אינדיקטור
5-Day Rolling SMA 1m + Trend Alignment Band5-Day Rolling SMA 1m + Trend Alignment Band
This indicator displays a rolling multi-day Simple Moving Average calculated from 1-minute closing prices, together with a three-state Trend Alignment Band.
It is designed to provide a continuous view of short-term market direction across intraday chart timeframes.
Concept
A conventional 5-day SMA calculated on a daily chart averages only five daily closing prices.
This indicator uses a different approach. It calculates the average from all 1-minute closing prices contained in approximately five regular trading sessions.
For a U.S. stock or ETF with a 390-minute regular trading session:
390 minutes x 5 trading days = 1,950 one-minute bars
The default 5-day calculation is therefore approximately equivalent to:
SMA = Sum of the last 1,950 one-minute closes / 1,950
However, the script does not assume that every market has exactly 390 one-minute bars per trading day.
Instead, it measures the actual number of 1-minute bars in recent completed trading sessions. It then uses the median session length to estimate the typical number of bars per day.
The rolling window is calculated as:
Rolling Window = Typical 1-minute bars per session x Rolling Days
Using the median helps reduce the influence of shortened or unusual trading sessions.
Why use 1-minute data?
Using 1-minute data allows the multi-day average to move continuously instead of behaving like a daily moving average projected onto an intraday chart.
On a 1-minute chart, the rolling SMA can update every minute as:
one new 1-minute close enters the calculation;
the oldest observation leaves the rolling window.
On higher chart timeframes, the same internally calculated 1-minute rolling SMA is sampled onto the selected chart timeframe.
The purpose is not to reproduce a conventional 5-period daily SMA. It is to represent the average location of intraday prices over approximately the most recent five trading sessions.
Trend Alignment Band
The area between price and the rolling SMA is colored according to the relationship between price and the direction of the SMA.
Green - Bullish Alignment
Green appears when:
Price is above the rolling SMA.
The rolling SMA is rising.
Condition:
Price > SMA AND SMA(t) > SMA(t-1)
This indicates that price location and short-term trend direction are aligned upward.
Red - Bearish Alignment
Red appears when:
Price is below the rolling SMA.
The rolling SMA is falling.
Condition:
Price < SMA AND SMA(t) < SMA(t-1)
This indicates that price location and short-term trend direction are aligned downward.
Yellow - Transition / Conflict
Yellow appears when the two conditions are not aligned.
Examples include:
Price moves above the SMA while the SMA is still falling.
Price moves below the SMA while the SMA is still rising.
The SMA is flat.
Yellow should therefore not automatically be interpreted as a ranging market. It represents disagreement between current price location and the direction of the rolling average, which can occur during transitions, pullbacks, reversals, or consolidation.
Intended Use
The indicator is intended primarily as a short-term market-regime and directional context tool rather than as a standalone entry signal.
Possible uses include:
Identifying short-term directional bias.
Distinguishing aligned trends from transition phases.
Providing context for pullbacks and rallies.
Comparing current price with the average intraday price location of recent trading sessions.
Maintaining a consistent short-term reference when moving between intraday chart timeframes.
The three band states can be interpreted as:
Green = bullish alignment
Red = bearish alignment
Yellow = transition or directional conflict
These states are descriptive, not predictive, and should not be treated as automatic buy or sell signals.
Original Features
The script differs from a standard daily SMA or a fixed-length intraday SMA in several ways:
The moving average is calculated internally from 1-minute closing prices.
The script automatically measures the typical number of 1-minute bars in recent completed sessions.
The median session length is used to reduce sensitivity to shortened or irregular trading days.
The rolling period is automatically constructed from the detected session length and selected number of trading days.
The Trend Alignment Band combines both price position and SMA direction instead of using a simple price/SMA crossover alone.
This allows the indicator to adapt its multi-day rolling window to different symbols and trading-session structures without relying on a permanently fixed 1,950-bar setting.
Settings
Show 5-Day Rolling SMA
Shows or hides the rolling SMA line.
Show Trend Alignment Band
Shows or hides the colored area between price and the rolling SMA. Enabled by default.
SMA Line Width
Adjusts the thickness of the SMA.
SMA Color
Default: orange.
Band Transparency
Controls the transparency of the colored trend band.
Bullish Band / Bearish Band / Transition Band
Allows customization of the green, red, and yellow states.
Rolling Days
Default: 5 trading days.
Session Detection Days
Controls how many completed sessions are used when estimating the typical number of 1-minute bars per trading day.
Session
Regular: Uses the symbol's regular trading session.
All: Uses the available session data for the symbol.
For U.S. stocks and ETFs, Regular is the intended default.
Limitations
This is not the same calculation as a conventional 5-period SMA on a daily chart.
The indicator averages 1-minute closing-price observations, so it is better interpreted as a rolling intraday time-sampled price average over approximately the selected number of trading days.
Results can vary depending on:
the symbol's trading-session structure;
Regular versus All session selection;
holidays and shortened trading sessions;
the amount of 1-minute historical data available from the data provider;
the chart timeframe on which the internally calculated series is sampled.
A sufficient amount of historical intraday data is required before the script can determine the normal session length and calculate the full rolling window.
This indicator does not predict future prices and does not generate guaranteed trading signals. It should be used together with price structure, support/resistance, volume analysis, risk management, or other independent forms of analysis.
日本語説明
このインジケーターは、**直近の複数営業日相当の1分足終値から計算するローリングSMA（単純移動平均線）**と、価格とSMAの状態を3色で表すTrend Alignment Bandを表示します。
一般的な日足5SMAとは計算方法が異なります。
通常の日足5SMAは、
直近5本の日足終値の平均
ですが、本インジケーターは直近約5営業日に含まれる1分足終値を連続的に平均します。
米国株・ETFの通常取引時間が1日390分の場合、
390分 × 5営業日 = 1,950本
となるため、デフォルト設定では概ね1分足1950期間SMAに相当します。
1日のバー数を自動判定
このインジケーターでは、1日のバー数を390本と固定していません。
過去の完了した取引日について実際の1分足本数を計測し、その中央値から通常の1営業日あたりのバー数を推定します。
計算期間は、
ローリング本数 = 1営業日の代表的な1分足本数 × ローリング日数
として自動的に決定されます。
中央値を使用することで、短縮取引日などの特殊なセッションの影響を受けにくくしています。
1分足を使用する理由
日足5SMAをそのままイントラデイチャートへ表示すると、日ごとに値が切り替わるため階段状になります。
本インジケーターでは内部計算を1分足で行うため、1分足チャートでは新しい1分足が形成されるごとにローリング平均が更新されます。
したがって、通常の日足5SMAよりも連続的に、直近数営業日における価格の平均的な位置を表現できます。
上位時間足では、この1分足で計算されたRolling SMAを各チャート時間足へサンプリングして表示します。
Trend Alignment Band
価格とRolling SMAとの間を、価格の位置とSMAの方向に応じて3色に分類します。
緑 - Bullish Alignment
以下の2条件が同時に成立した状態です。
価格がSMAより上
SMAが上向き
Price > SMA かつ SMA(t) > SMA(t-1)
価格と短期トレンドの方向が上方向に一致している状態を示します。
赤 - Bearish Alignment
以下の2条件が同時に成立した状態です。
価格がSMAより下
SMAが下向き
Price < SMA かつ SMA(t) < SMA(t-1)
価格と短期トレンドの方向が下方向に一致している状態を示します。
黄 - Transition / Conflict
価格とSMAの方向が一致していない状態です。
代表例：
価格はSMAを上回ったが、SMAはまだ下降している
価格はSMAを下回ったが、SMAはまだ上昇している
SMAが横ばい
したがって黄色は単純な「レンジ」を意味するものではありません。
価格の位置と短期平均の方向に不一致が生じている状態であり、転換、押し・戻し、反転、持ち合いなどで発生します。
基本的な使い方
本インジケーターは直接的な売買シグナルではなく、短期的な相場環境と方向性を把握するためのツールとして設計しています。
基本的には、
緑 = 上昇方向への整合
赤 = 下降方向への整合
黄 = 移行状態または方向の不一致
として使用します。
価格が単にSMAの上か下かだけではなく、SMA自体の方向も同時に判定することが特徴です。
本インジケーター独自の特徴
一般的な日足SMAや固定期間のイントラデイSMAと比較して、以下の特徴があります。
1分足終値を内部計算に使用
1営業日の実際の1分足本数を自動計測
過去セッションの中央値によって通常のセッション長を推定
セッション長 × 日数からローリング期間を自動設定
価格のSMAに対する位置とSMAの方向を組み合わせて3色の状態を表示
これにより、1950本などの固定値をすべての銘柄に適用するのではなく、銘柄ごとの取引セッションに応じた複数日Rolling SMAを構成します。
設定
Show 5-Day Rolling SMA
Rolling SMAの表示・非表示。
Show Trend Alignment Band
Trend Bandの表示・非表示。デフォルトはON。
SMA Line Width
SMAの太さ。
SMA Color
デフォルトはオレンジ。
Band Transparency
帯の透明度。
Bullish / Bearish / Transition Band
緑・赤・黄色を個別に変更できます。
Rolling Days
デフォルト5営業日。
Session Detection Days
通常の1営業日の1分足本数を判定するために使用する過去セッション数。
Session
Regular：通常取引時間のみ
All：取得可能なセッションデータを使用
米国株・ETFではRegularを基本設定として想定しています。
通常の日足5SMAとの違い
通常の日足5SMAは、5本の日足終値を平均します。
本インジケーターは、直近約5営業日に含まれる大量の1分足終値を平均します。
したがって、両者は「5日」という時間範囲を扱っていても同じ指標ではありません。
本インジケーターは、直近数営業日において価格が平均的にどの水準に滞在していたかを連続的に表現することを目的としています。
制約・注意事項
計算結果は以下の要因によって変化する場合があります。
銘柄ごとの取引時間
Regular / All の選択
祝日や短縮取引
TradingView側で利用可能な1分足履歴
表示しているチャート時間足
十分な1分足履歴が存在しない場合、通常のセッション長および完全なローリング期間を計算できるまでSMAが表示されない場合があります。
また、本インジケーターは将来の価格を予測するものではなく、売買結果を保証するものでもありません。価格構造、支持抵抗、出来高、リスク管理など、他の分析と組み合わせて使用してください。 אינדיקטור
Volume Surge Radar - 2x/4x/8x/16x# Volume Surge Radar — 2x / 4x / 8x / 16x
The goal is simple: don't just find unusual volume—find when unusual volume keeps coming back.
## Overview
**Volume Surge Radar** is designed to identify unusual and **repeated volume activity**, not just isolated volume spikes.
The indicator compares each bar's volume against the **average volume of the previous trading week** and classifies unusual activity into four customizable tiers:
**2x → 4x → 8x → 16x**
It then tracks how often these volume surges occur within a configurable rolling window and combines that information with price behavior to provide a **RISING, FALLING, MIXED, or QUIET bias**.
The idea is simple:
**One volume spike may be noise. Repeated volume surges can tell a much more interesting story.**
---
## Key Features
### 🔹 Relative Volume Multiples
Every bar's volume is compared with its 1-week average volume.
For example:
* **2x** = Volume is at least 2 times the weekly average
* **4x** = Volume is at least 4 times the weekly average
* **8x** = Volume is at least 8 times the weekly average
* **16x** = Volume is at least 16 times the weekly average
The tiers are cumulative. For example, a **9x volume bar qualifies as a 2x, 4x and 8x event**.
---
### 🔹 Dynamic 1-Week Baseline
The indicator can automatically calculate the appropriate number of bars representing approximately one trading week based on the chart timeframe.
For example, the baseline can adapt differently when viewing:
* Daily charts
* Hourly charts
* 15-minute charts
* 5-minute charts
Session minutes and trading days per week are configurable, making the indicator adaptable to different markets.
You can also disable automatic calculation and manually specify the baseline.
---
## 🔹 Repeat Volume Detection
This is one of the main features of Volume Surge Radar.
Instead of only asking:
**"Is volume unusually high right now?"**
the indicator also asks:
**"How many times has unusually high volume appeared recently?"**
For each tier, the dashboard counts how many bars inside the configured rolling window reached:
**2x / 4x / 8x / 16x volume**
This can help distinguish an isolated spike from repeated participation.
For example:
**2x volume once**
may simply represent a single event.
But:
**2x+ volume 4 times within 20 bars**
may deserve significantly more attention.
---
# Understanding the Dashboard
The dashboard provides a compact view of current and recent volume activity.
### NOW
Shows whether the current bar has reached each volume tier.
### Hit Count
Shows how many times each volume threshold has been reached within the configured rolling window.
### Ratio
Displays the exact current volume multiple.
For example:
**3.7x**
means the current bar's volume is approximately **3.7 times the calculated 1-week average volume**.
### Price Change
Displays the percentage price change over the same rolling window used for volume analysis.
### Up / Down Surge Count
Shows how many qualifying high-volume bars closed higher versus lower.
For example:
**5↑ 2↓**
means five qualifying surge bars were positive candles and two were negative candles.
---
# Volume Bias
Volume Surge Radar combines two pieces of information:
1. **Price change over the rolling window**
2. **Whether qualifying volume surges occurred more frequently on up or down bars**
The indicator then produces one of several possible readings.
### 🟢 RISING
Price direction and volume-surge direction both support a bullish interpretation.
Repeated high-volume activity is occurring alongside positive price behavior.
### 🟢 RISING?
Only one of the two measurements supports the bullish interpretation.
Consider this an early or weaker signal rather than confirmation.
### 🔴 FALLING
Price direction and volume-surge direction both support a bearish interpretation.
Repeated high-volume activity is occurring alongside negative price behavior.
### 🔴 FALLING?
Only one measurement supports the bearish interpretation.
Additional confirmation may be useful.
### ⚪ MIXED
Price movement and volume-surge direction disagree.
This may indicate conflicting participation, consolidation, absorption, or a transition period.
### ⚪ QUIET
Not enough qualifying volume events have occurred to establish a meaningful bias.
---
# How I Use It
The indicator is particularly useful as a **confirmation and discovery tool** rather than as a standalone buy/sell signal.
### Example 1 — Breakout Confirmation
A stock breaks above an important resistance level.
Instead of looking only at whether the breakout candle has high volume, Volume Surge Radar can show whether **multiple elevated-volume events have appeared around the breakout**.
Repeated 2x or 4x volume combined with a **RISING** bias can provide additional evidence of participation behind the move.
### Example 2 — Finding Unusual Accumulation
Price may initially move only modestly while several unusually high-volume bars appear within a relatively short period.
For example:
**4 separate 2x+ volume events within 20 bars**
can be more interesting than one isolated 4x spike.
The indicator helps make these repeated events easier to identify.
### Example 3 — Distribution / Weakness
Suppose a stock remains near its highs, but repeated high-volume bars increasingly close down.
The dashboard may begin showing more:
**↓ volume surges**
while the bias moves toward **FALLING?** or **FALLING**.
That divergence between price location and volume behavior may deserve additional investigation.
### Example 4 — Extreme Volume Events
An **8x or 16x** volume bar represents an unusually large departure from the recent baseline.
These events can occur around:
* Earnings
* News
* Breakouts
* Gap moves
* Institutional activity
* Capitulation
* Major reversals
The indicator highlights these extreme-volume bars so they can be investigated quickly.
---
# Alerts
Volume Surge Radar includes several built-in alert conditions.
### Single Volume Surge Alerts
Alerts are available when volume reaches:
**2x / 4x / 8x / 16x**
These are useful when monitoring individual extreme-volume events.
### Repeated Volume Alerts
You can also receive alerts when a particular volume tier occurs repeatedly within the rolling window.
For example:
**2x volume reached 4 times within the last 20 bars**
This allows you to detect persistent unusual-volume activity without constantly watching the chart.
### Bias Alerts
Alerts are also available when the volume/price bias changes to:
**RISING**
or
**FALLING**
### Custom Repeat Alert
A configurable alert allows you to choose:
**Volume Tier + Required Hits + Direction**
For example:
**4x Volume + 3 Hits + Rising Bias**
This makes it possible to create alerts around the specific type of volume behavior you want to monitor.
---
# Suggested Workflow
I generally recommend using Volume Surge Radar alongside market structure rather than interpreting volume in isolation.
Look for repeated volume activity around:
* Support and resistance
* Breakouts and breakdowns
* Consolidation ranges
* Moving averages
* Previous highs/lows
* Gap areas
* Earnings or news events
The indicator answers:
**"Is unusual volume appearing repeatedly, and what is price doing while that volume appears?"**
The trader still determines **why that activity matters within the broader chart structure.**
---
# Important Interpretation
High volume is **not automatically bullish**.
A 4x, 8x or even 16x volume event simply tells us that market participation is unusually high compared with the recent baseline.
That activity could represent:
**Accumulation, distribution, breakout participation, profit-taking, capitulation, news-driven trading, or other market activity.**
For this reason, volume should always be interpreted together with **price action and market structure**.
---
# Limitations
Volume Surge Radar is an analytical tool and should not be treated as an automatic trading system.
The RISING/FALLING bias is based on price movement and the direction of qualifying volume bars. It does **not** directly identify institutional buying or selling.
Extremely high volume can also occur because of earnings, news, index rebalancing or other one-time events.
Different assets have different volume characteristics, so the default thresholds and rolling-window settings may need adjustment depending on the instrument and timeframe.
---
## Final Thought
Traditional volume indicators tell you:
**"Volume is high."**
Volume Surge Radar goes one step further:
**"How high is it, how often has it happened recently, and what has price been doing while those volume surges occurred?"**
That is the core idea behind **Volume Surge Radar**.
The goal is simple: don't just find unusual volume—find when unusual volume keeps coming back.
אינדיקטור
Blended Momentum OscillatorBlended Momentum Oscillator
Overview
A bounded momentum indicator plotted in a separate pane below the chart. It blends two normalized momentum measures into a single 0–100 line, smoothing out the whipsaw that either measure produces on its own.
How it works
The output is the arithmetic mean of two components:
1. **Smoothed RSI** — a 14-period RSI passed through a 14-period Hull Moving Average. The HMA reduces lag compared to a simple or exponential smoothing of the same length while cutting the noise of raw RSI.
2. **Slow Stochastic** — a 200-period Stochastic of close against the 200-bar high/low range, smoothed with a 50-period EMA. The long lookback makes this component a slow-moving positional reference rather than a fast trigger.
Both components are natively bounded to 0–100, so their average is too. Missing values are substituted with the neutral midpoint of 50 so the line stays continuous on new symbols or thin history.
The fast RSI leg supplies responsiveness; the slow Stochastic leg anchors the reading to where price sits within its longer-term range. A high combined value therefore requires both recent momentum *and* an elevated position in the 200-bar range.
Reading the indicator
**Color gradient.** The line is continuously colored by its own value, dark green at the bottom of the scale through green, lime, yellow, orange, red, to maroon at the top. Color alone communicates the current regime without reading the number.
**Levels.** Dashed lines mark 80 and 20; a dotted line marks the 50 midpoint. The 20–80 band is lightly shaded. Because both components are long-period and averaged, excursions past 80 or below 20 are comparatively rare — these are not the frequent, low-signal touches typical of a standalone 14-period RSI.
**Pivot markers.** An X cross is plotted at each confirmed local extreme of the oscillator that occurs in an extreme zone: pivot highs above 80 (maroon) and pivot lows below 20 (teal). Detection uses one bar left and one bar right, so a marker is confirmed one bar after the fact and is drawn back at the pivot bar. These mark the point where an extended reading actually turns, rather than the moment it first enters the zone.
**Scale.** Two invisible anchor plots at 0 and 100 pin the pane to the full range. The vertical scale never rescales to the visible data, so the distance between readings is comparable across symbols and timeframes.
Notes
- No inputs. All periods are fixed by design; the component lengths are chosen to be deliberately mismatched in speed, and altering them changes the character of the blend.
- Requires roughly 200 bars of history before the slow component is fully seeded.
- Timeframe-agnostic. It works on any chart period, but the 200-bar Stochastic means the effective lookback in calendar time scales with the chart's timeframe.
- This is an analytical tool, not a signal system. Extreme readings and pivot markers describe conditions; they are not entry or exit instructions.
אינדיקטור
Custom Footprint [Auto-Scale & Filter]This indicator provides a functional approximation of a Footprint Chart within TradingView by extracting lower timeframe (LTF) data and visualizing the bid/ask volume distribution directly inside the current candles.
While TradingView's Pine Script has a hard limit on the number of labels (maximum 500) that prevents a full historical footprint mapping, this script bypasses structural limitations using smart auto-scaling and historical offsetting.
Key Features:
Auto-Scaling by Asset: Uses ATR to automatically calculate the optimal price bin step. Whether you are viewing Crypto, Forex, or Indices, the script adjusts itself to maintain readable density without cluttering the screen.
Volume Filtering: Includes a minimum volume filter. Price levels with total volume below your specified threshold will not be rendered, allowing you to focus on high-liquidity nodes and true absorption.
Customizable Visuals: You can customize the buy/sell delta text colors, toggle the label backgrounds on or off, and adjust background opacity so the numbers remain clearly visible over the candles.
History Offset: Due to the 500-label limit, the script limits visibility to the most recent candles. To view the footprint of older price action, simply increase the "Bar Offset" in the settings to shift the focus window backward.
How to Use:
Apply it to your chart and set the "Lower Timeframe" in the settings. (If you are on a Premium plan, using "1S" or "5S" will provide highly granular tick-level approximations. Otherwise, "1" minute is recommended).
Adjust the "Min Volume Filter" based on the asset's average volume to clean up noise.
Toggle "Show Background" depending on your chart theme for better visibility.
Limitations:
This is not a native order flow footprint chart. It estimates bid/ask by evaluating if the LTF close was higher or lower than its open.
Cannot display footprint data for the entire chart history at once due to Pine Script’s rendering limits. Use the "Offset" feature to inspect past structure.
I built this tool to provide a practical workaround for order flow traders relying on Pine Script. Feel free to adjust the settings to fit your preferred assets and trading style.
Feel free to modify the code however you like. אינדיקטור
Contested Volume Bubbles█ OVERVIEW
Contested Volume Bubbles marks bars where both sides of the trade committed unusually hard, drawing a bubble at the price where the fight actually happened. It measures contested volume — the volume committed by whichever side lost the bar.
In practice it is used to find areas of interest. Bubbles cluster at prices where the two sides repeatedly disagreed, and those levels often matter again on a return. A large bubble late in an extended move reads differently: a push meeting real opposition rather than clean continuation, which is the shape exhaustion usually takes.
█ CONCEPTS
Contested volume
For each bar, contested volume is the smaller of the two sides:
contested = min(buy volume, sell volume)
Heavy volume that resolves cleanly in one direction gives you a low number. The same volume with both sides pushing and neither finishing ahead gives you a high one.
It's also exactly complementary to directional volume:
contested = (total volume − total delta) ÷ 2
Contested volume, total volume and directional volume are three views of the same thing. You can trigger on one and size the bubble by another, which is where most of the flexibility comes from.
Lower timeframe sampling
You can't get any of this off a chart bar. A candle that closes mid-range looks balanced. The activity underneath it may have been not have been: heavy pushes both ways that happened to cancel by the close.
So every candle gets broken into as many as twenty lower-timeframe samples and measured piece by piece. The useful part is placement. The bubble lands on the section of the candle that carried the fight, so it sits at a price that actually traded instead of an average of the bar.
█ TIME OF DAY NORMALIZATION
Normally, volume is heavy at the open, declines through the morning, flat around midday, building into the close. Anything that compares a bar to the bars right behind it will be inherently flawed since volume activity shifts throughout the session.
Time Of Day normalization gets rid of this issue. Instead of comparing a bar to whatever came before it, it compares the bar to what that clock slot USUALLY looks like. This minute against this minute, from previous sessions.
Session level
Time Of Day normalization can also account for how busy today is. Turn the setting down and a bubble means the bar was unusual for the time of day. Turn it up and the bar has to be unusual for the time of day and for today's own level.
There's a Standard mode as well, which ranks each bar against the bars right behind it. It needs no history and works on any chart type, and it carries the intraday bias described above.
█ WHAT EACH BUBBLE TELLS YOU
Three things drive each bubble:
• Whether it appears — If it appears, it says the bar's level of contested volume was unusual based on your selected percentile rank.
• Size — how big the bar's magnitude source is compared to the last 100 bars. By default, its Total Delta Volume. Other options are below.
Magnitude sources
• Total delta volume — Total cumulative volume delta.
• Contested volume — Total contested volume
• Total volume — Simply how much traded.
• Net delta — how directional the bar was end to end, ignoring churn that reversed inside it.
Hover any bubble and the tooltip gives you all four, the trigger rank, and in Time Of Day mode both the slot's normal level and how today is running against it.
█ NOTES
• Time Of Day needs a few sessions of each clock slot before it prints anything, so a chart you just loaded starts empty at the left edge. It falls back to Standard on daily and above and on non-time-based charts.
• Intrabar precision depends on lower-timeframe data, which may vary by symbol and by account plan. Without lower-timeframe data, the indicator will still work, but with much less precision.
• Three alerts are available: any bubble, bubbles on a positive net delta bar, bubbles on a negative one. All initiate on bar close. אינדיקטור
SHM - Dual-WMA Momentum OscillatorSHM - Dual-WMA Momentum Oscillator
Overview-
The SHM Dual-WMA Momentum Oscillator (DWO) is an institutional-grade momentum indicator engineered to isolate structural trend direction, momentum acceleration, and high-probability market cycles across custom timeframes.
By calculating the percentage distance between a Fast WMA and a Slow WMA, the DWO filters out transient market noise and locks calculation logic to a customizable higher timeframe wave—allowing you to project and track macro momentum seamlessly across every chart resolution.
Key Features & Architecture-
* Flexible Multi-Timeframe (MTF) Engine: Complete control over your anchor timeframe (Anchor Momentum Timeframe). Choose your preferred momentum wave (e.g., 4H, Daily/24H, 3D, Weekly) and lock it to display consistently across all timeframes without repainting or distortion.
* Universal Timeframe Visibility: Lock your preferred anchor to the 4-Hour wave, and that 4H momentum wave stays strictly visible whether you zoom down to a 15-minute execution chart or step up to inspect the Daily or Weekly macro chart.
* Structural Trend Isolation: Eliminates short-term volatility, revealing where higher-timeframe capital flow is actually moving.
* Triple Equilibrium Baselines: Features customizable numeric anchor points (+33, 0, -33) paired with dynamic 4-color momentum acceleration histograms to easily spot expansion, exhaustion, and mean-reversion zones.
* Signal Tracking Line: Integrates an EMA-smoothed signal tracking line to highlight momentum crossovers and zero-line baseline retests cleanly.
How to Use for Analysis-
1. Selecting Your Anchor Timeframe:
* Set the Anchor Momentum Timeframe in the settings input to your preferred cycle (e.g., 240 for 4H execution, 1440 for Daily macro, or 1W for high-timeframe positioning).
2. Determining Trend Bias:
* DWO Line Above Zero Baseline: The selected anchor wave is structurally bullish. Intraday pullbacks act as buying liquidity within the broader trend.
* DWO Line Below Zero Baseline: The selected anchor wave is structurally bearish. Intraday bounces act as counter-trend rallies.
3. Equilibrium Acceleration Histograms:
* Green / Teal Histograms: Positive momentum acceleration relative to your selected anchor timeframe.
* Red / Dark Red Histograms: Negative momentum acceleration relative to your selected anchor timeframe.
Inputs & Settings-
* Anchor Momentum Timeframe (Default: 24H / 1440): Selects the timeframe wave to project across all charts (supports 1m up to 1W).
* Fast WMA Lookback (Default: 65): Controls the sensitivity of the primary signal curve.
* Slow WMA Lookback (Default: 480): Establishes the baseline filter for long-term trend isolation.
* Signal Smoothing Line (Default: 63): Adjusts the sensitivity of the EMA signal tracking curve.
* Triple Baseline Configuration: Sets the Y-axis levels for upper (+33), zero (0), and lower (-33) histograms.
Disclaimer
This script is designed for educational, informational, and analytical charting purposes only. It does not constitute financial or trading advice. Always perform independent analysis and practice strict risk management.
אינדיקטור
Dual Shock SPMA | NAL1. Overview
Dual Shock SPMA | NAL is a dual-memory trend indicator designed to separately track how significant bullish and bearish price shocks are developing through time.
Unlike the standard Shock Percentile Moving Average, the Dual Shock SPMA maintains two independent adaptive baselines. Positive shocks update the Bull Shock SPMA, while negative shocks update the Bear Shock SPMA.
This creates two separate memories of where statistically stronger directional moves have occurred, allowing the indicator to evaluate the relationship between bullish and bearish shock structure rather than treating all large movements as one stream.
2. Calculation
The indicator begins by calculating the percentage return of the selected source and ranking the absolute magnitude of that return against recent history.
Ret = not na(source ) ? (source - source ) / math.max(math.abs(source ), syminfo.mintick) : 0.0
ShockRank = ta.percentrank(math.abs(Ret), percentrank_lookback)
Because the percentile calculation uses the absolute return, bullish and bearish shocks are ranked against the same magnitude distribution.
The direction of the return then determines which baseline is allowed to update.
BullGate = Ret > 0.0 and not na(ShockRank) and ShockRank > percentile_gate
BearGate = Ret < 0.0 and not na(ShockRank) and ShockRank > percentile_gate
A qualifying positive shock updates only the Bull Shock SPMA. A qualifying negative shock updates only the Bear Shock SPMA. Otherwise, each baseline retains its previous value.
BullMA := na(BullMA ) ? emaValue : BullGate ? emaValue : BullMA
BearMA := na(BearMA ) ? emaValue : BearGate ? emaValue : BearMA
Each shock stream then maintains its own directional memory.
A rising Bull SPMA means significant positive shocks are occurring at progressively higher price levels. A rising Bear SPMA means significant negative shocks are also occurring at progressively higher levels. The inverse applies when either baseline is declining.
BullTrend := BullSPMA > BullSPMA ? 1 : BullSPMA < BullSPMA ? -1 : nz(BullTrend , 0)
BearTrend := BearSPMA > BearSPMA ? 1 : BearSPMA < BearSPMA ? -1 : nz(BearTrend , 0)
The final state requires agreement between both shock memories.
For a bullish regime, both baselines must be trending upward and the Bull SPMA must remain above the Bear SPMA. For a bearish regime, both must be trending downward and their ordering must reverse.
An optional midpoint gate can additionally require price to remain aligned with the center of the dual-shock structure.
ShockMid = math.avg(BullSPMA, BearSPMA)
Long = BullTrend == 1 and BearTrend == 1 and (not UseMidGate or close > ShockMid) and BullSPMA > BearSPMA
Short = BearTrend == -1 and BullTrend == -1 and (not UseMidGate or close < ShockMid) and BullSPMA < BearSPMA
3. Key Features
Separate bullish and bearish shock-memory baselines.
Absolute-return percentile ranking for directly comparable shock magnitude.
Event-driven updates restricted to statistically stronger price movements.
Independent directional memory for positive and negative shocks.
Dual-baseline agreement and relative-position logic.
Optional price midpoint confirmation.
Optional neutral state during unresolved shock structure.
Shock-memory spread visualization and state-based candle coloring.
4. Use
Dual Shock SPMA is designed to analyze how significant positive and negative price events are evolving relative to one another.
Rather than treating volatility as a single undifferentiated stream, the indicator preserves separate memories for each side of the market. This makes the relationship between bullish and bearish shock structure itself part of the signal.
The spread between the two baselines visually represents this evolving relationship, while the midpoint provides a central reference for the combined shock structure.
Dual Shock SPMA is designed as a specialized structural component within a complete strategy framework. Its role is to identify when independently maintained bullish and bearish shock memories begin establishing directional agreement, providing a distinct layer of information about the underlying development of larger price movements.
אינדיקטור
אינדיקטור
MarketMaulers Volume ProfileMarketMaulers Volume Profile is a volume profile that tells you how accurate it is.
Price tells you where the market went. Volume tells you where it mattered. A profile splits the window into horizontal rows and measures how much traded inside each one, so you can see where the auction did business and where it merely passed through. That part every profile tool does. This one adds the number none of them report.
THE ACCURACY PROBLEM NOBODY MENTIONS
A profile needs to know where INSIDE each bar the volume traded. On a 5m chart a single bar might cover twenty points, and dumping all of its volume at one price would be a lie.
So the tool requests intrabar data and distributes each bar's volume across the prices it actually visited. But TradingView limits how far back intrabar data reaches and how much a script may request. Past that limit the request comes back EMPTY. No error, no warning. Every volume profile then falls back to bar level volume, meaning the whole bar's volume at one price.
Most tools do this silently. The profile still draws, it just quietly becomes a sketch.
This one reports it. Two rows: how many bars used real intrabar distribution, and how many used the crude fallback. A profile that is mostly fallback is a rough sketch. One that is mostly intrabar is a measurement. Now you know which one you are looking at.
WHAT IT DRAWS
• VPOC. The row that traded the most volume, the fairest price the auction found
• Value Area. The band holding 70% of the window's volume by default, with VAH and VAL as its edges
• HVN and LVN. The shelves where price lingered and the air pockets it ran through
• Naked VPOC. A prior session's point of control that price has never traded back to
THREE WINDOWS
• Session. One trading auction, resetting daily. The default, and the one that matches how a day actually trades.
• Fixed lookback. A set number of bars. Stable and repeatable.
• Visible range. Whatever is on your screen, moving as you pan. Useful for exploring, and it moves by design.
IT TELLS YOU WHEN A SETTING DID NOT TAKE
Two settings can quietly mean something other than what you set.
Session mode needs your chart timeframe to fit inside a session. Set it on a 4H chart and a session spans days.
Ticks per row is a REQUEST. A wide window at a fine row height would need more rows than a script is allowed to draw, so the tool coarsens them. Ask for 20 ticks per row on a wide window and you might get 101.
A setting that quietly means something else is worse than one that is plainly wrong, because nothing tells you to look. So the panel defaults to Auto: hidden until something has actually diverged, then it appears with the offending row flagged. Quiet in normal use, loud exactly when it matters.
ALERTS
Three toggles, all off by default, produce five alert conditions: VPOC touch, VAH touch, VAL touch, Value Area edge touch, and naked VPOC touch.
Each one compares price against the PREVIOUS bar's level, so a level that moves onto price cannot fire by itself. Only price reaching the level fires it. The code for that is three lines and you can go read them.
These are LOCATION alerts, not signals. They tell you price has arrived somewhere structurally interesting. They make no claim about what happens next.
WHY IT DOES NOT REPAINT
A profile is a snapshot of the window it measured, rebuilt on the last bar. Nothing historical is rewritten and nothing is read from the future. There is no request.security anywhere in the script, so there is no lookahead question to answer. The one data request is request.security_lower_tf, which reads bars already inside the current one.
Visible range mode moves with your viewport because that is what you asked it to do, which is the mode working as designed rather than the tool repainting.
READ THE CODE
This one is published open source, so nothing above is a claim you have to take on trust. The header comment is written for exactly that: it states every convention the tool chose where no published source settles the question, and it says why.
• The value area expands ONE ROW AT A TIME from the VPOC, taking the heavier neighbour, and it INCLUDES the row that crosses the threshold. CQG, Sierra Chart and TradingView all add one row at a time. The Dalton books print a two row pair method instead. The original CBOT Liquidity Data Bank tables land between 70.3 and 73.7%, never under 70, which is why the crossing row is included.
• VAH sits at the TOP edge of the highest value area row and VAL at the BOTTOM edge of the lowest, so the band genuinely contains its rows. No vendor documents whether their line is the row's edge or its middle. This one does.
• The VPOC prints at its row's MIDPOINT, and ties go to the row nearest the profile's middle, with equidistant going to the lower row.
• A naked VPOC dies when a later bar's RANGE touches it, not on a close through, and the session that formed it never counts against itself.
• The 70% is a share of TOTAL VOLUME. Not of range, not of bars.
Disagree with any of those and the file is right there. That is the point of publishing it this way.
MADE TO FIT YOUR CHART
Window · Volume Engine · Profile · Value Area · Nodes and Naked VPOC · Style · Diagnostics · Alerts. Every element toggles independently, and every colour, size and position is exposed, the panel included. The defaults suit a dark chart.
HOW TRADERS ACTUALLY USE IT
Read the VPOC as the session's fair price and the value area edges as the boundary between acceptance and rejection. Price leaving the value area and holding outside is an auction trying to find business elsewhere. Price rejecting the edge and returning to the VPOC is the auction saying it already found it.
The LVNs are where the useful trades hide. An air pocket is a price range the market refused to do business in, so price tends to cross it quickly rather than grind. A naked VPOC on the other side of one is a magnet with nothing in the way.
Check the two accuracy rows first. A profile built mostly from the fallback still shows you the shape, but the exact VPOC row is a rounder number than it looks. Fix it with a shallower window or a lower chart timeframe, never by hiding the number.
WHAT IT WILL NOT CLAIM
You will not find a hit rate here for how often price returns to a VPOC, or how quickly an LVN gets crossed. Nobody has measured those on your instrument, your timeframe, and a sample worth the name.
It also will not tell you the value area is one standard deviation. That story is a hedged analogy, not a computation. This algorithm builds a modal, highest density region anchored on the POC. Mean plus or minus one sigma is a different object anchored on the mean. They agree only on symmetric profiles, which is to say not on the trend days profiling exists to identify.
Terms belonging to time based Market Profile, meaning single prints, tails, excess, poor highs and lows and day types, are not used here. They reference 30 minute sub periods a volume profile does not have. An LVN is the honest analogue of a single print.
This tool shows you the structure. What you do with it is yours.
Works on any market and any timeframe, though intrabar accuracy is best on liquid futures and on recent history.
Display only. This measures where volume traded, it does not fire buy/sell signals and it does not forecast. Educational tool, not financial advice.
Published OPEN SOURCE. The intrabar distribution engine, the row budget coarsening, the value area expansion, the naked VPOC carry forward and the divergence checks are all readable in the script, and the header comment documents the reasoning behind every one of them. Read it, check it, and change it if you disagree. אינדיקטור
אינדיקטור
Hybrid Sniper 15m: Dual Entry MTF with Bayesian ProbabilityA 15m execution system with two entry types — liquidity sweeps of the prior 2H level and volume-backed trend continuation — gated by 2H+4H bias and a NY session filter, with a self-learning Naive Bayes probability, macro-driver consensus, Fibonacci prediction channel, and a color-coded status panel.
WHAT THIS IS
An intraday execution indicator for the 15-minute chart (defaults tuned for micro gold futures; every symbol and driver is an input, so it adapts to any liquid instrument). It combines a rule-based dual-entry system with a statistical engine that learns from the chart's own history, and compresses everything into one vertical status panel.
THE TWO ENTRY TYPES
SWEEP (liquidity grab): price wicks below the previous 2H low (or above the previous 2H high) but closes back inside, on at least average volume — the classic stop-run reversal. TREND (continuation): price holds beyond both VWAP and the 1H baseline with volume above threshold, in the direction of the candle. Both entries require the 2H and 4H trends to agree (close vs EMA20 plus candle direction on each), and both are restricted to the NY session window (8:20–13:30 ET, configurable) — no signals on thin overnight tape. Entries plot with labeled tags; stop-loss sits beyond the swept level plus an ATR buffer, take-profit at a configurable R multiple, with WIN/EXIT labels marking outcomes.
HOW THE PROBABILITY IS FORMED
The P↑ number is not a fixed formula — it's a Bernoulli Naive Bayes classifier fit by maximum likelihood on a rolling window (default 800 bars ≈ 8 days). Thirteen binary features are tracked: seven from price/volume (2H trend, 4H trend, prior-2H breakout, 1H baseline side, 1H momentum, 1H relative volume, VWAP side) and six cross-asset drivers (defaults for gold: DXY, 10Y nominal yield, 10Y REAL yield, 10Y breakevens, silver, and GVZ — the real-yield and breakeven series are FRED daily data, acting as a slow regime dial). Each bar, the script counts how often each feature historically coincided with the market rising vs falling over the next 8 bars (2 hours); those frequencies are the maximum-likelihood weights. Predictive features earn large log-odds; useless ones converge to zero — the model re-tunes itself continuously with no manual weighting.
THE FIB PREDICTION CHANNEL
The script auto-detects the active swing leg over the last 24 hours, draws the retracements (50%/61.8% emphasized) and extensions, and snaps a two-line channel to the nearest Fib level above and below price. Each wall shows a first-touch probability: the geometric first-passage odds (the nearer wall gets hit first more often) tilted by the model's directional odds — so the percentages respond both to where price sits between the walls and to what the learned model expects.
READING THE PANEL (top to bottom)
BIAS — 2H+4H trend agreement (hover shows session status).
P↑ — learned probability of higher price in 2 hours: green ≥ ~60, red ≤ ~40, gray = coin flip.
MAC — macro consensus, −5 to +5 (hover lists drivers; HI-VOL tag when the vol index is elevated).
SET — current structure: SWP (sweep forming), TRD (trend setup), BRK↑/↓ (2H breakout), IN (inside range).
VOL — relative volume vs 20-bar average; orange when above the entry threshold.
▲ / ▼ — channel walls: probability of touching the upper/lower Fib target first.
SIG — flashes BUY/SELL on the bar a signal fires; "—" otherwise.
KEY PARAMETERS
Risk:reward multiple, ATR stop buffer, RVOL threshold; session window; MLE horizon and training window; Fib swing lookback and channel projection; the six macro symbols (swap the whole set to repurpose for another market); display toggles for Fib levels, labels, and 2H boxes.
HONEST DISCLOSURES
The 2H data request uses lookahead with a 1-bar offset for the completed prior bar's high/low (the standard non-repainting idiom); the live 2H/4H trend states update while those bars form, so panel colors can change intrabar until the higher-timeframe bar closes — signals themselves evaluate on the 15m close. Probabilities are learned from recent history: they lag genuine regime changes by design and mean little on thin volume. The trade labels are illustrative sequential outcomes, not a backtest with slippage and fees. Nothing here is financial advice — forward-test before trusting any threshold. אינדיקטור
R-Level Targets R-Level Targets — Drag-to-Set Entry, Stop & R-Multiple Targets
Draws entry, stop, and R-multiple target lines from two price levels you set by dragging lines directly on the chart — no settings dialog required, though typing exact values into settings works too. Direction (Long/Short) is inferred automatically from whether the stop is above or below entry.
How it works
Add the indicator, then drag the Entry and Stop lines to your levels (or type them into the settings).
Risk = distance from entry to stop. Each R level is drawn at a multiple of that risk, projected in the direction implied by your stop placement.
The stop-to-entry range is shaded as a loss zone; each R interval above/below entry is shaded a progressively deeper profit zone, echoing TradingView's built-in Long/Short Position tool.
Lines run from today's session open to a label column on the right — they don't stretch back across every session loaded on the chart.
A small "Current R" value is available in the Data Window (hover the chart) so you can track live unrealized R without cluttering the chart itself.
Inputs
Position — Entry price, Stop price, label offset (bars), and a snap increment so a hand-dragged line lands on a real tradeable price instead of a stray decimal.
R Levels — a free-form comma-separated list (e.g. 1, 1.5, 2), any order, up to 10 levels, plus a "Target R" value that gets highlighted separately from the rest.
Display — toggle tick count and $ risk-per-contract on the Stop label.
Colors — every line and fill color is configurable.
Notes / limitations
This is a manual planning tool, not an auto-trader: Pine Script has no access to your broker's live fills or position events, even through TradingView's Trading Panel, so nothing here executes or tracks real trades — it's a visual guide you set yourself.
Custom scripts can't add themselves to TradingView's drawing-tools sidebar, so input.price() (a draggable line in settings) is used as the closest equivalent to a drawing tool.
Defaults on add (23500 / 23475) are just a starting point sized for NQ/MNQ — update the levels for your instrument, or drag/type them each trade.
Disclaimer
This script is a visual planning aid and does not constitute financial advice. It does not place trades or connect to any brokerage account. אינדיקטור
Premium Map Pro: Bayesian Probability Fan, Order BlocksWHAT THIS IS
This indicator is a higher-timeframe "regime map," designed for a 2-hour chart (defaults tuned for micro silver futures, but every symbol and driver is an input). It answers three questions on one screen: what regime is the market in (trend, premium/discount, money flow), where are the levels that matter (displacement order blocks, equilibrium, VWAP), and what does recent history suggest happens next (a probability fan over the next 8 hours, with a percentage on each path).
HOW THE PREDICTION IS FORMED
The engine is a Bernoulli Naive Bayes classifier fit by maximum likelihood on a rolling window (default 500 bars). Each bar, 14 binary features are recorded — 8 from price/volume (2H trend vs EMA20, 4H trend, discount vs equilibrium, VWAP side, structure, volume vs average, volume rising, MFI above 50) and 6 from cross-asset drivers (gold, DXY, gold/silver ratio, copper, 2Y yield, a volatility index — all symbol inputs). For each feature, the script counts how often it coincided with the market rising vs falling over the following N bars (default 4 = 8 hours). Those frequencies are the maximum-likelihood estimates of each feature's predictive weight: features that predicted well get large log-likelihood ratios, useless ones converge to zero. The weights are re-estimated every bar, so the model adapts to regime changes with no manual tuning. The result is P(up), shown as the triangle and its percentage.
THE PROBABILITY FAN
The fan extends five dotted rays from the current close to five targets one horizon ahead: ±2 ATR, ±1 ATR (ATR scaled by √horizon), and flat. Each ray's percentage is the empirical frequency of that size of move in the training window, tilted by the model's current directional odds, renormalized to 100%. Ray thickness encodes probability. Read the shape, not just the lean: a fat middle ray means "drift expected"; fat outer rays with a thin middle mean "big move brewing, direction uncertain."
ORDER BLOCKS
A displacement bar (body > 1.5 ATR closing beyond the prior bar's extreme) marks the previous opposite-colored candle as an order block — supply above, demand below. Blocks born on above-average volume are tagged OB+ with a solid border. Blocks expire after a set lifespan (default 24h) or immediately when price closes through them (mitigation).
READING THE PANEL (bottom-right, top to bottom)
4H·8H — higher-timeframe trend agreement (green BULL / red BEAR / gray MIX). Hover for the daily trend.
P↑ — the model's probability of the market being higher in 8 hours. Green ≥ ~60, red ≤ ~40, gray = coin flip.
MAC — macro consensus from the six drivers, −5 (all hostile) to +5 (all supportive). Hover shows the drivers and a HI-VOL tag when the volatility index is elevated.
LOC — PREM/DISC: price above or below the 50% equilibrium of the recent swing range.
MFI — money flow IN/OUT (volume-weighted RSI). Red price bars with MFI drifting green is a classic accumulation divergence.
V-6h / V-4h / V-2h — the last three 2H bars: cell color = that bar's price direction, text = its volume vs the bar before (UP 2.3 = expanding). Red+UP = heavy selling; red+DN = selling drying up.
PLAY — trend × location playbook: BUY (bull trend + discount), SELL (bear trend + premium), WAIT otherwise.
KEY PARAMETERS
MLE horizon (bars ahead to predict) and training window; order-block displacement multiple, lifespan, and volume-quality threshold; equilibrium swing lookback; the six macro symbols (swap them to repurpose for any market — e.g., for gold use DXY, 10Y yield, real yields, breakevens, silver, GVZ); toggles for the fan, labels, and macro features.
HONEST LIMITATIONS
Probabilities are learned from recent history — after a news shock they need time to re-adapt, and on thin overnight volume they mean little. The Naive Bayes independence assumption makes extreme readings somewhat overconfident; treat 65% as a lean, not a promise. Values on the live bar update until it closes. This is a decision-support map, not a signal service, and nothing here is financial advice. אינדיקטור
Structure Participation Matrix [MQLSoftware]OVERVIEW
Structure Participation Matrix turns confirmed structure breaks into auditable records. It shows price-travel and chart-feed participation context, then compares endpoints across frozen score buckets. Each record has four readings, a score, and one delayed observation. It is research, not entries, stops, targets, sizing, execution, or forecasts.
Its distinct contribution is the complete frozen event ledger: strict delayed pivots, four disclosed measurements fixed at the break close, explicit UNSCORED handling, and one outcome check aggregated by frozen bucket. It links structure, participation, and later observation rather than merely combining standard indicators.
CONCEPTS
Strict symmetric pivots require a unique extreme on both sides; ties are rejected. A pivot becomes eligible only after its full right-side delay. A break requires a confirmed close beyond the armed level plus the ATR buffer; a wick alone is not an event.
Four 0-100 components freeze at that close. PATH measures displacement against the leg's total path. CLOSE averages directional close location over its final bars. REL VOL compares average leg volume with a rolling median. BALANCE weights volume by close location. The fixed score is 30% EFF/PATH, 25% CLOSE, 25% RVOL/REL VOL, and 20% BAL/BALANCE, normalized once for displays, buckets, and alerts.
RVOL uses reported or tick volume; BAL is an OHLCV proxy. They are not bid/ask delta, order flow, or a footprint; neither proves participant identity or predicts future behavior. Missing leg volume or bounded history makes an event UNSCORED and excludes it from bucket statistics.
After exactly N confirmed bars, the close is checked once. HELD N means the endpoint is beyond the broken level; FAILED N means it is not. HELD does not mean price stayed beyond the level throughout. The result is fixed.
FEATURES
Confirmed BREAK UP and BREAK DOWN events
Latest-event PATH, CLOSE, VOL, BAL rail
LOW, MODERATE, HIGH, and VERY HIGH score bands
HELD N or FAILED N endpoint checks
Sample-aware count and held-at-N rate by bucket
Break, direction, score-60+, and outcome alerts
HOW TO USE
Start with defaults. Higher Strict Swing Strength gives fewer pivots and a longer delay. Break Buffer sets the required closing distance in ATR units. Maximum Measured Leg Bars bounds history; an older leg remains a visible UNSCORED break.
Read the latest label first. In the rail, PATH describes travel efficiency; CLOSE, final-bar commitment; VOL, relative chart activity versus baseline; and BAL, a directional OHLCV proxy. The score summarizes a frozen event, not an instruction or probability.
The newest event keeps its expanded label and rail. Older events become compact labels; Historical Detailed Rails restores detail. Visual switches and retention affect drawings only, not calculations, counts, or alerts.
The matrix uses events recalculated from the history currently loaded on the chart. Counts and rates change with symbol, timeframe, inputs, or the history boundary. Small buckets remain collecting. HELD N rates are historical endpoint observations, not future estimates.
CONCLUSION
The result is an inspectable break record with transparent measurements, compact history, one timed outcome, and visible data limits. אינדיקטור
CTT - Position Size Calculator V1.0CTT - Position Size Calculator V1.0 | Risk-Based Position Sizing
Confluence Trading Tools LLC
A chart overlay that calculates exactly how many shares to buy or sell based on your account size, risk tolerance, and stop loss — then draws entry, stop, and R-multiple profit targets directly on the chart. No more mental math, no more spreadsheets, no more guessing.
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WHAT IT DOES
Enter your account balance and risk percentage. Set a stop loss (manually or let ATR do it). The calculator tells you exactly how many shares to trade so that if you get stopped out, you lose only the amount you chose to risk — nothing more.
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CORE FEATURES
ATR-BASED STOP LOSS
Toggle between a manual stop price and an automatic ATR-calculated stop. In ATR mode, the stop is placed at entry ± (ATR × multiplier). Configurable ATR length (default 14) and multiplier (default 1.5×). No more eyeballing stop placement.
R-MULTIPLE PROFIT TARGETS
Three configurable profit targets based on your risk distance:
- 1R Target: risk/reward 1:1
- 2R Target: twice your risk distance
- 3R Target: three times your risk distance
Each target shows both the price level and the dollar profit at that level based on your calculated position size.
MAX POSITION CAP
Prevents overconcentration by capping the maximum position size to a percentage of your account (default 25%). When the calculated position exceeds the cap, shares are reduced and the table flags it in orange with the effective risk after capping.
CHART LINES
Entry (solid blue), stop loss (dashed red), and R-multiple targets (dotted green) are drawn directly on the chart with price labels. See exactly where your levels sit relative to price action. Line length is configurable.
LONG / SHORT SUPPORT
Toggle between long and short trades. Stops and targets automatically adjust direction — stop below entry for longs, above for shorts.
INFO TABLE
Compact table showing:
- Risk amount and percentage
- Stop price (with ATR info when in ATR mode)
- Stop distance in dollars and percentage
- Share count (flagged if capped)
- Capital required and percentage of account
- Max cap status
- All three R-multiple target prices with dollar profit
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HOW TO USE
1. Set your account balance and risk percentage
2. Choose Long or Short
3. Set your stop — either type a manual price or switch to ATR mode
4. Read the table: shares to buy, capital required, and all three profit targets
5. Use the chart lines to visualize your trade setup against price action
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USAGE NOTES
- Works on any asset class: equities, futures, forex, crypto
- Entry price defaults to the current close — you can also link it to another indicator's output via the source input
- ATR stop mode is recommended for volatile instruments where a fixed stop price doesn't adapt to conditions
- The position cap protects against concentration risk but does NOT override your broker's margin limits
- All calculations update in real time as price moves
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Confluence Trading Tools LLC
אינדיקטור
Adaptive Range Opportunity Hunter [SMI] v1.3Adaptive Range Opportunity Hunter
This indicator was created as an experimental tool to help identify potential entry opportunities near the end of a trading session, with the intention of evaluating positions that may be held for at least the following trading day rather than relying on frequent same-day scalping.
The underlying idea is simple: instead of evaluating price using a fixed absolute threshold, the script measures where the current price is located inside its own recent local range.
By default, the indicator uses the highest and lowest prices of the previous 40 bars as a local price reference. This value was selected empirically after observing that, on many charts, approximately 40 bars often contain around one or two recent price cycles. It should therefore be understood as a practical local reference rather than a universal cycle length.
The main metric, Distance from Local Low %, represents the normalized position of the current close relative to the lowest price in that local range:
0% means price is at the local low.
3% means price is inside the lowest 3% of the local range.
50% represents approximately the middle of the range.
100% corresponds to the local high.
The complementary Distance from Local High % provides the symmetric measurement from the upper extreme. Both values are continuously displayed so users can experiment with their own thresholds.
The default research condition combines two elements:
SMI <= -40
Distance from Local Low <= 3%
This identifies situations where momentum is in an oversold SMI region while price is simultaneously located very close to the lower extreme of its recent local range.
The 3% threshold is not a predicted loss, stop-loss, or expected downside. It simply describes the price's normalized location within the recent high-low range.
The indicator also calculates a Standardized Benefit to Local High %. This represents the hypothetical percentage distance from the configured lower-range threshold to the current local high. It is intended to help compare simultaneous opportunities between different symbols. It is not an expected return or price target.
Intended use
My initial research use is to review signals near the end of the trading day and evaluate whether the resulting positions can be held into at least the following session. The goal is to explore a slower operational approach than habitual intraday scalping and reduce reliance on repeated same-day round trips.
The indicator exposes both the raw measurements and combined SMI conditions, allowing users to test different ideas such as:
Distance from Local Low below 1%, 2%, 3%, 5%, etc.
Local-range proximity without SMI confirmation.
Local-range proximity combined with SMI oversold conditions.
Symmetric conditions near the local high.
Alerts are included so users can monitor multiple symbols and be notified when a new condition appears.
Experimental status
This is a research indicator, not a trading system and not a recommendation to buy or sell. The default values of 40 bars, 3%, and SMI ±40 are intentionally kept as an initial reference rather than presented as universally optimal parameters.
Community feedback is especially welcome regarding different symbols, markets, timeframes and threshold values. One of the purposes of publishing the script is to evaluate whether the observed behavior remains useful outside the instruments and historical examples used during its development.
Credits
The Stochastic Momentum Index calculation is based on the original TradingView implementation by UCSgears. The original source also credits Surjith S M for part of the overbought/oversold visualization.
This adaptation adds the local rolling-range framework, normalized distance measurements, configurable opportunity conditions, standardized local-range comparison, alerts and dashboard. אינדיקטור
אינדיקטור
IB FIB CUCAPHere's a plain-English description of what IB High/Mid/Low + Break Fib (steveniscu) does — useful either as your own reference or as copy for the TradingView "Description" box if you publish it:
What it does
Marks out the Initial Balance (IB) — the high and low of the first 30 minutes of the session (9:30–10:00 AM ET / 8:30–9:00 AM CT by default) — and plots three static levels once that window closes: IB High, IB Low, and IB Mid (the 50% midpoint).
From there, it watches for the first time price closes outside that range in either direction. Whichever side breaks first becomes the "dominant" direction for the day — only that side's fib gets drawn, even if price later reverses and tags the opposite extreme too. This keeps the chart clean and reflects the idea that the first break sets the day's character (initiative/trend vs. failed break back to balance).
Once a dominant break happens, it draws a live fib retracement anchored between the IB extreme on the origin side and the developing swing extreme on the breakout side — so as a downside break keeps making lower lows, the retracement recalculates and slides down with it. It shows 0.786, 0.618, 0.5, and 0.382, plus optional "1"/"0" anchor labels and a dashed connector line showing the leg being measured.
The 0.618–0.65 zone (the "golden pocket") gets a translucent yellow box overlay that resizes along with the rest of the fib, so the highest-probability pullback re-entry zone is visually obvious at a glance.
Inputs
IB session window and timezone
Toggle for IB Mid
Toggle for the break-fib, anchor labels, and connector line
Golden zone toggle plus adjustable low/high ratio bounds (default 0.618/0.65)
Line width, label size, extend-right styling
Trading logic it encodes: the IB is the first "honest" value area of the day. A hold outside it signals a trend day and gives you a real, high-volume leg to measure a fib retracement from for pullback entries — rather than drawing fibs on arbitrary swings. אינדיקטור
Multi-Timeframe Structure Overlay [ITA]🟠 OVERVIEW
Multi-Timeframe Structure Overlay draws the structure of two higher timeframes
onto the chart you are actually trading.
Most multi-timeframe tools put the answer in a corner table: one hour bullish,
four hour bearish. That tells you the state but not where it sits, and price
does not trade against a table. Here the swing highs and lows those timeframes
are working with become lines on your chart, so you can see how far price is
from the level that would flip them.
Breaks are marked at the price where they happened, not in a corner.
🟠 CONCEPTS
* Higher Timeframe Structure - The swing highs and lows a larger timeframe has
confirmed. They are the levels that decide its direction, and they usually sit
somewhere your own timeframe never draws.
* Break of Structure - A close beyond the last confirmed swing in the direction
the timeframe was already going. Continuation.
* Change of Character - A break in the opposite direction to the previous one.
The first sign that the higher timeframe has turned, and marked separately
because it means something different.
* Bias - Which way each timeframe is currently pointing, based on its last
confirmed break. Shown as a small tag at the right edge rather than a panel.
* Alignment - Both higher timeframes pointing the same way. It has its own
alert, because that is usually the condition people are waiting for.
🟠 FEATURES
🔹 Two higher timeframes at once, each with its own colour, drawn as levels on
your chart rather than listed in a table
🔹 BOS and CHoCH labelled at the price where the break occurred, tagged with
which timeframe produced it
🔹 Bias tags at the right edge, offset from each other so they never overlap
🔹 A warning on the chart if a selected timeframe is lower than the one you are
viewing, instead of quietly drawing values that look plausible and mean nothing
🔹 Alignment alert for when both higher timeframes agree
🔹 Levels are requested with lookahead off and read from confirmed bars only,
so nothing shifts after the fact
🔹 Independent swing sensitivity, applied on each higher timeframe rather than
on your chart
🟠 HOW TO USE
Pick two timeframes above the one you are on. Working a 15 minute chart, one
hour and four hour is the usual pair. On a daily chart, use weekly and monthly.
Read the lines first. A higher timeframe level sitting just above price is the
level that flips its bias, and it is often nowhere near anything your own
timeframe would have drawn.
A CHoCH tag matters more than a BOS tag. Continuation is expected, a change of
character is the first evidence the larger move is turning.
When both bias tags point the same way, the higher timeframes agree. That is
the alignment alert, and it is usually a better filter than either timeframe on
its own.
Swing Lookback controls sensitivity on the higher timeframes. Raise it for
fewer and more significant levels.
🟠 CONCLUSION
Knowing the higher timeframe is bullish is not the same as knowing what price
has to do for that to change. This puts the second thing on the chart, where it
can actually be used. אינדיקטור
MovTrend Pullback SystemWhat it is: A trend-following 5 minute indicator built around a linear regression trend line ("MovTrend") with ATR-based volatility bands. It generates four distinct signal types, each answering a different question about price action relative to the trend.
Core components
MovTrend Line (MT) — A linear regression line (ta.linreg) plotted over price, colored by direction: green when sloping up, red when sloping down, gray when flat. This is the trend backbone everything else references.
Slope — The MT line's rate of change over a lookback window, plotted as a histogram in the lower pane. Crossing above/below configurable thresholds marks a "confirmed" up or down trend (green/red bars); values between thresholds are a gray "no-trade zone" where the trend isn't strong enough to trust.
ATR Bands — Upper/lower bands plotted around the MT line at a multiple of ATR, representing a "normal" volatility envelope. Price moving outside these bands is considered stretched/overextended relative to the trend.
The four signals
🟢 Buy Dot / 🔴 Sell Dot (Pullback Touch)
Fires when price dips down and touches the MT line during a confirmed uptrend (buy), or pokes up and touches it during a downtrend (sell), then closes back in the trend's favor. This is the core "buy the dip / sell the rip" signal — a shallow pullback to the trend line that holds.
🟡 Stretch Dot (Mean-Reversion Warning)
Fires when price closes outside the ATR bands — i.e., stretched further from the trend line than normal volatility would suggest. Dot size scales with how extreme the stretch is (tiny = mild, small = moderate, orange/normal = extreme), giving you an at-a-glance read on how overextended price is. This isn't a reversal signal on its own — it's a caution flag that price may be due to snap back toward the MT line. It's filtered by:
Volatility regime — suppressed during low-volatility chop, since a "stretch" in dead conditions is less meaningful
FVG confluence — checks if price is near a fair value gap, adding context to the stretch
Volume — requires above-average volume to confirm real participation, not just a thin drift
Slope deceleration — confirms the trend itself is actually losing momentum, not just that price poked outside the band
🔷 Trend Continuation Diamond (cyan up / magenta down)
Fires on a high-volume push with the trend, away from the MT line — meant to catch strong continuation moves the pullback-touch signal misses (since it only fires on touches, not on strength). It's built specifically to avoid firing at exhaustion tops/bottoms by requiring:
Volume that is not the largest in the recent lookback window (avoids climactic blow-off bars)
Slope that's still accelerating, not flattening
A cooldown between diamonds so one strong leg doesn't spam multiple signals
Filters that apply across signals
Session filter — dims the chart and can gate signals outside your configured trading hours, since overnight/thin-liquidity behavior isn't comparable to regular session action
MTF confirmation — optionally requires a higher timeframe's slope to agree before a buy/sell touch fires, filtering out signals that look right locally but fight the bigger picture
Signal conflict resolution — a Trend Continuation diamond won't fire on the same bar as a Buy/Sell touch, avoiding mixed signals
Performance tracking table
How to read it together
The intended workflow: use the MT line + slope histogram to establish trend context, take Buy/Sell touches as primary pullback entries in the direction of that trend, treat Stretch dots as a caution/take-profit signal rather than a new entry, and use Continuation diamonds as confirmation that a trend still has legs when you're already in a position or considering adding. אינדיקטור
COT Pulse Cloud TrendCOT Pulse Cloud Trend — Script Description
What it does
COT Cloud plots a translucent price cloud whose color and intensity reflect CFTC Commitment of Traders positioning for the chart's own market — large speculators (Non-Commercial) and/or hedgers (Commercial). It auto-detects the market from the chart symbol and pulls the matching weekly CFTC data automatically; no per-chart setup needed for covered markets.
Data source
Pulls straight from TradingView's own CFTC feed via request.security() — the Legacy report's Non-Commercial/Commercial Long and Short symbols (_F_NCP_L/S, _F_CP_L/S), no exchange prefix. This is the same report definition (noncomm_positions_long_all, comm_positions_long_all, etc.) used by CFTC's own Socrata dataset, so it lines up with the official weekly COT report.
Auto-detection
Reads syminfo.basecurrency/syminfo.currency/syminfo.root to identify the market and looks up its CFTC contract code. Covered: EUR, GBP, JPY, AUD, NZD, CAD, CHF; Gold, Silver, Copper, Palladium, Platinum; Wheat, Cotton, Corn, Soybeans, Sugar, Coffee, Cocoa, Live Cattle; WTI Crude Oil, Natural Gas; 2-Year and 10-Year Treasury Notes; Nikkei 225, S&P; 500, Nasdaq-100, Dow, Russell 2000, VIX, US Dollar Index, Bitcoin. For USDCAD/USDCHF/USDJPY-style charts (USD as the base currency) and the corresponding CAD/CHF/JPY futures, long and short are swapped so a positive net always means "bullish USD" — CFTC quotes those three the other way round.
If the chart's market isn't in this table, the script does not silently fall back to whatever is in the manual-symbol fields (that would plot a different market's COT data without warning) — it shows a gray "no COT match" label instead. Turn auto-detect off and enter symbols manually to use it on an uncovered market.
Position (what feeds the cloud)
Non-Commercial — large speculators' net (Long − Short)
Commercial — hedgers' net
Difference — Non-Commercial net minus Commercial net
Color by (how it's colored)
Auto (default) — picks the mode a backtest found works best per market: Absolute for Gold, Trend everywhere else, Excel for Difference.
Excel — a 3-point color scale anchored at of the value over a configurable history window: red at the low anchor, white at the median, green at the high anchor, plus a sign-colored border.
Trend — white at the position's own 13-week average, fading to green (more long than usual) or red (more short than usual) with distance from it; blue when both legs are below their own 13-week average ("cooling" interest on both sides).
Absolute — %Long of the current week's total (Long + Short).
Relative — where net positioning sits within its own trailing lookback window (0–100 percentile).
Extreme-reading marker
A small orange triangle appears below the cloud, plus an alert condition, whenever the active reading is in the top or bottom 20% of its scale. A backtest (COT signal vs. forward price return, 1/4/13/26 weeks ahead, across five markets back to 2007) found this is where the spread between the best- and worst-performing readings was consistently widest — i.e. where whatever edge COT positioning carries actually concentrates. It flags "pay attention," not a direction: the same extreme reading preceded further trend continuation in Gold/EUR but reversals in GBP/S&P; 500, so read it in the context of the specific market, not as a universal buy/sell signal.
Honest limitations
The backtest behind Auto mode and the extreme marker covered 5 of the many markets this script auto-detects (EUR, GBP, USDJPY, Gold, S&P; 500), not all of them — treat the defaults as a reasonable starting point, not a validated rule for every market.
Even where tested, the edge was weak (correlation ~0.1–0.25, hit rate ~50–62%) and only showed up at 13–26 week horizons; a single week's change in positioning carried essentially no signal.
CFTC codes beyond EUR and Gold's Non-Commercial/Commercial symbols were cross-checked across public sources but not individually re-verified live on TradingView — if a market's cloud looks off, search _F_N in TradingView's symbol search to confirm.
This is a slow, structural positioning indicator meant to add context to other analysis — not a standalone timing signal. אינדיקטור
Unicorn Model Unicorn Model
Finds the ICT Unicorn and frames its context. A Unicorn forms where a displacement leaves a Breaker behind and the Fair Value Gap that displacement traded through inverts onto it — the same-direction Inversion FVG overlapping the Breaker is what confirms it. Two arrays reinforcing each other at one price, which ICT teaches as a tight, high-probability zone. This tool detects that overlap, marks the Breaker that qualifies, always shows the inversion FVG that makes it one, tracks the liquidity that engineered it, and keeps the HTF bias and the draw on a clean dashboard. It maps structure. It does not fire trades.
The sequence it looks for
The Unicorn is a confluence, not a standalone trigger. Bullish below; bearish mirrors.
Liquidity is taken — price sweeps a sellside low, engineering the reversal.
A swing is broken — displacement closes through the last swing high. The candles immediately before that leg are left behind as an order block, and it becomes a Breaker only once price later closes back through it, the block failing and flipping exactly as an FVG inverts into an IFVG.
The FVG inverts onto the Breaker — a candle body closes through the gap, so it fails and flips polarity into an Inversion FVG. A Breaker that a same-direction IFVG overlaps IS the Unicorn; with no overlapping IFVG it stays a plain Breaker.
Bias frames it — the model needs a clear higher-timeframe read, so a bullish Unicorn shows in a bullish or discount context and a bearish one in premium.
The draw — engineered liquidity in the direction of bias is the target the setup delivers toward.
Because the Unicorn is only as good as its narrative, bias is first-class: qualification is gated to the HTF read by default, and the dashboard keeps the read, the raid and the draw in front of you.
These are established Inner Circle Trader concepts — the Fair Value Gap, the Breaker, market structure shift, liquidity, the Midnight Open and premium/discount. This script is an original implementation of them, and what makes it its own thing is that it resolves the Breaker and the Inversion FVG that confirms it into a single zone rather than plotting each array in isolation.
What it draws
The Unicorn. When a live same-direction IFVG overlaps a Breaker, that box is relabelled Unicorn + or Unicorn -, drawn in purple or magenta with a distinct dashed border so the setup reads at a glance against the solid-bordered arrays around it. It is confirmed once and holds — it does not flicker bar to bar — and the confirming IFVG is kept alive with it. The two live and die together, so a Unicorn always shows the inversion that makes it one.
The ingredients. Drawn faintly beneath: FVGs in blue for bullish and red for bearish, Breakers in a neutral black, each tagged with the chart timeframe. A gap that sits inside the Unicorn or its inversion hides its own box, so the zone is never buried under the ingredient it is built from. Everything invalidates by candle body only — a wick through a zone never counts. A plain FVG inverts the moment one body closes through it; the Breaker and the inversion take a configurable number of body closes to retire, two by default.
The inversion. When a body closes through an FVG it does not vanish, it inverts — flipping polarity to deliver from the other side. The same-direction inversion overlapping a Breaker is what confirms the Unicorn. It is shaded orange, carries no label because orange reads as IFVG on its own, and sits behind the Unicorn so the zone stays in front.
Liquidity. Swing highs are buyside, swing lows are sellside, plus prior-day and prior-week levels as external-range reference, each anchored to the candle that formed it. The outermost live swing each side is tagged Buyside or Sellside Liquidity; inner swings carry Minor tags; prior-period levels keep a dated one. A level that is also an Asia, London or New York session extreme carries that tag too. Every level is removed the instant it is taken — no dotted stub, no lingering line — and an un-taken level that price trends a full range past without returning also clears. Tags that share a price merge into one rather than stacking.
Midnight Open. The 00:00 New York open, a core daily reference and a bias input. Below it leans bullish, above it leans bearish.
The draw. The target the setup delivers toward. It stays hidden until a Unicorn has set up AND its setup-side liquidity has been swept; only then is the opposing draw tagged on that level. That ordering is deliberate — the marker can never read as a standalone entry signal.
Dashboard
HTF bias, bullish or bearish or mixed, auto or manual. Whether a Unicorn is live and which way, falling back to the last one's direction rather than a bare dash. Which side of liquidity was most recently raided. The current draw with its price. Prior-day high and low, tracked even when the lines are hidden. Price against the Midnight Open. And where price sits in the dealing range, discount or premium against the equilibrium.
Reading it in practice
Trade with the dashboard bias. A Unicorn marks the Breaker whose overlapping inversion FVG makes it one; the orange IFVG shows the imbalance it sits within. ICT guidance waits for price to tap the FVG side, places the stop beyond the combined Breaker and FVG extreme — whichever is furthest — and targets the engineered liquidity the draw tag names. A gap left open below a bullish Unicorn range is intended: it shows intent and speed, and is not meant to be filled.
Method and repainting
All detection evaluates on closed bars. Swings, the structure break, the Breaker flip, the FVGs, the inversion and the Unicorn overlap are confirmed on candle close, never intrabar. Once a Unicorn is confirmed it is locked — it does not re-evaluate or flip state bar to bar — and invalidation counts only confirmed body closes, so an in-progress candle, wick included, never removes it. The Midnight Open fixes on its forming bar, and every level anchors to the candle that formed it.
Live zones and levels extend to the right edge for readability. That projection is cosmetic and changes no confirmed level, tap or raid.
Settings
Session timezone, right-side offset and label sizes. Bias mode and whether Unicorns are gated to it. Pivot strength. Liquidity display, per-side level caps, prior day and week levels with their lookbacks, and the raid-relevance window. Session tagging and the three session windows. FVG minimum height and displacement size, both in ATR, the declutter, the cap on live gaps, the framing IFVG, and how many body closes retire a zone. Unicorn colours. Dashboard position, including middle right, and text size.
Analytics only
This is a decision-support tool for discretionary ICT study. It maps zones, structure and context. It contains no alerts and no buy or sell signals, and it does not tell you when to enter or exit. The draw marker is a text label that appears only after a Unicorn has set up and liquidity has been swept, pointing at a liquidity target — not a trade instruction.
Disclaimer
This is a decision-support tool for discretionary ICT trading. It is not financial advice, and no market's past behaviour is indicative of future results. אינדיקטור
