Gabriel UCS 31 Timeframes Scanner Game ChangerThis is a separate companion indicator — add it to the same chart alongside the strategy. It scans 31 timeframes simultaneously using the identical 10-factor confluence engine:
What it shows: A color-coded table with one row per timeframe — 10s through 1M — each showing:
• Net P&L % (simulated cumulative return)
• Trade count
• Win rate %
• Verdict: ✓ PROFIT (green) or ✗ LOSS (red)
How it works: Each timeframe gets its own request.security() call running the full confluence engine + a simplified trade simulator (entry at signal, exit at ATR stop or target). It's not identical to the Strategy Tester (no commission, no scale-out), but it correctly identifies which intervals have positive expectancy for your threshold setting.
Usage: Load it on chosen Symbol, glance at the table — every green row is worth backtesting with the full strategy. Saves you from manually clicking through 60+ intervals.
Caveat: TradingView may limit some sub-minute timeframes depending on your plan and the symbol's data availability. If a row shows 0 trades, that timeframe likely has no data.
only accepts time-based intervals (seconds, minutes, hours, days, weeks, months). It cannot request tick or range chart data. Those chart types are proprietary to TradingView's charting engine and have no timeframe string you can pass programmatically.
What you can do for ticks/ranges: The scanner covers everything from 10s to 1M automatically. For tick and range intervals, you'd still need to manually switch the strategy (not the scanner) to each one — but the scanner narrows your search dramatically. If 25 of 31 time-based intervals are red, the odds of tick/range being profitable are low for that symbol.
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ADR vs ATR Dashboard v1.2ADR vs ATR Dashboard v1.2 — User Guide
This dashboard calculates and compares Average True Range (ATR) and Average Daily Range (ADR) from the Daily timeframe ("D") to analyze current market volatility and structural shifts.
1. Understanding Dashboard Metrics
Daily ATR: Measures the asset's average volatility over a set number of days including overnight gaps. If an asset gaps up or down significantly at the open, ATR captures that distance.
Daily ADR: Measures the average high-to-low range of the trading session only, specifically using completed past daily sessions (high - low ). It excludes overnight gaps.
ATR - ADR (Difference): Shows the raw price point difference between the two metrics.
‣ Positive value: High overnight gap activity or recent expanding range.
‣ Negative value: Compressed overnight action relative to intraday ranges.
ATR / ADR (Percentage): Expresses the relationship as a percentage.
‣ Below 90% (Below Threshold): Volatility is compressed or overnight gaps are smaller than typical intraday moves.
‣ 90% – 110% (Balanced): Intraday range and total gap volatility are historical norms.
‣ Above 110% (Above Threshold): Significant price gaps are occurring outside of standard trading hours.
2. How to Access and Adjust Settings
To modify any calculation, layout, or color configurations:
Hover your mouse over the dashboard title (ADR-ATR) in the top-left corner of your main chart.
Click the Gear Icon (Settings).
Use the tabs inside the settings window to customize your experience.
Calculations Tab
ADR Length & ATR Length: Change the lookback periods.
‣ Swing Trading (Default): ATR 14 / ADR 20
‣ Fast/Responsive: ATR 10 / ADR 10
‣ Macro/Smooth: ATR 20 / ADR 50
Lower & Upper Thresholds: Adjust the percentage boundaries (90% and 110%) that trigger the "Below ADR", "Balanced", or "Above ADR" condition states.
Dashboard Layout Tab
Dashboard Location: Move the panel to any corner of your chart window (Top Right, Top Left, Bottom Right, Bottom Left).
Text Size: Scale the dashboard visibility (Tiny, Small, Normal, Large) to match your screen resolution.
Toggles: Uncheck "Show ATR Minus ADR" or "Show ATR / ADR Percentage" to hide those rows and make the panel more compact.
Dashboard Colors Tab
Click the color boxes next to any parameter to completely customize the dashboard background, text, borders, and conditional alert highlights (Below ADR, Balanced, Above ADR).
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VWAP Mean Reversion Strategy with Session and Volume FilterDescription:
Volume Weighted Average Price, is one of the most referenced levels on any intraday chart. It appears on almost every institutional trading desk as a benchmark for execution quality: did you buy below VWAP or above it? Did you sell above it or below it? That institutional significance is what makes it useful as a trading level, not because it is a magical support and resistance line, but because enough participants are watching it and acting around it that it creates real, observable price behavior.
This strategy is built around one of the most consistent behaviors VWAP produces: mean reversion. In sessions with no strong directional trend, price tends to oscillate around VWAP rather than trending away from it indefinitely. When price moves significantly above VWAP in a non-trending session, institutional sellers often step in, bringing price back toward the average. When price moves significantly below VWAP, buyers who missed the open use VWAP as a reference level for value. The result is a gravitational pull back toward VWAP that is observable, repeatable, and, with the right filters, tradable.
What VWAP Actually Measures
VWAP is calculated by summing the product of price and volume for every transaction during a session, then dividing by total volume. The result is the average price at which the instrument has traded during the day, weighted by how much traded at each price. A stock trading at $102 when VWAP is $100 means that, on average, every share transacted during the session changed hands at $100, and the current price is 2% above that average. Whether that premium is justified depends on whether volume is expanding in the direction of the move or shrinking, which is exactly what this strategy checks.
VWAP resets every session. This is important: VWAP is an intraday concept. Using it on daily charts or holding positions across sessions removes the institutional context that makes it meaningful. This strategy trades only within the active session for that reason.
The Mean Reversion Logic
Entries fire when two conditions are met simultaneously. First, price must have moved a defined distance away from VWAP, measured in ATR multiples to scale the threshold to the instrument's actual volatility rather than a fixed percentage. Second, volume on the move away from VWAP must be declining relative to its recent average. This second condition is the critical filter. A price move away from VWAP accompanied by expanding volume suggests a real directional move with genuine participation, shorting into that is dangerous. A move away from VWAP on declining volume suggests the move is losing conviction and the pull back to VWAP is more likely.
When price is above VWAP by more than the ATR threshold and volume is declining, a short entry fires. When price is below VWAP by more than the ATR threshold and volume is declining, a long entry fires. The target for both is VWAP itself — not a fixed ATR level, but the actual VWAP value at the time the target would be hit. Stop-loss is placed at an ATR multiple beyond the entry in the opposite direction from VWAP.
Session Filter
The strategy only trades between 9:45 AM and 3:15 PM ET. The first 15 minutes after the NYSE open are excluded deliberately. The opening session is when the largest institutional orders are being executed, VWAP has barely formed, and the spread between price and VWAP frequently reflects genuine price discovery rather than mean reversion opportunity. Trading into the first 15 minutes with a mean reversion approach is trading against the most aggressive order flow of the day. The final 45 minutes are excluded because end-of-day institutional rebalancing often moves price away from VWAP and keeps it there through the close, a mean reversion entry in that window frequently doesn't have time to play out before the session ends and the position needs to be closed.
What This Strategy Works Best With
VWAP mean reversion is most effective on highly liquid instruments where institutional participation is consistently high, major equity indices, large-cap individual stocks, and equity index futures. On thinly traded instruments, VWAP is less meaningful as a reference level because the institutional volume that creates the gravitational pull isn't present. On crypto markets, VWAP mean reversion can work but requires adjusting the session definition since crypto trades continuously, not in defined daily sessions.
What to Watch in Backtesting
Performance will vary significantly by market regime. In strongly trending sessions, where a catalyst like an earnings surprise, a Fed announcement, or a macro data release drives sustained directional movement, mean reversion against the trend produces losing trades. This is expected and not a flaw. Check the strategy's performance separately on trending days versus range-bound days if you can identify them. The most useful insight from backtesting this strategy is often not the aggregate win rate but the distribution of trade outcomes across different session types.
Shared for educational purposes and community discussion. This is not investment advice. Always backtest on your own instruments and timeframes using realistic commission assumptions before drawing any conclusions. Strategy
Unfilled Gap MarkerThis indicator identifies true price gaps and flags the ones that stay unfilled through a user-defined window — by default, four days including the gap candle itself.
It is built on an old floor-trading rule, shared anecdotally by veteran trader Linda Raschke, who learned it on the trading floor around 45 years ago: when a gap forms and price does not trade back into the gap area within the next four days, the move tends to continue in the direction of the gap for roughly the next two weeks (about 14 days). Raschke has said this rule holds up around 90% of the time in her experience. That figure is her anecdotal observation — it has not been independently backtested by me, and you should verify it yourself before relying on it. The indicator does one job precisely — it detects each qualifying gap, tracks whether price re-enters the empty band before the window closes, and marks the gap with a triangle only if it survives unfilled.
By default the signal prints on the third day of a four-day window, one day before the window closes. This is deliberate: it surfaces the setup while a day still remains, so you can watch that final day rather than being notified only after the window has already passed.
What it does
It detects true gaps — where a candle's range does not overlap the previous candle's range at all — not just an open above or below the prior close. A gap up requires the current low to be above the previous high; a gap down requires the current high to be below the previous low. This is the stricter, more meaningful definition of a gap: an actual empty band on the chart.
Once a gap forms, the indicator watches whether price trades back into that empty band. The near edge of the gap (the prior high for an up gap, the prior low for a down gap) is the level that must hold. If price does not fill the gap within the window, the indicator marks it:
Green triangle below the bar — unfilled gap up
Red triangle above the bar — unfilled gap down
An optional label and a shaded zone over the gap band can be turned on for clarity.
Settings
Min gap size (%) — ignore gaps smaller than this. Set to 0 to catch every true gap.
Window (days) — how many days the gap must stay unfilled, counting the gap candle as day one.
Trigger on day N — which day the signal prints. Default is day 3, so the signal appears with one day still left in the window, letting you monitor the final day before acting.
Toggles for the label and the shaded gap zone.
How to use it
Treat the triangle as a heads-up, not a trade command. Because the default trigger is day 3 of a 4-day window, the signal is provisional — the final day can still fill the gap after the triangle appears. Use it to bring a chart to your attention, then apply your own confirmation, risk management, and position sizing.
You can add an alert on the signal conditions to be notified when a qualifying gap holds.
Important notes and limitations
This is a study tool, not a strategy, and it does not place trades or guarantee any outcome. The underlying rule is an anecdotal floor-trading heuristic, not a proven edge. The ~90% success rate is Linda Raschke's stated experience, not a tested or verified statistic — I have not backtested it, and it should be checked across many symbols and timeframes before being relied on, since a pattern that looks convincing on one chart or in one trader's recollection often weakens under systematic testing. Many large unfilled gaps follow earnings or news, so some of what this flags may reflect post-earnings drift rather than the gap itself.
The signal evaluates on the trigger day's price and only settles when that candle closes; on a live, still-forming candle it can appear and then change before the close.
Nothing here is financial advice. Test thoroughly and trade at your own risk. Indicator
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NOVA EMA/MACD V2## NOVA EMA/MACD V2
NOVA EMA/MACD V2 is a multi-timeframe retracement strategy designed to identify structured continuation opportunities using EMA touches, MACD confirmation, and higher-timeframe momentum filtering.
The strategy first waits for price to retrace to the selected EMA after a defined number of candles have remained clear of it. Once a valid touch is detected, the setup becomes armed and waits for confirmation from the entry-timeframe MACD.
A trade can be triggered in two ways:
* The entry-timeframe MACD crosses in the direction of the setup while the higher-timeframe MACD agrees.
* The higher-timeframe MACD flips into the setup direction while the entry MACD is already aligned.
An optional EMA-side filter requires buy entries to close above the EMA and sell entries to close below it.
### Trade management
The strategy opens three separate positions using risk-based position sizing.
Default targets:
* Position 1: **1.5R**
* Position 2: **2R**
* Position 3: **2.5R**
Stop-loss distance is calculated using the width of a configurable Keltner Channel. Break-even activates at **0.9R** by default.
An additional EMA early-exit system activates after price reaches 1R. The remaining position can then be closed after four consecutive candles close on the wrong side of the EMA.
### Main features
* Multi-timeframe EMA and MACD analysis
* Higher-timeframe MACD direction filter
* Immediate entry when HTF MACD flips and entry MACD is already aligned
* Keltner Channel-based stop loss
* USD risk-based position sizing
* Three configurable profit targets
* Automatic break-even management
* EMA-based early exit
* Setup, entry, exit, and management alerts
* Clean status dashboard displaying trend, risk, quantity, stop distance, break-even, and early-exit status
### Recommended use
The default configuration is optimized for lower-timeframe chart analysis, particularly the 1-minute timeframe. Users should test the strategy on their chosen symbol, broker feed, session, spread, commission, and execution conditions before using it for live trading.
**Disclaimer:** This strategy is provided for educational and analytical purposes only. Historical performance does not guarantee future results. Trading involves substantial risk, and users are responsible for their own trading decisions.
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NeuPortal Empirical Range - measured bands, honest sample sizeMost volatility bands are drawn the same way: per-bar sigma times the square root of the horizon. That rule assumes returns are independent draws from one fixed distribution. Crypto returns are neither — volatility clusters, tails are fat at short horizons, and the shape of the distribution changes as the horizon grows.
This script measures instead, and draws the assumption next to the measurement so you can see the gap on your own symbol.
An example of why that matters. On BTCUSDT 4h with a 24-bar horizon, the empirical band comes out 0.95x the textbook one — slightly narrower. But at 48 bars the measured width is 1.70x the 24-bar width where root-t predicts 1.41x, and at 72 bars it is 2.03x against a predicted 1.73x. The formula is roughly right at one horizon and badly wrong at another, on the same symbol. On ETHUSDT the pattern is the opposite. You cannot know which case you are in without measuring.
WHAT IT PLOTS
- core 50% zone: the interquartile range of how this market has actually moved over your horizon
- wide 80% band: the 10th to 90th percentile, as risk context
- median of the measured distribution
- the textbook sigma x root-t band, for contrast
The band is drawn FLAT on purpose. It describes one moment in the future, not a path to it. A diagonal would be a claim about the route, and this makes no claim about the route.
WHAT IT DOES THAT OTHER BANDS DO NOT
Conditional bands. An unconditional band averages today's market with every regime the symbol has ever been in. Switch conditioning on and only windows whose starting volatility resembled today's are counted. The table shows how many windows survived, because a conditional band on 20 windows is worse than an unconditional one on 500.
Touch versus close probability. Type a price and get two numbers: the share of historical windows that FINISHED beyond it, and the share that TOUCHED it at any point on the way. These differ a lot. If you are asking whether a stop gets hit, the second number is the answer and the first is misleading. Both come from actual highs and lows of real windows, not from a closed-form approximation.
The honest sample size. Overlapping windows flatter a sample: 3,000 rolling 24-bar returns come from 125 genuinely independent windows, and quantile standard errors scale with the second number. Both are printed, and the small one is flagged when it gets thin.
Out-of-sample coverage. The band is fitted on the older part of the chart and tested on the newer part it never saw. Target 50% for the core, 80% for the wide. Both directions are marked as failures: a band that contains everything is not skill, and that is the failure mode that flatters the author. On some symbols this script will tell you its own band is too wide. That is the point.
Multi-horizon widths at 1x, 2x and 3x your horizon with the observed ratio against root-t's prediction, plus skew and excess kurtosis so you can see how far from Gaussian this symbol is at this horizon.
Alerts fire when price leaves the zone that was supposed to hold it half the time.
HOW TO USE IT
Set the horizon in bars — it means whatever your timeframe means. 24 bars on 1H is a day, 30 bars on 1D is a month. Give it as much history as the chart has. Then read the independent window count before you read anything else.
Works on any symbol and any timeframe. Nothing is hard-coded to a particular market.
WHAT IT DOES NOT DO
It says nothing about direction. There is no signal here and no entry. It is a description of uncertainty, measured rather than assumed.
Educational content - not financial advice. Indicator
NeuPortal - Forecast: sealed distributions, not pathsDraws a forecast as a DISTRIBUTION at a stated horizon, never as a path.
What it plots, from values you enter yourself:
— median for the horizon
— core 50% zone (25th–75th percentile of the asset's own historical moves over the same horizon)
— wide 80% band (10th–90th percentile)
— the seal: a vertical line at the bar the forecast was fixed on, so left of it is observed and right of it was unknown
— an explicit invalidation level
— a computed daily read (ADX, DI, RSI, MACD, %B, EMA structure, ATR) taken from the chart itself, so the table cannot drift from the price it sits on
There is deliberately no diagonal anywhere. A line drawn from today's price to a future price is read as a claimed route, and a distribution at a horizon is not a route. The size of the expected move is stated as a vertical dimension bracket instead.
Free, open source, no gating, no signals, no DMs.
Educational content — not financial advice. Indicator
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NeuPortal - Forecast: sealed distributions, not pathsDraws a forecast as a DISTRIBUTION at a stated horizon, never as a path.
What it plots, from values you enter yourself:
- median for the horizon
- core 50% zone (25th to 75th percentile of the asset's own historical moves over the same horizon)
- wide 80% band (10th to 90th percentile)
- the seal: a vertical line at the bar the forecast was fixed on, so left of it is observed and right of it was unknown
- an explicit invalidation level
- a computed daily read (ADX, DI, RSI, MACD, %B, EMA structure, ATR) taken from the chart itself, so the table cannot drift from the price it sits on
There is deliberately no diagonal anywhere. A line drawn from today's price to a future price is read as a claimed route, and a distribution at a horizon is not a route. The size of the expected move is stated as a vertical dimension bracket instead.
Two ways to feed it. Fill the inputs by hand, or paste a single line into "Today's line" in the first settings group, in the form key=value;key=value - useful if you generate forecasts programmatically and do not want to retype twenty fields daily. Pasted values win, missing ones fall back to the manual inputs.
Free, open source, no gating, no signals, no DMs.
Educational content - not financial advice. Indicator
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Risk & Position Sizing CalculatorLEGAL DISCLAIMER — READ FIRST
**This script and this description are for EDUCATIONAL PURPOSES ONLY.**
- This is **not** investment advice, a trading recommendation, or a solicitation to buy or sell any stock, index, or F&O (Futures & Options) contract.
- Nothing in this script or description constitutes a recommendation to trade Nifty, Bank Nifty, or any stock, in cash, futures, or options.
- The script does **not** predict market direction and does **not** guarantee profit. Past performance of any rule-set (including the EMA-crossover logic used here) does not guarantee future results.
- Trading in equities, futures, and options carries a **high risk of loss**, including the possible loss of your entire invested capital, and is not suitable for everyone.
- All entries, exits, position sizes, and trading decisions remain **solely your own responsibility**.
- Please independently verify all information and **consult a SEBI-registered Investment Adviser** before making any trading or investment decision.
- The creator of this script accepts **no liability** for any financial loss arising from its use.
By using this script, you acknowledge that you understand and accept the above.
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1. What This Script Is
A **risk and position-sizing calculator** for TradingView, with an **optional mechanical signal add-on**. It does two separate jobs:
1. **Risk Calculator (always on):** tells you how many lots you could safely trade on any chart (Nifty, Bank Nifty, or a stock), given your capital and risk tolerance — the math, not a prediction.
2. **Signal Add-on (optional, toggle on/off):** plots a Buy marker based on one fixed technical rule (EMA crossover, optionally RSI-filtered), then tracks that trade and marks profit-booking levels (T1/T2/T3) and stop-loss on the chart, with alerts.
3 hours ago
Release Notes
ns on top of any chart (Nifty, Bank Nifty, or a stock) and answers: "If I enter here, how many lots can I safely trade given my capital and risk tolerance?"
1. Inputs (4 setting groups)
Capital & Risk — your capital, risk % per trade, and Caution/High-Risk thresholds that color-code the dashboard.
Stop-Loss Method — ATR-based (volatility-derived) or Swing High/Low (distance to recent swing point).
Contract Details — lot size (65 for Nifty by default, editable) and direction (Long/Short).
Targets — T1/T2/T3 as multiples of your risk (1R, 2R, 3R), mirroring the T1/T2/T3 in your original screenshot.
2. Calculations
Uses current close as "entry."
Computes stop-loss distance via ta.atr() × multiplier, or highest/lowest price over your lookback.
Derives stop-loss price and the three target prices as R-multiples from entry.
Computes risk amount (capital × risk%), risk per lot (SL distance × lot size), and max safe lots (risk amount ÷ risk per lot) — the same math behind "Safe Lots" in your dashboard tool.
Flags a zone: SAFE / CAUTION / HIGH RISK based on your risk % vs. the thresholds.
3. Visuals
Dashed/dotted lines on the chart for entry, stop-loss, and the three targets.
A dashboard table (top-right corner) showing all the numbers, updated on the latest bar.
What it doesn't do: pull option-chain data (strike, premium, decay) — not accessible Indicator
NeuPortal - Forecast LevelsDraws a pre-computed probabilistic price forecast on the chart: a core-50% / 80% cone projected forward, the median path, an entry zone, an invalidation level, two reference levels, Fibonacci retracements, support/resistance and three EMAs.
This is a RENDERER, not a signal generator. You paste the numbers — produced by your own model or by hand — into the settings, and the script draws them consistently. Nothing is computed from price except the moving averages.
Why it is built this way: a forecast written down with an explicit invalidation and a stated probability band can be scored afterwards. A drawing without those cannot.
Inputs are grouped:
1) Forecast — central (median), core 50% band, wide 80% band, projection length
2) Position — bias (long / short / neutral), entry zone, invalidation, two reference levels
3) Structure — support, resistance, five Fibonacci retracements
4) Moving averages — three EMAs, bundled in to save an indicator slot
Educational content — not financial advice. Indicator
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