manipulation reference).
**2. True Open (TO) Module**
Standard charts often plot the "Daily" or "Weekly" open at midnight based on the broker's timezone. This module recalculates the **"True Open"** based on real market mechanics (like the Sunday 6:00 PM EST futures open) and ICT algorithmic cycles:
* **Macro Timeframes:** Plots the True Year, True Quarter, True Month, True Week, and True Day opens using specific algorithmic rules (e.g., calculating the monthly open based on the 2nd Sunday of the month at 6:00 PM EST).
* **Session Opens (Killzones):** Automatically plots the opening prices for key trading sessions: Asia (19:30), London (01:30), NY AM (07:30), and NY PM (13:30).
* **90-Minute Cycles:** It tracks and plots the highly specific ICT 90-minute algorithmic cycles, triggering at precise macro minutes (e.g., xx:23 and xx:53).
**3. Advanced Chart Management (Visibility & History)**
To prevent the chart from becoming cluttered with dozens of lines, the script includes smart visibility rules:
* **Timeframe Boundaries:** You can set rules so that Yearly and Monthly opens only show on higher timeframes (like the 4H or Daily), while Session and 90-minute opens only appear on the 1m to 15m charts.
* **History Control:** You can choose exactly how many past "True Opens" to keep on the screen (e.g., keeping only the current active day's open, or saving the last 3 days for backtesting).
* **Auto-Styling:** Lines can automatically change from a dotted style (when the period is active) to a solid style (when the period has ended and becomes historical data).
**4. Real-Time Price Tracking Dashboard (Table)**
It features a built-in HUD (Heads-Up Display) table that sits in the corner of your screen.
* This table dynamically tracks the current price in relation to the True Opens.
* It tells you instantly if the current price is **"Above"** (highlighted in blue) or **"Below"** (highlighted in red) the Daily, Weekly, Monthly, Session, or 90-minute open. This is extremely useful for quickly determining if you are in a Premium (above the open) or Discount (below the open) condition for the day or week.
**In summary:** It is an all-in-one institutional time and price tracker. Instead of manually drawing horizontal lines at 8:30 AM or midnight EST every single day, this script automates the process and provides a dashboard to tell you exactly where the current price sits relative to these key algorithmic opening prices. Indikator
SMT by HDSXNThis script is an advanced indicator designed around **ICT (Inner Circle Trader)** and **Smart Money Concepts (SMC)**, specifically focusing on identifying **SMT (Smart Money Tool) Divergences**.
Here is a detailed breakdown of what this indicator does and its main features:
**1. Core Concept: SMT Divergence Detection**
SMT divergence occurs when correlated assets fail to move in sync. For example, if you are trading the S&P 500 (ES) and it makes a new Higher High, but the Nasdaq (NQ) or Dow Jones (YM) fails to make a Higher High (making a Lower High instead), that is an SMT Divergence. It signals an underlying weakness or strength in the market.
* The script allows you to compare the chart you are currently viewing with up to **three different comparison symbols** simultaneously (defaulting to ES1!, YM1!, and RTY1!).
**2. Methods of Identifying Divergences**
The indicator scans for these divergences using two different approaches:
* **Pivots (Structural Swings):** It uses pivot highs and lows to find major market structure points. It looks for divergences across three different time horizons/lengths: *Primary, Secondary, and Tertiary*. If it finds a structural divergence between the assets, it draws a solid line connecting the swing points.
* **Adjacent Wicks (Micro Divergence):** If enabled, it looks for immediate, candle-by-candle divergences. For instance, if the current candle takes out the high of the previous candle, but the comparison asset's current candle fails to do so.
**3. FVG SMT (Fair Value Gap Divergence)**
This is a unique and advanced feature of this script. It doesn't just look for high/low divergences; it also compares **Fair Value Gaps (FVGs)** across correlated assets.
* The script draws boxes to highlight unmitigated (unfilled) FVGs on your chart.
* If the current asset pulls back and mitigates (touches) its FVG, but the comparison asset fails to reach and mitigate its respective FVG within a certain number of candles, the script flags this as an **"FVG SMT"**.
* It then plots a dotted line and a label pointing out exactly where this FVG divergence occurred.
**4. Visuals and Customization**
* **Lines & Labels:** Automatically draws lines and labels indicating exactly which asset caused the SMT divergence (e.g., drawing a blue line labeled "YM1!" so you know the Dow Jones diverged from your current chart).
* **FVG Boxes:** Draws colored boxes (Teal for Bullish, Maroon for Bearish) to highlight active FVGs, which disappear once price mitigates them.
* **Highly Customizable:** You can toggle each comparison symbol on or off, change line colors, adjust the line width/style, change label sizes, and adjust the exact number of periods used to calculate the Pivots.
**In summary:** It is an automated tool for ICT traders that constantly scans correlated markets in the background to find subtle cracks in market correlation (SMT Divergences) using swing highs/lows and Fair Value Gaps, plotting them directly on your main screen so you don't have to look at multiple charts at once. Indikator
ATK/DEF LTF Regime Combo Power Hunter# ATK/DEF LTF Regime Combo — Power Hunter
ATK/DEF LTF Regime Combo — Power Hunter is a multi-dimensional decision analysis indicator built around LTF (Lower Time Frame) market-state analysis**.
Its core concept is not simply combining EMA, RSI, ATR, Bollinger Bands, Volume, DMI, and other conventional calculations. Instead, these market inputs are processed into multiple analytical dimensions and evaluated through a unified scoring framework.
The resulting information is organized into **market states, scores, grades, and chart-based memory**, providing a structured view of the conditions observed on the LTF chart.
## Core Concept
The indicator combines:
**LTF + Regime + ATK/DEF + Decision System**
LTF provides the underlying market data environment.
Regime describes the current market state.
ATK/DEF represents changes between different market-force conditions.
The Decision System combines multiple dimensions into structured scores and state classifications.
Therefore, this is not simply an LTF indicator. It is a **decision-oriented market-state framework built from LTF data and multi-dimensional calculations**.
## Three Decision Combinations
### C1 — Direction / Momentum / Velocity / Behavior
C1 describes the primary price-state environment through four dimensions:
* Direction
* Momentum
* Velocity
* Behavior
The calculation incorporates EMA relationships, RSI conditions, price velocity, volume relationships, candle-body structure, and shadow behavior.
These components are combined into an independent C1 score and state classification.
### C2 — Battle / Hunting / Squeeze / Destruction
C2 focuses on market interaction and key-area behavior within the LTF environment:
* Battle — Alternating and consecutive candle behavior
* Hunting — Price behavior around key highs and lows
* Squeeze — Volatility compression
* Destruction — Structural and key-area changes
This combination evaluates how price behaves around local conditions, key areas, and changing volatility states.
### C3 — Absorption / Expansion / Impact / Decay
C3 focuses on changes in market activity and intensity:
* Absorption — The relationship between price, range, and volume
* Expansion — Volatility expansion
* Impact — Price impact and movement intensity
* Decay — Changes and decline in activity intensity
The calculations use price range, volume ratios, price movement, and sequential changes in market activity to produce an independent C3 state.
## Integrated Decision System
C1, C2, and C3 each calculate four internal dimensions and produce their own combination scores.
The three combinations are then aggregated into an overall score.
This creates a structured hierarchy:
**Individual Factors → Combination Scores → Overall Score → State → Grade**
The purpose is to consolidate multiple market dimensions into one decision-oriented observation framework rather than relying on a single calculation.
## Chart Memory
One of the key concepts of this indicator is **Chart Memory**.
The indicator does not only present the current calculated state. It also uses chart labels, structured tables, Swing High / Swing Low information, and structural connections to retain relevant recent market information visually.
The table presents:
* C1 factor scores
* C2 factor scores
* C3 factor scores
* C1 / C2 / C3 combination scores
* State
* Grade
* Overall Score
Swing High / Swing Low points, local support and resistance areas, and structural connections are also displayed within the same chart environment.
This creates a visual relationship between **market state, calculated information, and price structure**.
## ATK / DEF Regime
ATK/DEF in this framework is used to describe changes between different market-force conditions rather than simply classifying price direction.
The system evaluates multiple dimensions, including direction, momentum, velocity, behavior, market interaction, key-area reactions, compression, structural changes, absorption, expansion, impact, and decay.
The final output therefore represents a **multi-dimensional Regime State** generated from combined calculations rather than a single condition.
## LTF Market-State Framework
The indicator focuses on the following LTF market dimensions:
* Price Direction
* Momentum
* Velocity
* Candle Behavior
* Market Battle
* Key-Level Reaction
* Volatility Compression
* Structural Change
* Absorption
* Expansion
* Impact
* Decay
* Swing High / Swing Low
These components are processed through a unified calculation framework and converted into structured market-state information.
The objective is to consolidate fragmented market information into a single framework that makes different dimensions easier to observe and compare on the LTF chart.
## Chart Components
The indicator includes:
* C1 / C2 / C3 multi-dimensional analysis
* Integrated scoring system
* State classification
* Grade classification
* Overall Score
* Chart status label
* LTF market-state analysis
* EMA12 / EMA26
* RSI
* ATR
* Bollinger Bands
* Volume Analysis
* DMI / ADX
* Swing High / Swing Low
* Local structural connections
* Support and resistance markers
* FIFO object management
* Adjustable parameter system
## Parameter Adaptation
The indicator provides adjustable parameters for EMA, RSI, ATR, Bollinger Bands, Volume MA, DMI, Velocity Lookback, Key Level Lookback, and Swing High / Swing Low sensitivity.
Different markets, instruments, volatility conditions, and chart settings can produce different calculated results.
Users should therefore **configure and adjust the parameters according to the market environment being observed**.
Parameter settings directly affect the calculations, Swing structure, and resulting state classifications.
## Indicator Positioning
**ATK/DEF LTF Regime Combo — Power Hunter** is centered around:
**LTF Market Observation
* Multi-Dimensional Calculation
* ATK/DEF Regime
* Decision Combinations
* Integrated Scoring
* State / Grade
* Chart Memory**
The concept is not to simply add more indicators to a chart.
Instead, multiple market dimensions are processed through a unified framework and converted into structured state information, allowing the user to organize market information and observe relationships between different LTF conditions more efficiently.
This indicator provides **market observation, state information, and calculated reference data**. The output should not be interpreted as a guaranteed conclusion.
Parameters should be configured and adjusted according to the market environment being observed.
Indikator
Random Candles**What if the patterns you see in the market aren't as meaningful as you think?**
This indicator generates a completely random price series, tick by tick, and displays it as candles.
There is no market data being used to determine the direction of the next tick. There is no trend-following logic, no support/resistance calculation, no order flow, no indicators, and no hidden trading strategy deciding where price should go.
**The price is random.**
And yet, look at the chart.
You will often see things that look surprisingly familiar:
* Trends
* Support and resistance
* Breakouts
* Pullbacks
* Consolidation
* Higher highs and higher lows
* Lower highs and lower lows
* Reversals
* Channels
* Double tops and bottoms
* Candle patterns
* "Strong" moves followed by retracements
You can even draw trendlines and horizontal levels on a completely random chart and find that price appears to respect them.
That is the point of this experiment.
---
## Why does this matter?
As traders, we are extremely good at finding patterns in noisy data.
Give us a chart and our brains will naturally try to explain what happened:
*"Price rejected resistance."*
*"The trend is clearly bullish."*
*"This was a liquidity sweep."*
*"The breakout failed."*
*"The market is accumulating."*
*"The reversal was confirmed by the structure."*
But if a visually convincing version of these events can emerge from a process that contains **no market information whatsoever**, we should at least question how much information our eyes are actually extracting from a chart.
This doesn't prove that markets are completely random.
It does, however, demonstrate something important:
> **A pattern looking meaningful does not necessarily mean that the pattern contains predictive information.**
---
## Try it yourself
Instead of taking my word for it, put the indicator on a chart and watch it.
Change the **Resolution** input to increase the number of simulated ticks.
Then start looking for setups.
Draw your support and resistance levels.
Find your favorite candlestick patterns.
Look for trends.
Pretend you don't know that the candles are random.
You may find yourself doing exactly what you normally do on a real market.
That's the experiment.
---
## What this indicator is — and isn't
This is **not** a realistic market simulator.
It does not attempt to reproduce volatility distributions, correlations, order-book dynamics, news reactions, market microstructure, or other properties of real financial markets.
It is intentionally much simpler:
**Start from the previous close → randomly move up or down by one tick → repeat.**
The purpose is not to recreate the market.
The purpose is to create a visually convincing random price path and see how much structure our brains can find inside it.
---
## The uncomfortable question
If a completely random process can produce charts that look remarkably similar to real markets, how much of what we call a "setup" is actually predictive information...
...and how much is simply our brain finding structure in noise?
Maybe your strategy works.
Maybe there is a genuine edge.
Or maybe you have discovered a beautiful explanation for something that was going to happen anyway.
**Don't take this indicator as proof that trading strategies are useless.**
Use it as a reason to demand stronger evidence.
Backtest.
Out-of-sample test.
Forward test.
Test across different markets and regimes.
And most importantly, ask yourself:
**Does my strategy actually predict the future, or does it simply explain the past?**
---
*This indicator is an experiment in randomness, pattern recognition, and the limits of visual interpretation. If it makes you question your own chart analysis, then it has done its job.*
Indikator
CapitalCompassCoreCapital Compass Core
Capital Compass Core is the shared Pine Script framework for the Capital Compass ecosystem. It centralizes reusable calculations, state definitions, visual standards, market-context logic, risk logic, portfolio helpers, strategy utilities, panel functions, formatting tools, and alert infrastructure used across Capital Compass scripts.
The library is designed to keep Market Navigator, Tactical Navigator, Strategy Lab, Portfolio Compass, and future Capital Compass tools operating from the same definitions instead of maintaining duplicate implementations across multiple scripts.
Purpose
Capital Compass Core is infrastructure rather than a standalone trading indicator.
The library calculates and standardizes reusable logic. Consuming indicators and strategies remain responsible for user inputs, plots, fills, chart markers, alert conditions, strategy orders, and script-specific interpretation.
Core calculates and standardizes. The consuming script orchestrates and renders.
Core systems
Reusable functionality includes:
• EMA, SMA, RMA, WMA, VWMA, HMA, DEMA, TEMA, and VWAP
• Moving-average structure, compression, expansion, zones, crosses, and standardized MA hierarchy
• 20-SMA / 21-EMA Fast Trend Zone
• Ichimoku calculations
• Bollinger Bands
• ATR, relative volume, drawdown, price-shock, and volatility calculations
• SuperTrend and multi-SuperTrend agreement
• RSI/MFI/MACD momentum components and consolidated momentum states
• Market regime, risk, opportunity, and market-permission scoring
• Tactical market phases and transition states
• Market Navigator state aggregation
• Price structure, pivots, and regular divergence
• Asset-profile presets
• Portfolio allocation and deployment calculations
• Account-context helpers
• Position sizing, ATR stops, targets, trailing logic, reward/risk, R multiples, expectancy, and strategy-quality helpers
• Confirmed higher-timeframe data helpers
• Relative-strength calculations
• Alert-event routing and transition helpers
• JSON and text formatting
• Theme-aware panels, table cells, text, borders, fills, and semantic state backgrounds
State and color standard
Capital Compass uses a consistent semantic visual language:
• Green = bullish / favorable
• Red = bearish / unfavorable
• Orange = caution / transition / sideways / neutral / mixed
• Gray = inactive / unavailable / insufficient data
• Blue = informational / fast-trend reference
• Magenta = major structural reference
Moving-average identity colors are separate from directional state colors. This allows a moving average to retain a recognizable identity while optional Trend mode communicates bullish, bearish, or transitional conditions.
The standardized moving-average hierarchy includes:
8, 13, 20, 21, 34, 50, 55, 89, 100, and 200 periods.
Primary structural references:
• 20 / 21 = fast trend
• 50 / 55 = intermediate trend / caution zone
• 200 = major long-term structural reference
Capital Compass Core also provides theme-aware helpers derived from the active TradingView chart colors so consuming scripts can remain readable across light and dark chart themes.
Capital Compass ecosystem
Market Navigator
Long-term market condition, regime, risk, opportunity, portfolio context, and review.
Tactical Navigator
Tactical trend, momentum, transition, Fast Trend Zone, volatility, and market-phase analysis.
Strategy Lab
Research, hypothesis testing, backtesting support, position sizing, risk planning, and strategy evaluation.
Portfolio Compass
Portfolio allocation, deployment, account context, and long-term capital-management support.
Shared calculations should be imported from Capital Compass Core rather than independently duplicated inside each script.
Library usage
Import the library with:
import DrGetDown/CapitalCompassCore/1 as CC
Examples of shared functionality include:
CC.ma(...)
CC.maColor(...)
CC.fastTrendZone(...)
CC.marketNavigatorState(...)
CC.tacticalPhase(...)
CC.momentumScore(...)
CC.stateColor(...)
CC.panelPos(...)
CC.strategyPlan(...)
Published library versions are intentionally explicit. Consuming scripts should migrate only after a newer Core release has been compiled, tested, and validated.
Design principles
• Maintain one definition for shared calculations and state meanings.
• Separate market-state colors from moving-average identity colors.
• Keep reusable calculations in Core whenever technically practical.
• Keep script-specific interpretation and rendering in the consuming script.
• Avoid unnecessary duplicate or correlated calculations.
• Use confirmed higher-timeframe data where explicitly specified.
• Keep risk and position-sizing mathematics separate from actual strategy order placement.
• Preserve consistent panel placement, formatting, abbreviations, state meanings, and visual behavior across the ecosystem.
• Test significant shared changes before promoting them across dependent Capital Compass scripts.
Limitations
Capital Compass Core does not predict future prices and does not guarantee profitable trades or prevent losses.
Market regimes, momentum states, tactical phases, opportunity scores, risk scores, divergences, moving-average structures, and strategy statistics are analytical classifications based on supplied market data and configured assumptions. They should not be interpreted as guarantees of future performance.
Backtest statistics describe historical results and do not guarantee similar future results.
Portfolio, allocation, deployment, and position-sizing helpers provide mathematical and analytical context only. Actual decisions remain dependent on objectives, portfolio circumstances, risk tolerance, time horizon, liquidity needs, taxes, diversification, and independent research.
Version
Internal Core version: 1.0.0
TradingView library release: /1
Capital Compass
OBSERVE • DISCERN • PREPARE • ACT WISELY
Tuned to the signal. Anchored to the mission. Perpustakaan
LiqSweep+iFVG indicatorLiqSweep + iFVG is a multi-module liquidity and market-structure indicator built around a liquidity sweep → reversal confirmation model.
CORE SIGNAL ENGINE
• Session Liquidity
* Tracks NY, London, and Asia session highs/lows.
* Levels remain active until first touched.
* Configurable number of untouched levels can be kept.
• Liquidity Raids / Sweeps
* Distinguishes between a normal touch and a true raid.
* A raid must exceed the liquidity level by a configurable buffer.
* Valid raids arm a potential reversal.
* NY, London, and Asia raids can be independently enabled for signals.
• iFVG Reversal
* Uses Fair Value Gaps as the primary reversal confirmation.
* A bullish FVG can invert for a short setup after a high raid.
* A bearish FVG can invert for a long setup after a low raid.
* Inversion requires a candle body close through the far edge.
* FVG size and lookback are configurable.
• Alternative Trigger
* Instead of iFVG inversion, the indicator can use a close back through the raided liquidity level.
• Raid Expiration
* Each raid remains valid only for a configurable time window.
* If no trigger occurs, the setup expires.
CONFLUENCE & CONTEXT
• Higher-Timeframe FVG
* Optional 5m, 15m, 1H, 4H, or Daily FVG filter.
* Can require price to interact with a live HTF FVG before a signal is allowed.
• Premium / Discount
* Calculates a configurable dealing range.
* Displays Premium, Equilibrium (50%), and Discount zones.
* Used as market-location context rather than a mandatory entry filter.
• Equal Highs / Equal Lows
* Detects EQH, EQL, REH, and REL structures.
* Treats these areas as potential resting liquidity.
* EQH/EQL raids can optionally arm reversals, but this is disabled by default.
• Williams Fractals / Swing Points
* Marks confirmed swing highs and swing lows.
* Configurable lookback/period.
* Used primarily for market-structure context.
TIMING & VISUALIZATION
• Configurable NY-time entry window.
• Session range boxes.
• Session liquidity lines.
• RAID and HIT labels.
• FVG boxes and inverted FVG visualization.
• Optional HTF FVG boxes.
• EQH/EQL lines.
• Swing-point markers.
• Armed-state background.
• LONG/SHORT entry markers.
OVERALL MODEL
Liquidity → Raid/Sweep → Reversal Armed → iFVG Inversion → Signal
The main trading logic is the liquidity raid + reversal confirmation. Premium/Discount, Williams fractals, EQH/EQL, and session structure provide additional market context, while HTF FVG can act as an actual optional signal filter. Indikator
VIX 3D Term Structure [MantisAlgo]VIX 3D Term Structure
VIX 3D Term Structure maps the live CBOE implied-volatility curve across six constant-maturity horizons: VIX1D, VIX9D, VIX, VIX3M, VIX6M, and VIX1Y.
TERM = Constant-maturity horizon from 1D to 1Y
TIME = Each tenor’s evolution over the latest nine trading days, from current to oldest
IV = Annualized implied-volatility level in VIX points
The indicator can be used on any chart symbol as a broad U.S. equity volatility context tool.
🌐 3D SURFACE
The lower pane displays the current VIX term structure with nine trading days of historical depth. Surface colors compare each tenor with its own selected daily average:
- 21 trading days — one month
- 63 trading days — one quarter (default)
- 126 trading days — six months
- 252 trading days — one year
Cooler colors indicate values below the selected average, while warmer colors indicate values above it. Camera rotation changes only the viewing angle and does not affect calculations.
📈 HISTORY RIBBON
The six VIX tenors are also plotted as 2D history on the active chart timeframe. Each line’s color reflects that tenor’s relative level versus its selected daily average.
📊 DASHBOARD
Curve Shape classifies the current back-minus-front term spread:
- 🟢 CONTANGO — the back tenor is more than 0.35 volatility points above the front tenor
- 🟠 FLAT — the back-minus-front spread is between −0.35 and +0.35 VIX points
- 🔴 BACKWARDATION — the front tenor is more than 0.35 volatility points above the back tenor
The dashboard also reports the six tenor values, Term Spread, 20-day annualized S&P 500 realized volatility, and the Implied–Realized Vol Spread calculated as 30-day VIX minus trailing SPX Realized Vol (20D).
Vol Level uses the median relative level of VIX9D, VIX, and VIX3M:
- 🟢 LOW VOL — 0.90 or lower
- 🟠 MID VOL — between 0.90 and 1.08
- 🔴 HIGH VOL — 1.08 or higher
⚙️ SETTINGS
Heat average length controls the historical baseline used for surface colors and Vol Level:
- 21 trading days — most responsive; useful for short-term volatility shifts, but more sensitive to noise
- 63 trading days — balanced short-to-medium-term baseline and the default
- 126 trading days — broader regime comparison with less sensitivity to temporary spikes
- 252 trading days — long-term annual context; slowest to react to recent regime changes
Changing this setting does not change the live tenor values or Curve Shape. It changes only how current volatility is classified relative to its historical baseline.
View rotates the 3D surface. Custom angle is applied only when Custom is selected. Dashboard selects the dashboard position on the price chart.
🧭 HOW TO USE
Use Curve Shape to read the front-to-back slope of the VIX term structure and the surface to track how each tenor has changed over the latest nine trading days.
Colors show whether each tenor is above or below its selected historical average. The surface provides volatility context rather than a directional price target.
🔔 ALERTS
Alerts fire when Curve Shape newly becomes BACKWARDATION or CONTANGO.
⚠️ DISCLAIMER
This indicator is provided for informational and educational purposes only and does not constitute financial or investment advice. VIX term structure describes option-implied volatility conditions and is not a direct directional signal for the charted asset. Historical conditions do not guarantee future results. All trading and investment decisions remain the sole responsibility of the user.
Indikator
Liquidity Radar Engine Pools Sweeps and Next DrawThis script answers one question continuously: which pool of resting liquidity was taken most recently, was it reclaimed, and where is price likely being delivered next. It is a context and narration tool, not a signal generator. It never tells you to enter.
**The three pool states — the core idea**
Most liquidity tools mark a level and then delete it the moment price touches it. That throws away the information that matters. Here a pool moves through three distinct states, drawn differently at each:
- **LIVE** — resting, untouched, still a magnet.
- **SWEPT** — taken, but price has not closed back through the origin. The sweep may still fail. Nothing is confirmed yet.
- **RECLAIMED** — taken and price closed back through the origin. This is the completed sweep-and-reclaim, and it is the only state the narration treats as a story worth acting on.
Separating SWEPT from RECLAIMED is the entire point of the script. A sweep without a reclaim is not a setup, and collapsing the two into one "hit" state hides the distinction that decides whether anything happened.
**What it draws**
Pool levels are built from prior-period highs and lows, session extremes, equal highs and lows, and swing pivots, each drawn according to its state. A liquidity glow fades with pool age so stale levels visibly recede rather than cluttering the chart indefinitely. A Next Draw ring marks the nearest unswept pool in the direction of the current higher-timeframe bias — the level price is being pulled toward. A Delivery Map shows where price has been delivered from and to. A narration bar states the current condition in plain words; when it reads that no sweep has happened yet, there is no story and nothing to do.
**The two engines that gate the narration**
Higher-timeframe bias reads structure on a higher timeframe from pivot sequence and reports bullish, bearish, or neutral/choppy. Bias decides which side of a sweep is worth watching. It is a filter, never a position, and it never extends how long anything is held.
Lower-timeframe change-of-character confirms that structure on the entry timeframe has actually shifted after a reclaim. This is the difference between a level being touched and a level being rejected.
Response presets (Fast, Balanced, Strict, Manual) set the pivot left and right bar counts independently, trading detection latency against confirmation lag. This is worth being precise about: the presets change how soon an event is detected. They do not lower what counts as an event. Strict reproduces the original timing exactly.
**Optional breadth**
Advance-decline and TICK feeds can be requested to flag exhaustion. These require the relevant index symbols on your data plan. Without them the breadth row reads unavailable and everything else continues to work normally.
**Using it with the sequence engine**
This script publishes five numbered plots as an export bridge, intended to be read as external sources by the companion script "Liquidity Sequence Suite — 4-Confirmation Engine". Wiring them lets that script consume this one's pool ledger, next-draw level and bias rather than recomputing them, so both agree on what happened and when. Wire each numbered source to the matching numbered field once. The exports are display-only and cost nothing if unused — this script is fully standalone and needs no companion.
**Limitations and shortcomings — please read**
- Pivot-based structure confirms with lag by definition. A pivot is only a pivot once the required bars to its right exist, so higher-timeframe bias and change-of-character both arrive after the turn, not at it. Faster presets shorten that lag. Nothing removes it.
- Higher-timeframe values update while the higher-timeframe bar is forming. Intrabar bias and change-of-character states are provisional and can change within the bar.
- Prior-period level requests use the standard previous-bar idiom and do not repaint. The pivot requests use no lookahead. Nothing in this script draws a level earlier on history than it could have appeared live.
- Pool detection is capped for performance. On very long histories or very low timeframes the oldest pools are dropped, so panel counts reflect what is tracked rather than everything that ever existed.
- Breadth is optional and depends on your data subscription.
- This is a context tool. It produces no entries, no stops, no targets and no performance claim. It is an indicator, not a strategy.
- Nothing here is financial advice.
**Originality**
Written clean-room from a written specification of publicly described concepts — resting liquidity above highs and below lows, sweeps, reclaims, equal highs and lows, session and prior-period levels. No third-party source was consulted or adapted. All code is original.
Indikator
Candle-Pattern Detector ProCandle-Pattern Detector Pro (CPD-Pro++)
This indicator automatically identifies 48 classic candlestick patterns on the chart, marking each occurrence with a label showing the pattern's abbreviation (e.g., HA = Hammer, LE = Long Engulfing, 3WS = Three White Soldiers, etc.), placed directly above or below the corresponding candle.
How it works
The script analyzes the relationship between body, upper shadow, and lower shadow of each candle (and of previous candles, when a pattern requires multi-bar confirmation) to classify reversal, continuation, and indecision formations — such as Hammer, Engulfing, Morning/Evening Star, Three Methods, Kicking, and others.
How traders can use it
Fast visual identification: instead of memorizing dozens of patterns, the trader sees the abbreviation directly on the candle where the pattern occurred.
Confluence with other tools: the patterns detected here work best as confirmation context — for example, a Hammer (HA) or Bullish Engulfing (LE) near a support/liquidity zone carries far more weight than the same pattern in isolation.
Configurable alerts: each of the 48 patterns has its own individual alertcondition, allowing traders to set up alerts for a specific pattern (e.g., only Morning Star) without having to watch the chart manually.
Per-pattern customization: each pattern can be individually enabled/disabled and given a custom color, letting traders build a lean setup with only the patterns relevant to their strategy (e.g., only top/bottom reversal patterns).
Limitations and recommended use
Candlestick patterns are probabilistic, not deterministic — they should not be used as a standalone entry/exit signal.
It's recommended to combine this indicator's signals with market structure (support/resistance, trend, volume) to filter out false positives.
This script is a technical analysis aid and does not constitute investment advice. Indikator
Trend Trigger | EMA Trend Filter + MTF Stochastic Entry with ATROverview
This strategy combines two proven, independent mechanisms rather than inventing a new indicator: a slow-moving EMA trend filter decides which direction is permitted, and a higher-timeframe-confirmed stochastic oscillator decides when to actually enter. Trend and timing are handled by separate logic layers so each does one job well, instead of stacking multiple overlapping conditions that rarely align.
How it works
Trend permission (EMA 38/62): Trades are only allowed in the direction the EMA fast/slow relationship currently supports — longs when fast > slow, shorts when fast < slow. This keeps the strategy from fighting the prevailing trend. This filter can be disabled for a pure counter-trend/mean-reversion test.
Entry timing (MTF Stochastic): The current-timeframe %K/%D stochastic must cross through the midline (50) with rising/falling momentum, and the same stochastic recalculated on the next higher timeframe (auto-stepped: 1m→5m, 1h→4h, 1D→1W, etc.) must agree in direction. This is the same core logic as classic MTF stochastic systems — entries are timed at momentum inflection points that are confirmed on a broader structural timeframe, not just the noisy current one.
Staged, ATR-based risk management: Every position opens with an ATR-scaled hard stop. Once the trade reaches a configurable R-multiple (default 1.0R), the stop moves to breakeven — locking in "no loss" without capping upside. Past a second, larger R-multiple (default 1.5R), the stop begins trailing using ATR (not fixed ticks), so the trailing distance scales with the instrument's actual volatility instead of an arbitrary number.
Secondary exits: A stochastic-fade exit (mirroring the entry logic in reverse) and an optional trend-flip exit close the trade early if the higher-timeframe signal reverses or the EMA trend turns against the position. A time-stop closes any trade that's gone nowhere after N bars.
Distinctive features
Trend and timing are decoupled — you can test pure momentum-timing (trend filter off) versus trend-confirmed pullback entries (trend filter on) with one toggle.
No fixed-tick trailing stop — every risk parameter (initial stop, breakeven trigger, trailing distance) is ATR-scaled, so the same settings behave sensibly across instruments with very different volatility (e.g., a $30 stock vs. a $60,000 crypto asset) without manual re-tuning.
Risk-based position sizing ties trade size directly to the ATR stop distance and a fixed % of equity risked per trade, rather than a flat share/contract count.
A compact confirmation meter (colored bar table) shows trend + stochastic alignment strength at a glance — no cluttered multi-line oscillator overlays on the chart.
Tips for use
Test with the trend filter both on and off separately — they represent genuinely different strategies (trend-following pullback entries vs. pure momentum reversal) and will perform differently depending on the instrument's regime.
Start testing on liquid instruments and a base timeframe of 1H or higher — the automatic higher-timeframe step needs enough bars underneath it to be meaningful; very low timeframes (1–5 min) compress the "higher timeframe" confirmation into something almost as noisy as the entry timeframe itself.
Check Average Win vs. Average Loss in the Strategy Tester, not just win rate — this strategy is built to keep those two numbers close together (via the breakeven/trailing stages), and that ratio is a better health check than win rate alone.
The breakEvenR and trailStartR inputs interact — a very tight breakeven trigger combined with a very close trail can choke off winners before they develop; a very loose one leaves more of the position exposed to giveback. Both are worth walking through several combinations on your specific instrument and timeframe rather than assuming one setting is universally correct.
This is a rules-based tool, not a guarantee — past backtest results don't ensure future performance, and all trading involves risk of loss.
Strategi
Uranium VolumeUranium Volume — PVT Momentum
Uranium Volume is an experimental momentum indicator based on price percentage changes combined with the logarithm of trading volume. Its purpose is to provide a visual representation of relative price-volume pressure, helping traders observe moments of acceleration or weakening momentum.
🔬 How It Works
The indicator calculates a simplified PVT (Price-Volume Trend) change:
PVT Change = ((Current Price − Previous Price) / Previous Price) × log(Volume)
The price source used in the calculation can be selected by the user:
Close — closing price
HLCC4 — average of High, Low, and two Close values
HL2 — average of High and Low
HLC3 — average of High, Low, and Close
The resulting value is then smoothed using an EMA (Exponential Moving Average). The default period is 9.
📊 Visual Interpretation
The columns display the smoothed indicator value, while the column color is determined by the price/volume change of the current bar:
🟢 Lime: positive price change relative to the previous bar.
🔴 Red: negative price change.
🔵 Blue background: confirmed bar with a positive or neutral change.
🟠 Orange background: confirmed bar with a negative change.
The indicator can be used as a complementary tool to observe momentum, expansion, or loss of strength, together with price action, volume, trend analysis, and other technical-analysis tools.
⚙️ Settings
Price Mode: determines which price reference is used in the calculation.
MME Reactor Core: controls the EMA period applied to the PVT Change. Lower values make the indicator more responsive, while higher values provide a smoother reading.
⚠️ Important
Uranium Volume is a technical-analysis tool, not an automated buy or sell system. The indicator's colors and values should not be interpreted in isolation as guaranteed entry or exit signals.
The indicator uses price and volume data available on the chart and should be analyzed within the context of the selected asset and timeframe. Different markets may have different volume characteristics, so results may vary depending on the instrument.
No financial results are guaranteed. Users are responsible for their own investment decisions and risk management.
🧪 Indicator Name
The name "Uranium Volume" is a visual reference to the concept of energy and momentum and does not imply that the indicator is related to the uranium market or uranium-mining assets. Indikator
Jamallo Channels🔹Intro
For decades, technical traders have relied on conventional channel models, each burdened by fundamental mathematical limitations:
- Bollinger Bands rely on simple moving averages (SMA) and raw price standard deviation. When strong directional trends emerge, raw variance conflates trend slope with volatility, causing the bands to artificially flare open ("volatility bulge") and produce severe lag and frequent false mean-reversion signals.
- Keltner Channels utilize exponential moving averages (EMA) wrapped with Average True Range (ATR). While smoother, the EMA introduces continuous phase delay, and the bands drift constantly with price, failing to provide stable, horizontal support and resistance benchmarks during consolidation.
- Donchian Channels plot rolling highest highs and lowest lows over an N-bar window. However, they are exceptionally vulnerable to single-bar outlier wicks and sudden step jumps that distort the true statistical distribution without accounting for underlying volatility dynamics.
Jamallo Channels resolves these structural flaws through a novel mathematical synthesis:
1. It replaces lagging moving averages with a multi-resolution Maximal Overlap Discrete Wavelet Transform (MODWT) Haar filter bank coupled with an energy-calibrated deadband step-hold state machine. The baseline remains strictly stationary during consolidation and snaps instantaneously to new price levels upon statistically significant drift.
2. It decouples trend from volatility by computing standard deviation strictly on the detrended high-frequency wavelet residual, filtered through a rolling linear-interpolation median to eliminate spike distortion.
3. It locks the volatility corridor at the exact moment a new regime step triggers—producing pristine, step-synchronized horizontal channels and mathematically robust exhaustion zones.
🔹Break down
1. Multi-Resolution Haar Wavelet MODWT Engine:
- Undecimated Dyadic Decomposition: Deconstructs raw price action across up to 5 dyadic scale levels (Level 1 = 2-bar, Level 2 = 4-bar, Level 3 = 8-bar, Level 4 = 16-bar, Level 5 = 32-bar) into orthogonal approximation (trend) and detail (high-frequency noise) coefficients without phase distortion or downsampling loss.
- Scale-Adaptive Smoothing: Isolates the true low-frequency structural trend from intraday churn and microstructure noise at the selected dyadic decomposition level.
- Dynamic Detail Energy Tracking: Measures the real-time volatility intensity of the high-frequency detail spectrum by computing a rolling Simple Moving Average of absolute detail coefficients over a calibrated lookback window.
2. Energy-Calibrated Deadband Step-Hold Mechanism:
- Statistical Innovation Filtering: Establishes an adaptive deadband threshold scaled directly by the product of the detail energy and a deadband multiplier.
- Zero-Drift Piecewise Step-Holding: The smooth wavelet baseline is held strictly horizontal until price innovation definitively breaches the dynamic detail deadband threshold. Once breached, the baseline snaps instantaneously to the new equilibrium price level, eliminating baseline drifting during consolidation phases.
- Clean Regime Direction State: Evaluates the direction of every confirmed step, immediately classifying the market into Bullish (Teal) or Bearish (Maroon) regime states.
3. Detrended Residual Volatility & Frozen Sigma Bands:
- Trend-Decoupled Dispersion Measurement: Unlike standard deviation calculated around lagging moving averages—which artificially inflates during strong trends—Jamallo Channels isolates the high-frequency wavelet residual (Price minus Wavelet Mid) before computing variance, capturing genuine localized volatility.
- Median Filter Outlier Rejection: Applies a rolling linear-interpolation median filter (50th percentile over a 100-bar window) to the raw residual standard deviation, immunizing the channel against one-off spike anomalies and erratic expansion.
- Step-Locked Volatility Corridors: Volatility is sampled and frozen precisely at the moment a new Haar baseline step triggers. The frozen sigma remains constant throughout the entire regime life cycle, producing stable, non-wiggling horizontal channels.
4. Multi-Tier Volatility Corridors & Exhaustion Envelopes:
- Inner Expansion Zone (1.0σ): Defines the immediate high-probability operational boundary around the stepped trend baseline.
- Mid Dispersion Boundary (2.0σ): Represents standard 2-sigma statistical bounds where normal trending impulse legs oscillate.
- Outer Exhaustion & Mean-Reversion Zone (3.0σ): The extreme channel boundary (2.0σ to 3.0σ highlighted by shaded backgrounds) marks statistical overextension where price is prime for momentum exhaustion and mean-reverting retests back to the Haar stepped baseline.
🔹How to use: Trend Following & Risk Management
Jamallo Channels provides clear, objective mathematical parameters for both momentum trend riders and mean-reversion scalpers across all timeframes.
Regime Trend Trading:
- Setup & Execution: Enter in the direction of a newly confirmed Haar baseline step (when the baseline shifts color to Teal for Longs or Maroon for Shorts) or upon a sustained price breakout above/below the baseline following volatility compression.
- Stop Loss Placement: Anchor stop loss orders directly behind the most recent stepped Haar baseline level or just outside the opposite inner/mid channel boundary.
- Trailing & Letting Winners Run: Trail stop loss orders systematically step-by-step as new horizontal baseline rungs are confirmed, protecting capital while letting winners ride the macro expansion.
Mean-Reversion & Exhaustion Scalping:
- Exhaustion Rejection: When price enters the extreme 2.0σ–3.0σ outer band corridor (upper red fill or lower teal fill) and forms rejection wicks or structural exhaustion patterns, execute counter-trend mean-reversion setups.
- Take-Profit Targets: Target the inner channel (1.0σ) for partial profits and the primary Haar stepped baseline (0σ mean) for final profit harvesting.
- Invalidation / Stop Loss: Place tight stop losses just beyond the outer 3.0σ boundary line.
🔹Settings Parameters
Haar Wavelet Basis:
- Basis Level (1 - 5): Selects the dyadic wavelet decomposition scale (1 = 2-bar, 2 = 4-bar, 3 = 8-bar, 4 = 16-bar, 5 = 32-bar). Higher levels smooth out larger macro trends, while lower levels capture high-frequency swings.
- Deadband Multiplier (0.1 - 10.0): Scaling coefficient applied to the detail energy. Higher values widen the deadband, requiring larger directional thrusts to trigger a new step and producing wider, noise-immune steps.
- Detail Energy Lookback (5 - 200): The rolling lookback window used to calculate the average magnitude of wavelet detail coefficients.
Stdev Bands:
- Stdev Length (min 2): Lookback period for measuring the standard deviation of the detrended wavelet residual.
- Inner Multiplier (0.1 - 10.0): Standard deviation multiplier for the inner channel envelope (default: 1.0σ).
- Mid Multiplier (0.1 - 10.0): Standard deviation multiplier for the middle channel envelope (default: 2.0σ).
- Outer Multiplier (0.1 - 10.0): Standard deviation multiplier for the extreme exhaustion envelope (default: 3.0σ).
Display Settings:
- Basis Up Color: Custom color for the stepped baseline during bullish regime states (default: Teal).
- Basis Down Color: Custom color for the stepped baseline during bearish regime states (default: Maroon).
- Upper Color: Accent color for the upper channel bands and exhaustion fills (default: Red).
- Lower Color: Accent color for the lower channel bands and exhaustion fills (default: Teal).
- Show Fill: Toggles background shading for the inner and outer volatility corridors.
Indikator
FCP | Market Sessions | High Low Box & Range StatsMarks the Sydney, Tokyo, London and New York sessions, tracks each
one's high and low, and carries those levels forward to the next
session open.
WHAT IT DRAWS
• A shaded box spanning each session's time window and price range.
• High and low lines that extend to the next session's open.
• Range extension lines projected from the session high and low at
configurable multiples of the session range (0.5x, 1x, 2x by
default), with optional multiplier labels.
• A stats table showing each active session's current range as a
percentage of its own average range over the last N sessions.
Rows for disabled sessions are hidden.
HOW IT WORKS
Session boundaries and session extremes are not read from the chart's
candles. They are computed from 5-minute data through a lower-timeframe
request, so the levels are identical whether you are on a 15-minute
chart or a 4-hour chart. The chart is only the canvas.
The session in progress updates on every tick rather than on bar close,
so the box and its high and low lines follow price in real time.
SETTINGS
Session timezone — sessions are defined in this timezone, so the
windows stay fixed regardless of the symbol's exchange timezone.
Accepts a UTC offset (GMT+0, GMT+3) or an IANA name (Europe/London).
Look-back — how many past sessions to keep drawn.
Each session has its own on/off switch, time window, colour and line
width, so you can define custom windows instead of the defaults.
Range extensions — three independent multipliers; set any of them to
0 to hide one. Line style, width and transparency are adjustable.
Range stats — the averaging window, panel corner and text size.
NOTES
Works on timeframes up to and including 1 day. On higher timeframes
nothing is drawn.
Session times are fixed to the selected timezone and do not shift with
daylight saving time. If your sessions are defined in a DST-observing
timezone, adjust the windows twice a year or enter an IANA timezone
name. Indikator
Wave-Ocean Trend Wave-Ocean Trend
Description
Wave-Ocean Trend is a momentum indicator based on a combination of Exponential Moving Averages (EMA), mean deviation, and Simple Moving Average (SMA).
The indicator is designed to help visualize market direction and momentum changes through the relationship between two waves:
* X1 — Aqua: the fast wave, designed to respond to changes in momentum.
* X2 — Orange: the smoothed wave, used as a reference for identifying changes in market momentum.
## How to Use
🌊 Bullish Crossover
When X1 (Aqua) crosses above X2 (Orange), an Aqua ball appears.
This event represents a potential shift in momentum to the upside and can be used as a reference when analyzing possible bullish movements.
🔻 Bearish Crossover
When **X1 (Aqua)** crosses below **X2 (Orange)**, a **red-orange ball** appears.
This event represents a potential shift in momentum to the downside and can be used as a reference when analyzing possible bearish movements.
Reference Zones
The indicator includes two main reference zones:
* Above +60: elevated momentum zone.
* Below -60: negative momentum zone.
* Between +60 and -60: intermediate momentum zone.
These zones should not be interpreted independently as automatic buy or sell signals. They are intended to provide additional context when evaluating momentum.
## X1-X2 Area
The area between X1 and X2 helps visualize the difference between the two waves:
* Green: X1 is above X2.
* Red: X1 is below X2.
A wider separation between the waves indicates a larger momentary difference between fast momentum and its smoothed reference.
Settings
The indicator has two main parameters:
Fast Wave ⚡ — Default: 10
Controls the responsiveness of the fast wave.
Slow Wave 🐌 — Default: 21
Controls the smoothing of the reference wave.
Lower values may make the indicator more responsive to market changes, while higher values generally produce a smoother reading.
Suggested Use
Wave-Ocean Trend can be used together with:
* Market structure
* Support and resistance
* Higher-timeframe trend
* Volume
* Price action
* Risk management
One possible approach is to identify the broader trend on a higher timeframe and then use Wave-Ocean Trend crossovers on a lower timeframe to evaluate momentum within that context.
Important
Wave-Ocean Trend is a **technical analysis tool and does not guarantee financial results.
No crossover should be considered, by itself, a recommendation to buy or sell. Signals may occur during consolidation, choppy markets, or periods of high volatility and should be evaluated within the broader market context.
Use proper risk management and perform your own testing before using the indicator in live trading.
Indikator
Market Regime: NQStatsMarket Regime — nqstats
A volatility-regime dashboard for NQ (and any symbol). It answers one question: is the market currently moving more, or less, than its own long-term normal — and is that changing? It does not predict direction. It describes the character and intensity of price movement, so you can size positions, place stops, and pick strategies that suit the current environment.
The methodology follows the market-regime framework described at nqstats.com/market_regimes. Big thanks to Chris for publishing this research and full credit to him for this concept. This indicator is simply an independent implementation of that concept, built for TradingView.
1. What it does
Markets cycle between calmer and more turbulent phases. A regime measure captures where you are in that cycle by comparing current volatility against a long-term baseline volatility:
- Ratio above 1.0 → Elevated regime. Moves are larger than normal.
- Ratio below 1.0 → Compressed regime. Moves are smaller than normal.
Knowing the regime matters because most strategies are implicitly tuned to a particular volatility environment. Running a breakout system in a compressed, range-bound regime — or a mean-reversion system in an elevated, trending one — is a common reason live results drift from a backtest. The indicator is a filter and a context tool, not a signal generator.
The output is a compact, monospace, monochrome table — there is no plotted line. That is deliberate: the regime is a daily-returns statistic, so the numbers are identical whether you view them on a 5-minute or a daily chart (see §2). A table reads cleanly on every timeframe; a plotted line would only be meaningful on the daily.
2. How it's calculated (and why)
Return series. It works from daily log returns: ln(close / previous close). Log returns are the standard choice for volatility work — they're additive across time and symmetric around zero. (A simple-returns toggle is provided if you prefer.)
Rolling volatility (the "now"). For each lookback window, it takes the standard deviation of those daily returns. A 10-day SD reflects the last ~2 weeks; a 50-day SD reflects the last ~2.5 months. Each is a snapshot of realized volatility at that horizon.
Baseline volatility (the "normal"). It takes the standard deviation of the same daily-return series over a long trailing window — several years — to represent the market's normal volatility across a full cycle. This is the denominator that defines "normal."
The regime ratio. rolling SD / baseline SD. Above 1 = louder than normal; below 1 = quieter than normal. This ratio is the heart of the framework.
Why standard deviation. Equity-index returns are skewed and fat-tailed, so it's fair to ask whether SD is the right scale. Two design choices handle this: the ratio is relative (rolling and baseline use the identical estimator, so most distributional distortion cancels in the division), and the extremeness read uses a percentile (see below), which is fully non-parametric and doesn't assume any distribution shape. SD is also what keeps this faithful to the reference methodology, and on the rolling side its sensitivity to large moves is a feature — a regime tool should react when a big move lands.
Why it's timeframe-independent. All calculations run on the daily series and are pulled onto your chart, so the table reads the same on any timeframe. This avoids a subtle trap: an intraday return SD is far smaller than a daily one, so comparing intraday volatility against a daily baseline would read "compressed" almost permanently. Keeping numerator and denominator in the same daily units is what makes the ratio meaningful.
Percentile (how extreme). For each lookback, the current rolling SD is ranked against its own history over the baseline window (0–100). A ratio tells you how far from normal; the percentile tells you how rare. A reading of 0.90 at the 5th percentile is a much bigger deal than 0.90 at the 40th. Because it's a rank, it's robust to skew and fat tails.
Compression trend. The change in the ratio over a short trend window tells you which way volatility is moving — whether compression is building (ratio falling) or easing (ratio rising).
A note on estimators: both the rolling and baseline standard deviations use the same population formula, so the two sides of the ratio are always measured identically.
3. Inputs and how to configure them
Regime
- Log returns — on by default. Turn off to use simple percentage returns.
- Lookback 1 / 2 / 3 (bars) — the three rolling windows, in daily bars. Defaults 10 / 20 / 50. These are your short, medium, and long horizons. Note "bars" here means trading days, since the calc runs on the daily series.
Baseline
- Baseline lookback (years) — how many years define "normal." Default 10. Longer = a more stable baseline that includes a fuller cycle (calm stretches and crises alike). Shorter = a baseline that reflects only recent conditions and updates faster. This single input has the largest effect on your readings: a baseline drawn only from a calm period will make current conditions look elevated, while one that includes major volatility events will make the same conditions look compressed. If you want to line up with an external reference, adjust the years until your BASE SD matches theirs.
Trend
- Trend window (days) — how far back the compression trend looks. Default 5. Smaller = more responsive; larger = smoother.
- Trend deadband (ratio) — how much the ratio must move before the trend is called BUILD or EASE rather than HOLD. Default 0.05. Widen it if the trend feels twitchy; tighten it if it sits on HOLD too often.
Table
- Text colour — applied to the whole table (monochrome by design).
- Location — nine on-chart positions.
- Text size — Tiny to Huge; scales the whole table.
4. What the table shows
Columns:
- LOOKBACK — the rolling window (e.g. 10d, 20d, 50d).
- STATE — Elevated (ratio > 1) or Compressed (ratio < 1). Binary at 1.0, matching the reference framework.
- RATIO — rolling SD ÷ baseline SD. The core number.
- %ILE — where current volatility ranks in its own multi-year history. Near 0 = calmer than almost any point in the window; near 100 = hotter than almost everything.
- COMPR — the compression trend: BUILD (compression increasing / volatility contracting), EASE (compression releasing / volatility expanding), or HOLD (inside the deadband).
- ROLLSD — the raw rolling standard deviation, for reference and for comparing against external sources.
Rows:
- One row per lookback.
- OVERALL — a headline read taken from the medium (20d) horizon: COMPRESSING, EXPANDING, or STABLE.
- BASE SD / BARS — the baseline standard deviation and the number of daily bars it was built from (≈ 252 × your years setting). Use BARS to confirm the baseline loaded the history you expect.
5. How to read it
Start with STATE and RATIO. Above 1 means the market is printing larger-than-normal moves (elevated); below 1 means smaller-than-normal (compressed). This says nothing about direction — only about how much the market is moving.
Read the lookbacks as a timeline, not three separate numbers. Because each window only "sees" its own recent slice, the shape across horizons tells a story. When the short window reads lower than the long one (e.g. 10d compressed while 50d still elevated), a volatility event from weeks ago is still inside the long window but has already rolled out of the short one — volatility is decreasing and compression is building. The reverse ordering means the front end is heating up. The shortest lookback always moves first, so watch it as your leading tell.
Use the percentile for extremeness. A compressed reading in the low single-digit percentiles means the market is near its quietest in years — historically these deep-compression phases tend to resolve, sometimes abruptly. A high percentile means an unusually loud environment.
Use COMPR and OVERALL for direction. BUILD means the coil is winding tighter; EASE means it's releasing. The first lookback to flip to EASE is your earliest heads-up that a compression is breaking.
Turning it into decisions (following the reference framework's guidance):
- Elevated regime — expect larger, more extended moves. Stops are better placed wider to accommodate the range, and position size reduced accordingly. Trend and continuation approaches tend to work better here.
- Compressed regime — the market tends to mean-revert and range. Breakout and trend strategies are less reliable. Realized volatility is low, so stops can often be tighter — but remember compression doesn't last, and it can release quickly.
- As a filter — before taking a trade, check that the strategy you're about to use suits the regime you're actually in. This is the single most valuable use of the tool.
Notes
- Built with NQ in mind but works on any symbol with sufficient daily history.
- Requires enough loaded history for the baseline; if BARS reads far below years × 252, extend your chart history or reduce the baseline years.
- This is an analysis tool, not financial advice, and does not generate buy/sell signals. Regimes describe volatility conditions; they do not predict direction.
- Concept credit: the market-regime framework at nqstats.com/market_regimes. This is an independent implementation. Indikator
Indikator
Renko Suiteall-in-one chart overlay engineered to clean up market noise, map structural order flow, and deliver actionable multi-market context directly on your standard time-based candle charts.
By combining synthetic Renko trend tracking with automated market structure levels and real-time index monitoring, this script allows you to spot structural shifts instantly without switching chart types.
Primary Use Cases
Noise Filtering & Trend Identification: Use synthetic Renko bar coloring to eliminate intraday choppy price movements, allowing you to hold positions during strong trends and spot real structural trend reversals early.
Initial Risk Mapping: The First-Candle Renko Box locks onto the high and low of the exact candle that triggered a new Renko color flip. Traders can use this initial range to set initial stop-losses or measure early breakout consolidation zones.
Target & Reversal Level Execution: Use the forward-looking Continuation / Flip Lines to identify exact price targets where the next Renko brick will print or where price must reverse to trigger a trend flip.
Dynamic Support/Resistance Tracking: Leverage the automated Pivot S/R lines to see where key swing highs and lows align with current Renko trends, identifying high-probability confluence zones for entries and exits.
Multi-Market Confluence: Monitor the live Index Dashboard (QQQ, SPY, DIA) in the corner of your screen to ensure individual stock trades align with the overall direction of the broader indices.
Key Features
Synthetic Renko Bar Coloring: Repaints live chart candles according to a custom-defined Renko box size without losing time-based bar visibility.
First-Candle Renko Trend Boxes: Generates a continuous visual box starting from the precise candle where a Renko color change occurs, locking its top/bottom boundaries to that trigger candle while extending forward until the next trend flip.
Forward-Looking Target & Projection Lines: Dynamically plots forward-extending line levels indicating the exact price target for the next bullish/bearish Renko brick, alongside a shaded Zero Zone marking the last closed Renko brick range.
Automated Pivot Support & Resistance: Identifies structural swing points via a multi-pass matrix algorithm and projects horizontal ray lines across your chart.
Live Index Dashboard: A non-intrusive bottom-right table providing real-time price readouts for QQQ, SPY, and DIA (including extended session data).
Inputs & Customization
Renko Settings: Adjust the primary box size, custom bullish/bearish colors, and toggle forward-looking target projection lines or the Zero Zone overlay.
Box Settings: Toggle trend boxes on/off and adjust transparency to suit dark or light chart themes.
Pivot Support / Resistance: Adjust pivot lookback periods (lb / rb), line styles (dashed, solid, dotted), widths, and distinct colors for support and resistance.
Index Display Settings: Selectively show or hide individual trackers for QQQ, SPY, or DIA. Indikator
Sweep IFVG (M1D)Sweep IFVG
Marks one sequence and refuses to mark anything else.
Liquidity is taken, a fair value gap opens away from it, and that gap then fails and inverts.
Each stage has to happen in order and inside a window you set, or the zone is never drawn.
Most gap indicators draw every imbalance on the chart and let you sort out which ones matter. This one starts from the liquidity event and works forward, so a gap that opened without a raid in front of it is not a candidate and never appears. What survives to the chart is a small number of zones with a reason behind each one.
The sweep
A swing is the three-candle structure; one candle each side of the middle one, the middle holding the high or the low. That is the default, and it can be widened when you want only larger structure tracked. A sweep is that level being wicked through and rejected on the same candle: price trades beyond the swing extreme and the candle closes back inside it. A raided high is a buyside sweep, a raided low is a sellside sweep.
Each sweep is marked with a small arrow set clear of the bar — above a swept high, below a swept low — and the level that was taken is drawn as a solid line back to the candle that formed it, so the origin of the raid stays visible rather than being implied.
Sweeps are capped at a number you choose. Past it, the oldest arrow and its level line are removed together, so a sweep never half-disappears.
The candidate gap
A sweep stays live for a set number of bars afterwards. Only inside that window can a fair value gap be adopted as its displacement, which is what stops an unrelated gap forty bars later being attributed to a raid it had nothing to do with.
The displacement itself is read over three candles and has to clear a minimum size in ticks to count. It must also run the same way as the reaction the sweep implies: a raided low can only qualify a bullish leg, a raided high only a bearish one. Two things qualify — a fair value gap, and a suspension block — and the section below covers how they differ.
A qualifying gap is drawn as a dashed box named BISI or SIBI. That is a candidate — a gap on watch, nothing more.
Volume imbalance and suspension blocks
A fair value gap is measured wick to wick, and on a fast leg that understates the region. Where the candle bodies also gap but the wicks still bridge the space, there is a volume imbalance sitting on the seam, and it is part of the same imbalance rather than a separate object. The zone absorbs it: the edge extends from the wick out to the body it should have reached. Each gap has two seams, one either side of the displacement candle, and each is tested on its own.
A suspension block is what happens when both joins gap at once. Three candles run the same way and each one opens beyond the previous one's close, so the bodies never trade back through the leg at any point in it. The zone is then the whole suspended span, from the first candle's close to the last candle's open, and it is named SB+ or SB- rather than BISI or SIBI.
It qualifies on its own terms and does not need a fair value gap to be present. A leg can be stacked tightly enough that every wick overlaps the one before it — no wick gap anywhere — while the bodies still never trade back. That is the case a wick-measured gap cannot see at all. Where a wick gap is present as well, the block's span is drawn instead, and it always contains the gap it replaces: the first candle's close sits at or below that gap's high, and the last candle's open at or above its low.
A block goes on to fail and invert on exactly the same terms as any other candidate. The resolved edges — absorbed or suspended — are what the midpoint line, the overlap rule and the failure test are all measured against.
One exclusion is built in. A body gap across a session or weekend break is a calendar artefact rather than displacement, so a join spanning more than one bar's worth of time is rejected. Without it a daily session break would manufacture a block every day. The rule applies to blocks, which is where that would happen.
Absorption and block detection each have their own switch. With both off, every zone is the plain wick-to-wick gap.
The inversion
A candidate has a limited number of bars to fail. Failure means a candle body closing clean through the gap, not a wick into it: a wick is a probe, and probes are not delivery.
When that close happens the box turns solid, changes colour, and is renamed IFVG+ or IFVG-. The names describe how the gap was built and which way it now trades — a bullish gap that gets closed through becomes a bearish inversion. Both directions share one confirmed colour, because at that point the useful distinction is confirmed against candidate, and direction is already stated in the name.
A candidate that never fails inside its window is deleted rather than left on the chart. Nothing that did not complete the sequence stays drawn.
Consequent encroachment
Each zone can carry its midpoint — the consequent encroachment of that gap, which is a different object from the equilibrium of a range. It is off by default and has its own colour, width and line style.
Zone names sit beside the box, on its centre line, just past the right edge. The midpoint line stops at that edge and the text starts there, so neither ever crosses the other, and a name stays readable when the zone it belongs to is only a few pixels tall.
Keeping the chart readable
Four limits, all yours to set. Candidates are capped per side and confirmed inversions are capped per side, oldest dropped first. A new zone can optionally be refused when it overlaps one already on the chart, which is what stops a run of gaps stacking into a single unreadable block on a fast leg.
The fourth is distance. A zone left hanging far from the candles forces the price scale to keep reaching for it, so the candles end up squashed into part of the pane and the whole thing rescales every time you touch the chart. Confirmed zones past a set distance are dropped, measured from the nearer edge of the zone to the current close and expressed in chart-timeframe ATR so it carries across instruments and timeframes. A zone price is trading inside reads as near zero and can never be dropped from under the candles.
Candidates are never dropped this way — one has to stay in play to be able to invert at all — and they expire on their own grace window regardless.
Colours, border width, label text, label size and every name string are settings, including the words BISI, SIBI, SB+, SB-, IFVG+ and IFVG- themselves.
Alerts
Four. Buyside sweep, sellside sweep, bullish IFVG confirmed, bearish IFVG confirmed. The two sweep alerts fire on the raid itself; the two inversion alerts fire on the close that completes the failure.
Method & repainting
Everything is read from the chart timeframe. There are no higher-timeframe requests anywhere in the script, so there is no lookahead to get wrong and no future data to leak.
Every detection is gated to a confirmed bar close. A sweep, a gap and an inversion are all judged on closed candles, so nothing appears mid-bar and then withdraws.
One characteristic is worth stating plainly, because it is inherent to pivots rather than a fault: a swing is only confirmed once the bars to its right have printed. On the three-candle default that is one bar, and a sweep can only be measured against a swing that has been confirmed. Widening the swing setting widens that delay by the same amount. It is lag, not repainting — the marks do not move once drawn.
Zones and midpoint lines extend rightward to the current bar while they are live. That is the boxes tracking the present, not their history changing.
What it will not do
It places no entries, exits, stops or targets, and it does not size a position. It draws no trend, no bias and no target projection.
It does not read structure beyond the pivots it uses to find swings, and it does not label market phases. Whether a completed inversion is worth trading is a judgement about context this script does not have — session, higher-timeframe draw, and what the day has already done.
A sweep alone draws nothing but its arrow and its level. Displacement alone, with no raid in front of it, draws nothing at all. Only the finished sequence produces a zone, so an empty chart in a range is the tool working, not failing.
Settings
Swing lookback, sweep validity window, sweep markers and their size, the swept-level line and its width, and the cap on sweeps shown; minimum gap size, volume imbalance absorption, suspension block detection, inversion grace window, the per-side caps on candidates and confirmed inversions, the overlap rule and the distance gate with its ATR multiple; candidate and confirmed colours, sweep colour and zone border width; the midpoint line with its colour, width and style; and zone labels with their six name strings, size and text colour.
Disclaimer
This is a decision-support tool for discretionary ICT trading. It is not financial advice, and no market's past behaviour is indicative of future results. It draws where a level failed, a candidate imbalance and leaves the decision to you. Indikator
Regression Slope Oscillator [QuantAlgo]🟢 Overview
The Regression Slope Oscillator measures the rate of directional change in price using a robust regression estimator that resists outliers, then converts that slope into a scale free reading so a single threshold carries the same meaning across instruments and timeframes. Rather than fitting a least squares line, which a single spike or gap can pull off course, it takes the median of pairwise slopes inside a rolling window to produce a trend estimate that holds up through erratic data. A three state engine with separate entry and exit thresholds then translates the normalized slope into a bullish, bearish, or neutral regime, holding established states through pullbacks instead of flickering whenever the reading brushes the boundary.
🟢 How It Works
The indicator's core methodology lies in its combination of outlier resistant slope estimation and volatility relative normalization, where a trend regime is only established once the fitted rate of change clears a threshold expressed in units of the instrument's own volatility.
First, the source is optionally moved into log space so the fitted slope becomes a proportional rate of change rather than an absolute one, keeping readings comparable across instruments at very different price levels and across histories where price has moved by an order of magnitude:
srcMid = useLog ? math.log(srcSafe) : srcInput
Then the slope is fitted across the window using a robust estimator rather than ordinary least squares, which has an effective breakdown point of zero and lets a single gap or liquidation wick tilt the fit for the entire window. Theil-Sen takes the median of every pairwise slope inside the window, tolerating roughly 29 percent contaminated data while staying close to a least squares fit on clean data:
for i = 0 to length - 2 by 1
for j = i + 1 to length - 1 by 1
array.push(slopes, (source - source ) / (j - i))
array.median(slopes)
Repeated Median nests the same idea, taking a median of pairwise slopes anchored on each bar and then a median of those results, which lifts the breakdown point to 50 percent, the theoretical maximum, at several times the computational cost. Both estimators target the same underlying quantity, so switching between them changes robustness without shifting the scale.
The raw slope is then divided by a volatility unit to strip out the instrument's price scale and volatility regime, producing a reading that means the same thing on any chart:
normUnit = switch normMode
'ATR' => useLog ? atrUnit / srcSafe : atrUnit
'Stdev' => sdevUnit
=> useLog ? 0.01 : srcSafe / 100.0
slope = rawMid / normUnit
Each path is dimensionally self consistent with the log transform, so numerator and denominator always move together and the resulting reading stays dimensionless. In ATR mode a value of 0.10 means the trend is advancing at one tenth of an average true range per bar.
The normalized slope then drives a state engine where the level required to establish a regime and the level required to release it are deliberately different, creating a hysteresis band that suppresses boundary flicker:
if slope > entryTh
state := 1
else if slope < -entryTh
state := -1
else if useNeutral and state == 1 and slope < exitTh
state := 0
else if useNeutral and state == -1 and slope > -exitTh
state := 0
Finally, in Candles display mode the estimator runs two additional passes against the chart high and the chart low, building a synthetic OHLC series in slope space where the body spans the change in slope and the wicks reveal how far trend disperses across the bar range, with an optional Heikin-Ashi transform applied on top:
barHigh = math.max(slopeHigh, math.max(barOpen, barClose))
barLow = math.min(slopeLow, math.min(barOpen, barClose))
haClose = math.avg(barOpen, barHigh, barLow, barClose)
🟢 Signal Interpretation
▶ Bullish State (Oscillator Above the Upper Entry Band with Bullish Color)
The normalized slope has cleared the positive entry threshold, meaning price is advancing faster than the instrument's own recent volatility rather than simply drifting higher. Trend traders take the confirmation as a long entry and hold through pullbacks, since the state only releases once the slope retreats below the exit level rather than on every minor pause, and a reading that climbs deeper into the upper zones represents strengthening rather than a reason to exit. Mean reversion traders read the same plot for depth instead of direction. A reading sitting in the first zone is an ordinary trend and offers nothing to fade, but a push into the second or third upper zone means price is rising at two or three times the rate required for confirmation, which is statistically unusual and marks the region where an advance is most likely to decelerate and revert toward the band. The trigger for a fade is the turn back down out of the outer zone rather than arrival in it, because a steep slope can hold for a surprisingly long stretch in a genuine trend.
▶ Bearish State (Oscillator Below the Lower Entry Band with Bearish Color)
The normalized slope has cleared the negative entry threshold, confirming that price is declining at a rate meaningful relative to its own volatility. Trend traders use this for short entries or long exits and keep directional bias through corrective bounces that fail to reverse the underlying rate of change. Mean reversion traders again work from zone depth, treating a reading in the lower second or third zone as an accelerated decline that is stretched far enough for a bounce back toward the band to carry a favorable expected move. In either direction, a slope that decays back toward the entry band while price continues in the trend direction is an early rate of change divergence, giving mean reversion traders advance notice of exhaustion and trend traders a reason to tighten stops before the state formally releases.
▶ Neutral State (Oscillator Inside the Threshold Band with Neutral Color)
The oscillator has released into neutral, either because an established regime decayed back through its exit level or because the slope never cleared entry to begin with. This reading carries the same meaning for both styles, since price is neither trending quickly enough to follow nor stretched far enough to fade. Trend traders stand aside and watch for the compression that frequently precedes the next confirmed regime, while mean reversion traders treat the return into the band as a completed reversion and the natural place to close a fade, the move having exhausted itself by definition once the slope no longer clears the threshold.
🟢 Features
▶ Preconfigured Presets: Three optimized parameter sets tailored to different trading styles and timeframes, each configuring the slope window, normalization length, entry threshold, exit fraction, and normalization method together so the threshold always stays matched to the units it is measured in. "Default" balances noise filtering against responsiveness for swing trading on 4-hour and daily charts. "Fast Response" shortens the window and lowers the entry threshold to engage regimes early for intraday use on 5-minute to 1-hour charts, while a raised exit fraction releases them quickly. "Smooth Trend" lengthens the window and raises the entry threshold to produce few, high conviction regimes held through deep pullbacks, suited to position trading on daily and weekly charts.
▶ Built-in Alerts: Six alert conditions plus a dynamic alert message enable automated monitoring of regime transitions without constant chart observation. "Bullish State" and "Bearish State" trigger on first confirmation of a directional regime, "Neutral State" fires when a directional regime is released, and "Any State Change" provides a combined alert covering all transitions through a single setup. "Bullish Zero Cross" and "Bearish Zero Cross" track the moment the slope changes sign, offering an earlier and more sensitive trigger than threshold confirmation.
▶ Visual Customization: A Candles or Line display toggle switches between the full synthetic slope candle series and a single plotted value for a lighter, cleaner presentation. In Candles mode, an optional Heikin-Ashi transform makes sustained trend phases visually contiguous, and hollow up candles layer bar direction on top of the regime color so momentum inside a state can be read at a glance, for example a filled bar within a bullish phase indicating the slope eased on that bar. Graduated threshold zones fill at one, two, and three multiples of the entry threshold at progressively increasing transparency, giving an immediate sense of how far beyond confirmation the current reading sits.
Six color presets (Classic, Aqua, Cosmic, Cyber, Neon, plus Custom) accommodate different chart themes with coordinated bullish and bearish schemes applied consistently across every element.
Indikator
TF: Market Cycle MA (MCMA)TradingFlow: Market Cycle MA (MCMA)
MCMA plots two moving averages of the same length on the price chart: an EMA and a Wilder RMA. These two averages smooth price at different rates, so their relative position tells you about the current trend direction and momentum at a chosen cycle length.
Switch the chart timeframe and you'll see the broader market regime at each level, from intraday cycles up to weekly and monthly trends. This helps you stay aligned with the dominant direction while filtering out short-term noise.
The cycle length comes from a standard market calendar: up to 5 minutes maps to a trading day, 6–15 minutes to a trading week, 16–65 minutes to a trading month, up to 24 hours to a quarter, and weekly and above to a year. You can also use shorter cycle fractions (75% or 50%) for faster response.
How It Works
EMA uses a smoothing factor of 2/(N+1), while Wilder RMA uses 1/N. With the same period N, the EMA responds roughly twice as fast as the RMA. This difference is the core signal:
• When price is trending upward, the faster EMA pulls above the slower RMA.
• When price is trending downward, the faster EMA drops below the slower RMA.
• When price is flat, both averages converge and the spread narrows.
In practice, this behaves like a fast/slow EMA crossover system where the "slow" side is approximately twice the "fast" side's period, packed into a single setting.
How to Read the Chart
• Green line (thicker): EMA, the faster average.
• Fainter line (thinner): Wilder RMA, the slower average, same color family as the EMA but more transparent.
• Fill between lines: colored by the current trend regime. Green for bullish, red for bearish, gray for neutral.
The fill color changes as the regime shifts, giving you a continuous read on trend state.
Trend Classification
MCMA classifies each bar into one of three regimes based on multiple conditions:
• Bullish: EMA is above RMA, price is above RMA, EMA is rising, and RMA is not falling.
• Bearish: EMA is below RMA, price is below RMA, EMA is falling, and RMA is not rising.
• Neutral: Any other combination, such as small spread, flat slopes, or mixed price position.
You can raise the minimum EMA–RMA spread (in ATR units) to filter out low-confidence signals during choppy markets. A slope filter is also available to require the EMA to be moving decisively in the trend direction.
Important
MCMA is a trend-direction indicator. It does not predict reversals, generate entry signals, or measure volatility. The trend classification is a filtered interpretation of the two averages' relationship, not a confirmation of price action. Because both averages use the same nominal period, the EMA–RMA spread primarily reflects recent momentum rather than the full cycle's worth of data. For the best results, use MCMA as context alongside other tools rather than as a standalone signal.
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TradingFlow: Market Cycle MA (MCMA)
MCMA 在價格圖上同時繪製兩條相同週期長度的均線：EMA 和 Wilder RMA。兩種均線對價格的平滑速率不同，因此它們之間的相對位置可以揭示市場在選定週期下的趨勢方向與動量狀態。
切換圖表時間框架，就能看到不同層級的市場狀態，從日內週期到週線和月線趨勢，幫助你在各個時間框架下識別主要趨勢方向，過濾掉短期雜訊。
週期長度來源於標準市場日曆：5m 及以下對應一個交易日，6–15m 對應一個交易週，16–65m 對應一個交易月，24h 及以下對應一個季度，週線以上對應一年。指標也支持較短的週期比例（75% 或 50%），以獲得更快的響應。
工作原理
EMA 使用 2/(N+1) 的平滑係數，Wilder RMA 使用 1/N。在相同週期 N 下，EMA 的響應速度大約是 RMA 的兩倍。這種差異就是核心訊號來源：
• 價格上漲時，較快的 EMA 會領先於較慢的 RMA。
• 價格下跌時，較快的 EMA 會落後於較慢的 RMA。
• 價格橫盤時，兩條均線趨於收斂，價差縮小。
實際上，這等於一個快/慢雙均線交叉系統，「慢」側的週期約為「快」側的兩倍，只是用單一設定就能實現。
如何閱讀圖表
• 綠色線（較粗）： EMA，較快的均線。
• 較淡的線（較細）： Wilder RMA，較慢的均線，與 EMA 同色系但透明度更高。
• 兩條線之間的填充區域： 顏色由當前趨勢狀態決定。綠色表示看漲，紅色表示看跌，灰色表示中性。
填充區域的顏色會隨趨勢狀態的變化而切換，提供持續的視覺趨勢讀取。
趨勢分類
MCMA 根據多個條件將每根 K 線分為三種狀態之一：
• 看漲： EMA 位於 RMA 上方，價格位於 RMA 上方，EMA 正在上升，且 RMA 未在下降。
• 看跌： EMA 位於 RMA 下方，價格位於 RMA 下方，EMA 正在下降，且 RMA 未在上升。
• 中性： 其他任何組合，例如價差較小、斜率平坦或價格位置不一致。
可調高最小 EMA–RMA 價差（以 ATR 為單位）來過濾震盪市中的低置信度訊號。還可使用斜率過濾器，要求 EMA 在趨勢方向上明確運動。
重要說明
MCMA 是一個趨勢方向指標。它不預測反轉、不生成進場訊號、也不衡量波動率。趨勢分類是對兩條均線關係的過濾解釋，而非價格行為的確認。由於兩條均線使用相同的名義週期，EMA–RMA 價差主要反映近期動量，而非完整週期的數據。為獲得更好的效果，建議將 MCMA 作為輔助背景工具，與其他分析方法配合使用，而非作為獨立訊號。
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TradingFlow: Market Cycle MA (MCMA)
MCMAは、価格チャートに同じ期間の2本の移動平均線をプロットします。1本はEMA、もう1本はウィルダーRMAです。2本の線は異なる速度で値動きを平滑化するため、互いの位置関係から選択したサイクルにおけるトレンドの方向とモメンタムを読み取ることができます。
チャートのタイムフレームを切り替えれば、日中の短いサイクルから週足・月足のトレンドまで、各レベルでの市場のレジームを把握できます。主たる方向感覚を保ちつつ、短期的なノイズを排除するのに役立ちます。
サイクルの長さは標準的な市場カレンダーから算出されます。5分足以下は1営業日、6〜15分足は1営業週、16〜65分足は1営業月、24時間以下は四半期、週足以上は1年に対応します。より短いサイクル割合（75% or 50%）を選択すると、応答が速くなります。
仕組み
EMAの平滑化係数は2/(N+1)、ウィルダーRMAは1/Nです。同じ期間Nでも、EMAはRMAのおよそ2倍の速さで反応します。この差がシグナルの核となります。
• 価格が上昇トレンドにあるとき、速いEMAは遅いRMAの上に位置します。
• 価格が下降トレンドにあるとき、速いEMAは遅いRMAの下に位置します。
• 価格がレンジで推移するとき、2本の線は収束し、スプレッドは狭まります。
実質的にこれは、速いEMAと遅いEMAのクロスオーバーシステムと同じ動作をします。「遅い」側の期間が「速い」側の約2倍に相当し、1つの設定で実現しています。
チャートの見方
• 緑の線（太い方）： EMA。速い方の移動平均です。
• 薄い色の線（細い方）： ウィルダーRMA。遅い方の移動平均で、EMAと同じ色系統ですが透過率が高くなっています。
• 2本の線の間の塗りつぶし： 現在のトレンドレジームに応じて色が変わります。強気なら緑、弱気なら赤、中立ならグレーです。
レジームが切り替わると塗りつぶしの色も変わり、トレンドの状態を視覚的に把握できます。
トレンド分類
MCMAは複数の条件に基づき、各足を3つのレジームのいずれかに分類します。
• 強気： EMAがRMAの上、終値がRMAの上、EMAが上昇中、RMAが下降していない。
• 弱気： EMAがRMAの下、終値がRMAの下、EMAが下降中、RMAが上昇していない。
• 中立： 上記以外のすべての組み合わせ。スプレッドが小さい、傾きがフラット、価格の位置が混在する場合など。
EMA−RMAスプレッド（ATR単位）の最小値を上げれば、もみ合い相場での偽シグナルをフィルタリングできます。傾きフィルタを使えば、EMAがトレンド方向に明確に動いていることを条件として設定できます。
注意事項
MCMAはトレンド方向を示す指標です。反転の予測、エントリーシグナルの生成、ボラティリティの測定を行いません。トレンド分類は2本の移動平均の関係をフィルタリングして解釈したものであり、価格行動の確認ではありません。両方の平均が同じ名目の期間を使用しているため、EMA−RMAスプレッドはサイクル全体のデータよりも直近のモメンタムを反映します。より効果的に使うには、MCMA単体ではなく他のツールと併用して背景情報として活用してください。
Indikator
Ghost Pattern Finder Ghost Pattern Finder searches an instrument’s historical price action for candle patterns that closely resemble a user-selected section of the current chart.
The idea is simple:
If price behaved like this before, what happened next?
Unlike a traditional pattern indicator, the script does not look for predefined formations such as triangles, flags, or head-and-shoulders patterns. Instead, you manually select the price sequence you want to analyze. The indicator then searches the instrument’s own history for similar market behavior and overlays the historical pattern directly on the selected area.
Candle-based Ghost Overlay
The historical match is displayed as a transparent candle overlay rather than only as a line.
This makes it possible to visually compare:
candle bodies
wicks
bullish and bearish sequences
local swings
volatility
acceleration and consolidation phases
the overall shape of the move
The overlay is intentionally semi-transparent so the original chart remains clearly visible underneath it.
Historical Candle Forecast
Once a qualified historical match is found, the candles that actually followed that historical pattern are projected forward.
The projected candles are therefore not generated by AI, regression, or mathematical extrapolation.
They are the real OHLC candles that occurred after the historical match, adjusted to the current price level and time scale.
The forecast should therefore be understood as a historical ghost, not as a guaranteed prediction.
Multi-Timeframe Search
The indicator can search neighboring timeframes automatically.
For example, when used on a 1-hour chart, it can compare patterns from approximately:
15 minutes
30 minutes
1 hour
2 hours
4 hours
A match from another timeframe is not required to have exactly the same number of candles.
Variable Pattern Duration
Historical market structures often develop faster or slower than the current pattern.
For this reason, the indicator also searches different pattern lengths within every timeframe.
By default, historical candidates can range from approximately:
0.5× to 2.0× the duration of the selected pattern.
All candidates are normalized before comparison.
This allows the indicator to recognize similar market behavior even when the historical event unfolded at a different speed.
Strict Ghost Qualification
The script does not simply display the best available candidate.
A historical pattern must pass several independent filters before it is accepted as a Qualified Ghost.
The qualification process evaluates:
overall price-shape correlation
correlation of the most recent part of the pattern
candle-body and wick similarity
swing/directional structure
normalized shape distance
robustness when the comparison window is slightly shortened or shifted
If no candidate meets the selected requirements, the indicator displays:
NO QUALIFIED GHOST
This is intentional. A weak historical similarity should not automatically produce a forecast.
Ghost Stability
Similar matches belonging to the same historical event are grouped into a Ghost Family.
This prevents slightly shifted versions of the same historical pattern from being treated as completely new signals.
The AUTO mode also favors the currently active ghost unless another qualified historical event becomes clearly superior.
The goal is to reduce unnecessary forecast switching when only a few new candles appear.
Multiple Ghosts
The indicator can retain several independent qualified historical matches.
The user can choose:
AUTO
Ghost #1
Ghost #2
Ghost #3
Ghost #4
Ghost #5
This allows manual inspection of alternative historical analogs instead of relying entirely on the algorithm’s highest-ranked candidate.
Adjustable Search Parameters
The settings allow control over:
timeframes included in the search
historical search depth
minimum and maximum pattern-duration scaling
search precision
correlation requirements
tail correlation
candle similarity
swing similarity
robustness
shape distance
ranking weights
ghost-family clustering
ghost switching sensitivity
Preset modes are available for easier use:
Strict, Balanced, Loose and Manual.
Appearance
Overlay and forecast visuals can be customized independently.
Users can adjust:
overlay bullish candle color
overlay bearish candle color
overlay wick color
overlay transparency
forecast bullish candle color
forecast bearish candle color
forecast wick color
forecast transparency
selected-pattern area
invalidation level
This allows the historical ghost to remain visible without hiding the original chart.
How to Use
Select a meaningful section of price action using the Pattern START and Pattern END inputs.
The indicator then:
Builds the selected candle pattern.
Searches historical data across the enabled timeframes.
Tests multiple historical pattern durations.
Scores and filters the candidates.
Groups similar candidates into historical Ghost Families.
Overlays the selected ghost as transparent candles.
Projects the actual historical candles that followed it.
For a conservative workflow, start with Ghost Strictness = Strict.
Important
Ghost Pattern Finder is a historical analog analysis tool.
Markets do not have to repeat previous behavior. A high-quality historical match only means that a similar sequence existed in the past; it does not mean the same outcome will occur again.
The projected candles show what happened after a historical analog, not what must happen next.
The indicator does not place trades and should be used as additional market context rather than as a standalone trading signal. Indikator
Moving Average IndexMoving Average Index is an overlay indicator that manages up to ten moving averages at once and highlights their relationship to each other, rather than just displaying them side by side. It's built for anyone who wants to track several moving averages at the same time without the chart turning into a tangle of lines — for example to compare short- and long-term trends, or to keep multiple timeframes in view at once, and see at a glance how these averages relate to one another.
Each moving average can independently be calculated as SMA, EMA, WMA, VWMA, HMA, or RMA — standard formulas from TradingView's own library, with no custom modification.
**Moving Average** (present ten times, MA 1–MA 10, each instance identically structured)
- Length: number of bars the average is calculated over.
- Type: calculation method: SMA, EMA, WMA, VWMA, HMA, or RMA.
- Source: the price or value the calculation is based on (e.g. close).
- Timeframe: a separate timeframe for this average; left empty, it uses the chart's timeframe. On a higher timeframe, the value updates within that timeframe's still-forming bar and can shift slightly until that bar closes.
- Line style: Line, Stepline, or Circles.
- Line width: thickness of the plotted line.
- Color: color of the line.
**Fill** (present three times, Fill 1–Fill 3, each instance identically structured)
- Connect: the two moving averages the area is drawn between.
- Bull / Bear: two colors: one for when the first selected average is above the second, the other for the opposite case.
Each enabled moving average is plotted as its own line, in the chosen style, width, and color. Up to three areas can also be shown between any two of these averages: their color switches automatically whenever the order of the two connected averages changes — one color while the first one is above, the other once it drops below. Once such an area is active, the indicator hides the two lines it connects; only the colored area remains visible, making trend changes stand out more clearly than with two crossing lines.
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
