אינדיקטור
Dow Theory Market Structure StrategyDow Theory Market Structure Strategy turns the classic "trade with rising highs and rising lows" rule into a fully mechanical, backtestable system, so the claim can be checked with data instead of taken on faith.
How it works
Structure: an uptrend is confirmed when the two most recent confirmed swing highs and swing lows are both rising (higher high & higher low). A downtrend is the mirror case. The trend is invalidated the moment price closes back through the most recent confirmed swing low (uptrend) / swing high (downtrend).
Swing detection: standard bar-pivot method (Depth bars required on each side). Every swing used is confirmed before use — nothing is plotted or traded ahead of confirmation, so the script does not repaint.
Entry (selectable): "Breakout" (default) enters on a close beyond the confirmed swing extreme once the higher-high/higher-low structure is in place. "Pullback" instead waits for price to retrace part of the most recent swing range and close back through that level before entering.
Exit (single line used for both stop-loss and take-profit — no separate profit target): "Low-break" (default) trails the latest confirmed swing low/high. "ATR" (selectable) instead trails a fixed ATR multiple from entry. There is no own-data evidence yet that the ATR mode outperforms the default — it is offered for side-by-side comparison, not because it has been shown to be better.
Position size: fixed notional = Margin input × Leverage input (defaults: 1,000,000 × 5 = 5,000,000, account currency), independent of running equity.
Adjustable inputs: Depth (swing sensitivity) · Entry mode (Breakout / Pullback) · Exit mode (Low-break / ATR) · Margin · Leverage.
Backtest disclosure (default settings — Depth=3, Breakout entry, Low-break exit; OANDA:USDJPY, 1H; 2023-01-05 – 2026-07-11; 343 closed trades; commission 0.01% per side):
Win rate 36.4% | Profit factor 1.15 | Net profit +430,456 (+43.05% on 1,000,000 initial capital) | Max drawdown -338,991 (-26.48%).
Long trades alone: 204 trades, 40.2% win rate, PF 1.35. Short trades alone: 139 trades, 30.9% win rate, PF 0.97 (a loser on its own over this period).
This is a single symbol, single period, single parameter set — it has not been reproduced across other pairs, timeframes, or Depth values. A -26.48% drawdown is large relative to the margin/leverage settings above; at these defaults it would approach margin-call territory in live use. This script is an educational verification tool from an ongoing public research project comparing implementations of Dow Theory — it is not a proven trading edge. Past performance does not guarantee future results. Nothing here is investment advice.
「ダウ理論 Market Structure Strategy」は、「高値・安値の切り上げに順張りする」というダウ理論の考え方を、誰でも検証できる完全に機械的なルールに落とし込んだストラテジーです。
仕組み
構造判定：直近2つの確定スイング高値・安値がともに切り上がっていれば上昇トレンド成立（下降はその逆）。終値が直近確定安値を割った時点（上昇の場合）でトレンド無効化。
スイング検出：前後Depth本のピボットで検出。使用するスイングはすべて確定済みのみで、リペイントしない。
エントリー（選択式）：「突破」（既定）＝構造成立後、確定した直近高値／安値を終値で改めて抜けた瞬間。「押し目」＝直近スイングの値幅を一定割合戻したのち、その水準を終値で回復した瞬間。
撤退ライン（利確・損切りを分けず単一のラインで判定・選択式）：「安値割れ」（既定）＝直近確定安値／高値に追従。「ATR」＝エントリー時のATR×倍率を初期距離としてトレール。自社データでATRが安値割れ方式を上回るという確認はまだ取れていないため、優劣を見比べるための選択肢として用意している。
建玉サイズ：証拠金入力×レバレッジ入力の固定金額（既定：100万円×5倍＝500万円）。運用中の損益に連動しない。
変更できる項目：Depth（スイング感度）／エントリー方式／撤退ライン方式／証拠金／レバレッジ
バックテスト開示（既定設定＝Depth3・突破・安値割れ／OANDA:USDJPY・1時間足／2023-01-05〜2026-07-11・確定343トレード／手数料0.01%片道）：
勝率36.4％｜プロフィットファクター1.15｜純損益+430,456円（初期資金100万円に対し+43.05％）｜最大ドローダウン▲338,991円（▲26.48％）。
ロング単体：204件・勝率40.2％・PF1.35。ショート単体：139件・勝率30.9％・PF0.97（単体では負け越し）。
この結果は単一通貨ペア・単一期間・単一パラメータでの1本の記録であり、他の通貨ペア・時間足・Depth値での再現性は未確認です。最大ドローダウン▲26.48％は上記の証拠金・レバレッジ設定に対して重く、この設定のまま実運用すればロスカット水域に近づく規模です。本スクリプトはダウ理論の実装比較を行う公開検証プロジェクトの一環としての教育・検証目的のツールであり、確立された優位性を示すものではありません。過去の成績は将来の成績を保証しません。投資助言ではありません。 אסטרטגייה
אינדיקטור
אינדיקטור
אינדיקטור
אינדיקטור
Institutional Sniper Signal (Clean v7)This indicator is a Multi-Timeframe (MTF) quantitative system designed to trade pullbacks and breakouts in alignment with the higher timeframe macro trend.
Rather than relying on a single indicator to dictate the trend, this script utilizes a Consensus Voting Mashup. By aggregating data from 15 different structural and momentum indicators on a higher timeframe, it calculates a definitive directional bias, filtering out the noise of ranging markets.
⚙️ CORE MECHANICS (The Consensus Logic):
To avoid repainting and false signals, the script operates in three strict phases:
The Macro Consensus (4H Closed Candle): The engine pulls data from the last closed 4H candle across 15 distinct tools (including EMA 200, EMA 50, WMA 100, Parabolic SAR, Ichimoku Tenkan/Kijun, DEMA, TEMA, and standard deviation bands). Each indicator gets 1 "vote" (Buy or Sell). A trade is only authorized if a strict user-defined threshold is met (e.g., 10 out of 15 indicators agreeing on the same direction).
The Pullback Trigger (1H): Once the macro consensus is formed, the script monitors the 1H timeframe. It waits for the local price to retrace and touch the 1H 20 EMA, identifying a potential discounted entry area.
The Fractal Breakout (Execution): It does not enter at market price. Instead, it calculates a 5-bar Fractal High (for longs) or Fractal Low (for shorts). It then plots visual pending order lines (Buy Stop / Sell Stop) at these fractal extremes, adding a customizable price offset to avoid fakeouts.
🛡️ RISK MANAGEMENT:
ATR Stop Loss: The stop loss is dynamically plotted at the opposite fractal, buffered by an ATR multiplier to allow the trade to breathe.
Daily Limit: Includes a daily signal limiter to prevent overtrading during high-volatility sideways days.
🛠️ HOW TO USE:
Apply the script to your execution timeframe (e.g., 15m or 30m). Adjust the "Offset" input based on your asset (e.g., 0.0002 for Forex pairs or 2.0 for US Indices). When a valid consensus is met and the price pulls back, the indicator will plot horizontal lines with precise labels for your pending Entry and Stop Loss.
🇧🇷 (PORTUGUÊS)
Este indicador é um sistema quantitativo Multi-Timeframe (MTF) projetado para operar pullbacks e rompimentos alinhados com a tendência macro.
Em vez de usar apenas um indicador para definir a tendência, este script utiliza um Sistema de Votação por Consenso. Ele agrega dados de 15 indicadores diferentes no tempo gráfico maior para calcular um viés direcional definitivo.
⚙️ COMO FUNCIONA A LÓGICA:
Para evitar repintura (repainting), o script opera em 3 fases:
O Consenso Macro (Vela Fechada H4): O motor puxa os dados da última vela fechada de H4 em 15 ferramentas diferentes (EMA 200, Ichimoku, DEMA, SAR, etc). Cada indicador dá 1 "voto". O setup só é armado se a maioria esmagadora (ex: 10 de 15) concordar com a direção.
O Gatilho de Pullback (H1): Com o consenso formado, o script espera o preço retrair e tocar na EMA 20 do H1 (área de desconto).
O Rompimento do Fractal (Entrada): O indicador não entra a mercado. Ele mapeia a Máxima ou Mínima dos últimos 5 candles (Fractal) e desenha uma linha de ordem pendente (Buy Stop / Sell Stop) com um recuo (offset) customizável.
COMO USAR: Adicione no seu gráfico de execução (ex: M15). Ajuste o valor do "Offset" nas configurações de acordo com o ativo (ex: digite 0.0002 se for Forex ou 2.0 se for Índice). Aguarde as linhas de entrada e Stop Loss aparecerem na tela para posicionar suas ordens pendentes. אינדיקטור
Institutional Sniper Signal (Clean v7)This indicator is a Multi-Timeframe (MTF) quantitative system designed to trade pullbacks and breakouts in alignment with the higher timeframe macro trend.
Rather than relying on a single indicator to dictate the trend, this script utilizes a Consensus Voting Mashup. By aggregating data from 15 different structural and momentum indicators on a higher timeframe, it calculates a definitive directional bias, filtering out the noise of ranging markets.
⚙️ CORE MECHANICS (The Consensus Logic):
To avoid repainting and false signals, the script operates in three strict phases:
The Macro Consensus (4H Closed Candle): The engine pulls data from the last closed 4H candle across 15 distinct tools (including EMA 200, EMA 50, WMA 100, Parabolic SAR, Ichimoku Tenkan/Kijun, DEMA, TEMA, and standard deviation bands). Each indicator gets 1 "vote" (Buy or Sell). A trade is only authorized if a strict user-defined threshold is met (e.g., 10 out of 15 indicators agreeing on the same direction).
The Pullback Trigger (1H): Once the macro consensus is formed, the script monitors the 1H timeframe. It waits for the local price to retrace and touch the 1H 20 EMA, identifying a potential discounted entry area.
The Fractal Breakout (Execution): It does not enter at market price. Instead, it calculates a 5-bar Fractal High (for longs) or Fractal Low (for shorts). It then plots visual pending order lines (Buy Stop / Sell Stop) at these fractal extremes, adding a customizable price offset to avoid fakeouts.
🛡️ RISK MANAGEMENT:
ATR Stop Loss: The stop loss is dynamically plotted at the opposite fractal, buffered by an ATR multiplier to allow the trade to breathe.
Daily Limit: Includes a daily signal limiter to prevent overtrading during high-volatility sideways days.
🛠️ HOW TO USE:
Apply the script to your execution timeframe (e.g., 15m or 30m). Adjust the "Offset" input based on your asset (e.g., 0.0002 for Forex pairs or 2.0 for US Indices). When a valid consensus is met and the price pulls back, the indicator will plot horizontal lines with precise labels for your pending Entry and Stop Loss.
🇧🇷 (PORTUGUÊS)
Este indicador é um sistema quantitativo Multi-Timeframe (MTF) projetado para operar pullbacks e rompimentos alinhados com a tendência macro.
Em vez de usar apenas um indicador para definir a tendência, este script utiliza um Sistema de Votação por Consenso. Ele agrega dados de 15 indicadores diferentes no tempo gráfico maior para calcular um viés direcional definitivo.
⚙️ COMO FUNCIONA A LÓGICA:
Para evitar repintura (repainting), o script opera em 3 fases:
O Consenso Macro (Vela Fechada H4): O motor puxa os dados da última vela fechada de H4 em 15 ferramentas diferentes (EMA 200, Ichimoku, DEMA, SAR, etc). Cada indicador dá 1 "voto". O setup só é armado se a maioria esmagadora (ex: 10 de 15) concordar com a direção.
O Gatilho de Pullback (H1): Com o consenso formado, o script espera o preço retrair e tocar na EMA 20 do H1 (área de desconto).
O Rompimento do Fractal (Entrada): O indicador não entra a mercado. Ele mapeia a Máxima ou Mínima dos últimos 5 candles (Fractal) e desenha uma linha de ordem pendente (Buy Stop / Sell Stop) com um recuo (offset) customizável.
COMO USAR: Adicione no seu gráfico de execução (ex: M15). Ajuste o valor do "Offset" nas configurações de acordo com o ativo (ex: digite 0.0002 se for Forex ou 2.0 se for Índice). Aguarde as linhas de entrada e Stop Loss aparecerem na tela para posicionar suas ordens pendentes. אינדיקטור
אינדיקטור
[GYTS-CE] Kinetic Trend Envelope (adaptive trailing stop)Kinetic Trend Envelope (Community Edition)
🌸 Part of GoemonYae Trading System (GYTS) 🌸
🌸 --------- INTRODUCTION --------- 🌸
💮 What is the Kinetic Trend Envelope?
The Kinetic Trend Envelope (KTE) is an adaptive directional trailing stop in the lineage of SuperTrend, rebuilt around the premise that volatility is kinetic energy . It measures per-bar motion with five academically grounded volatility estimators, then widens the envelope as energy rises and contracts it as motion settles.
In an uptrend, the lower band ratchets higher and never retreats; in a downtrend, the upper band ratchets lower. The direction changes when the active stop is breached, after which the opposite side becomes the new trailing stop.
💮 Why Use This Indicator?
Conventional trailing stops typically combine a price anchor with one symmetric ATR-derived width. The KTE extends that model with:
Asymmetric volatility profiling — Bullish- and bearish-candle volatility shape the upper and lower bands independently.
Three direction-switch methods — High/low, close, or a smoothed estimator controls flip sensitivity without moving the band anchor.
Five volatility estimators — ATR plus Parkinson, Garman-Klass, Rogers-Satchell, and Yang-Zhang covers different treatments of gaps, drift, and intrabar range.
The outputs are calibrated to a common width basis, so Volatility Factor remains interpretable across estimators and price scales. Fine adjustment may still be useful, but switching estimators should not require re-tuning by orders of magnitude.
↑ The KTE on a trending instrument. The thick line is the active trailing stop; the thin line shows the opposing side of the envelope. Both expand and contract with market energy.
↑ KTE beside TradingView's built-in SuperTrend, both using ATR with a 10-bar lookback. KTE's asymmetric profile changes how each side responds to directional volatility while the monotonic active band avoids premature loosening.
🌸 --------- HOW IT WORKS --------- 🌸
💮 Core Concept
The bands share a smoothed price estimator as their anchor, but use separate volatility profiles:
Upper band = estimator + (factor × bullish-candle volatility)
Lower band = estimator − (factor × bearish-candle volatility)
In a bullish state, the lower band is active and can only rise. In a bearish state, the upper band is active and can only fall. This monotonic constraint prevents a live trailing stop from loosening within the trend.
The selected direction-switch method changes only the breach test. It does not change the smoothed estimator anchoring the envelope, so a wick-sensitive trigger cannot drag the bands around with the wick.
💮 The Five Volatility Estimators
Each estimator reads a different part of the OHLC bar:
ATR (Wilder, 1978) — Familiar baseline that handles gaps through true range.
Parkinson (1980) — Uses high-low range; efficient under continuous, low-drift conditions.
Garman-Klass (1980) — Adds open-close information; favours continuous sessions without material gaps.
Rogers-Satchell (1991) — Drift-independent and well suited to trending, continuously traded instruments.
Yang-Zhang (2000) — Combines overnight gaps, open-close movement, and Rogers-Satchell; the gap-aware default.
Statistical efficiency does not guarantee a visibly tighter stop. At slow Adaptation Speed settings, long averaging makes the estimators look similar; at fast settings, their different treatments of gaps, drift, and range become more visible. Choose according to the instrument's behaviour rather than expecting one estimator always to produce the narrowest band.
↑ ATR and Yang-Zhang at Adaptation Speed 2. The long profile memory (low speed) smooths away most of the difference, so the two envelopes nearly overlap.
↑ ATR and Yang-Zhang at Adaptation Speed 8. The short profile memory (high speed) exposes their different volatility readings, producing visibly distinct envelope widths.
💮 Asymmetric Volatility Profiling and Adaptation Speed
The KTE stores volatility from bullish and bearish candles separately. Bullish samples determine the upper width; bearish samples determine the lower width. This allows the two sides to respond differently when upward and downward motion carry different energy.
Adaptation Speed controls the memory of this profile, not the speed of the price estimator and not the distance of the stop by itself. Its 1–10 scale maps logarithmically to an internal window:
Speed 3 — approximately 878 bars: stable and slow to re-weight
Default 3.5 — approximately 570 bars: general-purpose smoothing
Speed 8 — approximately 11 bars: highly responsive to recent volatility
Speed 10 — approximately 2 bars: extremely reactive and noisy
Faster does not necessarily mean closer to price. During a volatility burst, a fast profile recognises the expansion sooner and may widen the band sharply. Because the active stop cannot loosen, it can then remain flat until the estimator catches up. A slow profile dilutes the same burst across much more history, so its narrower band may appear to follow price faster.
This is why two instances matched during a calm period can separate during a shock, especially when they also use different Volatility Factor values. Compare Adaptation Speed with the same factor first; matching lines in one regime does not make two configurations equivalent elsewhere.
The profiles are also direction-conditioned: bullish samples are replaced by later bullish candles and bearish samples by later bearish candles. A recent high-volatility sample can therefore persist through a run of opposite-colour candles, producing deliberate step-like plateaux in the relevant band.
↑ Asymmetric profiling in action: the upper and lower widths respond independently to bullish- and bearish-candle volatility.
💮 Direction Switch Methods
The breach source sets the balance between responsiveness and false flips:
On high/low — Uses the current bar's wick and can switch on the breach bar. Fastest and most sensitive to noise.
On close — Uses the previous confirmed close; the switch appears on the following bar.
On estimator — Uses the previous smoothed estimator; the most conservative default, also switching on the following bar.
↑ The three switch methods share the same band geometry but change direction at different times.
🌸 --------- KEY FEATURES --------- 🌸
💮 Eight Estimator Filters
The configurable price anchor includes:
Ultimate Smoother, 2- or 3-pole — Low-noise, near-zero-lag passband response; the 2-pole version is the default.
Super Smoother, 2- or 3-pole — Ehlers low-pass filters for progressively stronger smoothing.
BiQuad — Second-order low-pass filter with an adjustable Q-factor.
ADXvma — Adapts to trend strength and tends to flatten in ranges.
MAMA — Cycle-adaptive MESA moving average.
A2RMA — Adaptive recursive moving average with adjustable gamma.
They are provided by the open-source FiltersToolkit library.
💮 Visual Layering
The display separates function from context:
Active band — Thick directional trailing-stop line
Opposing band — Thin reference for the inactive side
Channel fill — Visual separation between the estimator and each band
Estimator — Optional smoothed anchor
Palette, light/dark mode, widths, and transparencies can be adjusted independently.
🌸 --------- USAGE GUIDE --------- 🌸
💮 Getting Started
Start with the defaults, observe several calm and volatile regimes, and change one dimension at a time:
Tune Volatility Factor for the preferred stop distance.
Tune Adaptation Speed for how quickly width should respond to regime changes.
Choose the direction-switch method for the preferred confirmation level.
Change the volatility estimator only when its assumptions better fit the instrument.
💮 Choosing a Volatility Estimator
Gapped equities — Yang-Zhang accounts for overnight movement.
Trending 24/7 markets — Rogers-Satchell is drift-independent without a separate gap component.
Continuous, range-led markets — Parkinson or Garman-Klass offers efficient range-based measurement under their assumptions.
Familiar baseline — ATR provides conventional true-range behaviour.
On continuous instruments, Rogers-Satchell and Yang-Zhang may look very similar because there are few gaps to distinguish them. Use the Volatility Toolkit to compare their raw behaviour on the intended instrument.
↑ Three estimators compared on one instrument, each reading a different combination of OHLC information.
💮 Tuning Width and Responsiveness
These controls solve different problems:
Volatility Factor — Sets the distance per unit of measured volatility.
Adaptation Speed — Sets the memory of the bullish/bearish profile; faster can widen the stop sooner during shocks.
Volatility Lookback — Sets how quickly the underlying per-bar volatility estimate changes.
Estimator Lookback — Sets the smoothness of the price anchor.
Use symptoms to guide adjustment:
Frequent flips on minor pullbacks — Increase Volatility Factor or use a more conservative switch method (e.g. "on estimator").
Excessive give-back — Decrease Volatility Factor or use a more responsive switch method (e.g. "on high/low").
Width reacts too slowly to regime changes — Increase Adaptation Speed or reduce Volatility Lookback.
Bands become erratic during shocks — Reduce Adaptation Speed or increase Volatility Lookback.
↑ A tight factor follows price more closely and flips more often; a loose factor tolerates larger pullbacks.
💮 Trading Applications
Discretionary trailing stop — Move a protective stop with the active band as it tightens.
Trend confirmation — Accept long signals only during a bullish KTE state, and short signals only while bearish.
Exit timing — Treat a direction change as an exit when the trade thesis is trend-following.
💮 Integration with GYTS Suite
The visible bands and estimator can be selected as sources by compatible Pine scripts. Two packed streams are also exposed:
🔗 STREAM KTE 🪜 Trailing Stoploss — Positive lower-band value in a bullish state; negative upper-band value in a bearish state.
🔗 STREAM KTE 🪜 Mechanism — Encodes the switch method and scale-invariant estimator relationship for compatible consumers.
The KTE is, first and foremost, a trailing stop, and these streams are built for stop management. The Order Orchestrator strategy consumes the Trailing Stoploss and Mechanism streams together : the first supplies the active stop level and its direction, the second makes the strategy's trailing-exit runner follow whatever switch method and estimator you set here. So the stop is configured once, in the KTE.
Beyond that primary role, the signed trailing-stop stream can also serve as a trend signal, since its sign flips with direction: it can be read through sign and magnitude as an entry/exit signal, including by Flux Composer . The KTE can also be paired with Market Regime Detector so flips are acted on only when the broader regime supports trend-following behaviour.
🌸 --------- LIMITATIONS --------- 🌸
Trailing-stop latency — Every trailing stop gives back some of the move between the trend extreme and the eventual breach.
Whipsaws in ranges — Low-energy chop can produce repeated flips; a regime filter may help when ranging conditions dominate.
Fast adaptation can widen the stop — Higher Adaptation Speed means faster volatility response, not guaranteed proximity to price.
Direction-conditioned memory — A bullish or bearish outlier remains in its own profile until enough matching-direction samples replace it, which can create plateaux after shocks.
Warm-up and sample size — Long profile windows need sufficient chart history; strongly one-sided markets may leave one side with few recent samples.
🌸 --------- CREDITS --------- 🌸
💮 Academic Sources
Wilder, J. W. (1978). New Concepts in Technical Trading Systems . Trend Research.
Parkinson, M. (1980). The Extreme Value Method for Estimating the Variance of the Rate of Return. Journal of Business, 53 (1), 61–65. DOI
Garman, M. B., & Klass, M. J. (1980). On the Estimation of Security Price Volatilities from Historical Data. Journal of Business, 53 (1), 67–78. DOI
Rogers, L. C. G., & Satchell, S. E. (1991). Estimating Variance from High, Low and Closing Prices. Annals of Applied Probability, 1 (4), 504–512. DOI
Yang, D., & Zhang, Q. (2000). Drift-Independent Volatility Estimation Based on High, Low, Open, and Close Prices. Journal of Business, 73 (3), 477–491. DOI
Ehlers, J. F. (2024). The Ultimate Smoother. Technical Analysis of Stocks & Commodities , 2024-04. TASC
Ehlers, J. F. (2004). Cybernetic Analysis for Stocks and Futures . Wiley. Covers SuperSmoother, MAMA and more.
💮 Inspiration
Thanks to Trendoscope for inspiring us with the Supertrend - Ladder ATR (2021). It derives long-side stop distance from bearish-candle ATR and short-side distance from bullish-candle ATR, which is one of the mechanisms that we tried to develop further with the KTE.
💮 Libraries Used
FiltersToolkit — Ultimate Smoother, Super Smoother, BiQuad, ADXvma, MAMA, and A2RMA
VolatilityToolkit — Parkinson, Garman-Klass, Rogers-Satchell, and Yang-Zhang estimators
MathTransform — Logarithmic scaling for Adaptation Speed
ColourUtilities — Palette management and light/dark-mode colour adjustment
אינדיקטור
אינדיקטור
אינדיקטור
Directional Call/Put Entry Indicator + Trigger Labels## Directional Call/Put Entry Indicator + VWAP Trigger Labels
FYI: I have many other indicators that I used that you might not have, so ignore those.
This indicator is designed to help identify directional option-trading setups by combining the 13 EMA channel, 89 EMA trend structure, VWAP, opening-range information, candle direction, and momentum conditions.
The script displays potential bullish and bearish continuation signals directly on the chart and includes separate trigger labels intended for put credit spread and call credit spread setups.
## Main Features
The indicator calculates and displays:
* Session VWAP
* 13 EMA high and low channel
* 89 EMA trend line
* Opening-range high, low, and midpoint calculations
* Bullish and bearish trend alignment
* 13 EMA slope and momentum direction
* Separation between the 13 EMA and 89 EMA
* Candle-direction confirmation
* ATR-based late-entry filtering
* Optional VIX values inside trigger labels
* Adjustable label placement and connector-line width
## Trend and Continuation Logic
Bullish conditions are evaluated by determining whether the 13 EMA is above the 89 EMA, whether the 13 EMA is rising, and whether price and momentum support continued upside movement.
Bearish conditions are evaluated by determining whether the 13 EMA is below the 89 EMA, whether the 13 EMA is falling, and whether price and momentum support continued downside movement.
The script also identifies stronger conditions when the entire 13 EMA channel is positioned above or below the 89 EMA channel and the distance between the moving averages is increasing.
## Late-Entry Filter
The indicator includes a late-move or chase filter designed to reduce signals after price has already extended too far from the 13 EMA channel.
This filter considers:
* Recent bullish or bearish candle count
* ATR-based price extension
* Whether price is reaching a recent high or low
These conditions help distinguish a potential early continuation setup from a move that may already be overextended.
## CCS Trigger Label
The bearish trigger label displays:
“CCS TRIGGER
BREAK BELOW 13”
This label is designed for a possible call credit spread setup.
The CCS trigger requires:
* The previous candle to have closed above the 13 EMA high
* The current candle to break and close below the 13 EMA low
* The current candle to be bearish
* The current candle to make a lower low
* The current candle to remain above VWAP
The label will not appear when the trigger candle closes below VWAP.
## PCS Trigger Label
The bullish trigger label displays:
“PCS TRIGGER
BREAK ABOVE 13”
This label is designed for a possible put credit spread setup.
The PCS trigger requires:
* The previous candle to have closed below the 13 EMA low
* The current candle to break and close above the 13 EMA high
* The current candle to be bullish
* The current candle to make a higher high
* The current candle to remain below VWAP
The label will not appear when the trigger candle closes above VWAP.
## Changes in This Version
The primary update in this version is the addition of strict VWAP-location filters for the CCS and PCS trigger labels.
### CCS Change
In the previous version, the CCS trigger could display based on the break below the 13 EMA without strictly enforcing the trigger candle’s location relative to VWAP.
The updated version requires the CCS trigger candle to close above VWAP before the label is created.
### PCS Change
In the previous version, the PCS trigger could display based on the break above the 13 EMA without strictly enforcing the trigger candle’s location relative to VWAP.
The updated version requires the PCS trigger candle to close below VWAP before the label is created.
### Label Text Update
The label text was also simplified.
The previous label wording included:
* “ONLY IF ABOVE VWAP”
* “ONLY IF BELOW VWAP”
Those phrases have been removed from the chart labels.
The labels now display only:
* “CCS TRIGGER — BREAK BELOW 13”
* “PCS TRIGGER — BREAK ABOVE 13”
The VWAP requirements remain enforced by the script logic even though they are no longer shown inside the labels.
## Result of the Update
The two trigger labels now follow specific VWAP-location rules:
* CCS triggers are restricted to setups above VWAP.
* PCS triggers are restricted to setups below VWAP.
This reduces conflicting labels and makes the trigger logic more consistent with the intended directional credit-spread setup.
## Important Notes
This indicator does not place trades, calculate option strikes, determine position size, or manage risk.
The labels are technical-condition alerts only. A signal does not guarantee that price will continue in the expected direction.
Users should independently evaluate:
* Overall market direction
* Support and resistance
* Volatility
* Economic announcements
* Option liquidity
* Credit received
* Spread width
* Maximum loss
* Exit and stop-loss rules
This script is intended for educational and informational purposes only and should not be considered financial advice.
אינדיקטור
TrendPulse: 9 EMA + VWAP Continuation StrategyTrendPulse combines 9 EMA trend structure, VWAP positioning, and continuation logic into a chart-ready intraday strategy. It includes fully customizable visual aids, signal markers, dashboard metrics, and active trade overlays for entry, stop, target, and break-even visualization, allowing traders to tailor the display to their own strategy and charting preferences. Trade overlays appear only while a position is active and automatically disappear once the trade is closed to help keep charts clean and uncluttered.
TrendPulse combines 9 EMA trend structure, VWAP positioning, and continuation logic into a chart-ready intraday strategy built for traders who want both structure and flexibility. The script is designed to help identify trend alignment, continuation opportunities, and trade management levels while keeping the chart readable and customizable.
This strategy includes fully customizable visual aids, signal markers, dashboard metrics, and active trade overlays for entry, stop, target, and break-even visualization. All visual elements can be adjusted to better fit individual trading styles, chart layouts, and preferred market conditions. Active trade overlays appear only while a position is live and automatically disappear after the trade closes, helping reduce chart clutter.
How It Works
TrendPulse evaluates price structure using a combination of:
fast and slow EMA trend bias
a dynamic basis line
9 EMA context
VWAP positioning
volatility and regime conditions
volume and liquidity filters
optional benchmark confirmation
The strategy looks for breakout and continuation behavior when market conditions support trend movement. It is especially useful for traders who want a structured framework for momentum continuation setups while still having the ability to customize the chart presentation.
Key Features
9 EMA and VWAP overlays
Dynamic basis line with bullish, bearish, and neutral coloring
Breakout and continuation entry logic
Relative volume and dollar-volume liquidity filters
Optional market benchmark filter
Risk-based position sizing
Stop, target, and break-even trade overlays
Optional ATR-based trailing logic
Compact on-chart dashboard
Tiny buy/sell triangle signal markers
Fully customizable colors and visibility controls
Trade overlays shown only during active positions to reduce clutter
How To Use It
TrendPulse is best used as a structured intraday tool for identifying trend continuation conditions.
General long idea Look for:
bullish trend alignment
price holding above important structure
supportive VWAP positioning
improving momentum or continuation behavior
sufficient liquidity and relative volume
General short idea Look for:
bearish trend alignment
price staying below important structure
weak VWAP positioning
downside continuation behavior
sufficient liquidity and relative volume
Entry logic
Depending on the selected mode, the strategy can look for:
Breakout setups
Continuation setups
or Both
This lets traders adapt the script to different market conditions and personal preferences.
Risk management
The script can calculate:
entry
stop
target
optional break-even behavior
optional trailing behavior
The active trade lines are shown only while a trade is open, then removed automatically once the position closes so the chart stays clean.
Dashboard Guide
The TrendPulse dashboard is designed to help traders quickly assess market condition, directional quality, momentum participation, and whether price may already be extended.
State
Shows the current market regime: Trend, Expand, Quiet, or Noisy.
Trend suggests cleaner directional structure and better follow-through potential.
Expand suggests volatility is increasing, which can support strong momentum but also faster reversals.
Quiet suggests a slower or compressed market where breakouts may fail more often.
Noisy suggests mixed or unstable behavior with less reliable continuation.
How to use it: This is a context filter. Trend and Expand conditions are generally more favorable than Quiet or Noisy conditions for momentum-based setups.
L / S
Shows the current Long Score and Short Score.
A higher Long Score suggests stronger bullish alignment.
A higher Short Score suggests stronger bearish alignment.
If both are weak or close together, directional edge may be limited.
How to use it: Helps identify which side has better structure and quality. A clear score imbalance can support directional bias, while similar or weak scores may suggest patience.
Chop
Measures how choppy or directional recent price action has been.
Lower values generally suggest cleaner trend behavior.
Higher values usually suggest more back-and-forth movement.
How to use it: Lower Chop is generally more favorable for continuation-style setups. Higher Chop often means a greater chance of fakeouts, failed breakouts, or messy follow-through.
ATR Exp
Shows the ATR expansion ratio, which compares current volatility to its recent average.
Higher values suggest the market is becoming more active.
Lower values suggest a quieter or less energized environment.
How to use it: Helps gauge whether a move has enough energy behind it to continue. Rising ATR Exp can support momentum, but very high expansion can also mean the move is becoming aggressive and may be approaching exhaustion.
Trend
Shows the current directional bias: Bull, Bear, or Flat.
Bull favors long-side continuation thinking.
Bear favors short-side continuation thinking.
Flat suggests weaker directional edge.
How to use it: A quick directional filter to help traders stay aligned with broader short-term structure instead of trading against it.
% vs 9 EMA
Shows the percent distance of price from the 9 EMA.
Positive values mean price is above the 9 EMA.
Negative values mean price is below the 9 EMA.
How to use it: Helps judge short-term extension. The farther price moves from the 9 EMA, the more likely it may be becoming overextended or moving toward a capitulation/exhaustion phase. Smaller distances often reflect healthier continuation positioning, while larger distances can warn against chasing entries too late.
% vs VWAP
Shows the percent distance of price from VWAP.
Positive values mean price is above VWAP.
Negative values mean price is below VWAP.
How to use it: Helps judge how far price has moved from the session’s average traded value. A modest distance can support trend control, but a large distance may indicate emotional expansion, late-stage extension, or growing mean-reversion risk. If both the 9 EMA and VWAP distances are highly stretched in the same direction, the move may be strong but also increasingly vulnerable to pullback or exhaustion.
Vol
Shows relative volume compared with recent average volume.
Higher values suggest stronger participation.
Lower values suggest weaker participation.
How to use it: Stronger volume can support the credibility of a breakout or continuation move. Weak volume may mean the setup looks good visually but lacks enough participation to sustain follow-through.
Best practice
The dashboard works best when read as a group rather than field by field. For example, Trend or Expand state, strong directional score imbalance, lower Chop, healthy ATR expansion, and supportive volume can point to a cleaner continuation environment. On the other hand, high Chop, weak score separation, and very stretched distance from both the 9 EMA and VWAP may suggest caution, delayed entries, or increased exhaustion risk.
Customization
One of the main goals of TrendPulse is flexibility.
Users can customize:
visibility of moving averages, basis, channels, VWAP, and 9 EMA
signal marker colors
dashboard location, size, and theme
trade overlay colors
score label visibility and sizing
background regime highlights
This allows traders to simplify the chart or make it more information-rich depending on how they use it.
Best Instruments
TrendPulse is generally best suited for:
liquid stocks
active ETFs
high-volume intraday names
momentum-focused equities
It tends to be more useful on instruments where:
volume is meaningful
spreads are not excessive
VWAP and momentum behavior matter intraday
It may be less effective on:
illiquid symbols
very low-volume names
assets with inconsistent intraday movement
heavily erratic charts with poor liquidity
Best Timeframes
This strategy is primarily designed for intraday use.
Most suitable timeframes:
1 minute
3 minute
5 minute
15 minute
Some traders may also experiment with:
30 minute
As always, settings may need adjustment depending on the instrument and timeframe being traded.
Notes
This script is intended as a structured strategy and visualization tool.
Users should test settings across different symbols and timeframes.
No single parameter set is ideal for every market.
Traders may prefer different combinations of breakout, continuation, and filtering logic depending on their own process.
Disclaimer
For educational and research purposes only.
This script does not constitute financial advice.
Always forward test, validate settings, and manage risk appropriately before using any strategy in live markets.
If you find TrendPulse useful, consider saving it, sharing feedback, and adapting the visuals and filters to match your own trading workflow.
אסטרטגייה
Quiet Period Box with Key Earnings LevelThe green box is the new programming for the "Quiet Period" to show when a company doesn't comment on anything about the prospects for the company which means that analysts can have an undue influence on the stock price during the quiet period.
Once the company reports earnings, a "Green Triangle" is created to include the day before and the day after the earnings announcement to then reveal the important price level, or "Key Level" which is the mid-point of this price action around the earnings release.
How to USE the indicator: The interesting part of this analysis is how these reference price levels have an influence in the future trading of shares. If a stock is in a bullish trend, the mid-point of the earnings release is the ideal, low-risk point to enter long with a stop 1, 2 or 3 ranges on the other side of the "Key Level" in case it doesn't work out. The target can be a variety of techniques from using the width of the "quiet period" range added to the "earnings level" to derive a price target.
The inverse would also be true. If the general trend of a stock was down, the mid-point of the 'earnings level' would provide supply and stop the price advance after a down move on earnings. You can see for yourself looking back over the history of the stock whether or not this method would be a profitable approach or not.
What I like is having the knowledge of where the important levels are on a stock chart so when the price gets there I can then decide whether or not to take a trade. You can set alerts on the "earnings level" and the highs and lows of the "quiet period" box to alert you to when a stock is worth looking at.
Over a year ago, I made the "Earnings Level" free to all users here at TradingView after keeping it a fee-based private indicator for close to 10 years. I feel a great debt of gratitude for TradingView for creating this wonderful platform for all of us to share ideas and I wanted everyone to have this powerful indicator to help investors and traders alike.
Now with this "Quiet Period" box publication, the patterns in the chaos of market action can be more easily found and you can be more at peace with the volatility in each stock when you can see the stock has been in a pre-defined time-zone for comparison.
Wishing you all the best of good fortune in your investing and trading and I look forward to hearing your questions.
A huge thank you goes to Ivan Labrie here at TradingView @IvanLabrie for writing the code for this indicator. He is a champion of technical analysis and the many methods of the Time@Mode, Key Earnings, Risk, Reward, Psychology, Trend and options strategies.
אינדיקטור
MFx Structural Terrain Engine V1Description
Mfx Structural Terrain Engine is a market structure indicator designed to place price into a long-term structural context rather than relying on traditional overbought/oversold oscillators.
Instead of asking: "Is price high or low?"
the engine asks: "Where is price relative to its long-term structural growth path?"
The indicator combines:
Structural Power Law modeling
Long-term moving average context
Adaptive terrain zones
Multi-timeframe structural analysis to classify where price currently resides within the broader market cycle.
The engine is designed to work across multiple asset classes including cryptocurrencies, equities, ETFs, indices, commodities, and forex using asset-specific structural profiles and automatic higher-timeframe routing.
Rather than producing buy or sell signals, it provides a structural framework for evaluating opportunity, fair value, accumulation, and potential exhaustion.
Features
Multi-asset structural profiles
Automatic higher-timeframe routing (TradFi & Crypto)
Structural Power Law spine
Long-term structural moving average
Adaptive terrain bands
Market cycle positioning
Structural zone classification
Structural confidence scoring
Clean structural dashboard
Supported Markets
The Structural Terrain Engine is designed to analyze a wide range of markets, including:
Bitcoin
Cryptocurrencies
Stocks
ETFs
Market Indices
Commodities
Forex
Each asset class can use its own structural profile while the indicator automatically adapts its higher-timeframe context for continuous (crypto) and session-based (traditional) markets.
Terrain Zones...The terrain is divided into six structural regions.
Generational Opportunity...Historically represents periods of extreme structural undervaluation.
Deep Opportunity...Price remains significantly below structural value while long-term risk has historically been reduced.
Accumulation...Price begins transitioning back toward structural equilibrium.
Fair Value...Price is trading near its expected long-term structural path.
Extended...Price is becoming increasingly stretched above structural value.
Campaign Exhaustion...Historically associated with elevated structural risk and mature market cycles.
Dashboard Metrics
Market State...Summarizes the current structural zone together with the model's confidence.
Example: Deep Opportunity - Moderate Confidence
Price vs Spine: Shows where price is relative to the selected structural spine.
1.00× = Price is exactly on the structural model.
Above 1.00× = Price is trading above structure.
Below 1.00× = Price is trading below structure.
Distance to Spine: Displays the absolute price difference between the current market price and the structural spine.
Cycle Position: Normalizes price into a 0–100 structural cycle score.
Lower values generally represent deeper structural opportunity.
Higher values indicate progressively later-cycle conditions.
Current Zone: Displays the terrain region price currently occupies.
Model Alignment: Measures how closely the structural models agree with one another.
Higher values indicate stronger agreement between the independent structural models.
Signal Confidence: Represents the overall confidence of the structural assessment.
Higher confidence suggests stronger structural evidence supporting the current terrain classification.
Structural Growth: Shows how quickly the structural spine is advancing over time.
Positive values indicate structural expansion.
Timeframe Routing: The indicator automatically selects a higher-timeframe context based on the current chart.
Chart Context
15m 1H
30m 2H
1H 4H
3H 6H
6H 1D (TradFi) / 12H (Crypto)
12H 2D
1D 3D
3D 1W
1W 2W
2W 1M
Manual timeframe selection is also available.
Inputs
Structural Model
Asset Profile
Select the structural profile best suited for the instrument.
Examples include:
Bitcoin
Crypto
Equities
Commodities
Custom
Structural Spine
Choose which structural model is used as the primary reference.
Available options include:
Structural
Power Law
Context
Timeframe Routing
Choose how the higher-timeframe context is selected.
Options: Profile Default, Auto TradFi, Auto Crypto, Manual, Manual Higher Timeframe...Overrides automatic timeframe routing.
Terrain: Show Terrain Bands...Displays the structural valuation bands.
Show Structural Moving Average: Displays the higher-timeframe structural moving average.
Show Power Law: Displays the structural Power Law spine.
Show Zone Labels: Displays terrain zone labels beside the chart.
Zone Label Offset: Moves zone labels closer to or farther from price.
Zone Label Size: Adjusts the size of terrain labels.
Blending: Adjust how different structural models contribute to the final structural spine.
A reserved external-model weighting is included for future integration of additional verified structural models.
Who Is This For?
The Structural Terrain Engine is intended for investors and traders who want to understand where price sits within a larger structural cycle, rather than relying solely on short-term indicators. It can be used as a standalone market framework or alongside existing technical analysis for timing, confirmation, and risk management.
How to Use: The indicator is designed for structural analysis—not short-term trading signals.
Many traders use it to:
Identify long-term accumulation areas.
Gauge whether price is historically extended.
Monitor structural trend health.
Add higher-timeframe context to lower-timeframe decisions.
Evaluate market cycle progression.
Compare multiple asset classes using a consistent structural framework.
The terrain should be interpreted as a probabilistic framework rather than a prediction engine.
Notes
Confirmed higher-timeframe calculations do not repaint.
Structural models are intended for long-term market analysis.
Automatic timeframe routing adapts differently for traditional markets and 24/7 crypto markets.
The indicator is designed to provide structural context and should be used alongside sound risk management and additional market analysis. אינדיקטור
Volumetric Sweep Gravity Engine [PhenLabs]📊 Volumetric Sweep Gravity Engine
Version: PineScript™ v6
📌 Description
The Volumetric Sweep Gravity Engine detects true liquidity stop-hunts and only keeps the ones backed by real volume absorption. Instead of marking every wick beyond a swing, VSGE scores each sweep with volume expansion, wick geometry, and a candle delta proxy — then projects a Fibonacci golden-zone magnet where price is most likely to get pulled next.
Traders get a clean, high-contrast chart: absorption boxes that intensify with score strength, gold-tinted gravity zones, dotted magnet lines, dual glow signal markers, and a live PhenLabs command dashboard. Built for fast visual reads on crypto, indices, FX, and metals without clutter.
🚀 Points of Innovation
Triple-factor absorption score (volume × wick ratio × delta proxy) filters weak fake sweeps
Liquidity pool tracking from confirmed swing highs/lows with ATR-buffered sweep rules
Automatic Fibonacci golden-zone gravity targets (0.618–0.786) after valid sweeps
Score-reactive zone transparency — stronger absorption draws hotter, more opaque boxes
Dotted magnet projection lines from signal price into the golden-zone midpoint
Live VSGE dashboard with bias, last event, ABS score, GZ magnet, BSL/SSL pools, and vol pulse
🔧 Core Components
Liquidity Pool Engine: Confirms swing highs (BSL) and swing lows (SSL), then watches for wick violations with optional close-back-inside stop-hunt logic
Absorption Scorer: Composites volume-vs-SMA, wick-to-body geometry, and signed volume delta into a 0–100 score with configurable weights
Gravity Projector: Measures the impulse leg and maps the 61.8–78.6 golden zone as the expected rebalance magnet
Visual Command Layer: Absorption boxes, golden zones, magnet lines, glow markers, pool rails, and a gold-framed dashboard
🔥 Key Features
Bullish and bearish volumetric sweep signals with min score gate
Optional EMA trend filter and ATR volatility floor to skip dead markets
Toggleable pool lines, absorption boxes, labels, bar coloring, and magnet lines
Max active zone cap to keep charts clean on lower timeframes
Alert conditions for bull sweeps, bear sweeps, and any sweep
Fully open-source Pine v6 with organized input groups and tooltips
🎨 Visualization
Neon triangle + soft glow circle markers tagged “VSGE” for screenshot-ready signals
Absorption boxes labeled with live ABS % and opacity scaled to conviction
Dashed golden-zone rectangles with centered GOLDEN ZONE text
Dotted gold magnet lines pulling toward the zone midpoint
BSL/SSL pool rails in bear/bull tints for structural context
Top-right dark dashboard with gold border, bias coloring, and vol pulse readout
📖 Usage Guidelines
Swing Lookback — Default: 5 — Range: 2-30 — Higher = fewer, more structural pools
Sweep Buffer (ATR mult) — Default: 0.05 — Range: 0-1 — Extra wick extension required beyond the pool
Require Close Back Inside — Default: true — Enforces classic stop-hunt reclaim closes
Min Sweep Wick (ATR) — Default: 0.15 — Range: 0.05-2 — Rejects tiny liquidity nicks
Volume SMA Length — Default: 20 — Range: 5-100 — Baseline for absorption volume
Absorption Volume Mult — Default: 1.4 — Range: 1-5 — Minimum volume expansion vs SMA
Min Wick/Body Ratio — Default: 1.5 — Range: 0.5-10 — Ensures rejection-style geometry
Min Absorption Score — Default: 55 — Range: 0-100 — Composite gate for signals
Golden Zone Low/High (Fib) — Default: 0.618 / 0.786 — Retracement band for gravity targets
Impulse Lookback Bars — Default: 8 — Range: 3-40 — Bars used to size the impulse leg
Max Active Zones — Default: 6 — Range: 1-20 — Limits drawn boxes/lines/labels
EMA Trend Filter — Default: off — Optional 200 EMA directional gate
Min ATR Volatility Filter — Default: on — Skips low-volatility chop vs ATR SMA
✅ Best Use Cases
Intraday liquidity-grab reversals on crypto, Nasdaq, Gold, and major FX pairs
Confirming stop-hunts before entering toward the golden-zone magnet
Filtering pure wick noise by requiring volumetric absorption
Screenshot-friendly SMC setups for education, social posts, and journal reviews
⚠️ Limitations
Delta is a candle-geometry proxy, not true bid/ask order-flow data
Pivot pools confirm with lag equal to the swing lookback
Golden zones are probabilistic magnets, not guaranteed fill targets
Dense lower-timeframe charts may need higher min score or lower max zones
💡 What Makes This Unique
Fuses liquidity sweeps + volumetric absorption scoring + Fibonacci gravity in one engine — a combination missing from pure sweep or pure Fib tools
Score-reactive visuals make conviction readable at a glance for SEO screenshots and live trading
PhenLabs-style command dashboard turns structure, score, and magnet price into a single decision panel
🔬 How It Works
Map liquidity pools from confirmed swing highs (BSL) and swing lows (SSL)
Detect sweeps when price wicks beyond a pool by ATR buffer and optionally closes back inside
Score absorption using volume expansion, wick/body geometry, and signed delta proxy
If score clears the minimum gate, draw the absorption box and project the 0.618–0.786 golden gravity zone with a magnet line
Update the live dashboard (bias, last event, ABS score, GZ magnet, pools, vol pulse) and fire alerts
💡 Note:
Use VSGE as a confluence layer with your own risk rules, higher-timeframe bias, and position sizing. This is an analytical aid for studying liquidity and absorption behavior — not financial advice. אינדיקטור
Multi-Timeframe Trend Matrix [JOAT]Multi-Timeframe Trend Matrix
Reads several timeframes with several methods at once and scores their agreement into a single alignment signal — without lookahead.
What it is
Trading a single timeframe blinds you to the larger context; watching many by eye is slow and inconsistent. This indicator evaluates a grid of timeframes and trend methods, turns the whole grid into one alignment score, and signals when top-down agreement forms. It is an original multi-timeframe aggregation tool built to avoid the common pitfalls of higher-timeframe requests.
How it works
• The matrix — a set of higher and lower timeframes is each assessed by several independent trend methods (such as a moving-average relationship, a directional trend measure and a momentum read). Each cell of the grid returns simply bullish or bearish, so the picture is easy to interpret.
• No lookahead — every higher-timeframe value is pulled with lookahead disabled, so the indicator never borrows future data from an unclosed higher-timeframe bar. This is a deliberate, disclosed design choice that keeps the signals honest and non-repainting on historical bars.
• Alignment score — the grid is condensed into one signed score representing how strongly all timeframes and methods agree. Full agreement produces a strong reading; a split grid produces a weak, near-neutral one.
• State-machine signals — a Buy fires when alignment turns sufficiently bullish from a non-bullish state; a Sell is the mirror. Requiring a state change means the matrix will not re-signal the same direction repeatedly — the signals are self-spacing.
Trade levels
Each signal draws a red risk box to the ATR stop and a green reward box to the third target, with inner dividers and right-edge labels for entry, stop and each take-profit at your R multiples.
The dashboard
An adjustable alignment-matrix panel displays every timeframe-by-method cell as bullish or bearish, a bipolar alignment-score headline, the active signal, a conviction estimate, and a live first-target-before-stop tally from closed bars only. The grid shows exactly which timeframes agree and which disagree.
How to use it
• Works on any asset; pick a base timeframe and let the grid supply the higher-timeframe context.
• Favour entries when the grid is broadly aligned; be cautious when it is mixed.
• Use it as a top-down filter alongside your own entry method, or take its aligned signals directly.
Settings
The set of timeframes, the methods and their lengths, the alignment threshold, ATR risk multiple and target R multiples, plus visual and dashboard controls.
Originality and usefulness
The contribution is the aggregation framework: a disciplined, lookahead-free multi-timeframe, multi-method grid condensed into one transparent alignment score with a state-machine trigger. Seeing the full grid — not just a final arrow — is what lets a trader trust or override the signal for themselves.
Notes and limitations
• Higher-timeframe values update only as those bars close, so alignment can shift when a higher-timeframe bar completes — this is expected and prevents lookahead bias.
• Strong alignment can still precede a reversal; agreement is context, not certainty.
• The tally reflects only past bars on the current chart and is not a forecast.
• Educational and analytical tool, not financial advice.
— made with passion by officialjackofalltrades
אינדיקטור
Rogue Overnight Volume ProfileRogue Overnight Volume Profile
The Rogue Overnight Volume Profile is an institutional-style overnight volume profile designed specifically for futures traders who use overnight auction structure to prepare for the Regular Trading Hours (RTH) session.
Unlike traditional session volume profiles that remain fixed throughout the day, Rogue Overnight Profile automatically builds the overnight distribution, identifies the most important price levels, and projects them into the current trading session for easy decision making.
Features:
Overnight Volume Profile
Automatically builds a complete volume profile during the overnight session.
Adjustable profile resolution with up to 1,000 price rows.
Value Area (default 70%)
Point of Control (POC)
Value Area High (OVAH)
Value Area Low (OVAL)
Customizable profile colors and placement.
Dynamic Overnight Levels
The indicator automatically calculates and plots:
OVAH (Overnight Value Area High)
OPOC (Overnight Point of Control)
OVAL (Overnight Value Area Low)
These levels begin at the start of the completed overnight profile and extend just beyond current price during the New York session, keeping the chart clean while maintaining important reference levels.
Historical overnight levels are retained for previous sessions to assist with market structure analysis.
Developing Overnight Range:
Monitor the overnight auction as it forms with an optional shaded developing range, allowing traders to visualize overnight balance before the market opens.
Weekly VWAP
Includes a built-in Weekly VWAP with customizable color and line width to provide higher-timeframe context and institutional bias.
5-Period Moving Average
A configurable 5-period moving average (EMA or SMA) can be displayed to help identify short-term momentum and trend direction.
First Touch Detection
Automatically identifies the first interaction with overnight profile levels during the New York session.
Supported first-touch signals include:
OVAH First Touch
OPOC First Touch
OVAL First Touch
These areas often act as important decision points where responsive buyers or sellers may enter the market.
Break & Retest Detection
The indicator can also detect break-and-retest setups after price establishes acceptance above or below an overnight level.
Bullish and bearish retest opportunities are labeled automatically, making it easier to identify continuation setups around key profile references.
Fully Customizable
Every major component can be enabled, disabled, or customized, including:
Session times
Profile resolution
Value Area percentage
Historical sessions displayed
Colors
Labels
Weekly VWAP
Moving Average
Touch detection
Retest detection
Designed For
Nasdaq Futures (NQ)
S&P Futures (ES)
Dow Futures (YM)
Russell Futures (RTY)
Crude Oil (CL)
Any market where overnight auction structure influences the regular session.
Best Used For
Identifying overnight support and resistance.
Planning opening scenarios.
Fade and acceptance trades around OVAH, OPOC, and OVAL.
Breakout confirmation.
Break-and-retest continuation setups.
Understanding overnight market positioning before the RTH open.
Disclaimer: This indicator is intended as a decision-support tool and does not provide financial advice. Always incorporate sound risk management and additional market context before entering any trade. אינדיקטור
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