Indikator
Risk & Position-Size Calculator : Futures/Prop | Falcon AIStop blowing accounts to oversized positions. This free tool tells you EXACTLY
how many contracts to trade so a stop-out only costs the dollars you decided to
risk — on any futures symbol (MNQ, MES, NQ, ES, MGC, CL and more). It auto-detects
each contract's point value, so the math is always right.
It shows:
• Position size (contracts) for your account + risk %
• Your real $ risk, $/point, and 2R / 3R targets
• Prop-firm guardrails: how many losing trades until you breach your daily-loss
limit or trailing drawdown
• Prior-day high/low for context
Set your account size, risk %, and stop (manual or ATR-based) — it does the rest.
Built by Falcon AI. Educational tool only — not financial advice. Indikator
Indikator
Fully custom SMA/EMA, colored 50 SMA, 15,20,50,100,200Description:This indicator streamlines chart real estate by packing four highly customizable moving averages into a single script slot. It is designed for traders who utilize multi-timeframe analysis, structural trend filters, and short-term momentum tracking.
Key Features:
Primary Trend Anchor : A strict, locked-in Simple Moving Average (defaulted to 50 periods) that features dynamic, real-time color-shifting. The line instantly transitions to green when the asset price closes above it (signaling a structural uptrend) and shifts to red when price drops below it (signaling a structural downtrend).
Momentum Tracker: A highly responsive second moving average (defaulted to a 15-period EMA) used to gauge short-term pullbacks, trend strength, and mean-reversion zones.
Institutional Support Filters: Two additional completely independent moving averages (defaulted to 100 and 200 SMAs) that can be individually toggled on or off to reveal major institutional support and resistance horizons.
Full Workspace Control : Every line features independent toggles for visibility, length inputs, smoothing calculations (SMA vs. EMA), and custom hexadecimal color pickers. Indikator
Indikator
Gamma Exposure (GEX) Levels - JMerc567Here's how to use it effectively:
Setting Up (Daily Pre-Market Routine)
Get your GEX data from one of these free/paid sources:
SpotGamma — best for SPX/SPY
Market Chameleon — free options data
SqueezeMetrics — DIX/GEX for SPY
Then open the indicator Settings and fill in:
Field What to enter
Gamma Flip Strike The price where dealers flip from positive to negative gamma
Call Gamma Wall Strike with the most call open interest / highest positive gamma
Put Gamma Wall Strike with the most put open interest / highest negative gamma
Levels L1–L8 Other high-OI strikes you want to watch
Reading the Dashboard
Regime (most important):
POSITIVE GEX (price above flip) → dealers are short gamma → they buy dips and sell rips → expect mean reversion, low volatility, price pinning near strikes
NEGATIVE GEX (price below flip) → dealers are long gamma → they buy drops and sell bounces acting as amplifiers → expect trending, higher volatility, larger moves
Environment label:
PINNING (low vol) — price tends to gravitate toward high-OI strikes, great for range strategies
TRENDING (high vol) — price can move fast and far, momentum strategies work better
Dist to Flip % — how far price is from the regime change level. Under 0.5% = watch closely.
Key Levels
Call Gamma Wall (green line) = strong resistance — dealers hedge by selling as price approaches
Put Gamma Wall (red line) = strong support — dealers hedge by buying as price drops here
GEX Flip (yellow dashed) = the most important level — crossing it signals a regime change
Alerts
Set these up via TradingView's Alert dialog (clock icon):
GEX Regime Change — flip cross, potential trend shift
Price Near Flip ±0.25% — watch for acceleration or reversal
Price Near Call/Put Wall — key S/R test incoming
High-Volume GEX Event — diamond marker on chart, potential unpin
Tips
Update levels daily pre-market — GEX resets on each expiration (especially 0DTE Fridays)
The GEX Proxy oscillator (in the dashboard) is volume-based — not real GEX, but useful as a directional bias confirmation
On opex weeks (monthly expiration), GEX effects are strongest Indikator
Indikator
Indikator
Market Microstructure Pulse [JOAT]MARKET MICROSTRUCTURE PULSE
A composite microstructure oscillator that fuses three lower-timeframe-reconstructed flow primitives into a single bounded pulse line — the tick imbalance, the aggressive ask/bid streak, and the single-bar massive imbalance event. The pulse tells you in one number whether buyers or sellers are currently dominant at the tape level, and whether that dominance is at warning or extreme intensity.
Lower-timeframe reconstruction
Real microstructure lives below the chart timeframe. The pulse engine pulls intrabar prints from a configurable LTF (default 1 minute; auto-mode picks ~1/20 of the chart TF) and classifies each tick via the standard tick rule. The classified ticks are then EMA-smoothed by a configurable pulse length (default 14) and optionally volume-weighted (default ON) so a heavy print contributes proportionally more to the read than a light one.
The output is a smoothed signed value bounded approximately in where:
+1 — all recent ticks were buy-classified.
−1 — all recent ticks were sell-classified.
0 — perfectly balanced flow.
Aggressive streak histograms
Two separate counters track consecutive same-side ticks — one for aggressive asks, one for aggressive bids. When a streak exceeds the Aggressive Streak Min threshold (default 5), it qualifies as institutional persistence. The two histograms are rendered as a colour-coded background to the pulse line so you can see at a glance which side has been running consecutively. EMA-smoothed for visual stability.
Massive imbalance event
A single-bar event: when one side's share of total bar volume exceeds imbalancePct (default 80%), a Massive Imbalance event fires. This is the script's strongest single-bar read — institutional decisiveness landing on the tape.
Two-tier threshold system
Pulse Warning — |pulse| above the warning threshold (default 0.50). Inner band, visual reference.
Pulse Extreme — |pulse| above the extreme threshold (default 0.70). Triggers the Pulse Extreme alert and tints the chart background.
A toggleable Aggression Flip Marker prints a glyph at the bar where the pulse sign actually flips — useful for catching the moment dominance rotates sides.
Visual system
Pulse line in the iridescent palette (magenta buy / cyan sell) with configurable width.
Aggressive streak histograms — two-sided coloured columns behind the pulse (transparency configurable).
Threshold levels at ±warning and ±extreme (toggleable).
Gradient fill from pulse line to zero, coloured by current sign (transparency configurable).
Background tint on extreme — magenta or cyan tint when |pulse| is above extreme threshold (transparency configurable).
Aggression flip markers at sign-change bars (toggleable).
A locked Iridescent palette (magenta buy aggression / cyan sell aggression / yellow extreme accent on pure black) gives the pane a distinctive cyberpunk-tape identity.
Dashboard
Monospaced 11-row table positionable to any of nine corners. Surfaces:
Current pulse value with sign.
Buy streak count and sell streak count.
Aggressive side dominance with bar age.
Last extreme event direction with bars-ago.
Last flip direction with bars-ago.
Last massive imbalance event with bars-ago.
LTF in use, volume-weighting flag, pulse EMA length.
Threshold values for warning and extreme.
Alerts
Three alert conditions, each independently controllable:
Pulse Extreme — fires when |pulse| crosses above extreme threshold.
Aggression Flip — fires when pulse sign flips (positive ↔ negative).
Massive Imbalance — fires when a single bar's directional share exceeds the imbalance threshold.
How to read it
Three reads, in order of conviction:
Massive Imbalance alert at a structural level — the highest-conviction single read. Institutional decisiveness landed on the tape at a known S/R; the next directional move is more conviction-aligned with the imbalance side.
Pulse Extreme + matching aggressive streak — sustained dominance. The pulse is decisively past its extreme threshold AND the streak histograms show consecutive same-side runs above the streak minimum. This is the regime where momentum tools have their largest edge.
Aggression Flip after extreme — exhaustion read. The pulse hit extreme then flipped sign; the institutional commitment that drove the extreme has just rotated. Often produces clean reversals.
Suggested settings
Defaults (1m LTF, pulse EMA 14, streak EMA 7, volume-weighted ON, ±0.50 / ±0.70 thresholds, 80% imbalance, 5-tick streak min) are tuned for 5m–15m charts on liquid futures and crypto. For lower-timeframe scalping, drop LTF to 15s or 30s (Premium plan required) and pulse EMA to 8. For HTF, set LTF auto-mode and raise streak min to 10. The volume-weighting is the recommended default — without it, equal-tick instruments dominate the read regardless of size.
Originality
The implementation — the LTF tick-rule reconstruction with optional volume weighting, the bounded pulse formulation, the dual aggressive-streak histograms with EMA smoothing, the two-tier (warning / extreme) threshold system, the single-bar massive-imbalance detector, the aggression-flip marker logic, the chart-overlay extreme tinting, and the iridescent dual-hue palette — is JOAT-original. No third-party code reused. The pulse is the original composite formulation.
Limitations
Reconstructed tick direction is an inference — the tick rule is the accepted public-market proxy but it is not a direct read of bid/ask volume. Sub-minute LTFs require a TradingView Premium or Ultimate plan. The pulse is bounded approximately in but extreme volume-weighted reads can briefly exceed those bounds; this is intentional and not a bug. EMA smoothing introduces a small lag; turn pulse length to 1 to see the raw imbalance.
—
-made with passion by jackofalltrades
Indikator
Strategi
McGinley T3 Flow Campaign [NICK789] v.1McGinley T3 Flow Campaign is a trend-following strategy built around an adaptive signal trail and a campaign-style trade management model.
The script is designed to identify confirmed trend-flow transitions, open a long or short campaign, and then display entry, target, and optional stop levels directly on the chart. It is not intended to predict tops or bottoms. Instead, it waits for the selected flow engine to shift direction and then manages the trade as a structured campaign.
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CORE IDEA
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The main concept is to combine an adaptive moving-average engine with an ATR-based trailing structure.
The signal engine can use:
• McGinley Dynamic only
• T3 smoothing only
• A blend of McGinley Dynamic and T3
The McGinley Dynamic is used because it adapts to changes in price speed more smoothly than a standard moving average. T3 smoothing is included as an optional alternative for traders who prefer a smoother trend basis. The blended mode averages both curves to create a balanced engine between responsiveness and smoothness.
After the engine basis is calculated, the script builds an ATR signal trail around it. The trail updates using volatility distance and then locks in a directional path. A confirmed transition in this trail creates the long or short signal.
This means the signal is not based on a simple moving-average crossover. The strategy waits for the adaptive trail itself to shift direction.
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HOW SIGNALS ARE GENERATED
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A long signal occurs when the ATR signal trail confirms an upward transition.
A short signal occurs when the ATR signal trail confirms a downward transition.
Signals are confirmed on closed bars. This helps avoid reacting to unfinished candle movement.
The script separates main signals from continuation signals:
• Main BUY / SELL labels appear when a new direction starts
• Smaller continuation triangles appear when the same direction refreshes
This keeps the chart cleaner while still showing when the flow continues in the same direction.
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CAMPAIGN TARGET MODEL
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Instead of using only fixed ATR targets, this strategy uses a campaign target system.
There are two target modes:
1. Flow Trail Based
Targets are projected from the distance between price and the active ATR signal trail. This makes the target model expand and contract with the current trend structure.
2. ATR Baseline
Targets are projected from a standard ATR baseline for traders who prefer a more traditional volatility target model.
The Flow Trail Based mode is the default because it connects the target spacing directly to the same adaptive trail that produced the signal.
Target levels are displayed as:
• Entry
• TP1
• TP2
• TP3
• Optional SL
Each level includes its price on the chart.
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TAKE PROFIT EXIT MODES
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The strategy includes multiple take-profit behaviours:
• TP1 Only
• TP2 Only
• TP3 Only
• Scale Out TP1 / TP2 / TP3
In scale-out mode, the position is reduced across TP1, TP2, and TP3 using the percentage settings.
In single-target modes, the strategy exits the full position at the selected target.
This allows the same signal engine to be tested with different trade management styles.
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STOP MODE
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The stop system has three modes:
• Off
• Visual Only
• Visual + Strategy Exit
By default, Stop Mode is set to Visual Only.
This means the SL line is shown as a campaign reference, but it does not close the strategy trade unless the user changes Stop Mode to Visual + Strategy Exit.
This is intentional because some traders use the stop line as a visual invalidation reference while others want the strategy tester to execute the stop automatically.
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DASHBOARD
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The dashboard shows:
• Selected engine mode
• Selected target mode
• Current flow state
• Current strategy position
• Win rate
• PNL and drawdown
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HOW TO USE
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1. Choose the engine mode
McGinley Only is the default and gives a responsive adaptive trend read. T3 Only is smoother. Blend mode combines both.
2. Adjust ATR Trail Length and ATR Trail Multiplier
These settings control how sensitive the signal trail is. Lower values react faster but may create more signals. Higher values create smoother signals but can be slower.
3. Choose the Target Mode
Flow Trail Based uses the distance from price to the signal trail. ATR Baseline uses a standard ATR distance.
4. Choose the Take Profit Exit Mode
Use TP1, TP2, or TP3 only for full exits, or use Scale Out mode for partial profit-taking.
5. Choose the Stop Mode
Use Visual Only for chart reference. Use Visual + Strategy Exit if you want the strategy tester to close trades at the stop level.
6. Use the Backtest Start setting
The Backtest Start input lets users control the test period without changing the script.
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WHAT MAKES THIS SCRIPT DIFFERENT
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This script is not a simple collection of unrelated indicators.
The components are connected in a single workflow:
• The McGinley/T3 engine creates the adaptive trend basis
• The ATR signal trail converts that basis into a directional flow line
• Confirmed trail transitions create campaign entries
• The target system projects trade levels from the active flow structure
• The dashboard summarizes the active engine, target model, trade state, and performance
The main purpose of the script is to turn an adaptive trend transition into a structured trade campaign with visible entry, targets, stop reference, and performance context.
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IMPORTANT NOTES
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This is a strategy script for backtesting and study. It is not financial advice.
Past performance does not guarantee future results.
Results will vary by symbol, timeframe, spread, commission, session, and market condition.
The script works best when users test different settings for the market they trade instead of assuming one preset fits every asset.
Because this is a trend-following model, it can perform well during directional moves but may produce weaker results during sideways or choppy conditions.
Strategi
Indikator
Indikator
Buy-Sell with Liquidity Breakout PRO using Volume Confluence# Liquidity Breakout PRO with Volume Confirmation — Swing Edition
A professional major swing breakout indicator designed to identify important liquidity breakout and breakdown zones using confirmed swing highs, confirmed swing lows, volume confluence, smart stop-loss modes, Fibonacci-based targets, and historical risk-reward boxes.
This indicator is built for traders who want cleaner breakout signals, structured trade planning, and visual performance review directly on the chart.
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## What This Indicator Does
Liquidity Breakout PRO helps identify major breakout and breakdown opportunities after price crosses an important confirmed swing level.
Instead of reacting to every small move, this indicator focuses on major swing highs and swing lows. These levels often act as liquidity zones where stop orders, breakout traders, and institutional activity may become visible.
When price closes above a confirmed major swing high, the indicator marks a bullish breakout setup.
When price closes below a confirmed major swing low, the indicator marks a bearish breakdown setup.
Each confirmed signal comes with:
✅Entry level
✅Stop-loss level
✅Fibonacci-based target levels
✅Risk zone
✅Reward zone
✅Historical risk-reward box
✅Volume confirmation
✅Dashboard panel
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## Core Concept
Markets often move from one liquidity zone to another.
A major swing high usually represents an area where sellers previously defended price. When price closes above that area with volume confirmation, it may suggest breakout strength.
A major swing low usually represents an area where buyers previously defended price. When price closes below that area with volume confirmation, it may suggest breakdown weakness.
This indicator is designed around that simple idea:
✅Identify major liquidity level
✅Wait for confirmed close beyond that level
✅Check volume confluence
✅Plot entry, stop loss, and Fibonacci targets
✅Keep the setup on chart for future performance review
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## Key Features
📊 1. Major Swing Detection
The indicator uses confirmed pivot highs and pivot lows to identify important swing levels.
These are not random support and resistance lines. They are confirmed swing points based on user-defined left and right pivot strength.
This helps reduce noise and focuses only on important market structure level s.
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📊 2. Non-Repainting Logic
Signals are generated only after candle close.
The indicator uses confirmed pivot levels and candle-close breakout confirmation. This means signals are not designed to appear and disappear during live candle movement.
Important note: pivot-based swing levels naturally confirm after the selected right-side candles are completed. This delay helps improve swing reliability and reduces false signals.
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📊 3. Volume Confluence
Breakout signals become stronger when supported by volume.
The indicator includes a volume filter that checks whether current volume is greater than the average volume multiplied by the selected volume multiplier.
This helps avoid weak breakout attempts where price crosses a level without strong participation.
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📊 4. ATR Breakout Buffer
Many breakouts fail because price barely crosses a level and then quickly reverses.
To reduce such weak signals, the indicator includes an optional ATR-based breakout buffer.
This means price must close beyond the swing level with a minimum volatility-adjusted distance before a signal is generated.
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📊 5. Multiple Stop-Loss Modes
Different traders use different stop-loss styles, so this indicator provides multiple SL calculation modes.
Available stop-loss modes:
✅Previous Candle
✅ATR
✅Major Swing Level
✅Breakout Candle
✅Previous Candle + ATR Buffer
This gives flexibility for intraday traders, swing traders, and positional traders.
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## Stop-Loss Modes Explained
📊 Previous Candle
For a buy breakout, stop loss is placed below the previous candle low.
For a sell breakdown, stop loss is placed above the previous candle high.
This is useful for traders who prefer tighter and structure-based stop losses.
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📊 ATR
For a buy breakout, stop loss is calculated below entry using ATR.
For a sell breakdown, stop loss is calculated above entry using ATR.
This is useful for traders who want volatility-adjusted stop losses.
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📊Major Swing Level
For a buy breakout, stop loss is placed near the last confirmed major swing low.
For a sell breakdown, stop loss is placed near the last confirmed major swing high.
This is useful for traders who prefer wider structure-based stops.
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📊 Breakout Candle
For a buy breakout, stop loss is placed below the breakout candle low.
For a sell breakdown, stop loss is placed above the breakout candle high.
This is useful when traders want the breakout candle itself to define risk.
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📊 Previous Candle + ATR Buffer
This mode uses the previous candle high or low with an added ATR cushion.
For a buy breakout, stop loss is placed below the previous candle low with ATR buffer.
For a sell breakdown, stop loss is placed above the previous candle high with ATR buffer.
This is a balanced stop-loss method because it gives slightly more breathing room than a pure previous candle stop.
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##Separate Fibonacci Target Calculation
One important feature of this indicator is that Fibonacci targets are calculated separately from stop loss.
This means if stop loss becomes wider, targets do not automatically become wider.
Targets are based on a separate target range calculation, not on risk distance.
This avoids unrealistic target expansion when using wide stop-loss methods.
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## Fibonacci Target Base Options
The indicator provides different target base modes:
✅Major Swing Range
✅Breakout Candle Range
✅ATR Range
📊Major Swing Range
Targets are calculated using the range between the latest major swing high and major swing low.
This is suitable for swing trading and higher timeframes.
📊Breakout Candle Range
Targets are calculated using the breakout candle range.
This is useful for intraday traders who want more practical and closer targets.
📊 ATR Range
Targets are calculated using ATR.
This gives volatility-adjusted target levels.
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## Risk-Reward Boxes
Every confirmed signal plots a visual risk-reward structure on the chart.
✅The red box shows the risk zone.
✅The green box shows the reward zone.
✅Fibonacci target zones are displayed visually so traders can instantly understand where TP1, TP2, and TP3 are placed.
Historical boxes can remain on the chart, allowing traders to review past signal performance visually. Those who dont want any noise on the chart can opt out from historical boxes in the Settings menu.
This helps users observe:
✅Which signals reached target
✅Which signals hit stop loss
✅How price reacted after breakout
✅How often TP1, TP2, or TP3 was reached
✅Whether breakout continuation was strong or weak
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## Visual Features
This indicator includes multiple visual enhancements:
✅Premium color themes
✅Risk-reward box styles
✅Layered Fibonacci target zones
✅Signal candle highlight
✅Breakout background flash
✅Signal glow effect
✅Custom line styles
✅Dashboard panel
✅Historical setup plotting
These features are designed to make the chart more readable, more professional, and easier to analyze.
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## Best Default Settings
For a balanced setup:
Pivot Left Strength: 20
Pivot Right Strength: 20
ATR Breakout Buffer: ON
ATR Buffer Multiplier: 0.15
Volume Confluence: ON
Volume Multiplier: 1.3
Stop Loss Mode: Previous Candle + ATR Buffer
SL Buffer ATR Multiplier: 0.20
Fibonacci Target Base: Major Swing Range
Targets: 1.0 / 1.618 / 2.618
Keep Previous Target/SL Boxes: ON
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## Suggested Intraday Settings
For 15-minute or lower timeframes:
Pivot Left Strength: 10
Pivot Right Strength: 10
ATR Breakout Buffer: 0.10
Volume Multiplier: 1.2
Stop Loss Mode: Previous Candle or Previous Candle + ATR Buffer
Fibonacci Target Base: Breakout Candle Range
Risk-Reward Box Extension: 20–25 bars
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## Suggested Swing Trading Settings
For 1H, 4H, or daily charts:
Pivot Left Strength: 20–30
Pivot Right Strength: 20–30
ATR Breakout Buffer: 0.15–0.30
Volume Multiplier: 1.3–1.5
Stop Loss Mode: Previous Candle + ATR Buffer or Major Swing Level
Fibonacci Target Base: Major Swing Range
Risk-Reward Box Extension: 25–40 bars
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## How To Use
1. Wait for a major swing high or swing low to form.
2. Let price break and close beyond the swing level.
3. Check whether the signal is volume confirmed.
4. Observe the plotted entry, stop loss, and Fibonacci targets.
5. Use the risk-reward box to understand the trade structure.
6. Avoid taking signals directly into strong nearby support or resistance.
7. Use higher timeframe trend direction for stronger confirmation.
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## Bullish Signal
A bullish breakout signal appears when price closes above a confirmed major swing high with required confluence.
This suggests that buyers may be taking control above a previous liquidity zone.
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## Bearish Signal
A bearish breakdown signal appears when price closes below a confirmed major swing low with required confluence.
This suggests that sellers may be taking control below a previous liquidity zone.
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## Best Use Cases
📊Breakout trading
📊Liquidity breakout analysis
📊Market structure trading
📊Swing high and swing low breakout setups
📊Intraday breakout confirmation
📊Multi-timeframe analysis
📊Risk-reward planning
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⚠️ Important Notes
⚠️ No indicator can predict the market with certainty.
⚠️ This tool is designed to help with structure, confirmation, and visual trade planning.
⚠️ Always combine signals with market context, higher timeframe direction, support and resistance, risk management, and your own trading plan.
⚠️ Avoid using any breakout signal blindly. This indicator itself suggests that using Stoploss is more important than Targets. Always use stoploss to protect the capital.
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Trading Rules & Best Practices
✅ When to Use This Indicator
Trend-Following Setups: Use on trending charts where swing levels have clear structure
Breakout Trading: Ideal for breakout traders targeting support/resistance breaks
Range Identification: Works well when price oscillates between major highs/lows
Multi-Timeframe Analysis: Use higher timeframes (4H, 1D) to identify major swings for entry on lower timeframes
⚠️ When NOT to Use
Choppy/Ranging Markets: In sideways markets, many false breakouts may occur
Low Liquidity Assets: Volume filter may never trigger; consider disabling it
Highly Volatile Instruments: Increase ATR buffer multiplier to reduce noise
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## Risk Disclaimer
This indicator is for educational and analytical purposes only. It does not provide financial advice, investment advice, or guaranteed trading signals.
Trading and investing involve risk. Always use proper risk management and do your own analysis before taking any trade.
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Test it on different timeframes and comment which SL mode works best for your trading style.
Feedback and improvement suggestions are welcome. Indikator
SMT w AlertsThis script is a Smart Money Tool (SMT) Divergence Indicator written in TradingView's Pine Script v6. It automatically detects and visualizes instances where highly correlated assets (like NQ, ES, and YM) fall out of sync at major price swings.
Here is a breakdown of how the script works and its key features:
1. Core Logic (Pivot Tracking)
The script uses ta.pivothigh and ta.pivotlow to identify swing highs and swing lows on your main chart based on a window of bars (default 3 bars left and right). It remembers the most recent pivot and the one right before it so it can compare the two.
2. Dual-Symbol Comparison
When a pivot is confirmed on your main chart, the script immediately looks at the price action of two comparison symbols (e.g., MNQ and MES) at that exact same time.
Tolerance Window: Because assets like NQ and ES don't always peak on the exact same 1-minute or 5-minute candle, the script includes a "Comparison Tolerance" input. It looks a few bars before and after the pivot on the comparison symbols to find their true peak/valley.
3. Divergence Detection
The script compares the slope of the pivots on your chart against the comparison symbols:
Bearish SMT (Highs): If your chart makes a Higher High, but the comparison symbol makes a Lower High (or vice versa). This indicates underlying weakness in the buying pressure.
Bullish SMT (Lows): If your chart makes a Lower Low, but the comparison symbol makes a Higher Low (or vice versa). This indicates underlying strength in the selling absorption.
It checks both comparison symbols simultaneously — if an SMT forms against either of them, it triggers the signal.
4. Visuals & Aesthetics
The SMT Bracket: When an SMT is detected, it draws a clean bracket (or "bridge") connecting the two diverging pivots. It draws horizontal tick marks at the pivots, vertical lines extending outward, and a horizontal bridge connecting them with a small "SMT" label. The bracket dynamically sizes itself using ATR (Average True Range).
Unused Pivots: Pivots that do not result in an SMT divergence are optionally connected with subtle grey dashed lines so you can see the market structure.
Bar Coloring: The candle where the SMT is officially confirmed is highlighted with a subtle background color.
5. Dashboard & Alerts
Dashboard: A clean table in the top right corner tracks how many Bearish and Bullish SMTs have occurred on the chart, and how many bars ago the most recent one fired.
Alerts: The script exposes alert conditions (alertcondition) that you can hook into TradingView's alert system to receive notifications when a Bullish or Bearish SMT forms. Indikator
Indikator
Macd and RSI % Change Signals MTF MACD & RSI % Change Signals + MTF Open Confirmation
Advanced momentum indicator combining Logarithmic RSI % Change, modified MACD, and Multi-Timeframe Open Price Confirmation.
This indicator detects high-probability entries by filtering custom MACD and RSI-based signals with strict multi-timeframe price action confirmation.
How It Works
1. Dual Signal Engine
Logarithmic RSI % Change System:
Uses RSI calculated on logarithmic scale (high, low, close) to generate more sensitive momentum signals.
Multiple bullish and bearish crossover levels (C20, C10, L20 for longs / L20, C20, C10 for shorts).
Modified MACD System:
Special MACD built with RSI applied to the oscillator for smoother and more responsive signals.
Multiple threshold levels (M2, M3, M4, M5) for both long and short entries.
2. MTF Open Price Confirmation (Core Filter)
Checks current price against the opening price of 4 customizable timeframes (default: 5m, 15m, 60m, 240m).
Long Signal is only valid if price is above the open on all selected timeframes.
Short Signal is only valid if price is below the open on all selected timeframes.
This powerful filter ensures you only trade in the direction of the current multi-timeframe bias.
3. Visual Elements
Clear triangle signals with labels (C20L, M5S, etc.) for easy identification.
Pullback Levels: Automatically plots the most recent confirmed signal’s high/low as dynamic support/resistance.
Live MTF Status Table: Shows current Open prices of all timeframes and overall market bias (LONG / SHORT / NEUTRAL).
Key Features
Log RSI % Change signals (highly responsive)
Modified MACD with multiple confirmation levels
Strict 4-Timeframe Open Price Confirmation Filter
Pullback level plotting for better risk management
Real-time MTF Open Status Panel
Fully customizable timeframes
Multiple alert conditions
Best Used For
Intraday & Scalping on lower timeframes (5m, 15m)
Swing Trading on 1H and 4H charts
Filtering false MACD/RSI signals in choppy markets
Trading with the dominant multi-timeframe momentum
This system significantly reduces whipsaws by combining powerful momentum oscillators with a strict higher-timeframe open price alignment filter. Indikator
Scam or Slam - Day Trading Rauf Strategy**Scam or Slam - Day Trading Rauf Strategy**
This strategy is part of the Scam or Slam testing series, where publicly shared trading models are converted into mechanical TradingView strategies and stress-tested through backtesting.
This script is based on the Day Trading Rauf time-based range sweep model.
The core idea is simple:
1. Build the London time-based range from 01:12 to 02:12 New York time.
2. Build the New York time-based range from 08:12 to 09:12 New York time.
3. Wait for price to sweep one side of the range.
4. Look for a reversal confirmation.
5. Enter back toward the opposite side of the range.
Default entry confirmation uses the 3-candle reversal model:
* After a range low sweep, wait for 3 consecutive bearish candles.
* Enter long when price closes back above that 3-candle sequence.
* After a range high sweep, wait for 3 consecutive bullish candles.
* Enter short when price closes back below that 3-candle sequence.
The strategy includes:
* London and New York range toggles
* 3 Candle Reversal, CHoCH, IFVG, and Any Confirmation entry modes
* Sweep extreme stop loss logic
* Opposite side of range take profit logic
* Fixed R:R and fixed point target options
* Backtest synced entry markers
* Manual entry, stop loss, and take profit lines
* Forced close time
* One-trade-per-range logic
* Margin-call prevention for cleaner futures backtesting
This is designed for research and educational backtesting only. It is not financial advice and does not guarantee profitability. Always test the strategy across different market conditions, instruments, sessions, and data samples before using any trading model live.
Strategi
Triple Moving Averages (TriMA)Triple Moving Averages (TriMA)
Triple Moving Averages (TriMA) is a flexible multi-timeframe trend analysis indicator that displays up to three independently configurable moving averages on a single chart. Each moving average can use its own calculation method, price source, length, and timeframe, making it ideal for trend following, market structure analysis, and higher-timeframe context without switching charts.
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Key Features
Three Independent Moving Averages
Display up to three moving averages simultaneously. The 2nd and 3rd MAs can be enabled or disabled independently for simplified or advanced analysis.
Multiple Moving Average Types
Each MA supports:
- Hull Moving Average (HMA)
- Simple Moving Average (SMA)
- Weighted Moving Average (WMA)
- Volume Weighted Moving Average (VWMA)
- Smoothed Moving Average (SWMA)
- Running Moving Average (RMA)
All moving averages operate independently and can be combined freely.
Independent Timeframes
Each MA can be calculated from a different timeframe while plotted on the current chart.
Example:
- 180 HMA on 1-minute
- 288 SMA on 5-minute
- 720 VWMA on 10-minute
This provides built-in multi-timeframe trend context.
Independent Lengths & Sources
Each MA has its own:
- Length
- Price source (Close, HLCC4, OHLC4, etc.)
- Calculation type
- Timeframe
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Automatic Time Labels
Optional labels show:
- MA type
- Effective timeframe duration (real-world time equivalent)
Examples:
- HMA 3 h
- SMA 5 d
- VWMA 2.5 mnth
The indicator converts Length × Timeframe into intuitive time duration, making it easier to understand the real smoothing strength of each MA.
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Smart Label Positioning
Labels are:
- Plotted directly on each MA
- Offset from the latest price action
- Automatically oriented based on slope (up/down)
This keeps the chart clean while maintaining readability.
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Visual Customization
You can customize:
- Line colors
- Transparency
- Label text color
- Label size
- Label visibility
- Offset position
Each MA is fully independent in styling.
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Typical Uses
Trend Identification
Detect overall market direction using slower MAs.
Multi-Timeframe Analysis
Combine higher timeframe trend context with lower timeframe execution.
Dynamic Support & Resistance
Use MAs as dynamic reaction zones in trending markets.
Trend Alignment
Identify when multiple timeframes align for higher-probability setups.
Market Context
Avoid trading against higher timeframe direction.
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Default Setup
- MA1: 180 HMA (1-minute)
- MA2: 288 HMA (5-minute)
- MA3: 720 HMA (10-minute)
This creates a balanced short/medium/long trend structure.
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Highlights
- Up to 3 independent moving averages
- 6 MA calculation methods
- Full multi-timeframe support
- Independent settings per MA
- Automatic time-based labeling
- Clean visual structure
- Fully customizable appearance
TriMA is designed for traders who want a clean but powerful multi-timeframe trend system combining multiple moving averages into one structured view. Indikator
[ A L P H A X ] PRISM - Adaptive Dual-Kernel Flow EngineAlphaX PRISM — Adaptive Dual-Kernel Flow Engine: Nadaraya-Watson Kernel Regression, Residual Band System, Pivot Divergence Detection, Z-Score Fade & 4-Setup Regime-Gated Confluence Engine
AlphaX PRISM is a professional-grade adaptive trend and mean-reversion system built on a mathematically distinct foundation from every other indicator in the AlphaX suite. Where VECTOR uses an Efficiency Ratio and Choppiness Index to classify regimes and a KAMA line as the trend reference, PRISM applies non-parametric kernel regression — specifically a Nadaraya-Watson weighted estimate — to compute a statistically optimal smooth estimate of the price process itself. The result is not a moving average in the traditional sense. It is a regression estimate that weights each historical price observation by its distance from the present using a configurable kernel function, producing a slow kernel (primary trend estimate) and a fast kernel (momentum layer) whose spread creates a real-time directional bias measure fundamentally different from EMA crossover systems. Residual bands built from the standard deviation of price minus the kernel estimate — not from the kernel itself — provide statistically grounded dynamic envelopes that scale with actual price noise rather than arbitrary ATR multiples. Four regime-gated setup types — Trend Flow Break, Kernel Pullback, Z-Score Fade, and Pivot Divergence Reversal — fire through a 7-layer confluence engine that checks both kernel-specific signals and macro filter alignment simultaneously. Designed for traders who want institutional-grade statistical price modeling applied to practical signal generation across crypto, forex, gold, and indices on any timeframe.
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🔬 The Kernel Engine — Nadaraya-Watson Regression
The foundational difference between PRISM and every other AlphaX indicator is the core price estimate. All other systems use variants of exponential or adaptive moving averages — weighted sums of past prices with exponentially decaying weights. PRISM uses a Nadaraya-Watson kernel estimator — a non-parametric regression technique that estimates the true underlying price process at any point as a kernel-weighted average of all observations in the lookback window.
What kernel regression actually does:
Standard moving averages assign weights by time elapsed — more recent bars get more weight, older bars get less, following an exponential decay curve. The NW estimator assigns weights by position — how many bars ago a price occurred relative to the current bar — using a smooth, symmetric kernel function. This produces an estimate that minimizes the squared distance between the estimate and all observed prices, weighted by position.
Why this produces a superior trend estimate: A kernel regression estimate adapts its response to the local density of price observations rather than following a fixed mathematical formula. In fast-moving price environments with large bar movements, the kernel naturally places more emphasis on nearby bars. In slow, thin environments, older observations carry more proportional weight. The result is an estimate that is simultaneously smoother than an EMA of the same effective period and more structurally faithful to the underlying price movement.
Three kernel types available:
Gaussian (default):
Uses the normal distribution probability density function as the weight function. Weights decay as a bell curve — bars near the center of the lookback carry the most weight, tailing off smoothly toward zero at the edges. The Gaussian kernel produces the smoothest estimate and is optimal for normally distributed price noise. It never fully zeroes out any observation in the window.
Epanechnikov:
A parabolic weight function — (1 - (i/h)²) — that reaches exactly zero at the bandwidth boundary. More computationally efficient than Gaussian and optimal in a mean-squared-error sense under certain assumptions. Produces a slightly sharper response to local price movements than Gaussian.
Tricube:
The weight function used in LOESS regression — (1 - |i/h|³)³. A smooth, zero-bounded kernel that falls off more steeply than Gaussian near the boundary, producing an estimate that is highly responsive to recent prices while cleanly ignoring anything beyond the bandwidth boundary.
The kernel type is selectable from settings. For most instruments and timeframes, Gaussian is recommended for its smoothness. Epanechnikov or Tricube may be preferable when faster response to recent price action is desired.
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⚙ Adaptive Bandwidth — Scaling With Volatility
The bandwidth parameter h controls the effective "window width" of the kernel — how many observations contribute meaningfully to each estimate. Larger h = smoother, slower response. Smaller h = more reactive, noisier.
The fixed bandwidth problem: A bandwidth calibrated for a low-volatility environment is too reactive during high-volatility periods, producing noisy, whipsawing estimates. A bandwidth calibrated for high-volatility is too slow during quiet periods, lagging price movements significantly.
PRISM's adaptive bandwidth solution:
When Adaptive Bandwidth is enabled (default: on), the effective bandwidth is scaled by the current ATR's percentile rank relative to its own history over the configured lookback (default: 100 bars). The scaling formula produces:
Low ATR percentile (quiet market) — bandwidth scales down toward the Adaptive Min Scale (default: 0.80). The kernel becomes more responsive, tracking the slower price movement more closely
High ATR percentile (volatile market) — bandwidth scales up toward the Adaptive Max Scale (default: 1.25). The kernel becomes smoother, filtering out the larger noise inherent in high-volatility conditions
Bandwidth shift alert: When the effective bandwidth changes by 12% or more from the previous bar, a bandwidth shift event is detected and flagged on the dashboard. This indicates a significant volatility regime transition — the adaptive system is meaningfully adjusting its estimate parameters, which is itself information about the market's current character.
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⚡ Dual-Kernel Architecture — Slow and Fast Estimates
PRISM runs two kernel estimates simultaneously, each with a different effective bandwidth:
Slow Kernel (Primary Estimate):
The primary trend estimate computed at the full adaptive bandwidth. This is the principal signal line — the statistically optimal estimate of the underlying price trend. The residual bands are built relative to the slow kernel. The pullback setup watches price return to the slow kernel. The slow kernel is plotted as a purple line in Bands and Line visual modes.
Fast Kernel (Momentum Layer):
A second kernel estimate computed at a fraction of the slow kernel's bandwidth (default: 0.55× the slow bandwidth). This produces a more reactive estimate that leads the slow kernel during momentum shifts. The fast kernel's proximity to or divergence from the slow kernel creates the Kernel Spread — the primary directional bias indicator in PRISM.
Kernel Spread:
`Kernel Spread = Fast Kernel − Slow Kernel`
When positive and growing (spreadBull): the fast kernel is above the slow kernel and the gap is widening — upward momentum is accelerating.
When negative and falling (spreadBear): the fast kernel is below and the gap is widening downward — bearish momentum is accelerating.
When near zero: the two estimates have converged — no directional momentum bias is present.
The spread is displayed on the dashboard with a + or - sign and colored by its directional state. It is a prerequisite for Setups A and B — trend-following entries only fire when the spread confirms the signal direction.
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📊 Residual Bands — Statistically Grounded Envelopes
The residual bands in PRISM are fundamentally different from standard Bollinger Bands or ATR bands. They are built from the residuals — the differences between actual price and the slow kernel estimate — not from the price series itself.
Residual = Close − Slow Kernel
The standard deviation of these residuals over the band lookback period (default: 24 bars) gives sigma — the statistically appropriate measure of how much price typically deviates from the kernel estimate. The bands are then:
Upper Band = Slow Kernel + (Band Multiplier × σ)
Lower Band = Slow Kernel − (Band Multiplier × σ)
Why residual-based bands are superior: Bollinger Bands are built from the standard deviation of price itself — which includes both the trend component and the noise component. In a strongly trending market, most of the "deviation" in Bollinger Bands is actually trend — the bands widen dramatically and the upper/lower band crossings lose their mean-reversion significance. PRISM's residual bands remove the trend component first and only measure the standard deviation of the remaining noise. This means the bands genuinely represent deviation from the estimated price trend, not deviation from a lagging average.
Z-Score:
The current residual divided by sigma: `Z-Score = Residual / σ`. A Z-Score of +1.35 means price is currently 1.35 standard deviations above the kernel estimate — more than one standard deviation above expected. This is the metric that gates Setup C (Z-Score Fade) — a configurable minimum Z-Score is required before a mean-reversion fade signal can fire.
σ Width:
The current sigma value is displayed on the dashboard — a real-time measure of the current price noise level relative to the kernel estimate. Rising sigma indicates price is deviating increasingly from the kernel trend, falling sigma indicates price is tightening around the kernel.
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📈 Regime Classification — Two-Metric System
PRISM uses two independent measurements to determine the current regime, augmented by the kernel spread itself.
Efficiency Ratio (ER):
Identical to the VECTOR implementation — net directional price change divided by total path traveled over the lookback period. High ER = efficient directional movement = trending. Low ER = inefficient oscillation = choppy or ranging.
Choppiness Index (CI):
The logarithmic measure of how efficiently the period's ATR sum is packed into the high-low range. Above the configured threshold (default: 61.0) = stand aside (CHOP regime), blocking all signals.
Kernel Spread as regime filter:
For PRISM's Trend regime classification, the kernel spread must also exceed a minimum threshold (0.15× sigma) to distinguish genuine momentum bias from flat spread near zero. This prevents Trend regime classification when the two kernels have converged — a state that typically precedes a direction change rather than a trend continuation.
Four regimes:
CHOP (0) — CI above threshold. All signals blocked. Dashboard: ⛔ CHOP
TREND BULL (1) — not chop, ER above trend minimum, kernel spread positive and above minimum. Dashboard: ▲ TREND BULL
TREND BEAR (2) — not chop, ER above minimum, kernel spread negative and below minimum. Dashboard: ▼ TREND BEAR
BALANCE (3) — not chop, ER or spread conditions for trend not met. Dashboard: ◆ BALANCE
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🔀 Pivot Divergence Detection — Price vs Kernel
PRISM implements a pivot-based divergence system that is significantly more robust than the slope comparison divergence used in most oscillator-based indicators.
The pivot divergence method:
Standard divergence detection compares current price slope to current oscillator slope — a noisy, easily-fooled method that produces many false signals. PRISM instead identifies confirmed price pivots (using a configurable pivot length, default: 5 bars) and compares the price level at each new pivot to the slow kernel value at the same pivot bar.
Bullish pivot divergence:
Price forms a new pivot low lower than the previous pivot low — a genuine lower low in price
The slow kernel at the current pivot low bar is higher than it was at the previous pivot low — the kernel estimate is making a higher low while price makes a lower low
Price is currently near or below the lower residual band (within 1σ) — confirming the divergence is occurring at a structurally meaningful oversold level
Bearish pivot divergence:
Price forms a new pivot high higher than the previous pivot high — a genuine higher high in price
The slow kernel at the current pivot high bar is lower than at the previous pivot high — kernel making a lower high while price makes a higher high
Price is near or above the upper residual band
Why kernel-based divergence is more reliable than oscillator divergence: The slow kernel is a statistically optimal estimate of the price trend. When price makes a new extreme but the kernel's trend estimate does not confirm that extreme — actually reversing direction relative to the prior swing — it indicates that the underlying price process, stripped of noise, is already diverging from the price surface. This is a stronger divergence signal than any oscillator comparison because the kernel literally measures the same thing as price, just without noise.
Divergence cooldown: A minimum cooldown between consecutive divergence detections (default: 8 bars) prevents the same divergence condition from generating multiple signals during a prolonged extreme.
Divergence markers: Semi-transparent diamond shapes appear below (bull) or above (bear) bars where divergence is detected but a full entry signal has not fired. These allow you to track divergence conditions developing on the chart even before the complete signal conditions are met.
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🏷 Four Regime-Gated Setup Types
PRISM implements four distinct entry setups, each gated to the appropriate regime state and designed to exploit a different market condition detected by the kernel system.
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Setup A — Flow Break (Trend regime only)
A trend-following breakout entry that fires when price crosses through the residual band with kernel momentum confirmation.
Long conditions:
Regime is Trend Bull (regime == 1)
Price closes above the upper residual band — a statistically significant positive deviation from the kernel trend
Kernel spread is positive and accelerating (spreadBull) — fast kernel is above slow and the gap is widening, confirming the momentum behind the break
A qualifying bull rejection candle (close > open, lower wick above 52% of range) is present
The rationale: A close above the upper residual band in a Trend Bull regime means price has moved more than one standard deviation above the kernel trend estimate with directional kernel momentum behind it. This is not a mean-reversion setup — in a trending regime, upper band closes are continuation signals, not exhaustion signals. The kernel spread confirmation ensures the break has genuine momentum backing rather than being a noise spike into the band.
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Setup B — Kernel Pullback (Trend regime only)
The primary pullback entry — price retracing to the slow kernel with momentum still intact.
Long conditions:
Regime is Trend Bull
Price touches the slow kernel from above — the low of the bar reaches within 0.25× ATR of the kernel line
Price closes above the kernel — confirming the touch was a rejection, not a breakdown through the kernel
Kernel spread is still positive and accelerating — the underlying momentum has not reversed despite the pullback
A qualifying bull rejection candle confirms
The rationale: In a trend regime, the slow kernel is the trend's statistical backbone — the optimal estimate of where the underlying price process is. A pullback to the kernel during a trend is the equivalent of pulling back to the trend's center — the lowest-risk continuation entry with the widest statistical support. The spread confirmation ensures the trend's momentum is intact at the time of the touch.
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Setup C — Z-Score Fade (Balance regime only)
A statistically informed mean-reversion entry using the residual Z-Score to identify genuine band extremes.
Short fade conditions:
Regime is Balance (regime == 3)
Z-Score is above the configured minimum (default: 1.35) — price is more than 1.35 standard deviations above the kernel estimate, a statistically elevated extension
A qualifying bear rejection candle confirms the rejection at the extreme
Why the Z-Score threshold is the key gate: Any band touch could trigger a naive fade signal. The Z-Score requirement ensures only genuine statistical extremes are faded — points where price has deviated far enough from the kernel estimate that mean-reversion is statistically probable. The 1.35σ threshold balances frequency and quality — above this level, approximately 82% of normal distribution probability mass is below the current price, making continuation significantly less likely than reversion.
Balance-only gating: In a Trend regime, upper band touches in a bull trend are continuation signals, not exhaustion (as Setup A exploits). Setup C is therefore hard-gated to Balance regime only — mean-reversion entries are only valid when the market is genuinely ranging, not when a trend is carrying price to the band.
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Setup D — Divergence Reversal (Balance or opposing Trend regime)
The highest-conviction reversal entry, combining the pivot divergence signal with a band extreme and rejection candle.
Long conditions:
A qualifying bullish pivot divergence has been detected (price lower low, kernel higher low, near lower band)
A qualifying bull rejection candle confirms on the divergence bar
Regime is Balance OR Trend Bear (regime == 3 or regime == 2) — the setup is intended for counter-trend reversals, not trend continuation
Why divergence setups fire in opposing trend or balance regimes: A bullish divergence at the lower band during a Trend Bear regime is a potential trend exhaustion and reversal signal. In Balance, it is a standard oscillation reversal. Both contexts are appropriate for a divergence-based entry. A bullish divergence during Trend Bull would be anomalous — if the kernel is making higher lows while price makes lower lows in a bull trend, the trend is likely still intact and the divergence is noise rather than reversal signal.
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🧠 The 7-Layer Confluence Engine
Every signal across all four setup types is scored through the same 7-layer system. The default minimum is 5 of 7.
Layer 1 — Regime and Kernel Spread Direction (1 point):
Awards 1 point when either the regime confirms the signal direction (Trend Bull for longs, Trend Bear for shorts) or the kernel spread is directionally aligned. This layer is satisfied by either condition, making it achievable even in Balance regime when the spread is directional.
Layer 2 — Z-Score and Spread Positioning (1 point):
Awards 1 point when the residual Z-Score is positive (price above kernel) for longs, or negative for shorts; or when the kernel spread is directionally positive or negative respectively. Confirms the price is on the structurally correct side of the kernel estimate.
Layer 3 — HTF Bias (1 point):
Higher timeframe EMA alignment agrees with the signal direction. The macro institutional flow confirmation layer.
Layer 4 — Volume Expansion (1 point):
Current bar volume exceeds the volume moving average by the configured minimum multiplier (default: 1.05×). Confirms genuine participation on the signal bar.
Layer 5 — Rejection Candle (1 point):
A qualifying bull or bear rejection candle — bullish close with lower wick exceeding 52% of range, or bearish close with upper wick exceeding 52%. The candle quality confirmation that price genuinely rejected at the relevant level.
Layer 6 — Non-Chop Regime (1 point):
Market is not in Chop regime. Also enforced as a hard gate — no signal fires in Chop regardless of score.
Layer 7 — Setup Type Active (1 point):
Any of the four enabled setup types has fired on the current bar. Both a scoring layer and a hard prerequisite — at least one setup type must qualify for a signal to exist.
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📊 Live Dashboard
The 16-row real-time dashboard displays the complete internal state across four sections.
KERNEL
Regime — current regime: ⛔ CHOP, ▲ TREND BULL, ▼ TREND BEAR, or ◆ BALANCE
Kernel Type — the active kernel function: Gaussian, Epanechnikov, or Tricube
Bandwidth h — the current effective slow kernel bandwidth with "adap" suffix when adaptive scaling is active. Orange when a bandwidth shift event has been detected
Flow Spread — the current Fast Kernel minus Slow Kernel spread value with + or - sign. Yellow-green when spreadBull, red when spreadBear
BANDS
Z-Score — the current residual Z-Score. Orange when above the fade minimum threshold, indicating a statistically stretched condition
σ Width — the current sigma value in price terms — the standard deviation of residuals, displayed as a price distance
Divergence — ▲ BULL DIV or ▼ BEAR DIV when a pivot divergence is currently active, — otherwise
FILTERS
HTF Bias — ▲ BULL, ▼ BEAR, or — FLAT
Chop Index — live Choppiness Index value. Orange when in the stand-aside zone
CONFLUENCE
Bull Score — live 0–7 score. Background highlights yellow-green when threshold met and not in chop
Bear Score — live 0–7 score. Background highlights red when threshold met and not in chop
Live confluence label: During non-chop regimes, a small B x/7 · S x/7 label appears near the slow kernel line on the current bar, updating in real time.
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📈 Chart Visual System — Three Visual Modes
PRISM provides three visual modes selectable from settings, allowing you to optimize the chart display for your preferred analysis style.
Bands Mode (default):
Shows both the slow kernel line and the upper/lower residual bands as a channel around the kernel. The band fill creates a purple-tinted envelope. Setup A and C reference levels are immediately visible. Best for band-aware trading and Z-Score fade entries.
Line Mode:
Shows only the slow kernel line without bands. Clean, minimal display for traders who prefer to use the kernel line purely as a trend reference and support/resistance level for pullback entries.
Flow Mode:
Shows both the fast and slow kernel lines simultaneously without the residual bands. The spread between the two lines is directly visible on the chart — the gap between cyan (fast) and purple (slow) is the visual representation of the Flow Spread. Best for traders who want to monitor momentum through the kernel spread rather than band positioning.
Additional visuals:
Slow Kernel Line (purple) — the primary trend estimate, primary reference for Setup B pullbacks
Fast Kernel Line (cyan, Flow Mode only) — the momentum layer, its position relative to the slow kernel shows the current spread
Upper/Lower Residual Bands — statistically computed envelopes around the kernel. Setup A crossovers and Setup C fade levels
Band Fill (purple tint) — semi-transparent fill between bands when enabled
▲ Triangle (below bar) — long signal. All conditions confirmed
▼ Triangle (above bar) — short signal
◆ Diamond (semi-transparent, below/above) — divergence detected but full signal not yet confirmed. Pre-signal awareness
SL Guide (red dotted circles) — stop loss below the lower band or bar low minimum, plus ATR buffer
TP Guide (yellow-green dotted circles) — dynamic R-multiple target
Bar coloring (optional, off by default) — bars colored by kernel bias direction when enabled
Live confluence label — B x/7 · S x/7 near the slow kernel on the current bar
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🚀 How to Trade with AlphaX PRISM — Step by Step
Step 1 — Check Regime and Kernel State
Dashboard Regime row is the first check. ⛔ CHOP means no trades. ▲ TREND BULL or ▼ TREND BEAR means Setup A and B are available. ◆ BALANCE means Setup C and D are available
Check Flow Spread — is it confirming the regime direction? In Trend Bull, the spread should be positive and yellow-green. A Trend Bull regime with a flat or negative spread is a weakening trend that may be transitioning to Balance
Note the Z-Score — is it near or beyond the fade threshold? A Z-Score above +1.35 in Balance regime means Setup C short fade conditions are approaching. Below -1.35 means Setup C long fade is approaching
Check Divergence row — if it shows ▲ BULL DIV or ▼ BEAR DIV, a reversal setup is potentially developing. Watch for the rejection candle confirmation
Step 2 — Identify the Active Setup Type
Trend Bull: watch for price to reach the slow kernel line from above (Setup B) or close above the upper band with spread confirmation (Setup A)
Balance: watch Z-Score. When it reaches ±1.35 and the rejection candle fires, Setup C is the play
Any regime where divergence is active: Setup D — the rejection candle at the band extreme is the trigger
Step 3 — Enter on the PRISM Signal
A ▲ triangle confirms the full confluence stack is met. The SL guide is below the lower band and bar low minimum — the structural invalidation level
The TP guide is at the R-multiple target. For Setup A trend breaks, consider extending the target toward previous swing highs if the trend is strongly established
For Setup D divergence entries, the target is typically the kernel line itself (the mean) — the Z-Score fading back toward zero is the natural first target
Step 4 — Manage with Kernel State
During a Trend regime trade, watch the Flow Spread on the dashboard. When the spread begins narrowing (converging toward zero), trend momentum is fading — begin preparing to exit
A bandwidth shift (Bandwidth h shows orange) during a trade means volatility is changing significantly. Reassess the trade's context — the kernel is recalibrating
If regime transitions to Chop during an open trade, close immediately — the market character no longer supports the setup's thesis
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⚠ Identifying Low-Quality Conditions — When Not to Trade
Stand aside when:
Regime shows ⛔ CHOP — the Choppiness Index has crossed the stand-aside threshold. All signals are blocked. This is the most important dashboard reading in PRISM
Bandwidth h shows orange (bandwidth shift) — the adaptive bandwidth is shifting significantly, indicating a volatility regime transition. The kernel is recalibrating and its estimates may be temporarily less reliable
Flow Spread is near zero in either direction — when the fast and slow kernels have converged, there is no directional momentum bias. Setup A and B require a spreading kernel; a flat spread means the market has no directional commitment at the kernel level
Z-Score is between -1.0 and +1.0 in Balance regime — price is near the kernel estimate, well within one standard deviation. Setup C fade signals require statistical stretch beyond 1.35σ — entering fades too close to the kernel means the edge from Z-Score mean reversion is absent
Divergence markers appear but no rejection candle forms for multiple bars — a divergence without a confirming candle is a warning, not a signal. Do not enter on the divergence alone; wait for the full Setup D conditions including the rejection candle and minimum confluence score
Regime alternates rapidly between Trend Bull and Balance or Balance and Chop — unstable regime cycling indicates a transitional market where neither trending nor ranging playbooks have sustained applicability. Reduce size or wait for a clear, sustained regime
The ideal PRISM setup:
Trend regime sustained for 10+ bars with consistent spread direction
Flow Spread positive and growing (Trend Bull) — the momentum is actively building
HTF Bias aligned with regime direction
Price retracing cleanly to the slow kernel (Setup B) — touch within 0.25× ATR with a qualifying rejection pin bar
Volume above average, confirming institutional participation at the kernel level
Confluence score at 6/7 or 7/7
Z-Score near zero at the pullback bar — confirming the pullback reached the statistical center, not an overextended entry
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⚡ Key Features
🔬 Nadaraya-Watson kernel regression — non-parametric weighted estimate of the underlying price process using Gaussian, Epanechnikov, or Tricube kernel functions
⚙ Adaptive bandwidth scaling — effective bandwidth scales by ATR percentile rank, tightening in quiet markets and widening in volatile conditions
⚡ Dual-kernel architecture — slow kernel (primary trend estimate) and fast kernel (momentum layer) whose spread creates a real-time directional bias measure
📊 Residual-based bands — bands computed from the standard deviation of price-minus-kernel residuals, not from price itself. Statistically superior to ATR or price-deviation bands
📉 Z-Score display — live residual Z-Score showing how many standard deviations price has deviated from the kernel estimate, gating the mean-reversion fade setup
🔀 Pivot-based divergence detection — price pivot extremes compared to kernel estimate at same bar, more robust than oscillator slope divergence
◆ Divergence pre-signal markers — semi-transparent diamonds show developing divergence conditions before the full signal fires
🏷 Four regime-gated setup types — Setup A (Flow Break, trend only), Setup B (Kernel Pullback, trend only), Setup C (Z-Score Fade, balance only), Setup D (Divergence Reversal, balance or opposing trend)
📡 Bandwidth shift detection — alerts when adaptive bandwidth changes by 12%+ in a single bar, signaling a volatility regime transition
🎨 Three visual modes — Bands (channel display), Line (clean kernel only), Flow (dual-kernel spread visualization)
📊 Optional bar coloring — bars colored by kernel bias direction, off by default for chart cleanliness
🧠 7-layer confluence engine — Regime/Spread, Z-Score/Positioning, HTF Bias, Volume, Rejection Candle, Non-Chop, and Setup Type scored every bar
📊 16-row live dashboard — Regime, Kernel Type, Bandwidth h, Flow Spread, Z-Score, σ Width, Divergence, HTF Bias, Chop Index, and Confluence scores updated in real time
🔔 6 alert conditions — long/short entry, chop warning, bull/bear divergence, bandwidth shift
⚙ Fully configurable — kernel type, lookback window, base bandwidth, adaptive scaling range, output EMA smoothing, fast kernel bandwidth multiplier, residual band multiplier and lookback, Z-Score fade minimum, ER and CI regime thresholds, divergence pivot length and cooldown, all four setup enables, HTF timeframe and EMAs, volume filter, session, SL/TP parameters, visual mode, and all colors are independently adjustable
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⚙ Settings Reference
Kernel Engine
Kernel Type — Gaussian / Epanechnikov / Tricube. The weight function applied in the NW estimate
Lookback Window — the number of historical bars included in the kernel estimate (default: 40)
Base Bandwidth (h) — the base bandwidth parameter controlling effective kernel width (default: 6.0)
Adaptive Bandwidth (ATR percentile) — when on, scales h by ATR percentile rank (default: on)
ATR Length — lookback for the ATR calculation used in adaptive scaling (default: 14)
ATR Percentile Lookback — history window for ATR percentile rank (default: 100)
Adaptive Min Scale — minimum bandwidth multiplier in quiet markets (default: 0.80)
Adaptive Max Scale — maximum bandwidth multiplier in volatile markets (default: 1.25)
Output EMA Smooth — post-kernel EMA smoothing applied to both kernel outputs (default: 2)
Fast Kernel h Mult — bandwidth multiplier for the fast kernel relative to the slow (default: 0.55)
Residual Bands
Band Multiplier (σ) — number of residual standard deviations for the band boundaries (default: 1.0)
Residual σ Lookback — bars used to compute the residual standard deviation (default: 24)
Z-Score Min for Range Fade — minimum absolute Z-Score required for Setup C to fire (default: 1.35)
Regime & Divergence
Efficiency Ratio Length — ER lookback (default: 10)
ER Min (Trend) — minimum ER for trend classification (default: 0.32)
Choppiness Length — CI lookback (default: 14)
Chop — Stand Aside Above — CI threshold (default: 61.0)
Enable Pivot Divergence — toggle the divergence detection system
Divergence Pivot Length — bars on each side for pivot confirmation (default: 5)
Divergence Cooldown (bars) — minimum bars between divergence detections (default: 8)
Entries & Confluence
Setup A · Flow Break (trend) — toggle the trend band crossover setup
Setup B · Kernel Pullback — toggle the kernel touch pullback setup
Setup C · Z-Score Fade (balance) — toggle the balance mean-reversion setup
Setup D · Divergence Reversal — toggle the pivot divergence entry
Min Confluence Layers (of 7) — minimum score to fire a signal (default: 5)
Show Entry Signals — toggle signal triangles
Show Confluence Label — toggle the live B/S score label near the kernel line
Signal Cooldown (bars) — minimum bars between consecutive signals (default: 6)
Filters
HTF Trend Filter / HTF Timeframe / HTF Fast / HTF Slow EMA — higher timeframe bias parameters (defaults: on / 60-minute / 21 / 55)
Volume Confirm / Min Volume vs Avg / Volume Avg Length — volume expansion gate (defaults: on / 1.05 / 20)
Session Filter / Active Session — trading hours restriction (default: off)
Exit Guidance
Show SL / TP Guides — toggle stop and target circles
SL Distance (xATR) — ATR buffer beyond the lower band and bar low minimum (default: 1.0)
TP Reward (R) — take profit as risk × R multiple (default: 2.5)
Display
Visual Mode — Bands / Line / Flow. Selects which kernel components are rendered
Fill Residual Bands — toggle the purple band fill between upper and lower bands
Color Bars by Bias — toggle optional bar coloring by kernel spread direction (default: off)
Show Dashboard — toggle the full dashboard
Dashboard Position — Top Left / Top Right / Bottom Left / Bottom Right
Colors
Bull / Bull Bright — yellow-green family for bullish signals and indicators
Bear / Bear Bright — red family for bearish signals
Chop / Caution — orange for chop regime and bandwidth shift warnings
Kernel Line — purple for the slow kernel line and neutral band elements
Fast Kernel — cyan for the fast kernel line in Flow mode
SL Guide / TP Guide — stop and target circle colors
Dash Text / Dash BG / Dash Header / Dash Section / Dash Frame — full dashboard color control
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🔔 Alert Conditions (6 total)
Entry Alerts
PRISM Long — all conditions confirmed. Long signal fired across any of the four setup types
PRISM Short — all conditions confirmed. Short signal fired
State Alerts
PRISM Chop Warning — market has entered the Chop regime. All signals blocked — stand aside
PRISM Bull Divergence — bullish pivot divergence confirmed at the lower band. Setup D long conditions developing — watch for rejection candle
PRISM Bear Divergence — bearish pivot divergence confirmed at the upper band
PRISM Bandwidth Shift — adaptive bandwidth shifted 12%+ in one bar. Volatility regime transition in progress
All alert messages are formatted as const strings for clean webhook and notification platform integration.
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🎯 Recommended Settings by Instrument & Timeframe
The default configuration is optimized for XAUUSD, major forex pairs, and crypto on M5–H1 :
Gaussian kernel — smoothest estimate, optimal for the normally-distributed noise of gold and forex price action
Lookback at 40 — sufficient history for a meaningful kernel estimate on intraday timeframes without excessive lag
Base bandwidth at 6.0 with adaptive scaling — allows the kernel to breathe with gold's characteristic alternation between tight ranges and explosive moves
Band Multiplier at 1.0σ — one standard deviation bands are sensitive to genuine residual extremes without requiring extreme extension
Z-Score minimum at 1.35 — approximately 82nd percentile of normal distribution — a meaningful but not excessive statistical stretch requirement
For other instruments or timeframes, adjust:
M1–M3 scalping — reduce Lookback to 25–30, reduce Base Bandwidth to 4.0–5.0, reduce Output EMA Smooth to 1, reduce Cooldown to 3, reduce TP to 2.0R
H4–Daily swing trading — increase Lookback to 60–80, increase Base Bandwidth to 8.0–12.0, increase ATR Percentile Lookback to 200, increase TP to 3.5–5.0R
Crypto (BTC, ETH) — increase Adaptive Max Scale to 1.40–1.50 for the wider volatility swings, consider Epanechnikov kernel for faster response to crypto's sharper price movements
Indices (NAS100, US30) — increase Z-Score minimum to 1.5–1.8 (indices can sustain higher Z-scores in trends before reverting), use session filter for cash market hours
More signals — lower Min Confluence to 4, reduce Z-Score minimum to 1.1, increase Base Bandwidth to produce wider bands that are touched more frequently
Fewer, highest-quality signals — raise Min Confluence to 6–7, increase Z-Score minimum to 1.6, reduce Fast Kernel multiplier to 0.45 for a slower fast kernel that only diverges from slow in strong trends
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👥 Who This Is For
🔬 Mathematically sophisticated traders — PRISM exposes the full statistical machinery of non-parametric kernel regression to traders who want more than a moving average but something grounded in rigorous statistical theory
📊 Band-based traders who struggle with Bollinger Bands — residual-based bands solve the core Bollinger Band problem: bands that widen dramatically in trends due to trend variance rather than noise variance. PRISM's bands measure only the noise
🎯 Divergence traders — the pivot-based kernel divergence system is the most robust divergence implementation in the AlphaX suite, comparing structural price pivots to the kernel's trend estimate rather than oscillator slopes
🧭 Regime-aware traders — like VECTOR, PRISM classifies the current market regime and selects the appropriate playbook automatically. Four distinct setup types cover trending, balanced, and reversal conditions
📈 Adaptive system traders — the adaptive bandwidth scaling means PRISM truly adapts to the current volatility environment without manual recalibration
🥇 Gold and forex intraday traders — the Gaussian kernel with adaptive scaling is particularly well-suited to gold's volatility patterns, and the default settings are calibrated for XAUUSD intraday conditions
🔀 Traders who use mean-reversion and trend-following simultaneously — PRISM's four setups cover both directions: momentum breaks and pullbacks in trends, fades and divergence reversals in balance. One indicator, complete market coverage across regimes
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📝 Notes
All signals are confirmed on bar close — the indicator is non-repainting by design. Kernel estimates, regime classification, divergence detection, and confluence scoring all finalize on confirmed bars
The kernel regression calculation requires all bars within the lookback window to produce its estimate. On charts with fewer bars than the Lookback Window setting, the kernel estimate may be imprecise during the warm-up period. Allow the chart to accumulate at least the full lookback period (default: 40 bars) before treating signals as reliable
Adaptive bandwidth scaling uses ATR percentile rank, which itself requires the ATR Percentile Lookback period to calibrate. On fresh chart loads, the adaptive scale may not reflect the full historical context until sufficient bars have accumulated
The divergence system compares to the most recently confirmed pivot high or low. On timeframes where pivots form infrequently (H4+), the prior pivot reference may be many bars old and the divergence comparison less temporally relevant. Reduce the divergence pivot length on higher timeframes for more frequent reference points
The bandwidth shift alert fires when the bandwidth changes by 12%+ between consecutive bars. On very fast timeframes with high ATR volatility, this threshold may be crossed frequently — increase the threshold or disable the bandwidth shift alert if this becomes excessive noise
Maximum 500 labels and 500 lines are rendered. The divergence markers and confluence labels count toward these limits
The indicator does not track open positions or P&L and does not connect to any broker or account
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⚠ Disclaimer
This indicator is a technical analysis and visualization tool intended for educational and informational purposes only. It does not constitute financial advice or a recommendation to buy or sell any financial instrument. All signals are generated from historical and real-time price data using mathematical calculations — their accuracy or profitability is not guaranteed. Past performance of any signal type does not guarantee future results. Always conduct your own analysis, use proper risk management, and consult a licensed financial advisor before making any trading decisions. The author accepts no responsibility for any losses incurred from the use of this indicator.
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Built for traders who believe that the best price estimate is not an average of the past — it is a statistically optimal reconstruction of the price process itself. Indikator
Adaptive RSI Supertrend [MarkitTick]💡 A highly advanced, multi-dimensional momentum and volatility tracking ecosystem designed for professional market analysis. Rather than relying on traditional price-based trailing stops, this indicator projects a volatility-banded Supertrend directly onto an Adaptive Relative Strength Index (ARSI). This creates an incredibly responsive momentum oscillator that dynamically adjusts its own thresholds based on underlying market kinematics. By integrating high-order digital signal processing filters, higher timeframe confirmations, and volume-weighted validation, this tool provides a comprehensive, terminal-style perspective on market regime, momentum acceleration, and localized price extremes without succumbing to the noise typical of standard oscillators.
✨ Originality and Utility
The standard Relative Strength Index is frequently plagued by false signals, erratic whipsaws during consolidation, and a failure to contextualize momentum within broader structural trends. This script resolves these systemic inefficiencies through a deliberate and mathematically sound synthesis of disparate analytical domains. The combination of an ARSI with a localized Supertrend is not an arbitrary pairing; it solves the problem of static overbought/oversold boundaries. By mapping average true range (ATR) bands onto the RSI itself, the indicator creates dynamic, breathing support and resistance levels for momentum. Furthermore, the integration of advanced smoothing algorithms (Kalman and LLAMA) strips out high-frequency noise, ensuring that crossovers between the ARSI and the Supertrend-derived Merged Line represent statistically significant momentum shifts rather than fleeting market anomalies. This unified framework replaces the need for an overlapping array of disparate indicators, offering a singular, high-contrast dashboard for absolute market clarity.
🔬 Methodology and Concepts
The internal architecture of this tool is built upon several synchronized analytical layers, heavily optimized to protect the integrity of the underlying logic while delivering seamless visual output.
● Adaptive Momentum Core
At the heart of the script is the ARSI, which abandons traditional static lookbacks in favor of a responsive differential tracking model. It evaluates the absolute range of price action against directional movement, feeding these differences through a recursive smoothing engine. This results in an oscillator that remains highly sensitive to genuine trend initiation while heavily penalizing sideways chop.
● Digital Signal Processing (DSP) Filters
The raw momentum data is processed through user-selectable DSP algorithms to extract the true signal from market noise. The Kalman Filter dynamically estimates the true state of momentum by balancing process noise against measurement noise, adapting instantly to volatility spikes. Alternatively, the LLAMA filter applies an efficiency-ratio-driven alpha scaling model, tightening its smoothing factor during periods of low efficiency and relaxing it during strong directional bursts.
● Oscillator-Bound Supertrend
Instead of applying a Supertrend to price, the script calculates a specialized ATR based on the frame-to-frame variance of the ARSI. It then projects upper and lower deviation bands around the ARSI, maintaining a directional bias based on trailing breakouts. The resulting baseline is then averaged with the DSP-filtered signal to create the "Merged Line," serving as the ultimate zero-lag trailing threshold for momentum.
● Multi-Factor Regime Scoring
The script continuously evaluates the broader market context by scoring four distinct components: the absolute level of the ARSI, the trigonometric angle of the ARSI trajectory, the state of the oscillator Supertrend, and the relationship of price to a macroeconomic baseline moving average. These factors are normalized and aggregated into a 0-100 Regime Score, offering a unified metric of trend health.
🎨 Visual Guide
The visual presentation is engineered for high-contrast, dark-mode optimized aesthetics, providing immediate, terminal-style data processing without chart clutter.
● Chart Elements
Color-Matched Candles: Price candles are painted based on the kinetic relationship between the ARSI and its signal line. Neon Cyan indicates strong bullish momentum, Dark Teal indicates weak bullish momentum, Deep Crimson indicates strong bearish momentum, and Maroon denotes weak bearish pressure. Slate Gray represents a neutral momentum state.
Dynamic Support/Resistance Boxes: Translucent, neon-bordered zones (Cyan for Support, Crimson for Resistance) highlight localized structural extremes, providing immediate context for price breakouts.
Trade Projection Labels: When crossover signals fire, dashed projection lines emerge, extending forward to display precisely calculated Entry (Slate), Stop Loss (Crimson), and multi-tiered Take Profit (Neon Green) levels based on dynamic risk-to-reward parameters.
Chart Angle Label: A floating text label displays the exact trigonometric angle and classification of the current trend (e.g., "Strong Uptrend / 45.2°").
● Oscillator Pane Elements
Adaptive RSI Line: Plotted with a dynamic gradient that transitions from Deep Crimson (extreme weakness) to Neon Cyan (extreme strength), instantly conveying momentum depth.
Merged Signal Line: A distinct Neon Purple to Deep Pink gradient line acting as the trailing support/resistance for the ARSI.
Divergence Histogram: Translucent Cyan and Red histogram bars plot the delta between the ARSI and the Merged Line, visualizing the acceleration or deceleration of momentum crosses.
Background Shading: The oscillator pane background shifts to a deep blue/purple tone during overbought (above 80) and oversold (below 20) extremes. A striking Electric Gold background illuminates periods where momentum enters a highly compressed "Squeeze" state.
Signal Markers: Crisp "BULL" (Cyan) and "BEAR" (Red) text labels appear on the oscillator when fully validated crossovers occur.
● The Analytics Dashboard
A fixed, dark-background HUD presents granular telemetry using segmented block bars and color-coded text for rapid scannability:
ARSI Level: Percentage reading of the current momentum state.
Signal Strength: Block visualization of the DSP-filtered baseline.
Angle Momentum & Acceleration: Metrics tracking the velocity and delta-velocity of the trend trajectory.
Supertrend & Market Bias: Text readouts indicating the dominant structural direction.
HTF Trend & Volume: Validation checks displaying the alignment of higher timeframes and localized volume surges.
Volatility ATR & Last Cross: Precise numerical readouts of market expansion and the duration since the last major signal.
Regime Score: The composite 0-100 metric, color-coded from Crimson (Bear) to Neon Magenta (Transition) to Cyan (Bull).
📖 How to Use
Identify Momentum Regime: Monitor the Dashboard's Regime Score. A score above 70 combined with a Neon Cyan ARSI line indicates an environment where long positions are statistically favored.
Trade the Crossover: Wait for the ARSI to cross the Merged Line. Validated crosses will generate a distinct "BULL" or "BEAR" label. Check the Dashboard to ensure the Volume Filter and HTF Trend are aligned (marked with a green checkmark).
Navigate Squeezes: When the oscillator background turns Electric Gold, the market is experiencing a severe volatility contraction. Avoid initiating new positions during the squeeze. Wait for the background color to clear, accompanied by an Alert indicating a Squeeze Breakout, before trading the subsequent expansion.
Manage Risk via Trade Labels: Upon a valid signal, utilize the automatically projected Entry, SL, and TP lines on the main chart to structure your position sizing according to the script's ATR-derived risk mechanics.
⚙️ Inputs and Settings
ARSI & Signal Lengths: Controls the primary lookback periods for the oscillator and its baseline.
Signal Filter Type: Select between RMA, Kalman Filter, or LLAMA to dictate the specific mathematical model used for noise reduction.
Supertrend ATR Length & Factor: Adjusts the sensitivity and width of the volatility bands applied to the oscillator.
Volume Filter Multiplier: Determines the threshold required for volume validation (e.g., 1.5 requires volume to be 50% above its moving average).
HTF Timeframe: Defines the higher timeframe used for macro-trend alignment (defaults to Daily).
Squeeze Angle Threshold: The maximum absolute angle permitted to trigger a volatility contraction state.
Trade Labels (Risk:Reward): Allows fine-tuning of the Stop Loss padding and the precise ratios for TP1, TP2, and TP3 targets.
🔍 Deconstruction of the Underlying Scientific and Academic Framework
This indicator relies on a robust foundation of applied mathematics and digital signal processing. The core methodology employs non-linear dynamic state estimation. Unlike standard moving averages that suffer from inherent group delay, the integration of algorithms akin to the Kalman filter allows the script to recursively project the next state of momentum and update that projection based on incoming price data. This minimizes lag while aggressively smoothing standard deviation anomalies.
Furthermore, the application of volatility banding (ATR) directly to an bounded oscillator (RSI) represents a shift from price-domain analysis to momentum-domain analysis. By calculating the variance of the momentum itself, the script acknowledges that momentum has its own distinct volatility profile, independent of price action. The kinematics of the trend are evaluated using trigonometric functions to derive the slope (velocity) and the rate of change of the slope (acceleration). This multidimensional approach ensures that signals are not generated merely by price crossing a threshold, but by a mathematically validated shift in the kinetic energy of the market.
⚠️ Disclaimer
All provided scripts and indicators are strictly for educational exploration and must not be interpreted as financial advice or a recommendation to execute trades. We expressly disclaim all liability for any financial losses or damages that may result, directly or indirectly, from the reliance on or application of these tools. Market participation carries inherent risk where past performance never guarantees future returns, leaving all investment decisions and due diligence solely at your own discretion. Indikator
Master Filter - Trend and Smart Money ZonesOverview
Master Filter combines a proprietary trend engine with the smart-money tools traders actually act on - EMA structure, Fair Value Gaps, Order Blocks and market-structure labels - in a single, clean overlay. Instead of stacking five separate indicators, you get one consistent read of where the trend is and where price is likely to react .
Everything is computed on the current chart timeframe and updates live as new bars form.
What's inside
1. The Master Filter © - trend & signals
A triple-smoothed price baseline (TEMA) is tracked against an adaptive average that follows the highs in an uptrend and the lows in a downtrend. An ATR-based channel (length 365 x multiplier, smoothed) acts as a confirmation filter that aims to suppress false flips during chop. When direction confirms, the script prints a LONG / SHORT marker on the bar. You can optionally plot the high / middle / low channel lines.
2. EMA suite + smoothed mirrors
EMA 100 / 200 / 300 / 365 for trend context, with a shaded zone between the 300 and 365 EMAs. Two optional "mirror" EMAs (a smoothed reflection of the 200 and 365) project the opposite side of price to frame mean-reversion zones.
3. Fair Value Gaps (current timeframe)
Three-bar imbalances are drawn as boxes with a dashed mid-line and tagged with the chart timeframe. Live gaps extend to the current bar and are removed automatically once price trades back through them (mitigation). A "max visible" cap keeps only the most recent gaps.
4. Order Blocks (current timeframe)
SMC-style order blocks are detected on structure breaks (price closing through the last swing high/low). The OB candle is selected within a bounded search window, with a volatility filter so an oversized, high-range bar isn't mistaken for the block. Each OB is drawn as a box plus dashed mid-line, kept per direction up to a configurable limit, and dropped on a strict break. A "max pivot age" setting skips stale blocks far from current price during strong trends.
5. Market structure - HH / HL / LH / LL
Swing pivots are labelled as Higher High / Higher Low / Lower High / Lower Low (teal for higher, orange for lower) so structure shifts are visible at a glance.
How to use
Read the trend from the LONG/SHORT markers and EMA stack; trade with it.
Use FVG and Order Block zones as areas to look for entries, partial exits or invalidation - not as automatic buy/sell signals.
Confirm with HH/HL/LH/LL: continuation favours trend-aligned zones; a structure break warns of a possible shift.
Settings
Grouped by section - Main trend (length, multiplier, channel filter, plot channel), Moving Average (EMA lengths, mirrors, smoothing), Fair Value Gaps (show, max visible, colours), Order Blocks (show, max per side, search/structure length, max pivot age, colours), and HH/HL/LH/LL (show, swing length, lookback).
Alerts
Change of the trend - fires when the Master Filter direction flips.
Notes
This indicator is a decision-support tool, not a signal-for-hire system. It does not place orders and past behaviour does not guarantee future results. Always combine it with your own risk management.
Indikator
Indikator
