Inducement Sweep Strategy [algotim]Inducement Sweep Strategy enters trades only after the classic ICT inducement sequence has fully played out: an external liquidity pool is identified, an internal swing (the inducement) forms in front of it, that inducement is swept with genuine displacement, and price then confirms a Market Structure Shift back in the real direction. Every qualifying setup is scored by the Inducement Quality Index (IQI), a 0-to-100 composite that ranks how convincing the engineered move actually was before an entry signal is ever shown.
Problem Statement
Most public inducement or "sweep and BOS" scripts fire a signal the instant any minor swing is tagged and broken. They do not distinguish between an inducement that formed in front of a meaningful liquidity pool with a violent, high-conviction reversal, and a shallow internal wiggle that happened to get tapped during normal noise. Traders end up manually filtering every alert, checking chart context by hand, which defeats the purpose of automating inducement detection in the first place. This script instead separates structure identification from signal display: the full pipeline runs on every bar, but only setups that pass the quality bar are shown as entries.
Methodology
Two pivot lengths run in parallel. A longer length confirms External Structure — the major swing highs and lows that represent the real liquidity pool the market is engineered toward. A shorter length confirms Internal Structure — the minor swings that sit closer to current price. When a confirmed internal low forms above the most recent confirmed external low (or, for shorts, an internal high forms below the most recent external high), that internal point is flagged as an Inducement Candidate: a level structurally positioned to attract retail stops in front of the real liquidity pool.
The candidate remains active until price wicks through it and closes back on the correct side with a reversal body at least a user-defined ATR multiple in size — this is the Sweep, and the ATR displacement requirement filters out shallow wicks that reflect noise rather than an engineered stop run. Once swept, the script watches for a Market Structure Shift: a close beyond the internal high or low that sat between the external level and the inducement. Only this break confirms the real directional move is underway, and only then does the entry logic activate.
Each confirmed setup is scored by the IQI engine across four factors — displacement strength, sweep freshness, liquidity depth, and rejection wick quality — combined into a single 0-to-100 score. An entry signal is only displayed on the chart when the score meets the user's configured minimum, so lower-quality setups are tracked internally but never clutter the chart or trigger alerts.
If price fails to sweep the inducement within a maximum bar window, breaks the external level before the sweep, fails to confirm the MSS within its own bar window, or fails an optional retest, the setup is invalidated and the pipeline resets automatically. All structure is derived from confirmed pivots only, so nothing in the detection logic repaints.
Signal Workflow
1. Confirm a major external swing high or low using the External Structure Length.
2. Confirm a minor internal swing forming on the inducing side of that external level — this becomes the active Inducement Candidate.
3. Wait for price to wick through the inducement level and close back on the correct side with a reversal body meeting the ATR displacement threshold — this is the Sweep.
4. Wait for a confirmed close beyond the internal high/low recorded between the external level and the inducement — this is the Market Structure Shift.
5. Calculate the Inducement Quality Index from displacement, freshness, depth, and rejection wick quality.
6. If Require Retest is enabled, wait for price to pull back and hold the broken MSS level before confirming.
7. Display the entry signal with its IQI score only if the score meets the configured minimum, and fire the corresponding alert.
Why This Indicator Is Different
Standard inducement or liquidity-sweep-plus-BOS scripts treat every sweep-and-break sequence identically, regardless of how convincing the move actually was.
The Inducement Quality Index is a composite score built specifically around the mechanics of an engineered inducement move rather than a generic volatility or volume filter — it weighs how fresh the sweep was relative to the inducement, how deep the underlying liquidity pool is in ATR terms, how strong the displacement candle was, and how decisively the sweep bar rejected its extreme.
Because setups below the quality threshold are still tracked internally and simply not displayed, the pipeline status label can show a user exactly where an unfolding setup stands without forcing premature signals onto the chart.
The optional retest requirement gives discretionary traders a way to demand confirmation of the broken structure as new support or resistance before treating the setup as valid, without changing the core detection logic.
Inputs
Structure Settings
External Structure Length — pivot length confirming the major swing that anchors the real liquidity pool
Internal Structure Length — pivot length confirming the minor swing used as the inducement candidate
Inducement Settings
Max Bars to Sweep — maximum age allowed for an inducement candidate before it is discarded as stale
Max Bars to Confirm MSS — maximum age allowed between the sweep and the structure shift confirmation
Displacement Filter
ATR Length — period for the ATR used in the displacement requirement
Min Displacement (x ATR) — minimum reversal candle body, as an ATR multiple, required to validate a sweep
Signal Quality
Minimum IQI to Show Signal — setups scoring below this 0-100 threshold are tracked but not displayed
Entry Options
Require Retest Before Entry — waits for a pullback that holds the broken MSS level before confirming the signal
Trade Levels
Show Entry / Stop / Target Lines — visual-only projected levels, not a managed strategy
Reward : Risk Ratio — target distance as a multiple of the stop distance
Level Projection Length — how far right the projected lines extend
Visual Settings
Show Inducement Level, Show Sweep Marker, Show MSS Break Line, Show Pipeline Status Label
Bullish / Bearish / Inducement / MSS / Sweep Marker colors
Alert Settings
Alert: Inducement Identified, Alert: Inducement Swept, Alert: Entry Signal, Alert: Setup Invalidated
Alerts
Alerts are available for:
Bullish Inducement Identified
Bearish Inducement Identified
Bullish Inducement Swept
Bearish Inducement Swept
Long Entry Signal (with IQI score, entry, and stop level)
Short Entry Signal (with IQI score, entry, and stop level)
Setup Invalidated (bullish and bearish, optional)
Practical Usage
Raise the Minimum IQI threshold on lower timeframes or noisy instruments to surface only the most convincing engineered moves.
Enable Require Retest for a more conservative entry style that waits for the broken structure to hold before committing.
Use the pipeline status label to monitor an unfolding setup in real time without needing a signal to already have fired.
The projected trade levels are a visual reference only — position sizing and trade management remain the trader's responsibility.
Combine with a higher timeframe bias tool to only act on Inducement Sweep signals that align with the broader directional context.
Limitations
Structure confirmation requires the full pivot look-right period to elapse before a swing is confirmed, so entries occur after price has already moved past the exact reversal point. This is standard confirmed-pivot behavior and is not repainting.
The IQI score is a relative ranking based on the four factors described above and does not guarantee trade outcomes. It should be used as a filtering aid, not a standalone trading signal.
The displacement filter is ATR-relative; on instruments with unusually low volatility, the ATR multiple may need to be reduced to detect qualifying sweeps.
The indicator does not manage open positions, calculate position size, or provide exits beyond the single visual target line. It identifies potential inducement-based entries only.
Notes
All structure levels and signals are drawn at the bar index of the actual pivot or event, not the confirmation bar, ensuring accurate visual placement.
The state machine for bullish and bearish setups runs independently and concurrently, so both directions can be tracked at the same time on ranging instruments.
For best results combine with Market Structure Break BOS/CHoCH Tracker to cross-check the higher timeframe structural context before acting on a signal. Indicator
Library
Converging Triangles [The_lurker]🔻 CONVERGING TRIANGLES — المثلثات المتقاربة 🔺
No repaint. Nothing that appears ever moves, shifts, or disappears.
Converging Triangles identifies contracting price structures built from confirmed swing pivots: a falling resistance line and a rising support line that coexist in time and close on each other. It runs three independent scales at once, freezes each structure the moment it is identified, and reports the two boundary prices and the exact bar they were crossed.
🔶 1 — THE STRUCTURE
A converging triangle here is not a shape matched against a template. It is a state: two independently valid trendlines, alive at the same time, closing on each other.
Upper boundary — anchored on the two most recent confirmed swing highs, sloping down.
Lower boundary — anchored on the two most recent confirmed swing lows, sloping up.
Because the constraint is on the sign of each slope, the detected family covers symmetric triangles and the near-flat ascending and descending variants. Wedges, where both boundaries slope the same way, are excluded by construction and never appear.
🔶 2 — HOW A STRUCTURE IS ADMITTED
Each boundary must pass every test below, and both boundaries must pass simultaneously before a structure is drawn. One failed test drops the whole structure.
🔸 PER BOUNDARY — five conditions
Pivot confirmation — both anchors are swing points confirmed by "length" bars on each side.
Span — at least 3 bars between anchors, at most length × Max span.
Slope direction — the upper boundary must fall, the lower must rise.
Interior containment — no bar between the two anchors violates the line.
Forward containment — no bar from the second anchor to the present violates the line.
🔸 PER STRUCTURE — three conditions
Both sides live — neither boundary has been broken.
Time overlap — the two boundaries share a common bar range, so no line is drawn across a region where it has no anchors.
Convergence horizon — the projected intersection falls inside Min bars to apex … Max bars to apex.
🔒 Once admitted, the geometry is frozen. Anchor points and slopes never change for the life of that structure.
🔶 3 — READING THE DRAWING
Each boundary is drawn in two segments, and the difference is deliberate.
Solid segment — spans the boundary's own two anchors. This is measured containment, confirmed by the market.
Dotted segment — from the last anchor to the present bar. This is pure extrapolation.
You can always see where the confirmed part ends and the projected part begins.
A single fill binds the two boundaries into one object rather than two unrelated strokes. Its corners are the two starting anchors and the two current endpoints, so the left edge is a slant, not a vertical cut, and the wedge tip is filled.
🔸 COLOUR STATES
⚪ Forming — neutral grey. No directional claim is made before resolution.
🟢 Broken up — green. Lines and fill together.
🔴 Broken down — red. Lines and fill together.
The structure stays neutral for its entire life. Direction is asserted only after a break is confirmed at bar close.
🔶 4 — BREAK DETECTION
On every confirmed bar, the break source is compared against both boundaries at that bar.
If one boundary is violated, the structure resolves in that direction.
If a single bar violates both boundaries, resolution goes to the side with the larger excursion beyond its line.
The shape is then redrawn in the break colour and frozen at the break bar. It does not extend forward afterward.
🏷️ A break label is placed at the bar, carrying its layer letter and any tags that fired.
🔶 5 — THREE INDEPENDENT SCALES
📏 Large (21) · Mid (14) · Small (5)
Contraction is not a single event. A large structure can be narrowing while a small one narrows inside it, and each can resolve in the opposite direction to the other. That is information worth seeing, not a conflict to hide.
Each layer detects, tracks, and resolves independently. Break labels carry L, M, or S, so the scale is always identifiable. Any layer can be switched off.
🔶 6 — HISTORICAL ARCHIVE
🗂️ Optional, off by default.
When enabled, a resolved structure is not deleted but redrawn at a faded shade. Over time this builds a map of where previous contractions broke on that symbol, under a count cap you control, with oldest-first eviction.
The fade is a separate control: set it to zero and archived structures render identically to live ones.
A structure that expires at the apex without resolving is not archived, since there is no event in it to keep.
Archived structures carry no label. Their colour and position already carry the direction.
🔶 7 — INFORMATION PANEL
📋 Reports the nearest live structure, or the nearest recently resolved one if none is live.
Layer — Large / Mid / Small. Coloured by resolution direction once broken.
Upper — the exact upper boundary price, ready to place an order against.
Lower — the same for the lower boundary.
Width (ATR) — current width in ATR units. After a break it becomes "Width at break", measured against the ATR recorded at that same bar, so the number stays fixed for a frozen structure and does not drift as volatility changes.
Projected apex — bars until the two boundaries intersect. After a break it becomes "Since break".
Status — Active · Break pending at close · Broken up · Broken down.
⚠️ The status row alone reads the live bar. It can move between pending and active within a single bar as price crosses back and forth. That is a live readout, labelled as such, not a repaint. The drawn geometry does not move.
🔶 8 — BREAK TAGS
Two optional descriptive measurements, shown on the break bar when they occur.
📊 V — break-bar volume exceeded its moving average by the configured multiplier.
📐 E — break-bar true range exceeded ATR by the configured multiplier.
These describe what happened on that bar. They are not quality scores or confidence grades, and they do not filter anything.
🔶 9 — ALERTS
🔔 Pattern formed — a new structure is admitted.
🔔 Break up — upper boundary broken.
🔔 Break down — lower boundary broken.
🔔 Any resolution — either break.
All alerts fire once per bar close, never before.
🔶 10 — SETTINGS REFERENCE
The icons below match the group headers you see inside the indicator's settings window.
🔸 ⚙️ SETUP
Language — default English. Switching to Arabic changes the entire interface.
Log scale — default Off. Must be matched to your chart's scale manually. See section 12.
ATR length — default 14. Feeds the E tag, the demote distance, and the panel width reading.
🔸 📏 LAYERS
Large L — default On, length 21.
Mid M — default On, length 14.
Small S — default On, length 5.
🔸 🔎 DETECTION
Close-only pivots — default Off. Off anchors on highs and lows; On anchors on closes.
Break source — default Close. One switch governing three things at once: interior containment, forward containment, and break detection.
Max span (× length) — default 5. Ceiling on bars between a boundary's two anchors.
Min side overlap — default 0. Required shared bar range between the two boundaries.
Min bars to apex — default 2.
Max bars to apex — default 200.
🔸 🎨 APPEARANCE
Fill triangle — default On, transparency 78.
Line width 2, line transparency 15.
Colours — grey while forming, green for an upward break, red for a downward break.
🔸 🗂️ HISTORY AND LIFETIME
Keep as current (bars) — default 30. After this the structure is demoted to the archive, or deleted if the archive is off.
Demote beyond (ATR) — default 8.0. Measured against current ATR by design: the question is how far price is now, in today's volatility.
Show historical patterns — default Off.
Historical kept — default 12, a cap across all three layers combined.
Historical fade — default 30, added on top of line and fill transparency.
🔸 🏷️ LABELS
Show labels — default On, 2 kept.
Volume tag V — default On. MA 20, multiplier 1.5.
Range expansion E — default On. Multiplier 1.4.
🔸 📋 PANEL
Show panel — default On, positioned top right.
🔶 11 — ON ACCURACY
Two different things get called accuracy. Only one of them is claimed here.
✅ Structural accuracy is exact and independently verifiable. Every anchor is a confirmed pivot, never a guess. Every line satisfies its containment test at the bar it is drawn. Geometry closes at formation and is never recalculated. A break is settled by a single unambiguous test on a closed bar. Nothing is repainted, backfilled, or silently adjusted. Replay any chart and trace any element yourself.
❌ Predictive accuracy is not claimed. You will find no win rate here, no signal grade, and no price target.
The indicator tells you precisely where the boundaries are and precisely when they were crossed. What that is worth in your strategy, on your instrument, at your timeframe, is yours to determine and yours to risk.
🔶 12 — BEHAVIOUR TO UNDERSTAND BEFORE TRUSTING THE CHART
⚠️ Why a structure appears late. A pivot is not a pivot until its full confirmation bars have passed. That delay is the price of the promise in the first line: nothing appears before its time, and nothing that appears is taken back afterward.
⚠️ A wick may cross a line. By default, anchors sit on highs and lows while containment and break detection are tested on the close. A wick can pierce a boundary while the structure remains valid. Set Break source = Wick for a shape no wick ever touches, and expect noticeably fewer structures from that considerably stricter test.
⚠️ Log scale is manual. Pine cannot read your chart's scale setting. If your chart is logarithmic, enable Log scale. When the two disagree, the computed break level diverges from the drawn line: negligible on narrow structures, material on wide ones. The tell is visible on the chart itself, as the left fill edge separates from the boundary at the second anchor.
⚠️ Where anchors come from. Each boundary is built from the two most recent pivots on its own side. A line that would skip an intermediate pivot is outside the detection scope.
⚠️ Density. Three layers with a full archive weighs the chart down. Disable the layers you do not need, and use the archive cap and the fade to control it.
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⚠️ DISCLAIMER
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This indicator is for educational and analytical purposes only. It does not constitute financial, investment, or trading advice. Use it alongside your own strategy and risk management. Neither TradingView nor the developer is responsible for any financial decisions or losses.
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🔻 المثلثات المتقاربة — Converging Triangles 🔺
ما يظهر على الشارت لا يتحرك ولا ينزاح ولا يُسحب لاحقاً. لا إعادة رسم.
يبحث المؤشر عن حالة واحدة لا عن شكل: أن يجتمع خط مقاومة هابط مع خط دعم صاعد في الوقت نفسه، وأن يضيق ما بينهما شمعةً بعد شمعة. فإذا اجتمعا واستوفى كلٌّ منهما شروطه، رُسم النطاق وتجمّدت هندسته في اللحظة نفسها، فلا تتغيّر بعدها مهما فعل السعر.
🔶 أول ما ينبغي أن تعرفه
لأنه لا يبحث عن شكل يطابقه بقالب جاهز، فهو لا يفرض عليك تسمية. هو يعطيك حدّين بسعرين محدّدين، ويخبرك متى عُبر أحدهما بالضبط. أما ما تفعله بذلك فأنت وحدك.
الحد العلوي — مرسي على آخر قمتين مؤكَّدتين، هابط.
الحد السفلي — مرسي على آخر قاعين مؤكَّدين، صاعد.
ولأن الشرط على إشارة كل ميل، فالعائلة المكتشَفة تشمل المثلث المتماثل والنسخ شبه المستوية من الصاعد والهابط. أما الوتدان، حيث يميل الحدّان في اتجاه واحد، فمستبعدان بالبناء ولا يظهران أبداً.
ويعمل على ثلاثة مقاييس في وقت واحد، لكل مقياس نموذجه المستقل.
🔶 متى يُرسم النطاق؟
لا يُرسم شيء ما لم يستوفِ كل حد شروطه الخمسة، ثم يجتمع الحدّان معاً على ثلاثة شروط أخرى. وأي شرط يسقط يُسقط النموذج كله.
🔸 الحد الواحد — خمسة شروط
أن يقوم على محورين مؤكَّدين. والمحور لا يُعدّ مؤكَّداً إلا بعد أن تمرّ عليه شموع التأكيد كاملة على الجانبين.
أن تكون المسافة بين المحورين ثلاث شموع فأكثر، ولا تتجاوز الطول مضروباً في «أقصى مسافة».
أن يكون العلوي هابطاً والسفلي صاعداً.
ألا تخرق أي شمعة الخط في الفترة الواقعة بين المحورين.
ألا تخرقه أي شمعة من المحور الثاني إلى اللحظة الحالية.
🔸 الحدّان معاً — ثلاثة شروط
أن يكون كلاهما سليماً لم يُكسر.
أن يتعايشا على فترة زمنية مشتركة. وهذا الشرط يمنع أن يُرسم خط في منطقة لا محاور له فيها أصلاً.
أن يقع تقاطعهما المتوقَّع ضمن المدى الذي تحدّده بين «أدنى مسافة للرأس» و«أقصاها».
🔒 وبعد القبول تُغلق الهندسة نهائياً: المحاور ثابتة والميلان ثابتان، ولا شيء يُعاد حسابه.
🔶 كيف تقرأ ما تراه
لكل حد مقطعان، والفرق بينهما مقصود لا زخرفي:
المقطع الصلب يمتد بين محوري ذلك الحد، وهو ما تحقّق فعلاً واحتواه السوق.
المقطع المنقّط يمتد من المحور الأخير إلى الشمعة الحالية، وهو استقراء لا أكثر.
فأنت ترى في كل لحظة أين ينتهي المؤكَّد ويبدأ المتوقَّع.
وتربط بين الحدّين تعبئة واحدة تجعلهما كياناً واحداً لا خطّين منفصلين. وقد أُخذت أركانها من محورَي البداية الفعليين، ولذلك جاءت الحافة اليسرى مائلة يمتلئ عندها رأس الشكل، لا مقطوعة عمودياً.
🔸 واللون يحمل الحالة وحدها
⚪ رمادي محايد ما دام النطاق حيّاً. فلا اتجاه يُدّعى قبل أن يُحسم.
🟢 أخضر إذا حُسم بالخروج من الأعلى. الخطوط والتعبئة معاً.
🔴 أحمر إذا حُسم بالخروج من الأسفل. الخطوط والتعبئة معاً.
فالنطاق يبقى محايداً طوال حياته، ولا يُعلن الاتجاه إلا بعد أن تُغلق الشمعة خارج أحد الحدّين.
🔶 متى يُعدّ النطاق مكسوراً
عند إغلاق كل شمعة يُقاس السعر على الحدّين معاً.
فإن خرج من أحدهما حُسم النطاق في اتجاهه.
وقد تأتي شمعة عنيفة تخرج من الحدّين كليهما، وعندها يُحسم للجهة التي ابتعد عنها السعر أكثر.
ثم يُعاد رسم الشكل بلون الخروج ويُثبَّت عند شمعته، فلا يمتد بعدها إلى الأمام.
🏷️ وتوضع عندها تسمية تحمل حرف المقياس (L أو M أو S) ووسوم الشمعة إن تحقّقت.
🔶 لماذا ثلاثة مقاييس
📏 كبير 21 · متوسط 14 · صغير 5
لأن الانضغاط ليس حدثاً واحداً. فقد يضيق نطاق كبير بينما يضيق داخله نطاق صغير، ويخرج كلٌّ منهما في اتجاه مضاد للآخر. وهذا في نفسه معلومة تستحق أن تُرى، لا تعارضاً يجب إخفاؤه.
ولذلك تعمل الطبقات الثلاث باستقلال تام، ويحمل كل خروج حرف مقياسه فلا يختلط عليك من أين جاء. وتستطيع إطفاء أي طبقة لا تحتاجها.
🔶 النماذج السابقة
🗂️ خيار مطفأ افتراضياً.
إن شغّلته، لم يُمحَ النموذج بعد حسمه، بل بقي مرسوماً بدرجة خافتة. وبمرور الوقت تتكوّن لديك خريطة لمواضع الخروج السابقة على الرمز نفسه، بسقف عددي تحدّده أنت، ويُخلى الأقدم فالأقدم.
ودرجة الخفوت مستقلة بيدك: إن أنزلتها إلى الصفر صارت النماذج القديمة كالحيّة تماماً.
والنموذج الذي انتهى عمره دون خروج لا يدخل الأرشيف، إذ لا حدث فيه يُحفظ.
والنماذج المؤرشفة بلا تسميات، فلونها وموضعها يكفيان.
🔶 لوحة المعلومات
📋 تعرض اللوحة أقرب نطاق حيّ إليك، فإن لم يوجد عرضت أقرب نطاق حُسم حديثاً.
الطبقة — كبير أو متوسط أو صغير، وتُلوَّن باتجاه الخروج بعد حسمه.
الحد العلوي — سعره بالضبط، جاهزاً لوضع أمر عليه.
الحد السفلي — كذلك.
العرض بوحدات ATR — وبعد الخروج يصير «العرض عند الكسر»، محسوباً بـ ATR المسجّل في تلك الشمعة نفسها. فالرقم يبقى ثابتاً لنموذج مجمّد ولا ينزاح بتغيّر التقلّب.
الرأس المتوقَّع — كم شمعة تفصل عن تقاطع الحدّين. وبعد الخروج يصير «منذ الكسر».
الحالة — نشط، أو كسر معلّق يثبت بالإغلاق، أو كُسر لأعلى، أو كُسر لأسفل.
⚠️ وسطر الحالة وحده يقرأ الشمعة الجارية، فقد ينتقل داخلها بين «معلّق» و«نشط» كلما دخل السعر وخرج. وهذه قراءة لحظية مكتوب فيها صراحة أنها تثبت بالإغلاق، وليست إعادة رسم: الشكل المرسوم لا يتحرك.
🔶 الوسمان V و E
يظهران على شمعة الخروج إن تحقّقا:
📊 V — تجاوز حجم الشمعة متوسطه بالمضاعف الذي ضبطته.
📐 E — تجاوز مداها الحقيقي مؤشر ATR بالمضاعف الذي ضبطته.
وهما وصفٌ لما جرى في تلك الشمعة، لا حكم على جودة الخروج ولا درجة ثقة فيه. ولا يمنعان ظهور أي نموذج.
🔶 التنبيهات
🔔 تكوّن نموذج
🔔 كسر لأعلى
🔔 كسر لأسفل
🔔 أي حل — يجمع الاثنين
وجميعها تشتعل مرة واحدة عند إغلاق الشمعة لا قبله.
🔶 الإعدادات
الرموز أدناه هي نفسها التي تراها على رؤوس المجموعات داخل نافذة إعدادات المؤشر.
🔸 ⚙️ الإعداد
اللغة — إنجليزي افتراضاً، وتبديلها إلى العربية يغيّر الواجهة كلها.
المقياس اللوغاريتمي — مطفأ افتراضاً. اضبطه ليطابق شارتك، وانظر آخر قسم.
طول ATR — 14. يخدم وسم E ومسافة إخلاء النماذج وقراءة العرض في اللوحة.
🔸 📏 الطبقات
كبير L — مفعّل، بطول 21.
متوسط M — مفعّل، بطول 14.
صغير S — مفعّل، بطول 5.
🔸 🔎 الكشف
محاور على الإغلاق فقط — مطفأ. فتُؤخذ المحاور من القمم والقيعان. وبتشغيله تُؤخذ من الإغلاقات وحدها.
مصدر الكسر — Close. وهو مفتاح واحد يحكم ثلاثة أشياء دفعة واحدة: الاحتواء بين المحورين، والاحتواء بعدهما، وكشف الخروج.
أقصى مسافة مضروبة في الطول — 5. سقف ما بين محورَي الحد الواحد.
أدنى تداخل بين الضلعين — 0. الفترة المشتركة المطلوبة بين الحدّين.
أدنى مسافة للرأس — 2.
أقصى مسافة للرأس — 200.
🔸 🎨 المظهر
تعبئة المثلث — مفعّلة، بشفافية 78.
عرض الخط 2، وشفافيته 15.
الألوان — رمادي للتكوّن، أخضر للخروج علواً، أحمر للخروج هبوطاً.
🔸 🗂️ التاريخ والعمر
إبقاؤه كالحالي — 30 شمعة، ثم يُنزَّل إلى الأرشيف أو يُحذف إن كان الأرشيف مطفأً.
التنزيل عند البُعد — 8 من ATR. ويُقاس بـ ATR الحالي عن قصد، لأن السؤال هنا عن بُعد السعر الآن بمقياس تقلّب اليوم لا تقلّب الأمس.
إظهار النماذج السابقة — مطفأ.
عدد النماذج المحفوظة — 12، وهو سقف على الطبقات الثلاث مجتمعة.
خفوت التاريخية — 30، تُضاف فوق شفافية الخط والتعبئة.
🔸 🏷️ التسميات
إظهار التسميات — مفعّل، ويُحفظ منها 2.
وسم الحجم V — مفعّل، بمتوسط 20 ومضاعف 1.5.
وسم التمدد E — مفعّل، بمضاعف 1.4.
🔸 📋 اللوحة
مفعّلة، وموضعها أعلى اليمين.
🔶 الدقة: أي دقة؟
تُطلق كلمة «الدقة» على معنيين مختلفين، ولا يُدّعى هنا إلا واحد منهما.
✅ فأما دقة البناء فمضبوطة، وتستطيع التحقق منها بنفسك دون أن تصدّقني: كل محور مؤكَّد لا مظنون، وكل خط يستوفي شرط احتوائه عند الشمعة التي رُسم فيها، والهندسة تُغلق عند التكوّن فلا يُعاد حسابها، والخروج يُحسم باختبار واحد على شمعة مغلقة. لا شيء يُعاد رسمه، ولا يُملأ بأثر رجعي، ولا يُعدَّل في الخفاء. أعد تشغيل أي شارت وتتبّع أي عنصر.
❌ وأما الدقة التنبؤية فغير مُدّعاة، ولن تجد هنا نسبة نجاح ولا درجة إشارة ولا هدفاً سعرياً.
المؤشر يخبرك أين الحدّان ومتى عُبرا، بدقة. أما قيمة ذلك في استراتيجيتك أنت، على أداتك أنت، وفي إطارك الزمني أنت، فتقديرك ومسؤوليتك.
🔶 أمور تعرفها قبل أن تعتمد عليه
⚠️ لماذا يظهر النموذج متأخراً. لأن المحور لا يُعدّ محوراً حتى تمرّ شموع تأكيده كاملة. وهذا التأخّر هو ثمن ما وعدناك به في السطر الأول: لا شيء يظهر قبل أوانه، ولا شيء ظهر يُسحب منك بعد ذلك.
⚠️ قد تجد ذيلاً عابراً للخط. فالمحاور افتراضياً على القمم والقيعان، بينما يُقاس الاحتواء والخروج على الإغلاق. فيجوز أن يخترق ذيلٌ حداً والنموذج ما زال سليماً. وإن أردت شكلاً لا يمسّه ذيل فاضبط مصدر الكسر على Wick، واعلم أنه اختبار أصرم بكثير وأن النماذج ستقلّ بوضوح.
⚠️ المقياس اللوغاريتمي يدوي. فـ Pine لا يستطيع قراءة إعداد شارتك. وإذا كان شارتك لوغاريتمياً فشغّل الخيار. وعند اختلاف الاثنين ينحرف مستوى الخروج المحسوب عن الخط الذي تراه: انحرافاً مهملاً على النماذج الضيّقة، ومادّياً على الواسعة. وعلامته أمام عينك مباشرة، إذ تنفصل حافة التعبئة اليسرى عن الحد عند المحور الثاني.
⚠️ من أين تُؤخذ المحاور. كل حد يُبنى من آخر محورين على جهته. فالخط الذي يتجاوز محوراً وسيطاً خارج عن نطاق الكشف.
⚠️ الكثافة. ثلاث طبقات مع أرشيف ممتلئ تُثقل الشارت. أطفئ ما لا تحتاجه، واستعن بسقف الأرشيف ودرجة الخفوت.
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⚠️ إخلاء المسؤولية
═════════════════════════════════════════════════════════════
هذا المؤشر لأغراض تعليمية وتحليلية فقط. لا يُمثل نصيحة مالية أو استثمارية أو تداولية. استخدمه بالتزامن مع استراتيجيتك الخاصة وإدارة المخاطر. لا يتحمل TradingView ولا المطور مسؤولية أي قرارات مالية أو خسائر.
═════════════════════════════════════════════════════════════ Indicator
Chaufer-Engine ProChaufer-Engine Pro — ORB/ARB · EMA · VWAP · Liquidity
Four independent intraday signal engines in one overlay, sharing a single confluence core (VWAP / Volume / RSI / ADX / ATR) so nothing is calculated twice. Every engine can be toggled on/off, and all signals confirm on closed bars (non-repainting).
The four engines
① ORB/ARB — Opening-Range and Afternoon-Range breakouts with 2-candle confirmation, graded A/B/C by confluence, plus rejection reversions back inside the range edges.
② EMA Pullback + Continuation — In an established 9/20/50 trend, waits for a pullback into the fast EMA then a break-of-structure to fire a continuation entry.
③ VWAP Reversal — Touch-and-reverse off VWAP with same-colour confirmation, an advancing reference candle, and a cooldown so you don't get back-to-back same-direction signals.
④ Liquidity Sweeps — Wick-through-then-close-back stop-runs of key levels (PDH/PDL, PDC, PMH/PML, OR, ARB, weekly, equal highs/lows). A single ⚡ label names the swept level; a sweep above = bearish hint, below = bullish hint.
Plus a Key Levels overlay (independent of the engines): PDH/PDL, PMH/PML, session Open, Weekly H/L (previous week on Monday) and OR/ARB — each drawn as a labelled line for the current session, or the previous active day on nights/weekends/holidays.
How to use
Add to an intraday chart — best on 1m–5m so the opening range has enough bars.
Confirm the Session and Timezone inputs match your market (default 0930–1600, America/New_York). Enable Extended Hours on the chart if you want premarket (PMH/PML) levels.
In Master Toggles, turn on only the engines you trade. ④ Liquidity is off by default.
Tune the Confluence Core (VWAP/Vol/RSI/ADX). Use "Require full confluence" and "Suppress grade-C" to keep only the highest-quality breakouts.
Read signals:
▲/▼ A/B/C = ORB/ARB breakout (letter = confluence grade; hover for the reason).
Rev ↑/↓ = range-edge rejection reversion.
Circles = EMA continuation. V triangles = VWAP reversal. ⚡ = liquidity sweep.
Watch the status table (top-right) for engine states and current bias.
Set alerts from any of the built-in alertconditions (one per signal type).
Notes
Signals are non-repainting (confirmed on bar close); the OR box only extends for the first 2 hours (configurable), then freezes.
This is an analysis tool, not financial advice — combine with your own risk management.
Indicator
DATEOFBIRTH Strategy)# Date of Birth Strategy — Annual High & Low Levels
## Overview
The **Date of Birth Strategy** is an experimental market-analysis tool based on the concept of identifying and tracking the High and Low of a market's historically significant "Date of Birth."
For example, if an index or instrument has a defined inception/date-of-birth date, this script identifies the High and Low formed on that particular calendar date and plots those levels across subsequent years.
The objective is to provide a **historical reference framework** that traders can use alongside conventional technical analysis, price action, market structure, and risk-management techniques.
## How It Works
The script:
* Uses a user-defined **Date of Birth**.
* Identifies the corresponding calendar day for each year.
* Captures the **High and Low** of that day's trading session.
* Plots the levels as horizontal reference lines.
* Extends the levels so traders can observe how price reacts around historically derived levels.
* Can be used for historical analysis as well as monitoring future occurrences of the selected calendar date.
### Example
If the selected Date of Birth is **3 November**, the script attempts to identify the High and Low of 3 November for each available year.
These historical levels can then be studied for:
* Support and resistance reactions
* Breakouts and breakdowns
* Price rejection
* Market structure
* Confluence with technical indicators
* Historical price behavior around the annual date
## Important Considerations
This indicator is intended as a **research and educational tool**. Historical price levels do not necessarily have predictive power, and the appearance of a reaction around a DOB level should not be interpreted as proof of a causal relationship.
The results may vary depending on:
* The selected symbol
* Exchange trading calendar
* Historical data availability
* Timeframe
* Session settings
* Corporate actions or contract changes
* Data-feed differences between brokers and exchanges
Users should independently verify important historical levels against reliable market data.
## Suggested Usage
For better analysis, consider combining the DOB levels with established methods such as:
* Price action
* Market structure
* Volume analysis
* Support and resistance
* Moving averages
* Volatility analysis
* Trend analysis
* Risk/reward assessment
Do not use the DOB levels as a standalone signal for entering or exiting a trade.
## Disclaimer
**Educational and informational purposes only.**
This script is provided for research, educational, and analytical purposes and does **not constitute investment advice, financial advice, trading advice, or a recommendation to buy or sell any security, derivative, cryptocurrency, commodity, index, or other financial instrument.
Past performance or historical market behavior does not guarantee or imply future results. No representation is made that the levels, signals, or observations generated by this script will accurately predict future market movements.
Trading and investing involve substantial risk, including the possible loss of capital. Users are solely responsible for their own trading and investment decisions.
Always conduct your own research and use appropriate risk-management practices. If required, consult a qualified financial professional before making investment decisions.
## Transparency
This script is based on a **calendar-date / historical-level methodology** and should not be interpreted as a guaranteed forecasting system.
The author makes no guarantee regarding the accuracy, completeness, reliability, or future performance of the levels or observations generated by the script.
**Use at your own risk.**
---
**Tags:** `Date of Birth` `DOB Strategy` `Annual Levels` `Support Resistance` `Technical Analysis` `Market Analysis` `Trading Strategy` `Price Action` `Historical Levels`
Indicator
Indicator
CISD Fractal HTF BY HDSXN This script is a highly specialized indicator designed around the **ICT (Inner Circle Trader)** concept of **CISD (Change in State of Delivery)**. Its main purpose is to identify and track structural shifts in market delivery across both your current timeframe and Higher Timeframes (HTF).
Here is a detailed breakdown of what this indicator does and its main features:
**1. Core Concept: CISD (Change in State of Delivery)**
In ICT theory, a "State of Delivery" refers to consecutive candles moving in the same direction (e.g., a series of down candles meaning the algorithm is delivering sell-side price). A **CISD** occurs when the market shifts this state:
* **Bullish CISD:** Occurs when price closes *above the opening price* of the last bearish delivery sequence. It signals that the market has shifted from selling to buying. The script plots a Blue line at this key level.
* **Bearish CISD:** Occurs when price closes *below the opening price* of the last bullish delivery sequence. It signals a shift from buying to selling. The script plots a Red line at this level.
These lines act as highly sensitive institutional support and resistance levels.
**2. Fractal Higher Timeframe (HTF) System**
Instead of just looking at the chart you have open, the indicator runs the CISD logic on multiple timeframes simultaneously:
* **Fractal Mode (Automatic):** It dynamically calculates the appropriate higher timeframes based on the chart you are viewing. For example, if you are on a 1-minute chart, it might look for 15m CISDs; if you are on a 5-minute chart, it looks for 1H and Daily CISDs.
* **Fixed Modes:** You can override the automatic system and force the indicator to *only* look for CISDs on the **1 Hour**, **4 Hour**, or **1H + 4H** timeframes, regardless of what chart you are looking at.
* **Current Timeframe:** It also tracks the CISDs of your current chart (Level 0) so you can align micro structure with macro structure.
**3. Invalidation and Chart Cleanliness (Mitigation)**
To keep your chart clean and relevant, the script uses strict invalidation rules:
* When a CISD is formed, the script remembers the absolute extreme of that move (the lowest low for a bullish CISD, or the highest high for a bearish CISD).
* **Automatic Deletion:** If price comes back and breaks that extreme (sweeps the low/high that created the CISD), the setup is considered **invalidated**. The indicator will instantly delete the line and label from your chart, leaving only the active, unviolated CISD levels.
**4. Visual Customization & Labels**
* **Labels:** The indicator automatically tags the lines with labels like `CISD ▲ 1H` or `CISD ▼ 4H` so you know exactly which timeframe caused the shift in delivery.
* **Styling:** You can fully customize the thickness of the lines, change them to Solid, Dashed, or Dotted, and adjust the Bullish/Bearish colors for up to 3 different levels (Current TF, HTF Level 1, and HTF Level 2).
**In summary:** This is an algorithmic structure tracker. It eliminates the need to constantly switch between timeframes to find where the market shifted its state of delivery. It plots macro CISD levels on your micro charts automatically, and removes them when they are no longer valid, keeping you aligned with the Higher Timeframe institutional order flow. Indicator
SB/ISB FVG/IFVGThis script is a specialized indicator designed for **ICT (Inner Circle Trader)** and **Smart Money Concepts (SMC)**. Its primary focus is on automatically identifying, drawing, and managing **Fair Value Gaps (FVG)** and **Suspension Blocks (SB)**, as well as their **Inverted** counterparts.
Here is a detailed breakdown of what this indicator does and its main features:
**1. FVG & IFVG (Fair Value Gaps & Inversions)**
* **FVG (Fair Value Gap):** The script scans for traditional 3-bar imbalances. If it finds a Bullish FVG (default teal) or a Bearish FVG (default red), it draws a box projecting the zone forward.
* **IFVG (Inverted Fair Value Gap):** In ICT theory, when a Fair Value Gap fails to hold the price and gets decisively broken (price closes through it), it changes polarity. This script automatically detects when an FVG is violated, deletes the old FVG box, and creates a new **IFVG** box (default orange). A violated support FVG becomes a resistance IFVG, and vice versa.
**2. SB & ISB (Suspension Blocks & Inversions)**
* **SB (Suspension Block):** This is a specific price action pattern where a candle's body is completely "suspended" or isolated by gaps from the preceding and succeeding candles. The script calculates the tolerance and draws a box around this suspended body, projecting it as a zone of support or resistance.
* **Mean Threshold (Middle Line):** For every Suspension Block, the indicator automatically draws a line directly through the middle (50% level) of the block, which is a highly sensitive algorithmic level in SMC.
* **ISB (Inverted Suspension Block):** Just like the FVGs, if a Suspension Block is violated (price closes completely through it), the indicator flips it into an **ISB** (default orange). The old label changes from "+ suspension" to "+ISB", indicating the zone has flipped its polarity.
**3. Dynamic Chart Management (Mitigation)**
To prevent your chart from looking like a messy coloring book, the script has strict dynamic management rules:
* **Zone Deletion:** Once a zone (FVG, IFVG, SB, or ISB) is fully mitigated or invalidated by price action according to the script's rules, it stops drawing the box.
* **History Limits:** You can define exactly how many active FVGs, IFVGs, SBs, and ISBs you want to keep on the screen at a time (e.g., maximum 5 FVGs and 3 ISBs). Older zones are automatically deleted as new ones form.
**4. Customization & Visuals**
* **Labels:** Automatically tags the blocks on your chart (e.g., "+ suspension" or "-ISB") so you know exactly what zone you are looking at.
* **Tolerances:** You can adjust the "Tolerance %" for how strict the script should be when identifying the gaps for Suspension Blocks.
* **Aesthetics:** Full control over colors, box transparencies, and the style of the middle line (Solid, Dashed, Dotted).
**In summary:** This is a dynamic supply/demand and imbalance tracker. Instead of manually drawing FVGs and Order Blocks and adjusting them when they break, this indicator automates the entire lifecycle of these zones—drawing them when they form, inverting them when they fail, and deleting them when they are no longer relevant to the current price action. Indicator
TRUE OPEN AND OPENING PRICE BY HDSXN This script is a comprehensive indicator designed for **ICT (Inner Circle Trader)** and **Smart Money Concepts (SMC)** traders. Its primary focus is on automatically identifying, drawing, and tracking **Opening Prices (OP)** and algorithmic **True Opens (TO)** across various timeframes and specific macro windows.
Here is a detailed breakdown of what this indicator does and its main features:
**1. Custom Opening Prices (Time Slots)**
The first module allows you to highlight specific intraday opening times.
* **Customizable Time Slots:** It features 4 independent slots where you can define a start and end time (e.g., 08:30 AM for the critical economic news open, or 09:30 AM for the NY Equities open).
* **Line Projection:** It grabs the exact opening price at that minute and projects a horizontal line across your chart until the designated end time, acting as a crucial intraday level (support/resistance or accumulation/manipulation reference).
**2. True Open (TO) Module**
Standard charts often plot the "Daily" or "Weekly" open at midnight based on the broker's timezone. This module recalculates the **"True Open"** based on real market mechanics (like the Sunday 6:00 PM EST futures open) and ICT algorithmic cycles:
* **Macro Timeframes:** Plots the True Year, True Quarter, True Month, True Week, and True Day opens using specific algorithmic rules (e.g., calculating the monthly open based on the 2nd Sunday of the month at 6:00 PM EST).
* **Session Opens (Killzones):** Automatically plots the opening prices for key trading sessions: Asia (19:30), London (01:30), NY AM (07:30), and NY PM (13:30).
* **90-Minute Cycles:** It tracks and plots the highly specific ICT 90-minute algorithmic cycles, triggering at precise macro minutes (e.g., xx:23 and xx:53).
**3. Advanced Chart Management (Visibility & History)**
To prevent the chart from becoming cluttered with dozens of lines, the script includes smart visibility rules:
* **Timeframe Boundaries:** You can set rules so that Yearly and Monthly opens only show on higher timeframes (like the 4H or Daily), while Session and 90-minute opens only appear on the 1m to 15m charts.
* **History Control:** You can choose exactly how many past "True Opens" to keep on the screen (e.g., keeping only the current active day's open, or saving the last 3 days for backtesting).
* **Auto-Styling:** Lines can automatically change from a dotted style (when the period is active) to a solid style (when the period has ended and becomes historical data).
**4. Real-Time Price Tracking Dashboard (Table)**
It features a built-in HUD (Heads-Up Display) table that sits in the corner of your screen.
* This table dynamically tracks the current price in relation to the True Opens.
* It tells you instantly if the current price is **"Above"** (highlighted in blue) or **"Below"** (highlighted in red) the Daily, Weekly, Monthly, Session, or 90-minute open. This is extremely useful for quickly determining if you are in a Premium (above the open) or Discount (below the open) condition for the day or week.
**In summary:** It is an all-in-one institutional time and price tracker. Instead of manually drawing horizontal lines at 8:30 AM or midnight EST every single day, this script automates the process and provides a dashboard to tell you exactly where the current price sits relative to these key algorithmic opening prices. Indicator
SMT by HDSXNThis script is an advanced indicator designed around **ICT (Inner Circle Trader)** and **Smart Money Concepts (SMC)**, specifically focusing on identifying **SMT (Smart Money Tool) Divergences**.
Here is a detailed breakdown of what this indicator does and its main features:
**1. Core Concept: SMT Divergence Detection**
SMT divergence occurs when correlated assets fail to move in sync. For example, if you are trading the S&P 500 (ES) and it makes a new Higher High, but the Nasdaq (NQ) or Dow Jones (YM) fails to make a Higher High (making a Lower High instead), that is an SMT Divergence. It signals an underlying weakness or strength in the market.
* The script allows you to compare the chart you are currently viewing with up to **three different comparison symbols** simultaneously (defaulting to ES1!, YM1!, and RTY1!).
**2. Methods of Identifying Divergences**
The indicator scans for these divergences using two different approaches:
* **Pivots (Structural Swings):** It uses pivot highs and lows to find major market structure points. It looks for divergences across three different time horizons/lengths: *Primary, Secondary, and Tertiary*. If it finds a structural divergence between the assets, it draws a solid line connecting the swing points.
* **Adjacent Wicks (Micro Divergence):** If enabled, it looks for immediate, candle-by-candle divergences. For instance, if the current candle takes out the high of the previous candle, but the comparison asset's current candle fails to do so.
**3. FVG SMT (Fair Value Gap Divergence)**
This is a unique and advanced feature of this script. It doesn't just look for high/low divergences; it also compares **Fair Value Gaps (FVGs)** across correlated assets.
* The script draws boxes to highlight unmitigated (unfilled) FVGs on your chart.
* If the current asset pulls back and mitigates (touches) its FVG, but the comparison asset fails to reach and mitigate its respective FVG within a certain number of candles, the script flags this as an **"FVG SMT"**.
* It then plots a dotted line and a label pointing out exactly where this FVG divergence occurred.
**4. Visuals and Customization**
* **Lines & Labels:** Automatically draws lines and labels indicating exactly which asset caused the SMT divergence (e.g., drawing a blue line labeled "YM1!" so you know the Dow Jones diverged from your current chart).
* **FVG Boxes:** Draws colored boxes (Teal for Bullish, Maroon for Bearish) to highlight active FVGs, which disappear once price mitigates them.
* **Highly Customizable:** You can toggle each comparison symbol on or off, change line colors, adjust the line width/style, change label sizes, and adjust the exact number of periods used to calculate the Pivots.
**In summary:** It is an automated tool for ICT traders that constantly scans correlated markets in the background to find subtle cracks in market correlation (SMT Divergences) using swing highs/lows and Fair Value Gaps, plotting them directly on your main screen so you don't have to look at multiple charts at once. Indicator
ATK/DEF LTF Regime Combo Power Hunter# ATK/DEF LTF Regime Combo — Power Hunter
ATK/DEF LTF Regime Combo — Power Hunter is a multi-dimensional decision analysis indicator built around LTF (Lower Time Frame) market-state analysis**.
Its core concept is not simply combining EMA, RSI, ATR, Bollinger Bands, Volume, DMI, and other conventional calculations. Instead, these market inputs are processed into multiple analytical dimensions and evaluated through a unified scoring framework.
The resulting information is organized into **market states, scores, grades, and chart-based memory**, providing a structured view of the conditions observed on the LTF chart.
## Core Concept
The indicator combines:
**LTF + Regime + ATK/DEF + Decision System**
LTF provides the underlying market data environment.
Regime describes the current market state.
ATK/DEF represents changes between different market-force conditions.
The Decision System combines multiple dimensions into structured scores and state classifications.
Therefore, this is not simply an LTF indicator. It is a **decision-oriented market-state framework built from LTF data and multi-dimensional calculations**.
## Three Decision Combinations
### C1 — Direction / Momentum / Velocity / Behavior
C1 describes the primary price-state environment through four dimensions:
* Direction
* Momentum
* Velocity
* Behavior
The calculation incorporates EMA relationships, RSI conditions, price velocity, volume relationships, candle-body structure, and shadow behavior.
These components are combined into an independent C1 score and state classification.
### C2 — Battle / Hunting / Squeeze / Destruction
C2 focuses on market interaction and key-area behavior within the LTF environment:
* Battle — Alternating and consecutive candle behavior
* Hunting — Price behavior around key highs and lows
* Squeeze — Volatility compression
* Destruction — Structural and key-area changes
This combination evaluates how price behaves around local conditions, key areas, and changing volatility states.
### C3 — Absorption / Expansion / Impact / Decay
C3 focuses on changes in market activity and intensity:
* Absorption — The relationship between price, range, and volume
* Expansion — Volatility expansion
* Impact — Price impact and movement intensity
* Decay — Changes and decline in activity intensity
The calculations use price range, volume ratios, price movement, and sequential changes in market activity to produce an independent C3 state.
## Integrated Decision System
C1, C2, and C3 each calculate four internal dimensions and produce their own combination scores.
The three combinations are then aggregated into an overall score.
This creates a structured hierarchy:
**Individual Factors → Combination Scores → Overall Score → State → Grade**
The purpose is to consolidate multiple market dimensions into one decision-oriented observation framework rather than relying on a single calculation.
## Chart Memory
One of the key concepts of this indicator is **Chart Memory**.
The indicator does not only present the current calculated state. It also uses chart labels, structured tables, Swing High / Swing Low information, and structural connections to retain relevant recent market information visually.
The table presents:
* C1 factor scores
* C2 factor scores
* C3 factor scores
* C1 / C2 / C3 combination scores
* State
* Grade
* Overall Score
Swing High / Swing Low points, local support and resistance areas, and structural connections are also displayed within the same chart environment.
This creates a visual relationship between **market state, calculated information, and price structure**.
## ATK / DEF Regime
ATK/DEF in this framework is used to describe changes between different market-force conditions rather than simply classifying price direction.
The system evaluates multiple dimensions, including direction, momentum, velocity, behavior, market interaction, key-area reactions, compression, structural changes, absorption, expansion, impact, and decay.
The final output therefore represents a **multi-dimensional Regime State** generated from combined calculations rather than a single condition.
## LTF Market-State Framework
The indicator focuses on the following LTF market dimensions:
* Price Direction
* Momentum
* Velocity
* Candle Behavior
* Market Battle
* Key-Level Reaction
* Volatility Compression
* Structural Change
* Absorption
* Expansion
* Impact
* Decay
* Swing High / Swing Low
These components are processed through a unified calculation framework and converted into structured market-state information.
The objective is to consolidate fragmented market information into a single framework that makes different dimensions easier to observe and compare on the LTF chart.
## Chart Components
The indicator includes:
* C1 / C2 / C3 multi-dimensional analysis
* Integrated scoring system
* State classification
* Grade classification
* Overall Score
* Chart status label
* LTF market-state analysis
* EMA12 / EMA26
* RSI
* ATR
* Bollinger Bands
* Volume Analysis
* DMI / ADX
* Swing High / Swing Low
* Local structural connections
* Support and resistance markers
* FIFO object management
* Adjustable parameter system
## Parameter Adaptation
The indicator provides adjustable parameters for EMA, RSI, ATR, Bollinger Bands, Volume MA, DMI, Velocity Lookback, Key Level Lookback, and Swing High / Swing Low sensitivity.
Different markets, instruments, volatility conditions, and chart settings can produce different calculated results.
Users should therefore **configure and adjust the parameters according to the market environment being observed**.
Parameter settings directly affect the calculations, Swing structure, and resulting state classifications.
## Indicator Positioning
**ATK/DEF LTF Regime Combo — Power Hunter** is centered around:
**LTF Market Observation
* Multi-Dimensional Calculation
* ATK/DEF Regime
* Decision Combinations
* Integrated Scoring
* State / Grade
* Chart Memory**
The concept is not to simply add more indicators to a chart.
Instead, multiple market dimensions are processed through a unified framework and converted into structured state information, allowing the user to organize market information and observe relationships between different LTF conditions more efficiently.
This indicator provides **market observation, state information, and calculated reference data**. The output should not be interpreted as a guaranteed conclusion.
Parameters should be configured and adjusted according to the market environment being observed.
Indicator
Random Candles**What if the patterns you see in the market aren't as meaningful as you think?**
This indicator generates a completely random price series, tick by tick, and displays it as candles.
There is no market data being used to determine the direction of the next tick. There is no trend-following logic, no support/resistance calculation, no order flow, no indicators, and no hidden trading strategy deciding where price should go.
**The price is random.**
And yet, look at the chart.
You will often see things that look surprisingly familiar:
* Trends
* Support and resistance
* Breakouts
* Pullbacks
* Consolidation
* Higher highs and higher lows
* Lower highs and lower lows
* Reversals
* Channels
* Double tops and bottoms
* Candle patterns
* "Strong" moves followed by retracements
You can even draw trendlines and horizontal levels on a completely random chart and find that price appears to respect them.
That is the point of this experiment.
---
## Why does this matter?
As traders, we are extremely good at finding patterns in noisy data.
Give us a chart and our brains will naturally try to explain what happened:
*"Price rejected resistance."*
*"The trend is clearly bullish."*
*"This was a liquidity sweep."*
*"The breakout failed."*
*"The market is accumulating."*
*"The reversal was confirmed by the structure."*
But if a visually convincing version of these events can emerge from a process that contains **no market information whatsoever**, we should at least question how much information our eyes are actually extracting from a chart.
This doesn't prove that markets are completely random.
It does, however, demonstrate something important:
> **A pattern looking meaningful does not necessarily mean that the pattern contains predictive information.**
---
## Try it yourself
Instead of taking my word for it, put the indicator on a chart and watch it.
Change the **Resolution** input to increase the number of simulated ticks.
Then start looking for setups.
Draw your support and resistance levels.
Find your favorite candlestick patterns.
Look for trends.
Pretend you don't know that the candles are random.
You may find yourself doing exactly what you normally do on a real market.
That's the experiment.
---
## What this indicator is — and isn't
This is **not** a realistic market simulator.
It does not attempt to reproduce volatility distributions, correlations, order-book dynamics, news reactions, market microstructure, or other properties of real financial markets.
It is intentionally much simpler:
**Start from the previous close → randomly move up or down by one tick → repeat.**
The purpose is not to recreate the market.
The purpose is to create a visually convincing random price path and see how much structure our brains can find inside it.
---
## The uncomfortable question
If a completely random process can produce charts that look remarkably similar to real markets, how much of what we call a "setup" is actually predictive information...
...and how much is simply our brain finding structure in noise?
Maybe your strategy works.
Maybe there is a genuine edge.
Or maybe you have discovered a beautiful explanation for something that was going to happen anyway.
**Don't take this indicator as proof that trading strategies are useless.**
Use it as a reason to demand stronger evidence.
Backtest.
Out-of-sample test.
Forward test.
Test across different markets and regimes.
And most importantly, ask yourself:
**Does my strategy actually predict the future, or does it simply explain the past?**
---
*This indicator is an experiment in randomness, pattern recognition, and the limits of visual interpretation. If it makes you question your own chart analysis, then it has done its job.*
Indicator
CapitalCompassCoreCapital Compass Core
Capital Compass Core is the shared Pine Script framework for the Capital Compass ecosystem. It centralizes reusable calculations, state definitions, visual standards, market-context logic, risk logic, portfolio helpers, strategy utilities, panel functions, formatting tools, and alert infrastructure used across Capital Compass scripts.
The library is designed to keep Market Navigator, Tactical Navigator, Strategy Lab, Portfolio Compass, and future Capital Compass tools operating from the same definitions instead of maintaining duplicate implementations across multiple scripts.
Purpose
Capital Compass Core is infrastructure rather than a standalone trading indicator.
The library calculates and standardizes reusable logic. Consuming indicators and strategies remain responsible for user inputs, plots, fills, chart markers, alert conditions, strategy orders, and script-specific interpretation.
Core calculates and standardizes. The consuming script orchestrates and renders.
Core systems
Reusable functionality includes:
• EMA, SMA, RMA, WMA, VWMA, HMA, DEMA, TEMA, and VWAP
• Moving-average structure, compression, expansion, zones, crosses, and standardized MA hierarchy
• 20-SMA / 21-EMA Fast Trend Zone
• Ichimoku calculations
• Bollinger Bands
• ATR, relative volume, drawdown, price-shock, and volatility calculations
• SuperTrend and multi-SuperTrend agreement
• RSI/MFI/MACD momentum components and consolidated momentum states
• Market regime, risk, opportunity, and market-permission scoring
• Tactical market phases and transition states
• Market Navigator state aggregation
• Price structure, pivots, and regular divergence
• Asset-profile presets
• Portfolio allocation and deployment calculations
• Account-context helpers
• Position sizing, ATR stops, targets, trailing logic, reward/risk, R multiples, expectancy, and strategy-quality helpers
• Confirmed higher-timeframe data helpers
• Relative-strength calculations
• Alert-event routing and transition helpers
• JSON and text formatting
• Theme-aware panels, table cells, text, borders, fills, and semantic state backgrounds
State and color standard
Capital Compass uses a consistent semantic visual language:
• Green = bullish / favorable
• Red = bearish / unfavorable
• Orange = caution / transition / sideways / neutral / mixed
• Gray = inactive / unavailable / insufficient data
• Blue = informational / fast-trend reference
• Magenta = major structural reference
Moving-average identity colors are separate from directional state colors. This allows a moving average to retain a recognizable identity while optional Trend mode communicates bullish, bearish, or transitional conditions.
The standardized moving-average hierarchy includes:
8, 13, 20, 21, 34, 50, 55, 89, 100, and 200 periods.
Primary structural references:
• 20 / 21 = fast trend
• 50 / 55 = intermediate trend / caution zone
• 200 = major long-term structural reference
Capital Compass Core also provides theme-aware helpers derived from the active TradingView chart colors so consuming scripts can remain readable across light and dark chart themes.
Capital Compass ecosystem
Market Navigator
Long-term market condition, regime, risk, opportunity, portfolio context, and review.
Tactical Navigator
Tactical trend, momentum, transition, Fast Trend Zone, volatility, and market-phase analysis.
Strategy Lab
Research, hypothesis testing, backtesting support, position sizing, risk planning, and strategy evaluation.
Portfolio Compass
Portfolio allocation, deployment, account context, and long-term capital-management support.
Shared calculations should be imported from Capital Compass Core rather than independently duplicated inside each script.
Library usage
Import the library with:
import DrGetDown/CapitalCompassCore/1 as CC
Examples of shared functionality include:
CC.ma(...)
CC.maColor(...)
CC.fastTrendZone(...)
CC.marketNavigatorState(...)
CC.tacticalPhase(...)
CC.momentumScore(...)
CC.stateColor(...)
CC.panelPos(...)
CC.strategyPlan(...)
Published library versions are intentionally explicit. Consuming scripts should migrate only after a newer Core release has been compiled, tested, and validated.
Design principles
• Maintain one definition for shared calculations and state meanings.
• Separate market-state colors from moving-average identity colors.
• Keep reusable calculations in Core whenever technically practical.
• Keep script-specific interpretation and rendering in the consuming script.
• Avoid unnecessary duplicate or correlated calculations.
• Use confirmed higher-timeframe data where explicitly specified.
• Keep risk and position-sizing mathematics separate from actual strategy order placement.
• Preserve consistent panel placement, formatting, abbreviations, state meanings, and visual behavior across the ecosystem.
• Test significant shared changes before promoting them across dependent Capital Compass scripts.
Limitations
Capital Compass Core does not predict future prices and does not guarantee profitable trades or prevent losses.
Market regimes, momentum states, tactical phases, opportunity scores, risk scores, divergences, moving-average structures, and strategy statistics are analytical classifications based on supplied market data and configured assumptions. They should not be interpreted as guarantees of future performance.
Backtest statistics describe historical results and do not guarantee similar future results.
Portfolio, allocation, deployment, and position-sizing helpers provide mathematical and analytical context only. Actual decisions remain dependent on objectives, portfolio circumstances, risk tolerance, time horizon, liquidity needs, taxes, diversification, and independent research.
Version
Internal Core version: 1.0.0
TradingView library release: /1
Capital Compass
OBSERVE • DISCERN • PREPARE • ACT WISELY
Tuned to the signal. Anchored to the mission. Library
LiqSweep+iFVG indicatorLiqSweep + iFVG is a multi-module liquidity and market-structure indicator built around a liquidity sweep → reversal confirmation model.
CORE SIGNAL ENGINE
• Session Liquidity
* Tracks NY, London, and Asia session highs/lows.
* Levels remain active until first touched.
* Configurable number of untouched levels can be kept.
• Liquidity Raids / Sweeps
* Distinguishes between a normal touch and a true raid.
* A raid must exceed the liquidity level by a configurable buffer.
* Valid raids arm a potential reversal.
* NY, London, and Asia raids can be independently enabled for signals.
• iFVG Reversal
* Uses Fair Value Gaps as the primary reversal confirmation.
* A bullish FVG can invert for a short setup after a high raid.
* A bearish FVG can invert for a long setup after a low raid.
* Inversion requires a candle body close through the far edge.
* FVG size and lookback are configurable.
• Alternative Trigger
* Instead of iFVG inversion, the indicator can use a close back through the raided liquidity level.
• Raid Expiration
* Each raid remains valid only for a configurable time window.
* If no trigger occurs, the setup expires.
CONFLUENCE & CONTEXT
• Higher-Timeframe FVG
* Optional 5m, 15m, 1H, 4H, or Daily FVG filter.
* Can require price to interact with a live HTF FVG before a signal is allowed.
• Premium / Discount
* Calculates a configurable dealing range.
* Displays Premium, Equilibrium (50%), and Discount zones.
* Used as market-location context rather than a mandatory entry filter.
• Equal Highs / Equal Lows
* Detects EQH, EQL, REH, and REL structures.
* Treats these areas as potential resting liquidity.
* EQH/EQL raids can optionally arm reversals, but this is disabled by default.
• Williams Fractals / Swing Points
* Marks confirmed swing highs and swing lows.
* Configurable lookback/period.
* Used primarily for market-structure context.
TIMING & VISUALIZATION
• Configurable NY-time entry window.
• Session range boxes.
• Session liquidity lines.
• RAID and HIT labels.
• FVG boxes and inverted FVG visualization.
• Optional HTF FVG boxes.
• EQH/EQL lines.
• Swing-point markers.
• Armed-state background.
• LONG/SHORT entry markers.
OVERALL MODEL
Liquidity → Raid/Sweep → Reversal Armed → iFVG Inversion → Signal
The main trading logic is the liquidity raid + reversal confirmation. Premium/Discount, Williams fractals, EQH/EQL, and session structure provide additional market context, while HTF FVG can act as an actual optional signal filter. Indicator
VIX 3D Term Structure [MantisAlgo]VIX 3D Term Structure
VIX 3D Term Structure maps the live CBOE implied-volatility curve across six constant-maturity horizons: VIX1D, VIX9D, VIX, VIX3M, VIX6M, and VIX1Y.
TERM = Constant-maturity horizon from 1D to 1Y
TIME = Each tenor’s evolution over the latest nine trading days, from current to oldest
IV = Annualized implied-volatility level in VIX points
The indicator can be used on any chart symbol as a broad U.S. equity volatility context tool.
🌐 3D SURFACE
The lower pane displays the current VIX term structure with nine trading days of historical depth. Surface colors compare each tenor with its own selected daily average:
- 21 trading days — one month
- 63 trading days — one quarter (default)
- 126 trading days — six months
- 252 trading days — one year
Cooler colors indicate values below the selected average, while warmer colors indicate values above it. Camera rotation changes only the viewing angle and does not affect calculations.
📈 HISTORY RIBBON
The six VIX tenors are also plotted as 2D history on the active chart timeframe. Each line’s color reflects that tenor’s relative level versus its selected daily average.
📊 DASHBOARD
Curve Shape classifies the current back-minus-front term spread:
- 🟢 CONTANGO — the back tenor is more than 0.35 volatility points above the front tenor
- 🟠 FLAT — the back-minus-front spread is between −0.35 and +0.35 VIX points
- 🔴 BACKWARDATION — the front tenor is more than 0.35 volatility points above the back tenor
The dashboard also reports the six tenor values, Term Spread, 20-day annualized S&P 500 realized volatility, and the Implied–Realized Vol Spread calculated as 30-day VIX minus trailing SPX Realized Vol (20D).
Vol Level uses the median relative level of VIX9D, VIX, and VIX3M:
- 🟢 LOW VOL — 0.90 or lower
- 🟠 MID VOL — between 0.90 and 1.08
- 🔴 HIGH VOL — 1.08 or higher
⚙️ SETTINGS
Heat average length controls the historical baseline used for surface colors and Vol Level:
- 21 trading days — most responsive; useful for short-term volatility shifts, but more sensitive to noise
- 63 trading days — balanced short-to-medium-term baseline and the default
- 126 trading days — broader regime comparison with less sensitivity to temporary spikes
- 252 trading days — long-term annual context; slowest to react to recent regime changes
Changing this setting does not change the live tenor values or Curve Shape. It changes only how current volatility is classified relative to its historical baseline.
View rotates the 3D surface. Custom angle is applied only when Custom is selected. Dashboard selects the dashboard position on the price chart.
🧭 HOW TO USE
Use Curve Shape to read the front-to-back slope of the VIX term structure and the surface to track how each tenor has changed over the latest nine trading days.
Colors show whether each tenor is above or below its selected historical average. The surface provides volatility context rather than a directional price target.
🔔 ALERTS
Alerts fire when Curve Shape newly becomes BACKWARDATION or CONTANGO.
⚠️ DISCLAIMER
This indicator is provided for informational and educational purposes only and does not constitute financial or investment advice. VIX term structure describes option-implied volatility conditions and is not a direct directional signal for the charted asset. Historical conditions do not guarantee future results. All trading and investment decisions remain the sole responsibility of the user.
Indicator
Liquidity Radar Engine Pools Sweeps and Next DrawThis script answers one question continuously: which pool of resting liquidity was taken most recently, was it reclaimed, and where is price likely being delivered next. It is a context and narration tool, not a signal generator. It never tells you to enter.
**The three pool states — the core idea**
Most liquidity tools mark a level and then delete it the moment price touches it. That throws away the information that matters. Here a pool moves through three distinct states, drawn differently at each:
- **LIVE** — resting, untouched, still a magnet.
- **SWEPT** — taken, but price has not closed back through the origin. The sweep may still fail. Nothing is confirmed yet.
- **RECLAIMED** — taken and price closed back through the origin. This is the completed sweep-and-reclaim, and it is the only state the narration treats as a story worth acting on.
Separating SWEPT from RECLAIMED is the entire point of the script. A sweep without a reclaim is not a setup, and collapsing the two into one "hit" state hides the distinction that decides whether anything happened.
**What it draws**
Pool levels are built from prior-period highs and lows, session extremes, equal highs and lows, and swing pivots, each drawn according to its state. A liquidity glow fades with pool age so stale levels visibly recede rather than cluttering the chart indefinitely. A Next Draw ring marks the nearest unswept pool in the direction of the current higher-timeframe bias — the level price is being pulled toward. A Delivery Map shows where price has been delivered from and to. A narration bar states the current condition in plain words; when it reads that no sweep has happened yet, there is no story and nothing to do.
**The two engines that gate the narration**
Higher-timeframe bias reads structure on a higher timeframe from pivot sequence and reports bullish, bearish, or neutral/choppy. Bias decides which side of a sweep is worth watching. It is a filter, never a position, and it never extends how long anything is held.
Lower-timeframe change-of-character confirms that structure on the entry timeframe has actually shifted after a reclaim. This is the difference between a level being touched and a level being rejected.
Response presets (Fast, Balanced, Strict, Manual) set the pivot left and right bar counts independently, trading detection latency against confirmation lag. This is worth being precise about: the presets change how soon an event is detected. They do not lower what counts as an event. Strict reproduces the original timing exactly.
**Optional breadth**
Advance-decline and TICK feeds can be requested to flag exhaustion. These require the relevant index symbols on your data plan. Without them the breadth row reads unavailable and everything else continues to work normally.
**Using it with the sequence engine**
This script publishes five numbered plots as an export bridge, intended to be read as external sources by the companion script "Liquidity Sequence Suite — 4-Confirmation Engine". Wiring them lets that script consume this one's pool ledger, next-draw level and bias rather than recomputing them, so both agree on what happened and when. Wire each numbered source to the matching numbered field once. The exports are display-only and cost nothing if unused — this script is fully standalone and needs no companion.
**Limitations and shortcomings — please read**
- Pivot-based structure confirms with lag by definition. A pivot is only a pivot once the required bars to its right exist, so higher-timeframe bias and change-of-character both arrive after the turn, not at it. Faster presets shorten that lag. Nothing removes it.
- Higher-timeframe values update while the higher-timeframe bar is forming. Intrabar bias and change-of-character states are provisional and can change within the bar.
- Prior-period level requests use the standard previous-bar idiom and do not repaint. The pivot requests use no lookahead. Nothing in this script draws a level earlier on history than it could have appeared live.
- Pool detection is capped for performance. On very long histories or very low timeframes the oldest pools are dropped, so panel counts reflect what is tracked rather than everything that ever existed.
- Breadth is optional and depends on your data subscription.
- This is a context tool. It produces no entries, no stops, no targets and no performance claim. It is an indicator, not a strategy.
- Nothing here is financial advice.
**Originality**
Written clean-room from a written specification of publicly described concepts — resting liquidity above highs and below lows, sweeps, reclaims, equal highs and lows, session and prior-period levels. No third-party source was consulted or adapted. All code is original.
Indicator
Candle-Pattern Detector ProCandle-Pattern Detector Pro (CPD-Pro++)
This indicator automatically identifies 48 classic candlestick patterns on the chart, marking each occurrence with a label showing the pattern's abbreviation (e.g., HA = Hammer, LE = Long Engulfing, 3WS = Three White Soldiers, etc.), placed directly above or below the corresponding candle.
How it works
The script analyzes the relationship between body, upper shadow, and lower shadow of each candle (and of previous candles, when a pattern requires multi-bar confirmation) to classify reversal, continuation, and indecision formations — such as Hammer, Engulfing, Morning/Evening Star, Three Methods, Kicking, and others.
How traders can use it
Fast visual identification: instead of memorizing dozens of patterns, the trader sees the abbreviation directly on the candle where the pattern occurred.
Confluence with other tools: the patterns detected here work best as confirmation context — for example, a Hammer (HA) or Bullish Engulfing (LE) near a support/liquidity zone carries far more weight than the same pattern in isolation.
Configurable alerts: each of the 48 patterns has its own individual alertcondition, allowing traders to set up alerts for a specific pattern (e.g., only Morning Star) without having to watch the chart manually.
Per-pattern customization: each pattern can be individually enabled/disabled and given a custom color, letting traders build a lean setup with only the patterns relevant to their strategy (e.g., only top/bottom reversal patterns).
Limitations and recommended use
Candlestick patterns are probabilistic, not deterministic — they should not be used as a standalone entry/exit signal.
It's recommended to combine this indicator's signals with market structure (support/resistance, trend, volume) to filter out false positives.
This script is a technical analysis aid and does not constitute investment advice. Indicator
Trend Trigger | EMA Trend Filter + MTF Stochastic Entry with ATROverview
This strategy combines two proven, independent mechanisms rather than inventing a new indicator: a slow-moving EMA trend filter decides which direction is permitted, and a higher-timeframe-confirmed stochastic oscillator decides when to actually enter. Trend and timing are handled by separate logic layers so each does one job well, instead of stacking multiple overlapping conditions that rarely align.
How it works
Trend permission (EMA 38/62): Trades are only allowed in the direction the EMA fast/slow relationship currently supports — longs when fast > slow, shorts when fast < slow. This keeps the strategy from fighting the prevailing trend. This filter can be disabled for a pure counter-trend/mean-reversion test.
Entry timing (MTF Stochastic): The current-timeframe %K/%D stochastic must cross through the midline (50) with rising/falling momentum, and the same stochastic recalculated on the next higher timeframe (auto-stepped: 1m→5m, 1h→4h, 1D→1W, etc.) must agree in direction. This is the same core logic as classic MTF stochastic systems — entries are timed at momentum inflection points that are confirmed on a broader structural timeframe, not just the noisy current one.
Staged, ATR-based risk management: Every position opens with an ATR-scaled hard stop. Once the trade reaches a configurable R-multiple (default 1.0R), the stop moves to breakeven — locking in "no loss" without capping upside. Past a second, larger R-multiple (default 1.5R), the stop begins trailing using ATR (not fixed ticks), so the trailing distance scales with the instrument's actual volatility instead of an arbitrary number.
Secondary exits: A stochastic-fade exit (mirroring the entry logic in reverse) and an optional trend-flip exit close the trade early if the higher-timeframe signal reverses or the EMA trend turns against the position. A time-stop closes any trade that's gone nowhere after N bars.
Distinctive features
Trend and timing are decoupled — you can test pure momentum-timing (trend filter off) versus trend-confirmed pullback entries (trend filter on) with one toggle.
No fixed-tick trailing stop — every risk parameter (initial stop, breakeven trigger, trailing distance) is ATR-scaled, so the same settings behave sensibly across instruments with very different volatility (e.g., a $30 stock vs. a $60,000 crypto asset) without manual re-tuning.
Risk-based position sizing ties trade size directly to the ATR stop distance and a fixed % of equity risked per trade, rather than a flat share/contract count.
A compact confirmation meter (colored bar table) shows trend + stochastic alignment strength at a glance — no cluttered multi-line oscillator overlays on the chart.
Tips for use
Test with the trend filter both on and off separately — they represent genuinely different strategies (trend-following pullback entries vs. pure momentum reversal) and will perform differently depending on the instrument's regime.
Start testing on liquid instruments and a base timeframe of 1H or higher — the automatic higher-timeframe step needs enough bars underneath it to be meaningful; very low timeframes (1–5 min) compress the "higher timeframe" confirmation into something almost as noisy as the entry timeframe itself.
Check Average Win vs. Average Loss in the Strategy Tester, not just win rate — this strategy is built to keep those two numbers close together (via the breakeven/trailing stages), and that ratio is a better health check than win rate alone.
The breakEvenR and trailStartR inputs interact — a very tight breakeven trigger combined with a very close trail can choke off winners before they develop; a very loose one leaves more of the position exposed to giveback. Both are worth walking through several combinations on your specific instrument and timeframe rather than assuming one setting is universally correct.
This is a rules-based tool, not a guarantee — past backtest results don't ensure future performance, and all trading involves risk of loss.
Strategy
Uranium VolumeUranium Volume — PVT Momentum
Uranium Volume is an experimental momentum indicator based on price percentage changes combined with the logarithm of trading volume. Its purpose is to provide a visual representation of relative price-volume pressure, helping traders observe moments of acceleration or weakening momentum.
🔬 How It Works
The indicator calculates a simplified PVT (Price-Volume Trend) change:
PVT Change = ((Current Price − Previous Price) / Previous Price) × log(Volume)
The price source used in the calculation can be selected by the user:
Close — closing price
HLCC4 — average of High, Low, and two Close values
HL2 — average of High and Low
HLC3 — average of High, Low, and Close
The resulting value is then smoothed using an EMA (Exponential Moving Average). The default period is 9.
📊 Visual Interpretation
The columns display the smoothed indicator value, while the column color is determined by the price/volume change of the current bar:
🟢 Lime: positive price change relative to the previous bar.
🔴 Red: negative price change.
🔵 Blue background: confirmed bar with a positive or neutral change.
🟠 Orange background: confirmed bar with a negative change.
The indicator can be used as a complementary tool to observe momentum, expansion, or loss of strength, together with price action, volume, trend analysis, and other technical-analysis tools.
⚙️ Settings
Price Mode: determines which price reference is used in the calculation.
MME Reactor Core: controls the EMA period applied to the PVT Change. Lower values make the indicator more responsive, while higher values provide a smoother reading.
⚠️ Important
Uranium Volume is a technical-analysis tool, not an automated buy or sell system. The indicator's colors and values should not be interpreted in isolation as guaranteed entry or exit signals.
The indicator uses price and volume data available on the chart and should be analyzed within the context of the selected asset and timeframe. Different markets may have different volume characteristics, so results may vary depending on the instrument.
No financial results are guaranteed. Users are responsible for their own investment decisions and risk management.
🧪 Indicator Name
The name "Uranium Volume" is a visual reference to the concept of energy and momentum and does not imply that the indicator is related to the uranium market or uranium-mining assets. Indicator
Jamallo Channels🔹Intro
For decades, technical traders have relied on conventional channel models, each burdened by fundamental mathematical limitations:
- Bollinger Bands rely on simple moving averages (SMA) and raw price standard deviation. When strong directional trends emerge, raw variance conflates trend slope with volatility, causing the bands to artificially flare open ("volatility bulge") and produce severe lag and frequent false mean-reversion signals.
- Keltner Channels utilize exponential moving averages (EMA) wrapped with Average True Range (ATR). While smoother, the EMA introduces continuous phase delay, and the bands drift constantly with price, failing to provide stable, horizontal support and resistance benchmarks during consolidation.
- Donchian Channels plot rolling highest highs and lowest lows over an N-bar window. However, they are exceptionally vulnerable to single-bar outlier wicks and sudden step jumps that distort the true statistical distribution without accounting for underlying volatility dynamics.
Jamallo Channels resolves these structural flaws through a novel mathematical synthesis:
1. It replaces lagging moving averages with a multi-resolution Maximal Overlap Discrete Wavelet Transform (MODWT) Haar filter bank coupled with an energy-calibrated deadband step-hold state machine. The baseline remains strictly stationary during consolidation and snaps instantaneously to new price levels upon statistically significant drift.
2. It decouples trend from volatility by computing standard deviation strictly on the detrended high-frequency wavelet residual, filtered through a rolling linear-interpolation median to eliminate spike distortion.
3. It locks the volatility corridor at the exact moment a new regime step triggers—producing pristine, step-synchronized horizontal channels and mathematically robust exhaustion zones.
🔹Break down
1. Multi-Resolution Haar Wavelet MODWT Engine:
- Undecimated Dyadic Decomposition: Deconstructs raw price action across up to 5 dyadic scale levels (Level 1 = 2-bar, Level 2 = 4-bar, Level 3 = 8-bar, Level 4 = 16-bar, Level 5 = 32-bar) into orthogonal approximation (trend) and detail (high-frequency noise) coefficients without phase distortion or downsampling loss.
- Scale-Adaptive Smoothing: Isolates the true low-frequency structural trend from intraday churn and microstructure noise at the selected dyadic decomposition level.
- Dynamic Detail Energy Tracking: Measures the real-time volatility intensity of the high-frequency detail spectrum by computing a rolling Simple Moving Average of absolute detail coefficients over a calibrated lookback window.
2. Energy-Calibrated Deadband Step-Hold Mechanism:
- Statistical Innovation Filtering: Establishes an adaptive deadband threshold scaled directly by the product of the detail energy and a deadband multiplier.
- Zero-Drift Piecewise Step-Holding: The smooth wavelet baseline is held strictly horizontal until price innovation definitively breaches the dynamic detail deadband threshold. Once breached, the baseline snaps instantaneously to the new equilibrium price level, eliminating baseline drifting during consolidation phases.
- Clean Regime Direction State: Evaluates the direction of every confirmed step, immediately classifying the market into Bullish (Teal) or Bearish (Maroon) regime states.
3. Detrended Residual Volatility & Frozen Sigma Bands:
- Trend-Decoupled Dispersion Measurement: Unlike standard deviation calculated around lagging moving averages—which artificially inflates during strong trends—Jamallo Channels isolates the high-frequency wavelet residual (Price minus Wavelet Mid) before computing variance, capturing genuine localized volatility.
- Median Filter Outlier Rejection: Applies a rolling linear-interpolation median filter (50th percentile over a 100-bar window) to the raw residual standard deviation, immunizing the channel against one-off spike anomalies and erratic expansion.
- Step-Locked Volatility Corridors: Volatility is sampled and frozen precisely at the moment a new Haar baseline step triggers. The frozen sigma remains constant throughout the entire regime life cycle, producing stable, non-wiggling horizontal channels.
4. Multi-Tier Volatility Corridors & Exhaustion Envelopes:
- Inner Expansion Zone (1.0σ): Defines the immediate high-probability operational boundary around the stepped trend baseline.
- Mid Dispersion Boundary (2.0σ): Represents standard 2-sigma statistical bounds where normal trending impulse legs oscillate.
- Outer Exhaustion & Mean-Reversion Zone (3.0σ): The extreme channel boundary (2.0σ to 3.0σ highlighted by shaded backgrounds) marks statistical overextension where price is prime for momentum exhaustion and mean-reverting retests back to the Haar stepped baseline.
🔹How to use: Trend Following & Risk Management
Jamallo Channels provides clear, objective mathematical parameters for both momentum trend riders and mean-reversion scalpers across all timeframes.
Regime Trend Trading:
- Setup & Execution: Enter in the direction of a newly confirmed Haar baseline step (when the baseline shifts color to Teal for Longs or Maroon for Shorts) or upon a sustained price breakout above/below the baseline following volatility compression.
- Stop Loss Placement: Anchor stop loss orders directly behind the most recent stepped Haar baseline level or just outside the opposite inner/mid channel boundary.
- Trailing & Letting Winners Run: Trail stop loss orders systematically step-by-step as new horizontal baseline rungs are confirmed, protecting capital while letting winners ride the macro expansion.
Mean-Reversion & Exhaustion Scalping:
- Exhaustion Rejection: When price enters the extreme 2.0σ–3.0σ outer band corridor (upper red fill or lower teal fill) and forms rejection wicks or structural exhaustion patterns, execute counter-trend mean-reversion setups.
- Take-Profit Targets: Target the inner channel (1.0σ) for partial profits and the primary Haar stepped baseline (0σ mean) for final profit harvesting.
- Invalidation / Stop Loss: Place tight stop losses just beyond the outer 3.0σ boundary line.
🔹Settings Parameters
Haar Wavelet Basis:
- Basis Level (1 - 5): Selects the dyadic wavelet decomposition scale (1 = 2-bar, 2 = 4-bar, 3 = 8-bar, 4 = 16-bar, 5 = 32-bar). Higher levels smooth out larger macro trends, while lower levels capture high-frequency swings.
- Deadband Multiplier (0.1 - 10.0): Scaling coefficient applied to the detail energy. Higher values widen the deadband, requiring larger directional thrusts to trigger a new step and producing wider, noise-immune steps.
- Detail Energy Lookback (5 - 200): The rolling lookback window used to calculate the average magnitude of wavelet detail coefficients.
Stdev Bands:
- Stdev Length (min 2): Lookback period for measuring the standard deviation of the detrended wavelet residual.
- Inner Multiplier (0.1 - 10.0): Standard deviation multiplier for the inner channel envelope (default: 1.0σ).
- Mid Multiplier (0.1 - 10.0): Standard deviation multiplier for the middle channel envelope (default: 2.0σ).
- Outer Multiplier (0.1 - 10.0): Standard deviation multiplier for the extreme exhaustion envelope (default: 3.0σ).
Display Settings:
- Basis Up Color: Custom color for the stepped baseline during bullish regime states (default: Teal).
- Basis Down Color: Custom color for the stepped baseline during bearish regime states (default: Maroon).
- Upper Color: Accent color for the upper channel bands and exhaustion fills (default: Red).
- Lower Color: Accent color for the lower channel bands and exhaustion fills (default: Teal).
- Show Fill: Toggles background shading for the inner and outer volatility corridors.
Indicator
FCP | Market Sessions | High Low Box & Range StatsMarks the Sydney, Tokyo, London and New York sessions, tracks each
one's high and low, and carries those levels forward to the next
session open.
WHAT IT DRAWS
• A shaded box spanning each session's time window and price range.
• High and low lines that extend to the next session's open.
• Range extension lines projected from the session high and low at
configurable multiples of the session range (0.5x, 1x, 2x by
default), with optional multiplier labels.
• A stats table showing each active session's current range as a
percentage of its own average range over the last N sessions.
Rows for disabled sessions are hidden.
HOW IT WORKS
Session boundaries and session extremes are not read from the chart's
candles. They are computed from 5-minute data through a lower-timeframe
request, so the levels are identical whether you are on a 15-minute
chart or a 4-hour chart. The chart is only the canvas.
The session in progress updates on every tick rather than on bar close,
so the box and its high and low lines follow price in real time.
SETTINGS
Session timezone — sessions are defined in this timezone, so the
windows stay fixed regardless of the symbol's exchange timezone.
Accepts a UTC offset (GMT+0, GMT+3) or an IANA name (Europe/London).
Look-back — how many past sessions to keep drawn.
Each session has its own on/off switch, time window, colour and line
width, so you can define custom windows instead of the defaults.
Range extensions — three independent multipliers; set any of them to
0 to hide one. Line style, width and transparency are adjustable.
Range stats — the averaging window, panel corner and text size.
NOTES
Works on timeframes up to and including 1 day. On higher timeframes
nothing is drawn.
Session times are fixed to the selected timezone and do not shift with
daylight saving time. If your sessions are defined in a DST-observing
timezone, adjust the windows twice a year or enter an IANA timezone
name. Indicator
Wave-Ocean Trend Wave-Ocean Trend
Description
Wave-Ocean Trend is a momentum indicator based on a combination of Exponential Moving Averages (EMA), mean deviation, and Simple Moving Average (SMA).
The indicator is designed to help visualize market direction and momentum changes through the relationship between two waves:
* X1 — Aqua: the fast wave, designed to respond to changes in momentum.
* X2 — Orange: the smoothed wave, used as a reference for identifying changes in market momentum.
## How to Use
🌊 Bullish Crossover
When X1 (Aqua) crosses above X2 (Orange), an Aqua ball appears.
This event represents a potential shift in momentum to the upside and can be used as a reference when analyzing possible bullish movements.
🔻 Bearish Crossover
When **X1 (Aqua)** crosses below **X2 (Orange)**, a **red-orange ball** appears.
This event represents a potential shift in momentum to the downside and can be used as a reference when analyzing possible bearish movements.
Reference Zones
The indicator includes two main reference zones:
* Above +60: elevated momentum zone.
* Below -60: negative momentum zone.
* Between +60 and -60: intermediate momentum zone.
These zones should not be interpreted independently as automatic buy or sell signals. They are intended to provide additional context when evaluating momentum.
## X1-X2 Area
The area between X1 and X2 helps visualize the difference between the two waves:
* Green: X1 is above X2.
* Red: X1 is below X2.
A wider separation between the waves indicates a larger momentary difference between fast momentum and its smoothed reference.
Settings
The indicator has two main parameters:
Fast Wave ⚡ — Default: 10
Controls the responsiveness of the fast wave.
Slow Wave 🐌 — Default: 21
Controls the smoothing of the reference wave.
Lower values may make the indicator more responsive to market changes, while higher values generally produce a smoother reading.
Suggested Use
Wave-Ocean Trend can be used together with:
* Market structure
* Support and resistance
* Higher-timeframe trend
* Volume
* Price action
* Risk management
One possible approach is to identify the broader trend on a higher timeframe and then use Wave-Ocean Trend crossovers on a lower timeframe to evaluate momentum within that context.
Important
Wave-Ocean Trend is a **technical analysis tool and does not guarantee financial results.
No crossover should be considered, by itself, a recommendation to buy or sell. Signals may occur during consolidation, choppy markets, or periods of high volatility and should be evaluated within the broader market context.
Use proper risk management and perform your own testing before using the indicator in live trading.
Indicator
Market Regime: NQStatsMarket Regime — nqstats
A volatility-regime dashboard for NQ (and any symbol). It answers one question: is the market currently moving more, or less, than its own long-term normal — and is that changing? It does not predict direction. It describes the character and intensity of price movement, so you can size positions, place stops, and pick strategies that suit the current environment.
The methodology follows the market-regime framework described at nqstats.com/market_regimes. Big thanks to Chris for publishing this research and full credit to him for this concept. This indicator is simply an independent implementation of that concept, built for TradingView.
1. What it does
Markets cycle between calmer and more turbulent phases. A regime measure captures where you are in that cycle by comparing current volatility against a long-term baseline volatility:
- Ratio above 1.0 → Elevated regime. Moves are larger than normal.
- Ratio below 1.0 → Compressed regime. Moves are smaller than normal.
Knowing the regime matters because most strategies are implicitly tuned to a particular volatility environment. Running a breakout system in a compressed, range-bound regime — or a mean-reversion system in an elevated, trending one — is a common reason live results drift from a backtest. The indicator is a filter and a context tool, not a signal generator.
The output is a compact, monospace, monochrome table — there is no plotted line. That is deliberate: the regime is a daily-returns statistic, so the numbers are identical whether you view them on a 5-minute or a daily chart (see §2). A table reads cleanly on every timeframe; a plotted line would only be meaningful on the daily.
2. How it's calculated (and why)
Return series. It works from daily log returns: ln(close / previous close). Log returns are the standard choice for volatility work — they're additive across time and symmetric around zero. (A simple-returns toggle is provided if you prefer.)
Rolling volatility (the "now"). For each lookback window, it takes the standard deviation of those daily returns. A 10-day SD reflects the last ~2 weeks; a 50-day SD reflects the last ~2.5 months. Each is a snapshot of realized volatility at that horizon.
Baseline volatility (the "normal"). It takes the standard deviation of the same daily-return series over a long trailing window — several years — to represent the market's normal volatility across a full cycle. This is the denominator that defines "normal."
The regime ratio. rolling SD / baseline SD. Above 1 = louder than normal; below 1 = quieter than normal. This ratio is the heart of the framework.
Why standard deviation. Equity-index returns are skewed and fat-tailed, so it's fair to ask whether SD is the right scale. Two design choices handle this: the ratio is relative (rolling and baseline use the identical estimator, so most distributional distortion cancels in the division), and the extremeness read uses a percentile (see below), which is fully non-parametric and doesn't assume any distribution shape. SD is also what keeps this faithful to the reference methodology, and on the rolling side its sensitivity to large moves is a feature — a regime tool should react when a big move lands.
Why it's timeframe-independent. All calculations run on the daily series and are pulled onto your chart, so the table reads the same on any timeframe. This avoids a subtle trap: an intraday return SD is far smaller than a daily one, so comparing intraday volatility against a daily baseline would read "compressed" almost permanently. Keeping numerator and denominator in the same daily units is what makes the ratio meaningful.
Percentile (how extreme). For each lookback, the current rolling SD is ranked against its own history over the baseline window (0–100). A ratio tells you how far from normal; the percentile tells you how rare. A reading of 0.90 at the 5th percentile is a much bigger deal than 0.90 at the 40th. Because it's a rank, it's robust to skew and fat tails.
Compression trend. The change in the ratio over a short trend window tells you which way volatility is moving — whether compression is building (ratio falling) or easing (ratio rising).
A note on estimators: both the rolling and baseline standard deviations use the same population formula, so the two sides of the ratio are always measured identically.
3. Inputs and how to configure them
Regime
- Log returns — on by default. Turn off to use simple percentage returns.
- Lookback 1 / 2 / 3 (bars) — the three rolling windows, in daily bars. Defaults 10 / 20 / 50. These are your short, medium, and long horizons. Note "bars" here means trading days, since the calc runs on the daily series.
Baseline
- Baseline lookback (years) — how many years define "normal." Default 10. Longer = a more stable baseline that includes a fuller cycle (calm stretches and crises alike). Shorter = a baseline that reflects only recent conditions and updates faster. This single input has the largest effect on your readings: a baseline drawn only from a calm period will make current conditions look elevated, while one that includes major volatility events will make the same conditions look compressed. If you want to line up with an external reference, adjust the years until your BASE SD matches theirs.
Trend
- Trend window (days) — how far back the compression trend looks. Default 5. Smaller = more responsive; larger = smoother.
- Trend deadband (ratio) — how much the ratio must move before the trend is called BUILD or EASE rather than HOLD. Default 0.05. Widen it if the trend feels twitchy; tighten it if it sits on HOLD too often.
Table
- Text colour — applied to the whole table (monochrome by design).
- Location — nine on-chart positions.
- Text size — Tiny to Huge; scales the whole table.
4. What the table shows
Columns:
- LOOKBACK — the rolling window (e.g. 10d, 20d, 50d).
- STATE — Elevated (ratio > 1) or Compressed (ratio < 1). Binary at 1.0, matching the reference framework.
- RATIO — rolling SD ÷ baseline SD. The core number.
- %ILE — where current volatility ranks in its own multi-year history. Near 0 = calmer than almost any point in the window; near 100 = hotter than almost everything.
- COMPR — the compression trend: BUILD (compression increasing / volatility contracting), EASE (compression releasing / volatility expanding), or HOLD (inside the deadband).
- ROLLSD — the raw rolling standard deviation, for reference and for comparing against external sources.
Rows:
- One row per lookback.
- OVERALL — a headline read taken from the medium (20d) horizon: COMPRESSING, EXPANDING, or STABLE.
- BASE SD / BARS — the baseline standard deviation and the number of daily bars it was built from (≈ 252 × your years setting). Use BARS to confirm the baseline loaded the history you expect.
5. How to read it
Start with STATE and RATIO. Above 1 means the market is printing larger-than-normal moves (elevated); below 1 means smaller-than-normal (compressed). This says nothing about direction — only about how much the market is moving.
Read the lookbacks as a timeline, not three separate numbers. Because each window only "sees" its own recent slice, the shape across horizons tells a story. When the short window reads lower than the long one (e.g. 10d compressed while 50d still elevated), a volatility event from weeks ago is still inside the long window but has already rolled out of the short one — volatility is decreasing and compression is building. The reverse ordering means the front end is heating up. The shortest lookback always moves first, so watch it as your leading tell.
Use the percentile for extremeness. A compressed reading in the low single-digit percentiles means the market is near its quietest in years — historically these deep-compression phases tend to resolve, sometimes abruptly. A high percentile means an unusually loud environment.
Use COMPR and OVERALL for direction. BUILD means the coil is winding tighter; EASE means it's releasing. The first lookback to flip to EASE is your earliest heads-up that a compression is breaking.
Turning it into decisions (following the reference framework's guidance):
- Elevated regime — expect larger, more extended moves. Stops are better placed wider to accommodate the range, and position size reduced accordingly. Trend and continuation approaches tend to work better here.
- Compressed regime — the market tends to mean-revert and range. Breakout and trend strategies are less reliable. Realized volatility is low, so stops can often be tighter — but remember compression doesn't last, and it can release quickly.
- As a filter — before taking a trade, check that the strategy you're about to use suits the regime you're actually in. This is the single most valuable use of the tool.
Notes
- Built with NQ in mind but works on any symbol with sufficient daily history.
- Requires enough loaded history for the baseline; if BARS reads far below years × 252, extend your chart history or reduce the baseline years.
- This is an analysis tool, not financial advice, and does not generate buy/sell signals. Regimes describe volatility conditions; they do not predict direction.
- Concept credit: the market-regime framework at nqstats.com/market_regimes. This is an independent implementation. Indicator
