TIS - BTC ESTRATEGIA Momentum + Confluencia¿Que hace este sistema?
Compra la fuerza a favor de la tendencia; pero solo cuando el diario confirma
La mayoría de los sistemas de momentum fallan por lo mismo: entran en cada impulso que ven. Este no. Opera en 4 horas, pero exige que el gráfico diario tenga momentum al mismo tiempo. Si las dos escalas no coinciden, no hay trade.
Ese único filtro es lo que separa este sistema de un generador de señales cualquiera. En la investigación, exigir la confluencia llevó el Recovery Factor fuera de muestra de 0,96 a 14,7. No porque gane más por operación, sino porque descarta la mayoría de las señales y deja solo las que tienen las dos escalas empujando en la misma dirección.
Resultado: 81 operaciones en 9 años. Es un sistema deliberadamente selectivo.
Las reglas, completas
1 · Solo a favor de la tendencia Long únicamente si el precio está por encima de su SMA de 50.
2 · Entrada por momentum 3 velas verdes consecutivas (cierre > apertura) en 4 horas.
3 · Confluencia: el filtro clave El gráfico diario tiene que tener su propia racha de 3 velas verdes. Si el diario no ha disparado, la señal de 4h se ignora por completo. Es un hecho binario: disparó o no disparó. No es una media que haya que elegir ni un umbral que haya que optimizar — por eso tiene menos perillas que romper.
4 · Tamaño por riesgo (ATR) Cada posición arriesga ~1% del capital, medido contra una distancia de 3 × ATR(14). Cuando hay confluencia el tamaño se multiplica por 1,5. Tope duro de exposición: 40% de la cuenta.
5 · Salidas
Giro de media: cierra en cuanto el precio cierra por debajo de la SMA de 50.
Corte de cola: sale al instante si una vela va en contra más de 2 × ATR.
Sin stop fijo, sin take profit, sin trailing. Se probaron todos: ninguno mejoró el resultado.
Resultados del backtest
BINANCE:BTCUSDT · 4 horas · 17-ago-2017 → 20-jul-2026
Capital inicial $100.000
Beneficio neto +$201.117 (+201%)
Rentabilidad anual (CAGR) 13,1%
Máxima caída 6,2% (intradía, sobre el pico de capital)
Profit Factor 4,42
Operaciones 81
Aciertos 53,1%
Ganancia media / pérdida media 3,9 : 1
Duración media 7,2 días
Sharpe / Sortino 0,26 / 1,47
Construcción 2017-2020. Validación 2021-2026 con datos que el sistema nunca vio. La curva se comporta igual a un lado y al otro de esa línea; eso es lo que se estaba buscando, no el retorno.
El dato que importa:
En ese mismo periodo, BTC cayó un 83% (mínimo de diciembre de 2018). El sistema cayó un 6,2%.
Y la otra cara, porque sin ella la comparación es tramposa: comprar y aguantar rindió +1.389%, muy por encima del +201% del sistema. En retorno bruto, BTC gana de calle. Lo que cambia es el precio emocional: por cada punto de caída, el sistema devolvió 32 puntos de retorno; comprar y aguantar, 16,7. Aguantar un -83% es fácil en un gráfico y casi nadie lo hace en vivo.
Ajustes del backtest (transparencia)
Capital inicial $100.000 · sin apalancamiento · una posición a la vez
Órdenes ejecutadas al cierre de la vela (process_orders_on_close)
Slippage: 5 ticks
Comisión: 0 — hay que decirlo claro. Con la comisión spot de Binance (0,10%) sobre los $11,03 M de volumen negociado, el neto baja de $201.117 a ~$190.000 (+190% en vez de +201%). El sistema opera poco, así que el impacto existe pero no cambia la conclusión.
No repinta: la confluencia diaria se lee con lookahead_off y las señales se evalúan en cierre de vela.
Lo que este sistema NO hace
Es un sistema long-only. Gana en los mercados alcistas (2021, 2023, 2024) y en los bajistas queda casi plano: no gana, pero protege el capital; nunca tuvo un año de pérdida seria. Necesita que BTC no colapse.
No es all-weather. Para ganar en bajista hace falta el lado corto, que es otro problema y no está resuelto aquí. ¡Pero pronto puedo publicarlo, así que sígueme!
Si buscas algo que gane todos los años, construye un portafolio y vuelvelo una probabilidad!
Tampoco es un sistema de alta frecuencia: 9 operaciones al año de media. Habrá meses enteros sin hacer nada. Esa es la característica, no el defecto.
Cómo usarlo:
Pensado para BTC/USDT en 4 horas. Todos los parámetros son configurables, pero se dejaron en valores redondos a propósito (50, 3, 14, 3,0, 1%), el sistema aguanta al moverlos, y esa robustez es más valiosa que el punto óptimo del backtest.
El fondo verde marca cuándo el diario tiene momentum: si no está verde, no puede haber entrada.
Contenido educativo. Los resultados pasados no garantizan resultados futuros. Esto no es asesoría financiera; es un sistema documentado para que puedas estudiarlo, cuestionarlo y decidir por ti mismo.
Trade It Simple — trading sistemático, explicado simple. @mariellangsaez
ENGLISH DESCRIPTION:
Buy strength with the trend — but only when the daily confirms
Most momentum systems fail for the same reason: they take every impulse they see. This one doesn't. It trades the 4-hour chart, but it requires the daily chart to have momentum at the same time. If the two timeframes don't agree, there is no trade.
That single filter is what separates this from a generic signal generator. In testing, requiring confluence moved the out-of-sample Recovery Factor from 0.96 to 14.7. Not because it wins more per trade, but because it throws away most of the signals and keeps only the ones with both timeframes pushing the same way.
The result: 81 trades in 9 years. This system is deliberately selective.
The complete rules
1 · Trend only Long only when price is above its 50-period SMA.
2 · Momentum entry 3 consecutive green candles (close > open) on the 4-hour chart.
3 · Confluence — the key filter The daily chart must have its own run of 3 green candles. If the daily hasn't fired, the 4-hour signal is ignored entirely. It's a binary fact: it fired or it didn't. It isn't a moving average you have to pick or a threshold you have to optimize — which is exactly why it has fewer knobs to break.
4 · Risk-based position sizing (ATR) Each position risks ~1% of equity, measured against a distance of 3 × ATR(14). When confluence is present, size is multiplied by 1.5. Hard exposure cap: 40% of the account.
5 · Exits
Mean reversal: closes as soon as price closes below the 50 SMA.
Tail cut: exits immediately if a single candle moves against the position by more than 2 × ATR.
No fixed stop, no take profit, no trailing stop. All three were tested. None of them improved the result.
Backtest results
BINANCE:BTCUSDT · 4H · Aug 17, 2017 → Jul 20, 2026
Initial capital $100,000
Net profit +$201,117 (+201%)
Annualized return (CAGR) 13.1%
Max drawdown 6.2% (intrabar, against peak equity)
Profit factor 4.42
Total trades 81
Percent profitable 53.1%
Average win / average loss 3.9 : 1
Average duration 7.2 days
Sharpe / Sortino 0.26 / 1.47
Built on 2017-2020. Validated on 2021-2026 — data the system had never seen. The curve behaves the same on both sides of that line. That, not the return, was the goal.
The number that actually matters
Over that same period, BTC drew down 83% (December 2018 low). This system drew down 6.2%.
And the other side of it, because without this the comparison is dishonest: buy and hold returned +1,389%, far above the system's +201%. On raw return, BTC wins by a mile. What changes is the emotional price. For every point of drawdown, the system returned 32 points of profit; buy and hold returned 16.7. Sitting through an 83% drawdown looks easy on a chart, and almost nobody does it live.
Backtest settings (full transparency)
$100,000 initial capital · no leverage · one position at a time
Orders filled on bar close (process_orders_on_close)
Slippage: 5 ticks
Commission: 0 — and this needs saying plainly. Applying Binance spot taker fees (0.10%) to the $11.03M of volume traded, net profit drops from $201,117 to roughly $190,000 (+190% instead of +201%). The system trades rarely, so the impact is real but doesn't change the conclusion.
No repainting: daily confluence is read with lookahead_off, and all signals are evaluated on bar close.
What this system does NOT do
This is a long-only system. It makes money in bull markets (2021, 2023, 2024) and goes nearly flat in bear markets: it doesn't profit, but it protects capital — it has never had a seriously losing year. It needs BTC not to collapse.
It is not all-weather. Profiting in a bear market requires the short side, which is a different problem and is not solved here. If you want something that makes money every year, this isn't it.
It's also not a high-frequency system: 9 trades per year on average. There will be entire months with no activity. That's the feature, not the flaw.
How to use it
Built for BTC/USDT on the 4-hour chart. Every parameter is configurable, but they were deliberately left on round numbers (50, 3, 14, 3.0, 1%) — the system holds up when you move them, and that robustness is worth more than the backtest's optimal point.
The green background marks when the daily has momentum. If it isn't green, no entry is possible.
Educational content. Past results do not guarantee future results. This is not financial advice — it's a documented system, published so you can study it, challenge it, and decide for yourself.
Trade It Simple — systematic trading, explained simply. Strategy
Indicator
DOUBLE SUPERTREND PYRAMID STRATEGYDouble Supertrend Pyramid Strategy
This strategy trades off two Supertrend indicators calculated on independent, user-selected timeframes (defaults: 1-minute and 2-minute). A trade is only taken when both Supertrends agree on direction — when they align upward, the strategy goes long; when they align downward, it goes short. Each new alignment is treated as a new "plotted course," and the strategy tracks that course's direction so it doesn't re-enter on every bar, only on an actual flip.
Core Entry Logic
Long/Short/Both direction control, so you can restrict the strategy to one side of the market if desired.
A session time-window filter (with a timezone dropdown covering major global zones) lets you restrict trading to specific hours, with an option to auto-close everything when the window ends.
On a Supertrend flip, the strategy normally waits until the position is completely flat before entering the new direction — it does not force-close open tiered or pyramid contracts just because the trend flipped. (See "Exit At Next Supertrend Plotted Course" below for the opt-in alternative.)
Tiered Exit System
Three independent, fully self-contained profit-scaling tiers (Tier 1/2/3), each with:
A profit target (ticks) and contract quantity to scale out at that target
An optional Stop Loss, and an optional Trailing Stop with a separate activation threshold (ticks, own enable checkbox)
An "Exit At Next Supertrend Plotted Course" checkbox — when checked, that tier's contracts are force-closed the moment the trend flips; when unchecked (default), the tier runs entirely on its own Target/Stop/Trailing settings regardless of what the trend does next.
Pyramid Add-On System
Eight independent pyramid types can each be enabled separately to add contracts in the direction of an existing position when their own specific condition fires:
Turtle ATR Unit — adds every time price moves a set fraction of ATR in your favor from the last fill.
Swing Structure — adds on a new confirmed swing high/low in the trend direction.
Momentum Re-confirmation — adds when ADX is rising with DI+/DI- agreement and RSI holds past a threshold.
Breakout / Consolidation — adds on a fresh Donchian channel breakout.
Multi-Timeframe Alignment — adds only when a higher-timeframe EMA filter agrees with the trade direction.
Error-Function One-Tailed Test — adds when the current bar's move is statistically significant versus its recent return distribution (Normal or Student-T approximation).
KDE Percentile — adds when the current move ranks in the top percentile of a non-parametric kernel-density estimate of recent returns.
Viterbi Regime Detection — adds only while a 2-state Hidden Markov Model infers the market is in a "trending" (versus "ranging") regime.
Each pyramid type is fully self-contained: its own contracts-per-signal size, its own optional TP/SL/Trailing Stop, its own per-course contract and signal caps, a delay-between-signals timer, a minimum-distance-before-next-add gate (selectable as ATR multiple, percent, ticks, points, or dollars), and its own "Exit At Next Supertrend Plotted Course" checkbox. All types default to fully disabled.
Global Risk Controls (always active, override everything)
Max contracts per trade (position size cap across core + pyramid adds)
Master daily $ take-profit and $ max-loss halts
Volatility Exit — flattens everything if ATR expands beyond a multiple of its recent average
ATR Protective Stop — a catastrophic-loss stop measured off the position's average entry price
Reverse-At-Stop-Loss — an optional system that flips the core position to the opposite side when the per-course Stop Loss is hit, capped at a configurable number of reversals per course Strategy
Indicator
Indicator
Strategy
Liquidity Stress Oscillator Pro2 Liquidity Stress Oscillator Pro2
The Liquidity Stress Oscillator Pro2 is a macro risk-regime indicator designed to visualize broad market liquidity stress using a weighted composite of credit, volatility, dollar strength, funding pressure, and yield-curve conditions.
This oscillator is intended to help traders identify when macro liquidity conditions are improving, neutral, deteriorating, or entering elevated stress. In the BTC comparison shown, the oscillator highlights several major macro regime transitions that have aligned with important Bitcoin cycle shifts.
What It Measures;
LSO Pro2 combines normalized z-scores from multiple macro stress inputs:
- CCC option-adjusted spreads
- High-yield credit spreads
- MOVE bond volatility index
- U.S. Dollar Index
- SOFR / repo stress proxy
- 10Y-2Y yield curve
Each component is converted into a z-score over the selected lookback period, then blended into a weighted composite. The yield curve component is inverted so that deeper curve weakness contributes to higher stress.
Regime Levels;
The oscillator uses adjustable regime thresholds to help dial in trends on different timeframes.
Extreme Risk Off
Risk Off
Neutral
Risk On
The line color, background shading, and regime markers update automatically as the composite moves between regimes.
Features;
- Weighted macro liquidity-stress composite
- Adjustable z-score length and smoothing
- Customizable component symbols
- Optional raw composite display
- Regime background shading
- Risk On, Risk Off, and Extreme Risk Off markers
- Regime table with key component readings
- Works across assets and timeframes, especially useful for macro-sensitive markets like BTC, equities, indexes, and risk assets
How To Use;
Rising LSO values indicate increasing macro stress and tightening liquidity conditions. Falling LSO values indicate easing stress and improving risk appetite.
Risk On regimes may support stronger risk-asset environments, while Risk Off and Extreme Risk Off regimes may warn of elevated caution, deleveraging, or liquidity pressure.
This tool is best used as a macro regime filter alongside price action, trend structure, volume, and risk management. It is not designed to generate standalone buy or sell signals.
Notes;
Some symbols may depend on TradingView data availability. If a component does not load on your chart, replace it in the indicator settings with an equivalent symbol supported by your data feed.
Default weights emphasize credit stress, especially CCC spreads, because lower-quality credit markets often react strongly during liquidity contractions.
Disclaimer;
This indicator is for educational and informational purposes only. It does not provide financial advice and should not be used as the sole basis for trading or investment decisions. Always use proper risk management and perform your own analysis. Indicator
Year of Jubilee - Chart SetupA free, visuals-only indicator built for gold (XAUUSD) day trading, though it works on any symbol.
This does not generate entries, alerts, or trade signals. It exists so every trader's chart shows the same reference points: trend direction, fair value gaps, supply and demand, market structure, and the New York opening range.
What it draws:
- Fast/slow EMA trend lines with a trend cloud between them
- Fair Value Gap zones (bullish and bearish)
- Supply and demand zones based on swing structure
- Market structure breaks (BOS) and structure reversals (MSB), with HH/HL/LH/LL swing labels
- 9:30-9:45 AM ET Opening Range box
- Adjustable AM session background highlight
- All times run on ET (New York) regardless of your chart's timezone
Every element has its own on/off toggle and color settings, so you can turn off what you don't need. Built for beginners who want a clean, consistent chart before they start reading price action on their own.
No repainting logic, no hidden signals, no proprietary strategy. What you see is what it does. Indicator
Rotation Cycles Dashboard OverlayRotation Cycles Dashboard — Overlay
This indicator identifies four market-cycle phases and displays the current phase in a compact dashboard directly on the price chart.
It is based on the original “Rotation Cycles Graph” concept by VanHe1sing. This modified version uses corrected rolling Z-score normalization, Pine Script v6, and a fixed-size overlay dashboard.
HOW IT WORKS
The indicator calculates two normalized variables:
1. Relative Level
The closing price is converted into a rolling Z-score:
Z-score = (Price − Moving Average) / Standard Deviation
The Z-score is then smoothed using a Hull Moving Average.
A positive Level value indicates that the instrument is trading above its normalized mean, while a negative value indicates that it is trading below its normalized mean.
2. Momentum
Momentum measures the change in the smoothed Z-score over the selected number of bars.
A positive Momentum value indicates improving relative strength. A negative Momentum value indicates weakening relative strength.
Both values are compressed into an approximate range between −1 and +1 to create a stable cycle classification.
CYCLE PHASES
GROWING
Level is positive and Momentum is positive.
The instrument is above its normalized mean and continues to strengthen.
WEAKENING
Level is positive and Momentum is negative.
The instrument remains above its normalized mean, but momentum is deteriorating.
CONTRACTION
Level is negative and Momentum is negative.
The instrument is below its normalized mean and continues to weaken.
RECOVERY
Level is negative and Momentum is positive.
The instrument remains below its normalized mean, but momentum is improving.
DASHBOARD
The fixed-size dashboard displays:
• Current cycle phase
• Relative Level
• Momentum
• Number of bars spent in the current phase
• Cycle strength
Cycle strength measures the distance of the Level and Momentum coordinates from the neutral center. A higher percentage indicates a more developed phase, while a lower percentage indicates that the instrument is closer to a phase transition.
SETTINGS
Z-Score Length
Defines the rolling period used to calculate the price mean and standard deviation.
Z-Score Smoothing
Defines the Hull Moving Average smoothing period applied to the Z-score.
Momentum Length
Defines the number of bars used to measure the change in the smoothed Z-score.
Level Compression
Controls the sensitivity of the Relative Level reading. Higher values keep the Level closer to zero.
Momentum Compression
Controls the sensitivity of the Momentum reading. Higher values keep Momentum closer to zero.
Dashboard Position
Allows the dashboard to be placed in different corners or sides of the chart.
OPTIONAL VISUAL SETTINGS
• Color price bars according to the current cycle phase
• Apply a subtle chart-background tint according to the current phase
ALERTS
Alerts are available when the indicator enters a new phase:
• Growing
• Weakening
• Contraction
• Recovery
Alerts trigger only when a phase transition occurs, rather than on every bar within the same phase.
USAGE
The indicator can be used on stocks, indices, futures, cryptocurrencies, commodities, currencies, and other chart symbols.
It is designed as a market-cycle and momentum-classification tool. It may help identify strengthening, weakening, contraction, and recovery conditions across different timeframes.
The indicator does not predict exact market tops or bottoms. Phase changes may occur after price has already started moving, and short-lived transitions may occur in volatile or sideways markets.
For best results, combine the indicator with:
• Market structure
• Support and resistance
• Trend analysis
• Volume
• Relative strength
• Risk management
CREDITS
Original concept and source code:
VanHe1sing — “Rotation Cycles Graph”
Modified version includes:
• Correct rolling standard-deviation calculation
• Revised Z-score normalization
• Separate Momentum calculation
• Soft value compression
• Pine Script v6 conversion
• Fixed-size price-chart overlay dashboard
• Phase-duration and cycle-strength metrics
• Phase-transition alerts
DISCLAIMER
This indicator is provided for informational and educational purposes only. It does not constitute financial or investment advice.
Past performance and historical cycle behavior do not guarantee future results. Users should perform their own analysis and use appropriate risk management. Indicator
Post-Earnings Return DashboardPost-Earnings Return Dashboard
Post-Earnings Return Dashboard is designed to show how a stock has historically performed after earnings reports.
The script automatically detects earnings events using TradingView’s built-in earnings data, calculates post-earnings returns over several periods, and displays the results in an on-chart dashboard.
What the indicator measures
For each detected earnings report, the indicator calculates the stock’s return after:
1 trading session
5 trading sessions
10 trading sessions
20 trading sessions
The return is calculated using:
Return = Future closing price divided by the selected reference price, minus 1, multiplied by 100.
Dashboard statistics
For each return period, the dashboard displays:
Reports — the number of completed earnings observations included in the calculation
Average — the average return across the selected earnings history
Median — the middle result when all returns are arranged from lowest to highest
Win rate — the percentage of earnings events that produced a positive return
A return of exactly 0% is not counted as a win.
The number of observations may differ between periods because the latest earnings report may not yet have completed the 10-session or 20-session measurement window.
Latest row
The Latest row shows the completed returns following the most recently detected earnings report.
1D — return after 1 trading session
5D — return after 5 trading sessions
10D — return after 10 trading sessions
20D — return after 20 trading sessions
Once a measurement period has completed, its value is stored and does not continue changing.
If the latest earnings event occurred fewer than 20 sessions ago, some longer-period values may remain blank.
Current row
The Current row shows the live return from the latest earnings reference price to the current closing price.
It also displays:
Sessions — the number of trading sessions since the latest detected earnings report
Ticker — the symbol currently displayed on the chart
For example, Current -4.42%, Sessions 17, TSM means the stock is currently trading 4.42% below its selected earnings reference price, 17 trading sessions after the latest report.
EPS row
The bottom row displays information about the latest detected earnings event.
EPS — the reported earnings per share
Estimate — the analyst EPS estimate
Last X — the maximum number of recent earnings reports included in the historical statistics
For example, EPS 4.221, Estimate 3.81, Last 12 means the company reported EPS of 4.221 against an estimate of 3.81, while the dashboard is configured to use up to the latest 12 earnings reports.
Return starting price
The indicator provides two reference-price options.
Previous close
Uses the closing price immediately before the earnings bar.
This is generally the most consistent option for measuring the full market reaction when the exact earnings-release timing is unknown.
Earnings-bar close
Uses the closing price of the bar on which TradingView registers the earnings event.
This may be more appropriate when the report is known to have been released after that trading session closed.
Historical sample size
Users can choose how many recent earnings reports are included in the statistics.
For a company reporting quarterly:
4 reports is approximately 1 year
8 reports is approximately 2 years
12 reports is approximately 3 years
20 reports is approximately 5 years
A smaller sample may better reflect recent behaviour, while a larger sample may provide a broader long-term view.
Chart markers and labels
The indicator can optionally:
Mark earnings dates with an E symbol
Display historical post-earnings return labels
Show the selected 1, 5, 10, or 20-session return directly on the chart
Display reported and estimated EPS where available
These options can be disabled to keep the chart clean.
Recommended timeframe
This indicator is designed for use on the daily chart.
The script counts chart bars as trading sessions.
On a daily chart:
1 bar equals 1 trading session
5 bars is approximately 1 trading week
20 bars is approximately 1 trading month
Using the indicator on an intraday chart will cause it to count intraday candles rather than trading days, which will produce misleading results.
How to interpret the statistics
The statistics should be considered together rather than individually.
A positive average, positive median, and high win rate may indicate historically consistent post-earnings strength.
A positive average with a negative median may mean that a small number of large gains are distorting the average.
A high win rate with a low average may indicate frequent small gains but occasional large losses.
A low win rate with a positive average may indicate less frequent but much larger winning reactions.
A negative average and negative median may indicate persistent post-earnings weakness over the selected sample.
Potential uses
This indicator may be useful for:
Reviewing a stock before an upcoming earnings report
Studying post-earnings announcement drift
Comparing the latest earnings reaction with previous reports
Assessing whether earnings gaps tend to continue or reverse
Identifying stocks with historically consistent earnings reactions
Supporting swing-trade research
Comparing post-earnings behaviour across different stocks
Evaluating whether holding after earnings has historically been favourable
Data source
The script retrieves earnings information through TradingView’s built-in request.earnings function.
It uses:
Reported EPS
Estimated EPS
The earnings event bar supplied by TradingView
The indicator does not scrape company filings or external websites.
Results depend on the earnings and price history available for the selected symbol on TradingView.
Limitations
TradingView does not consistently expose the precise release time for every earnings report.
The script may therefore be unable to determine whether an individual report was released before market open, during the trading session, or after market close.
This can affect which closing price most accurately represents the price immediately before the market received the information.
The indicator measures raw stock returns and does not currently adjust for overall market performance, sector performance, index movement, dividends, currency changes, volatility, earnings gap size, revenue surprises, or forward guidance.
A positive return does not necessarily mean the stock outperformed the wider market.
Indicator
Macro Risk Regime CompositeMacro Risk Regime Composite
The Macro Risk Regime Composite is a multi-factor indicator designed to identify broad risk-on, neutral, and risk-off market environments.
The indicator combines liquidity, currency, interest-rate, credit, crypto-liquidity, and equity-market confirmation data into a single normalized score ranging from 0 to 100.
A higher score indicates a more supportive environment for risk assets, while a lower score indicates tighter financial conditions and a more defensive market regime.
COMPONENTS
1. Net USD Liquidity
Net USD liquidity is calculated as:
Federal Reserve Total Assets
− Overnight Reverse Repo
− U.S. Treasury General Account
Data source:
ECONOMICS:USCBBS − FRED:RRPONTTLD − FRED:WTREGEN
Rising net liquidity is treated as supportive for risk assets.
2. U.S. Dollar Index
Data source:
TVC:DXY
A falling U.S. dollar is treated as supportive, while a rising dollar is treated as restrictive.
3. 10-Year Real Yield
Data source:
FRED:DFII10
Falling real yields are treated as supportive for risk assets. Rising real yields increase the discount rate applied to financial assets and are treated as restrictive.
4. High-Yield Credit Spread
Data source:
FRED:BAMLH0A0HYM2
Narrowing high-yield credit spreads indicate improving risk appetite and easier financial conditions. Widening spreads indicate increasing credit stress.
5. Stablecoin Dominance
Data source:
CRYPTOCAP:USDT.D + CRYPTOCAP:USDC.D
Falling stablecoin dominance is treated as crypto risk-on, as capital is moving from stablecoins into more volatile crypto assets. Rising stablecoin dominance is treated as defensive.
6. Equity Market Confirmation
Data source:
NASDAQ:NDX / SP:SPX
Rising Nasdaq 100 relative strength versus the S&P 500 is treated as confirmation of stronger risk appetite.
CALCULATION
Each component measures its momentum over a configurable number of weeks.
The component impulse is normalized relative to its own historical distribution using a configurable normalization window. The normalized result is converted into a score between 0 and 100.
The final composite is calculated as a weighted average of all active components.
Default weights:
• Net USD Liquidity: 25%
• U.S. Dollar Index: 15%
• 10-Year Real Yield: 20%
• High-Yield Credit Spread: 20%
• Stablecoin Dominance: 10%
• NDX/SPX Confirmation: 10%
REGIME INTERPRETATION
• 65–100: Risk-On
• 35–65: Neutral
• 0–35: Risk-Off
Scores above 50 indicate that the overall macro environment is becoming more supportive. Scores below 50 indicate that financial conditions are becoming more restrictive.
The dashboard also classifies each component as:
• Supportive
• Neutral
• Restrictive
SETTINGS
Momentum Period
Defines the number of weeks used to calculate the change in each component.
Normalization Period
Defines the historical window used to normalize each component relative to its own behavior.
Smoothing
Applies additional smoothing to reduce short-term noise.
Component Weights
Allows users to change the importance of each macro factor or disable individual components.
Risk-On and Risk-Off Thresholds
Allow users to customize the regime classification levels.
USAGE
The indicator is designed primarily for weekly macro and market-cycle analysis.
It may be used as a regime filter for:
• Bitcoin and Ethereum
• Nasdaq 100 and S&P 500
• Growth stocks
• Gold and commodities
• Treasury bonds
• Other risk-sensitive assets
The composite should not be interpreted as a direct entry or exit signal. It is intended to provide context regarding the broader liquidity and financial-conditions environment.
The current weekly reading may change before the weekly candle closes because some data series continue to update during the week.
DISCLAIMER
This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, trading, or legal advice.
No macroeconomic indicator can reliably predict future market performance. Historical relationships may weaken, disappear, or reverse during different market regimes.
Users should combine this indicator with independent analysis, price structure, position sizing, and appropriate risk management. Indicator
Indicator
Indicator
Best Order Block Finder - Xcelerate TradeThe Best Order Block Finder - Enhanced - Developed by the Xcelerate Trade team.
Advanced Order Block Detection with Smart Visualization
This professional-grade indicator identifies institutional order blocks using sophisticated price action analysis, helping traders spot high-probability reversal and continuation zones.
🎯 Key Features:
Smart Detection Algorithm:
Identifies bullish and bearish order blocks based on volume pivots and price rejection
Configurable period analysis (2-20 bars) for different market conditions ( It can also be used on small timeframes 1m-15m)
Minimum percentage move filter to eliminate noise
Optional wick-based or body-based detection methods
Visual Excellence:
Clean, professional rectangular zones with customizable transparency
Color-coded labels with percentage move information
Compact design with adjustable block length (2-30 bars)
Dual color schemes: DARK and BRIGHT themes
Bullish blocks in GREEN, Bearish blocks in RED for instant recognition
Advanced Controls:
Maximum order blocks limit (5-50) to prevent chart clutter
Automatic cleanup of old/irrelevant blocks
Optional channel lines for latest order blocks
Information panel showing current OB levels
Real-time alerts for new order block formations
📈 How It Works:
Order blocks represent areas where large institutions have placed significant orders, creating imbalances that often lead to price reversals or strong reactions when retested.
Bullish Order Blocks: Form after bearish candles followed by strong bullish momentum
Bearish Order Blocks: Form after bullish candles followed by strong bearish momentum
🔔 Alert System:
New Bullish Order Block detected
New Bearish Order Block detected
Fully customizable alert messages
⚙️ Customization Options:
Adjustable detection sensitivity
Color scheme selection
Transparency controls
Block duration settings
Label visibility toggles
Perfect for:
Swing traders identifying key support/resistance levels
Scalpers looking for high-probability entry zones
Institutional analysis and smart money tracking
Multi-timeframe order block analysis
💡 Pro Tips:
Use on higher timeframes (30m - 4H+) for stronger institutional levels
Combine with volume analysis for confirmation
Watch for price reactions when retesting order blocks
Best used with proper risk management
Transform your trading with institutional-level order block analysis!
May 6
Release Notes
Xcelerate Trade – Order Block Finder (Enhanced)
Overview
A clean, rules-based Order Block tool that highlights bullish and bearish OB zones using a classic “OB candle + consecutive candles” confirmation model. It’s designed for traders who want simple, consistent OB marking without repaint-style guesswork.
How it works
Bullish OB: a bearish OB candle followed by N bullish candles (Relevant Periods) and an optional minimum % move filter.
Bearish OB: a bullish OB candle followed by N bearish candles (Relevant Periods) and an optional minimum % move filter.
OB zones are drawn as boxes and labeled on the chart once confirmation is met.
Key features
Order Block Zone modes
Open→Wick (default, matches the original method)
Body (open↔close)
Full Wick (high↔low)
Noise control via Min. Percent move threshold
Mitigation & invalidation options (optional)
Mitigation: Off / Touch / Close inside
Invalidation: Off / Touch beyond / Close beyond
After mitigation: Keep / Fade / Delete
Object management: configurable maximum OB boxes displayed to keep charts clean.
Alerts
Alert conditions for new Bullish OB and new Bearish OB
Optional alert conditions for mitigation events
Best practices
Use higher timeframes to mark “major” OB zones, then refine entries on lower timeframes.
Combine with structure (HH/HL/LH/LL), key levels, and session context for better confluence.
Developed by the Xcelerate Trade team. Indicator
ANIMATRIX: RED PILL_BLUE PILLANIMATRIX: RED PILL_BLUE PILL
A falling-code visualization styled after the Matrix "digital rain" look where every column isn't random — each one is a live market-condition lane, rendered as a cascading glyph instead of a traditional plot or oscillator.
How it works:
Each bar, the indicator evaluates a set of real technical conditions trend, momentum, volatility, volume, structure, pattern recognition, etc. built from dozens of underlying calculations.
When a condition fires, its dedicated glyph where each one is reserved and never reused elsewhere — drops into the grid and cascades in whatever direction you've set (top-to-bottom, bottom-to-top, left-to-right, or right-to-left).
No condition firing means an empty cell — silence is meaningful too, not just noise filling space.
Red Pill — 17 primary market-condition lanes (Trend, Pressure, Volatility, Divergence, Volume/Whale, Reversal/Pattern, Structure/Levels, Regime, Wyckoff Phase, Fair Value Gap, Breakout, Support/Resistance Flip, Momentum Exhaustion, Multi-Timeframe Alignment, Session Open Range, Trend Acceleration, and Liquidity Grab), plus a Confluence marker (fires when enough lanes align) and a Dormant marker (flags dead/flat stretches).
Blue Pill — 12 "preceding" early-warning and rarer sub-event lanes (building exhaustion, squeeze setups, liquidity sweep setups, extreme order flow, delta-price divergence, FVG extras, PDC reclaim/rejection, session bias flips, etc.), plus a Conflict Warning marker for when opposing signals fire at once.
Layout Mode — Fixed (each lane always in the same slot), Full Drift (lanes shuffle position each tick), or Neo (a hybrid of the two).
Global Sensitivity — one dial that scales every lane's trigger thresholds at once, on top of each lane's own individual settings.
Two on-chart legend tables (one per Pill) spell out what every glyph means, with independent visibility, size, and position controls.
Full styling control — glyph size, transparency, per-lane colors (all grouped in the Style section), and cascade speed/direction.
In short: it's a technical dashboard disguised as ambient code — glance at the chart and the pattern of glyphs tells you what's actually happening underneath, without reading a single number. Indicator
Indicator
Confluence Engine+ (M1D)Confluence Engine+
Maps the PD arrays taught by ICT. Instead of plotting a dozen isolated objects and leaving you to weigh them by eye, it reads the confluences present at price — a liquidity raid into a discount PD array, confirmed by a breaker, with SMT, inside a killzone — the current draw on liquidity, and a corner dashboard. It reports context. It is not a signal generator: it does not fire buy or sell orders and it does not place entries or exits.
What it does
Six modules, each toggleable, built so later stages read the state the earlier ones capture.
1 · Killzones & Sessions. Time-gates the London, NY AM and NY PM killzones and marks the Asia, London and New York session highs and lows as unmitigated levels, plus the 00:00 New York Midnight Open — a core daily reference (below it leans the day bullish, above it bearish). Every time window here — the killzones included — is resolved on the session source timeframe rather than the chart's. A killzone is ninety minutes to three hours, narrower than a single higher-timeframe candle, so judged off the chart a candle merely overlapping one would report as fully inside it. The killzone is read at the candle's close, and the Midnight Open the same way, so it still resolves on charts whose own candles never open at 00:00.
2 · Structure & Dealing Range.
Pivot highs and lows define the swing structure the arrays build on. The dealing range — the window whose midpoint separates premium from discount — is taken from a fixed higher-timeframe period: the weekly range on 1-hour-and-up charts, the daily range on anything intraday below that.
3 · Liquidity.
Session highs and lows (Asia, London, New York) plus prior day and prior week highs and lows are drawn as reference liquidity, each anchored to the candle that formed it. Session extremes are measured on a lower timeframe rather than the chart's: a three-hour London window is shorter than a single 4-hour candle, so read off the chart it would collapse to the high of whichever candle happened to contain it. Sourcing them lower keeps session levels correct on any chart, and charts already at or below that timeframe track natively.
A level tracks the right edge while it rests; the instant price touches it, it is mitigated — the line stops extending at that candle, turns dotted and dims — so taken liquidity stays readable as history and can never be mistaken for a live level. Where levels land close together only the most significant is drawn, a weekly level outranking a prior-day level, which outranks a session level, so near-duplicates never stack. Each level then retires once it ages past its lookback window: the "back" settings are a window in days and weeks, so nothing lingers long after the session or period that formed it.
4 · PD Arrays.
Fair Value Gaps (BISI / SIBI), Volume Imbalances, Order Blocks (the candle body before a displacement) and the Order-Block-to-Breaker lifecycle. An FVG registers only when the gap clears a height floor and its middle candle is a genuine displacement candle, so routine three-bar gaps are filtered out. A Volume Imbalance is the FVG's thinner cousin — a two-candle gap between the bodies that a wick still trades through, so the only volume in the gap changed hands in wicks; it carries its own sensitivity floor and lives under the same lifecycle as the FVGs. A new gap also removes any stale opposite-direction gap it overlaps: that range has since been delivered through the other way, so the old one-sided imbalance cannot stand. An Order Block must earn its place with the full ICT sequence: the close that breaks the prior swing — a structure break grants that credit exactly once, so blocks sit at real breaks rather than printing mid-trend — and the leg must leave a Fair Value Gap behind it. The gap is the displacement evidence: a leg that never gaps did not really displace, and its block never registers. Only the order blocks that matter make the chart. A percentage-fill mitigation decider governs each array: once price trades a chosen depth into it from the side it is approached from (default 50%, consequent encroachment), the array is mitigated — either faded and kept (dotted, faint, check mark) or removed, whichever you set. A largest-array-wins declutter keeps overlapping zones from stacking.
5 · SMT Divergence.
A liquidity-sweep read against a correlated symbol — auto-paired (NQ to ES, ES to NQ, YM to ES, GC to SI, and their micros) or a symbol you set. When your chart takes a swing level but the peer holds its aligned level and refuses to follow, the move lacks participation: an SMT is drawn from the swept level to the sweep. Pooled swings age out after a set number of bars, so a divergence is only ever drawn between swings that were still contemporaries — never between two that are days apart.
6 · Dashboard.
A pure confluence read-out of the state each module captures — the ICT bias, and the current draw on liquidity: the nearest unmitigated high above (the resting buyside) and the nearest unmitigated low below (the resting sellside), each named with its distance — where price is being drawn to, read straight from the level engine. When liquidity is taken, the sweep row names the level that was raided — PDH, PDL, a session high or low — rather than a generic flag. Below that, whichever confluences are live (an OB or Breaker tap, an SMT), the killzone, the Midnight Open and the dealing-range position — every row a decision input, nothing that is merely inventory. It reports context; the trade is left to you, and nothing fires.
Visual grammar
A live PD-array zone is solid, its label centred on the zone and travelling with it as it extends toward price. Once a zone is mitigated to the chosen fill depth it turns dotted, fades, and its name folds into the zone itself — a faint "✓ name" carried inside the frozen box, quiet by design, so worked zones read as history at a glance without any label cluttering the chart. A liquidity level extends while it rests and freezes into a dotted line the moment it is taken — full-strength black by default, with an optional dim. Purple marks bullish arrays, magenta bearish; liquidity and levels are neutral. Nearby level labels merge so the chart stays readable, and objects project a few bars past the last candle so labels sit in clear space, never on price.
Method & repainting
Every detection path — liquidity capture, PD-array formation, mitigation and SMT — evaluates only on closed bars, so nothing is drawn, moved or removed on the strength of an unfinished candle. Once a level, zone or SMT line is on the chart it stays where it was placed. Completed period levels fix at the rollover, and session extremes are read from the closed intrabars of the session source timeframe.
Two things update live, by design. The dashboard reads current price, so the bias and draw rows move during the forming candle and settle at its close; and the right-edge labels re-merge as levels are added or taken. Neither creates or moves a drawn object.
Swing-based features — the order-block structure break and SMT — depend on pivots, which confirm a set number of bars after the swing itself forms. That is a fixed delay, not a revision: a pivot never moves once printed. Session levels also rely on lower-timeframe data, which is available for a limited span of recent history, so they thin out far back on the chart.
Settings
Session timezone, session windows and the session source timeframe, per-array sensitivities and the mitigation decider, the SMT peer and liquidity memory, and full dashboard controls are all exposed as inputs.
This is a decision-support tool for discretionary ICT trading. It is not financial advice, and no market's past behaviour is indicative of future results. Indicator
Log Regression Regime Channel Log Regression Regime Channel
A market regime, trend quality, price deviation, and directional momentum indicator built around a unified log-linear regression model.
The indicator is designed to evaluate five connected aspects of market behavior:
1. Is the current market statistically directional or neutral?
2. How well does the regression model describe recent price movement?
3. Where is the current price relative to its fitted trend?
4. Does short-term momentum support or oppose the current market regime?
5. Is the underlying regression trend strengthening, cooling, or remaining stable?
The indicator’s primary purpose is to organize several related measurements into one coherent analytical framework.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
📐 Core Calculation: Log-Linear Regression
The script applies ordinary least-squares linear regression to the logarithm of closing prices over the selected Regression Length.
The model has the following form:
log(price) = intercept + slope × time
Using logarithmic prices allows the model to analyze proportional price movement rather than absolute movement in price units.
For example, a move from 10 to 11 is treated consistently with a move from 100 to 110 because both represent a 10% change.
After the regression is calculated in logarithmic space, the fitted values are converted back into regular price values using the exponential function.
The model calculates:
• Regression Slope — determines the direction of the fitted trend.
• Regression Intercept — defines the position of the fitted path.
• Residual Standard Deviation — measures the typical distance between observed log prices and the regression model.
• R² — measures how much of the variation in log prices is explained by the fitted trend.
• Fitted Price Values — represent the model values at the beginning and end of the regression window.
Only positive price observations can be used because the logarithm of zero or a negative value is undefined.
The indicator begins displaying the complete model after enough valid historical bars have accumulated.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
📊 Residual-Based Regression Channel
The channel width is not calculated from ATR, a fixed percentage, or the standard deviation of raw prices.
It is based on the standard deviation of regression residuals in logarithmic space.
A residual is the difference between:
the observed logarithmic price
and
the logarithmic price fitted by the regression model.
The channel includes:
• Regression Midline — the centerline of the current fitted model.
• Inner Residual Bands — the inner residual-deviation boundaries.
• Outer Residual Bands — the outer residual-deviation boundaries.
• Channel Ribbons — optional shaded areas between the inner and outer boundaries.
Because the boundaries are symmetrical in logarithmic space, they represent proportional deviations from the fitted model.
After conversion back into regular price values, the upper and lower parts of the channel may not appear perfectly symmetrical on a linear price scale.
Difference Between the Two Length Settings
Regression Length determines how many bars are used to calculate the statistical model.
Visible Channel Length determines only how many recent bars are used to draw the current channel.
Changing Visible Channel Length does not change the underlying regression calculation. It changes only the displayed length of the channel.
This separation makes it possible to use a longer model window without drawing the channel across the entire calculation period.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
🎯 Price Deviation From the Model
Current price deviation is calculated as:
current logarithmic residual ÷ residual standard deviation
The result shows the current price’s distance from the regression model in residual standard deviations.
Price Location
Center — price is close to the fitted regression midline.
Upper — price is above the regression model.
Lower — price is below the regression model.
Deviation Zones
Normal — the absolute deviation remains inside the inner boundary.
Extended — the absolute deviation has reached the inner boundary.
Extreme — the absolute deviation has reached the outer boundary.
The Extended and Extreme states describe price location relative to the current model.
They do not automatically imply that price must reverse. During a strong trend, price may remain elevated or depressed relative to the regression path for an extended period.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
📈 Trend Quality and Trend Strength
The market is not classified as Bullish or Bearish from the direction of the regression slope alone.
The regime engine evaluates three characteristics together:
• the direction of the log-regression slope;
• Trend Quality;
• standardized Trend Strength.
Trend Quality
Trend Quality is measured using R² and displayed as a percentage.
R² indicates how consistently the movement of log prices is described by the regression model.
A higher value means that the fitted trend explains a larger proportion of the observed log-price variation.
Trend Strength
Trend Strength is calculated as the total fitted logarithmic movement across the regression window divided by the residual standard deviation.
It measures how large the directional move is relative to the normal dispersion of price around the model.
The value is expressed in residual standard deviations.
Why Both Measurements Are Used
A small but orderly slope and a large but irregular price movement do not represent the same market condition.
Using R² and Trend Strength together allows the indicator to evaluate:
• the consistency of the trend;
• the magnitude of the directional move;
• the amount of residual noise around the model.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
🔄 Market Regime Hysteresis
The script maintains one of three persistent market states:
🟢 Bullish
The regression slope is positive, while trend quality and strength satisfy the required thresholds.
⚪ Neutral
The conditions for a directional regime are not satisfied or are no longer sufficiently stable.
🔴 Bearish
The regression slope is negative, while trend quality and strength satisfy the required thresholds.
Different thresholds are used to enter a new directional regime and to preserve an existing regime.
Entering a New Regime
A new Bullish or Bearish regime must satisfy the stricter:
• Trend Entry Quality threshold;
• Trend Entry Strength threshold.
Preserving an Existing Regime
Once a directional regime has been established, it may remain active using the lower:
• Trend Exit Quality threshold;
• Trend Exit Strength threshold.
This mechanism is known as hysteresis.
It reduces frequent switching between directional and neutral states when the model measurements fluctuate around a single threshold.
Market Regime changes are committed only after the chart bar is confirmed. The persistent regime state therefore does not change while the current bar is still forming.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
⚡ Directional Momentum
Current Momentum is not based on a standard RSI, MACD, or moving-average crossover.
It combines two normalized components:
1. Logarithmic Price Velocity
Measures the direction and speed of proportional price changes.
2. Residual-Deviation Velocity
Measures whether price is gaining or losing ground relative to the fitted regression path.
This makes it possible to distinguish between:
• absolute price movement;
• movement relative to the current statistical trend.
Each component is normalized by its own typical absolute movement.
Momentum Score Composition
75% — normalized logarithmic price velocity.
25% — normalized residual-deviation velocity.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
🧭 Adaptive Momentum Threshold
Momentum is classified using a dynamic threshold.
The script selects the larger of:
• the user-defined Minimum Momentum Threshold;
• the recent standard deviation of Momentum Score multiplied by the Adaptive Noise Multiplier.
When the Momentum Score becomes more unstable, the classification threshold automatically increases.
This helps reduce directional classifications during periods of elevated momentum noise.
Momentum Classification
🟢 Bullish Momentum — Momentum Score is above the positive adaptive threshold.
🔴 Bearish Momentum — Momentum Score is below the negative adaptive threshold.
⚪ Neutral Momentum — Momentum Score remains between the positive and negative thresholds.
Regression Line Color
A green line represents Bullish Momentum.
A red line represents Bearish Momentum.
A neutral-colored line indicates that momentum has not exceeded the adaptive threshold.
The optional Momentum Fill is drawn between the current fitted regression value and its smoothed reference line. Its color follows the current momentum classification.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
🚀 Trend Acceleration
Trend Acceleration measures changes in the standardized regression slope.
The regression slope is first divided by the residual standard deviation.
The change in this standardized slope is then:
• smoothed;
• compared with its typical absolute change;
• converted into a normalized acceleration score.
Interpretation During a Bullish Regime
Strengthening — positive acceleration exceeds the selected threshold.
Cooling — negative acceleration exceeds the threshold in absolute terms.
Stable — the change remains within the threshold.
Interpretation During a Bearish Regime
Strengthening — negative acceleration exceeds the selected threshold.
Cooling — positive acceleration exceeds the selected threshold.
Stable — the change remains within the threshold.
Interpretation During a Neutral Regime
Changing — the absolute change in the standardized slope exceeds the threshold.
Stable — the change remains within the threshold.
Trend Acceleration describes changes in the regression trend and is calculated separately from short-term directional momentum.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
🧩 Market Phase Engine
Market Phase is an interpretation layer that combines three measurements:
• confirmed Market Regime;
• current Current Momentum;
• current Price Deviation.
Market Phase is not a separate independent indicator and does not use an additional hidden calculation.
It describes the current combination of conditions already calculated by the model.
🟢 Bullish Regime Phases
Bullish Overextension — price has reached an extreme upper deviation during a Bullish regime.
Pullback Recovery — price is in the lower part of the channel, while directional momentum has turned Bullish again.
Bullish Pullback — price has moved into the lower part of the channel while short-term momentum remains Bearish.
Trend Continuation — the Bullish regime is supported by Bullish momentum.
Momentum Cooling — the Bullish regime remains active, but current momentum is Bearish.
Bullish Consolidation — the Bullish regime remains active without a clear directional momentum classification.
🔴 Bearish Regime Phases
Bearish Overextension — price has reached an extreme lower deviation during a Bearish regime.
Bounce Rejection — price is in the upper part of the channel, while directional momentum has turned Bearish again.
Bearish Bounce — price has moved into the upper part of the channel while short-term momentum remains Bullish.
Trend Continuation — the Bearish regime is supported by Bearish momentum.
Countertrend Bounce — the Bearish regime remains active, but current momentum is Bullish.
Bearish Consolidation — the Bearish regime remains active without a clear directional momentum classification.
⚪ Neutral Regime Phases
Upper Price Shock — price has reached an extreme upper deviation without an established directional regime.
Lower Price Shock — price has reached an extreme lower deviation without an established directional regime.
Neutral Upward Impulse — Bullish momentum has developed while the market regime remains Neutral.
Neutral Downward Impulse — Bearish momentum has developed while the market regime remains Neutral.
No Clear Trend — neither a directional regime nor a significant momentum impulse is present.
Market Phase labels describe the current combination of model conditions. They should be interpreted together with the underlying regime, momentum, and deviation measurements.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
💎 Why These Components Are Combined
Log Regression Regime Channel is not a collection of unrelated indicators placed inside one script.
All major components are derived from, or directly connected to, the same log-regression model.
How the Components Are Connected
• The regression slope provides the directional foundation.
• R² evaluates the quality of the same regression model.
• Residual dispersion defines the width of the channel.
• Residual volatility standardizes Trend Strength.
• The current residual produces the Price Deviation measurement.
• Changes in residual deviation contribute to Directional Momentum.
• Changes in the standardized slope produce Trend Acceleration.
• Regime, momentum, and deviation are combined by the Market Phase engine.
The purpose of this architecture is to express direction, model quality, price location, momentum, and acceleration in compatible terms.
This differs from mechanically combining several independent oscillators that use unrelated formulas and scales.
Core Architectural Features
• a unified log-linear regression model;
• a residual-based channel instead of an ATR or fixed-percentage channel;
• combined evaluation of trend quality and trend strength;
• confirmed-bar regime hysteresis;
• normalized price and residual momentum;
• an adaptive momentum threshold;
• a separate trend-acceleration measurement;
• deterministic Market Phase classification.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
🖥️ Dashboard
The dashboard contains six primary measurements.
Market Regime
Displays the confirmed market state:
Bullish, Neutral, or Bearish.
Trend Quality
Displays:
• R² as a percentage;
• standardized Trend Strength.
Price Deviation
Displays:
• whether price is above or below the model;
• the current deviation in residual standard deviations;
• the Normal, Extended, or Extreme deviation zone.
Current Momentum
Displays the current short-term directional momentum:
Bullish, Neutral, or Bearish.
Trend Acceleration
Displays the current regression-trend state:
Strengthening, Cooling, Stable, or Changing.
Market Phase
Displays the current interpretation of the combination of:
• market regime;
• directional momentum;
• price deviation.
The channel boundaries and regime label use the color of the confirmed Market Regime.
The rolling regression line uses the color of Current Momentum.
These colors represent different calculations and should not be interpreted as duplicate classifications.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
⚙️ Default Settings
Regression Model
Regression Length — 120 bars
The number of bars used to calculate the log-linear regression model.
Visible Channel Length — 100 bars
The number of recent bars used to display the current regression channel.
Residual Channel
Inner Residual Band — 1.0σ
The inner channel boundary, measured in residual standard deviations.
Outer Residual Band — 2.0σ
The outer channel boundary, measured in residual standard deviations.
Regime Detection
Trend Entry Quality — 45% R²
The minimum model quality required to enter a Bullish or Bearish regime.
Trend Exit Quality — 35% R²
The minimum model quality required to preserve an existing directional regime.
Trend Entry Strength — 1.25σ
The minimum standardized trend strength required to enter a directional regime.
Trend Exit Strength — 0.90σ
The minimum trend strength required to preserve the current regime.
Directional Momentum
Momentum Length — 5 bars
The smoothing period used for short-term directional momentum.
Momentum Baseline — 18 bars
The period used to estimate typical price and residual movement.
Momentum Noise Window — 40 bars
The period used to estimate variation in the combined Momentum Score.
Minimum Momentum Threshold — 0.35
The minimum normalized threshold required for a directional momentum classification.
Adaptive Noise Multiplier — 0.30
The multiplier used to increase the momentum threshold when Momentum Score becomes more unstable.
Acceleration Threshold — 0.35
The minimum normalized change in slope required for an acceleration classification.
Built-In Parameter Safeguards
The script automatically controls relationships between dependent settings:
• the outer residual band remains wider than the inner band;
• exit thresholds cannot be stricter than their corresponding entry thresholds;
• Momentum Baseline remains longer than Momentum Length.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
🔍 How to Use the Indicator
The following sequence provides a structured way to interpret the model.
Step 1. Identify Market Regime
Determine whether the model currently recognizes:
• a Bullish regime;
• a Bearish regime;
• a Neutral environment.
Step 2. Evaluate Trend Quality
Use R² and Trend Strength to assess:
• how consistently price is moving;
• how large the fitted trend is relative to residual noise.
Step 3. Determine Price Location
Price Deviation shows:
• whether price is above or below the regression model;
• whether the deviation is Normal, Extended, or Extreme.
Step 4. Compare Momentum With Market Regime
When regime and momentum point in the same direction, the short-term movement is aligned with the broader statistical regime.
When they point in opposite directions, short-term movement is not supporting the current regime.
Step 5. Evaluate Trend Acceleration
Determine whether the current regression trend is:
• Strengthening;
• Cooling;
• Stable;
• Changing.
Step 6. Use Market Phase as the Combined Context
Market Phase combines regime, momentum, and price location into one descriptive classification.
It is best interpreted as a summary of the current market structure rather than separately from its underlying components.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
🛠️ How Settings Affect the Model
Regression Length
A longer period generally produces a slower and more stable model.
A shorter period reacts more quickly to price changes but may change market regime more frequently.
Entry Quality and Entry Strength
Higher values require a cleaner and stronger trend before a Bullish or Bearish regime can begin.
Residual Bands
Wider bands require a larger deviation from the regression model before price is classified as Extended or Extreme.
Momentum Thresholds
Higher thresholds reduce the number of Bullish and Bearish momentum classifications.
Acceleration Threshold
A higher threshold reduces the number of Strengthening, Cooling, and Changing classifications.
Settings should be evaluated in relation to the selected instrument, timeframe, and market behavior.
The default values provide a general starting point and are not optimized for every market or timeframe.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
⚠️ Real-Time Behavior and Limitations
The visible channel represents the latest calculated regression model.
Its boundaries, slope, and shaded areas update as new market data becomes available. The current channel should therefore not be interpreted as a fixed historical object that existed in exactly the same position in the past.
The rolling regression line stores, on each historical bar, the value calculated from the information available at that time.
The Following Values Can Change on an Open Bar:
• regression-model values;
• residual-channel position;
• Price Deviation;
• Current Momentum;
• Trend Acceleration;
• Market Phase.
Market Regime changes only after the bar has been confirmed.
The script does not use future data or lookahead calculations.
However, log regression is sensitive to the selected calculation window.
The model can be materially affected by:
• large price gaps;
• sudden price movements;
• structural market changes;
• low liquidity;
• changes in volatility;
• the selected instrument and timeframe.
The indicator is an analytical tool. Its measurements should be considered together with independent market analysis, risk management, and the characteristics of the selected trading instrument. Indicator
Day Trade Setup - CRT Session Range ModelDay Trade Setup - CRT Session Range Model
Day Trade Setup - CRT Session Range Model is a session-based market framework designed to identify important intraday reference ranges and combine them with liquidity sweeps, M15 imbalance gaps, market structure levels, and supply or demand zones.
The script is designed to help traders organize intraday price action around selected H1 session ranges. Instead of displaying isolated signals, it creates a structured map of the current setup, including the range high, range low, 50% midpoint, nearby liquidity events, and relevant M15 reference areas.
Core Concept
The indicator analyses predefined H1 trading periods and selects the most significant candle within each session window using a weighted candle score.
The score considers:
Candle body size
Upper and lower wick size
User-defined body weighting
User-defined wick weighting
The selected candle becomes the active session range. Its high, low, and 50% midpoint are then projected across the chart as reference levels.
The most recent valid session setup automatically becomes the active model.
Session Range Models
The indicator supports three session groups:
Dawn Range
The Dawn Range evaluates the H1 candles formed between 1:00 AM and 5:00 AM.
The script compares the five candles and selects the candle with the highest weighted body-and-wick score as the active range.
Morning Range
The Morning Range compares the 8:00 AM and 9:00 AM H1 candles.
The candle with the stronger weighted score becomes the active range.
Evening Range
The Evening Range compares the 8:00 PM and 9:00 PM H1 candles.
The stronger candle is selected as the active range.
Users can display one session model individually or enable all available sessions.
Active Range Display
When a new setup is selected, the indicator displays:
Session Range High
Session Range Low
50% midpoint
Session and hour label
Continuously extending reference lines
The 50% level helps divide the selected range into upper and lower halves, providing a visual reference for premium and discount areas within the setup.
The script replaces the previous active range when a newer valid session setup is confirmed.
Liquidity Sweep Detection
The indicator includes an optional liquidity sweep module that monitors price interaction with the active range high and low.
A potential bearish liquidity sweep may be identified when price:
Trades above the active range high
Returns and closes below the range high
Meets the selected volatility, body, and upper-wick requirements
A potential bullish liquidity sweep may be identified when price:
Trades below the active range low
Returns and closes above the range low
Meets the selected volatility, body, and lower-wick requirements
The liquidity sweep filter also includes a cooldown period to reduce repeated labels appearing within a short number of bars.
These markers represent potential liquidity-rejection events and are not automatic entry signals.
M15 Imbalance Gap
The script can locate a recent bullish or bearish M15 imbalance gap that formed before the active session setup.
The imbalance module:
Searches the latest M15 gaps
Considers only gaps formed before the active setup
Supports bullish, bearish, or both gap types
Filters gaps using ATR-based minimum size
Can restrict results to gaps near the session range
Locks the selected gap when a new setup appears
Displays the gap boundaries and midpoint
Only a qualifying gap whose midpoint is outside the active session range is displayed.
This helps traders identify nearby price imbalances that may act as reaction areas or potential liquidity objectives.
M15 Structure Levels
The indicator identifies previously confirmed M15 swing highs and swing lows using pivot-based market structure.
For each new session setup, the script searches for:
A confirmed structure high above the session range
A confirmed structure low below the session range
Only structure points that formed before the active setup are considered.
The selected levels are extended across the chart and labelled as:
STRUCT-HIGH
STRUCT-LOW
These levels may be used as external liquidity references, breakout levels, or potential price objectives.
M15 Supply and Demand Zones
The indicator also includes a simplified M15 supply and demand zone module.
A potential demand zone is identified from a bearish candle followed by a bullish displacement above that candle’s high.
A potential supply zone is identified from a bullish candle followed by a bearish displacement below that candle’s low.
The script applies body-strength and optional ATR range filters before accepting a zone.
For a bullish session setup, the script searches for a qualifying demand zone positioned above the session range.
For a bearish session setup, the script searches for a qualifying supply zone positioned below the session range.
Only zones formed before the active setup are considered.
The selected zone is displayed with:
Zone boundaries
50% midpoint
M15 zone label
Automatic right-side extension
Multi-Timeframe Structure
The model combines information from multiple timeframes:
H1 for session-range selection
M15 for imbalance gaps
M15 for structure highs and lows
M15 for supply and demand zones
Current chart timeframe for liquidity-sweep confirmation and display
The M15 modules are intended for charts between 1 minute and 15 minutes. Their drawings are hidden automatically on timeframes above 15 minutes.
Alerts
The indicator includes alerts for:
A newly selected session setup
A qualifying M15 structure high
A qualifying M15 structure low
A selected demand zone
A selected supply zone
The new setup alert identifies the symbol, selected model, and setup hour.
Suggested Workflow
A possible workflow is:
Identify the active H1 session range.
Observe whether price is trading above or below the 50% midpoint.
Wait for price to interact with the session high or low.
Look for a qualifying liquidity sweep.
Review nearby M15 imbalance gaps.
Check external M15 structure levels.
Use the selected supply or demand zone as additional context.
Apply independent entry confirmation and risk management.
The script is intended to organize market context. It does not automatically calculate an entry price, Stop Loss, Take Profit, position size, or trade outcome.
Customization
Users can adjust:
Light or dark visual theme
Active session model
Candle body and wick weighting
Line width and label size
Range projection length
Liquidity-sweep quality filters
Sweep cooldown period
Gap direction and ATR filter
Gap proximity to the setup
Structure pivot length
Supply and demand zone strength
Zone distance from the setup
These settings allow the model to be adapted to different symbols, volatility conditions, and trading styles.
Limitations
The session model uses fixed H1 time windows based on the symbol’s exchange or chart time context. Users should verify that the displayed hours match their intended trading session.
Pivot-based structure levels require candles on both sides of the pivot before confirmation. As a result, structure levels appear after the turning point has already formed.
Liquidity sweeps, imbalance gaps, and supply or demand zones do not guarantee a price reversal or continuation.
The script displays selected technical reference areas only. It does not account for spread, commission, slippage, economic news, liquidity conditions, or broker execution.
Because the script uses multiple timeframe calculations, some elements may update only after the relevant H1 or M15 candle has completed.
Disclaimer
Day Trade Setup - CRT Session Range Model is provided for technical analysis and educational purposes only.
It does not constitute financial advice, investment advice, trade recommendations, or guaranteed trading results. The displayed ranges, sweeps, gaps, structure levels, and zones are technical reference areas and should not be used as standalone entry signals.
Users are responsible for independently evaluating market conditions and applying appropriate risk management before trading with real funds. Indicator
Turtle Channel Breakout (Dennis) v2TURTLE CHANNEL BREAKOUT (DENNIS)
WHAT IT IS
An implementation of the classic Turtle trend-following rules — Donchian channel breakouts with ATR-based stops and pyramided unit adds — that keeps honest score. Most breakout scripts draw arrows; this one runs a full hypothetical campaign tracker and reports the numbers that actually matter for this species of system: expectancy in R, profit factor in R, and how concentrated the profits are in the single best trade. Turtle-style systems are DESIGNED to lose most trades and be carried by a fat right tail. A low win rate here is not failure; a negative expectancy is. The scoreboard exists so you can see which one your symbol produces, instead of taking a famous backstory on faith.
Concept credit: the trading rules belong to Richard Dennis and William Eckhardt's Turtle experiment, and the channels to Richard Donchian — both long-published and public. What is original here is the instrumentation: the campaign-R scoreboard with tail-concentration metric, the structure-confluence classifier, and the repaint-free implementation.
THE RULES (PRESETS)
- Entry: close breaks the prior N-bar extreme (channel values always use the PRIOR bar, so a bar can never trigger on its own high). Video preset: 20-bar entry, 20-bar opposite-extreme exit. Turtle System 1: 20 in / 10 out. Turtle System 2: 55 in / 20 out. Manual exposes everything.
- N = SMA-smoothed true range (20), with a 20-SMA of N shown as a volatility-regime readout (expanding / contracting).
- Stop: signal close -/+ 2 x N, with N FROZEN at campaign start.
- Trend filter: 200 SMA — longs only above, shorts only below (each side toggleable).
- All state changes occur on confirmed closes. Nothing repaints; nothing sees the future.
PYRAMIDING (the part most retellings omit)
After the breakout unit, one unit is added each 0.5N of favourable movement on a ladder anchored at the entry price, up to 4 units (configurable). On every add, the stop for the WHOLE campaign ratchets to the newest ladder level -/+ 2N. That ratchet is the risk containment the legend rarely mentions: a full 4-unit campaign stopped immediately loses about 2.5R, not 8R. Pyramiding was a large part of the historical edge — and it amplifies the tail concentration in both directions, which the scoreboard will show you plainly. Toggle it off (or set max units to 1) for single-unit behaviour.
CAMPAIGN SCOREBOARD
Campaign R = total multi-unit P&L divided by ONE unit's initial risk (2 x N at entry). The HUD reports: campaigns, win rate, expectancy, profit factor in R, top trade as a share of gross wins, and average units per campaign. One reading habit worth adopting: mentally delete the best trade and see what remains — tail systems on a single symbol are one lucky outlier away from looking like edge.
STRUCTURE CONFLUENCE (VACUUM / MIXED / WALL)
A compact time-at-price snapshot (rolling, decay-weighted, recomputed on a stride from PAST DATA ONLY — the same construction as my Time-at-Price S/R Pockets script) classifies every breakout by the strongest structure within 1N ahead of the entry: VACUUM (thin — nothing in the path), WALL (a heavy prior-acceptance zone directly ahead), or MIXED. Each completed campaign's R lands in its class bucket, and the HUD shows the three expectancies side by side.
The pre-registered prior, stated before you look: auction logic says breakouts into vacuum travel and breakouts into walls fail. The row turns green while your symbol agrees and amber when it does not — believe the tally, not the theory. Classification never blocks a signal; it measures, so that if a wall-veto ever tempts you, both its benefit and its declined-trade cost are already quantified. Per-class samples stay small for a long time; treat the row as hypothesis-tracking and pool across symbols before concluding anything.
ON THE CHART
Triangles mark breakouts with a small class tag (→VACUUM / →MIXED / →WALL), diamonds mark unit adds, the red stepped line is the ratcheting campaign stop, the grey line the average fill, and every completed campaign prints its R multiple and unit count at the exit.
LIMITATIONS, STATED PLAINLY
- This is signal accounting, not a backtest: no commission, no slippage. Fills are deliberately conservative — entries and adds at the triggering CLOSE (gapped-through adds all take that worse price), stops at the stop level or the open when gapped through.
- The historical Turtles entered intrabar via stop orders and risked about 1% per unit; the video framing this follows uses close confirmation and 2%. The position-size line in the HUD is informational only.
- Expect long strings of small losses punctuated by occasional multi-R winners; expect the 20/20 preset to bleed in ranges. That is the system, not a bug.
- One symbol proves nothing. Judge expectancy across many, and hold the tail-concentration number against every conclusion.
Built from scratch; no reused open-source code. Companion to the Time-at-Price S/R Pockets toolkit, whose profile construction powers the confluence classifier. Indicator
BK AK-CobraBK AK-Cobra
Momentum measured across timeframes. Extremes evaluated. Order flow used as confirmation.
The “AK” in BK AK-Cobra is not branding—it is honor. It stands for my mentor, A.K.—the man whose guidance shaped my discipline, patience, market judgment, and respect for clean execution. I dedicate every indicator I build to his honor, and his standard sits behind every serious tool I create.
Above all, full credit and gratitude to G-d—the source of wisdom, timing, strength, and survival in this game.
BK AK-Cobra is a Stochastic Momentum Index framework designed to evaluate momentum direction, extreme conditions, multi-timeframe agreement, volatility, participation, and order-flow confirmation through one connected analytical process.
It combines:
Stochastic Momentum Index and signal line
Momentum histogram and slope
Volatility-adaptive dynamic bands
Six-timeframe momentum alignment
Contract-specific futures presets
Trend and volatility-regime filters
Squeeze detection
Regular and hidden divergence
Band-touch memory and arrival velocity
Momentum fatigue and failed-extension conditions
Histogram-pattern and oscillator-shape recognition
Footprint delta, POC, Value Area, and imbalance
Composite Heat scoring and signal grading
Historical signal-outcome tracking
Bayesian-style contextual adjustment
k-nearest-neighbor historical context matching
A compact intelligence dashboard
These are not independent indicators placed together. Each layer evaluates a different part of the same momentum cycle:
Location → direction → acceleration → timeframe agreement → market regime → participation → order flow → historical context.
Core SMI Engine
The central calculation is a double-smoothed Stochastic Momentum Index.
It measures where the close sits relative to the midpoint of the recent high-low range and normalizes that distance by the smoothed range.
Cobra displays:
The SMI
A configurable signal line
The difference between SMI and signal as a histogram
SMI slope
Momentum acceleration
The rate of change of acceleration
The histogram shows the separation between SMI and its signal line.
A rising positive histogram indicates strengthening positive momentum.
A falling positive histogram indicates positive momentum is weakening.
A falling negative histogram indicates strengthening negative momentum.
A rising negative histogram indicates negative momentum is weakening.
The calculation describes momentum. It does not represent price or guarantee future direction.
Dynamic Bands
Instead of relying only on fixed overbought and oversold levels, Cobra calculates dynamic bands from the recent standard deviation of the SMI.
The bands are restricted by configurable minimum and maximum values and can adapt according to the current ATR regime.
During higher volatility, the bands can expand.
During lower volatility, they can contract.
This helps distinguish an ordinary momentum reading from one that is statistically extended relative to the instrument’s current behavior.
An SMI band touch does not automatically require reversal. Strong trends can remain extended for prolonged periods.
Contract Presets
Cobra contains automatic presets for:
ES
NQ
CL
GC
MBT
Custom symbols
The presets adjust SMI lengths, dynamic-band parameters, EMA settings, and ADX thresholds according to the selected contract.
The AUTO setting reads the chart symbol’s root and applies the corresponding preset when supported.
Manual Override allows the user to replace preset values with custom settings.
These presets are starting configurations, not universally optimal settings for every timeframe or market condition.
Multi-Timeframe Stack
The indicator calculates SMI state across six configurable timeframes:
5 minutes
15 minutes
30 minutes
60 minutes
233 minutes
987 minutes
Each timeframe is classified as:
Strong bullish
Bullish
Neutral
Bearish
Strong bearish
The states are combined through a weighted execution score. Longer timeframes receive greater weight than shorter timeframes.
The signal framework can also require:
Agreement between the 233-minute and 987-minute states
No opposing veto from the 15-minute and 30-minute states
A recent 5-minute reset or pullback
A minimum combined execution score
This architecture separates broader directional context from shorter-term entry timing.
Higher-timeframe values can change until their respective candles close.
A+ Signal Framework
Cobra evaluates two general signal families.
Extreme reversal conditions
A possible long condition can form when the SMI is near or beyond its lower dynamic band and turns upward with an improving histogram.
A possible short condition can form when the SMI is near or beyond its upper dynamic band and turns downward with a weakening histogram.
Trend-pullback conditions
A possible trend-following long can form when:
The EMA and optional ADX regime are bullish
The weighted timeframe stack is bullish
A recent lower-timeframe reset occurred
SMI turns upward from below zero
Histogram momentum improves
The short calculation is the inverse.
Enabled squeeze and footprint filters can provide additional confirmation.
Signals are limited to the configured session and separated by a user-defined cooldown.
They identify qualifying confluence conditions, not guaranteed entries.
Heat Score and Grades
Each directional setup receives a normalized Heat score from 0 to 100.
The score can include:
Dynamic-band depth
Freshness of the band touch
Speed of arrival at the extreme
Volume participation
Cross-timeframe deceleration
Session phase
Momentum fatigue
Trap or failed-extension behavior
Absorption-style price/momentum disagreement
Squeeze state
Divergence
Oscillator shape
Footprint delta
POC migration
POC imbalance
Rolling multi-window delta alignment
The resulting score is classified as:
A+
A
B+
B
The grade measures agreement among enabled components. It is not a probability of success.
Momentum Intelligence
Cobra examines more than simple SMI crosses.
Band-touch memory
The indicator counts recent touches of the upper and lower dynamic bands.
A first touch is treated differently from repeated touches because recurring tests can indicate either persistence or deterioration of the same extreme.
Velocity
Velocity measures how quickly SMI reached its current area.
A fast arrival identifies rapid momentum displacement.
A slow grind identifies gradual movement.
Velocity provides timing context but does not independently determine reversal or continuation.
Fatigue
Fatigue combines:
Time spent beyond a dynamic band
Decay in SMI slope after entering that region
A high fatigue score means momentum has remained extended while its rate of progress has weakened.
Trap or failed extension
The trap module records an SMI move beyond a dynamic band and checks whether momentum returns through the band without sufficient price follow-through.
This describes a failed momentum extension or band rejection. It is not direct evidence of an exchange-level failed auction.
Price-momentum compression
When price produces a short-term new high or low while histogram magnitude contracts across several bars, Cobra marks a possible absorption-style disagreement.
This identifies reduced momentum efficiency. It does not prove accumulation, distribution, or the activity of a particular participant.
Histogram and Curve Recognition
The histogram-pattern engine evaluates recurring forms including:
Slingshot: compression followed by expansion
Staircase: orderly same-direction histogram growth
Cliff: rapid loss of histogram magnitude
Double Pump: renewed expansion after a near-zero pause
Divergence Compression: price extension with declining histogram magnitude
The curve-shape engine evaluates the SMI itself for:
W-bottom
M-top
Bullish and bearish V-spikes
Rounding bottom
Rounding top
These are mathematical classifications of oscillator behavior. Their names describe the detected shape and should not be treated as complete trade setups by themselves.
Divergence and Squeeze
Regular divergence compares confirmed price pivots with SMI pivots.
Hidden divergence identifies possible continuation structures through the same pivot framework.
Because pivots require bars to the right, divergence appears only after the pivot has been confirmed.
The squeeze module compares Bollinger Bands with Keltner Channels.
A squeeze exists while the Bollinger Bands remain inside the Keltner Channels. A release occurs when that condition ends.
A squeeze release indicates changing volatility, not guaranteed direction.
Footprint Engine
When TradingView footprint data is available, Cobra reads:
Buy volume
Sell volume
Delta
Total volume
Point of Control
Buy and sell volume at the POC
Value Area High
Value Area Low
Footprint data can contribute to:
Directional signal confirmation
Volume conviction
POC migration
Price-versus-POC context
POC imbalance
Delta-versus-SMI disagreement
Heat scoring
The footprint delta gate can require positive delta for long conditions and negative delta for short conditions.
The POC imbalance module compares buying and selling volume specifically at the POC. It is not a stacked or diagonal imbalance calculation across every footprint row.
When footprint data is unavailable, the footprint-specific components are omitted and the remaining Cobra framework continues operating.
Rolling Delta Windows
Cobra sums chart-timeframe footprint delta across rolling windows designed to approximate the selected:
15-minute
60-minute
233-minute
987-minute durations
The resulting score shows how many rolling windows have positive or negative accumulated delta.
These are rolling chart-bar calculations. They are not discrete higher-timeframe footprint objects and may not align exactly with official higher-timeframe candle boundaries.
Signal Outcome Tracker
Cobra contains an internal signal-outcome tracker for qualifying A+ signals.
It records:
Entry reference
ATR-based stop distance
Configurable R objectives
Maximum holding period
Maximum favorable excursion
Maximum adverse excursion
Signal grade
Session
Histogram pattern
Footprint context
The dashboard can summarize historical wins, losses, win rate, and average R for the loaded sample.
This is not a TradingView strategy backtest. It does not model:
Broker execution
Bid/ask spread
Slippage
Commission
Partial fills
Intrabar sequence
Portfolio exposure
Its statistics apply only to the script’s own signal definitions, selected settings, instrument, timeframe, and available chart history.
Adaptive Context
The Bayesian-style module compares recorded outcomes across factors such as:
Session
Velocity
Band-touch count
Histogram pattern
Curve shape
Footprint alignment
It can make a limited adjustment to the Heat score after the required sample size has been reached.
The k-nearest-neighbor module compares the current state with previously closed signals using a multi-feature distance calculation.
It reports the outcomes of the closest historical matches.
These values describe the loaded historical sample. They are not independent forecasts or validated probabilities.
Intelligence HUD
The dashboard summarizes:
Heat score and grade
Momentum regime
SMI state
Band-touch state
Velocity
Fatigue
Active pattern or curve shape
Volume conviction
Session phase
Historical outcome statistics
Footprint delta
Rolling delta-window alignment
Hovering over the cells provides expanded calculation and context details.
How to Use BK AK-Cobra
Select the contract preset. Use AUTO for supported futures or Custom for manual settings.
Configure the session. Confirm the timezone and active session hours. Signals are restricted by this setting.
Choose Clean, Normal, or Debug mode. Normal shows the principal intelligence modules without every diagnostic marker.
Read SMI location and direction. Determine whether SMI is above or below zero, near a dynamic band, and rising or falling relative to its signal.
Check the timeframe stack. Review whether higher timeframes support the current direction and whether the middle timeframes oppose it.
Identify the setup family. Distinguish an extreme reversal condition from a trend-pullback condition.
Review the Heat score. Use the grade as a confluence summary, not as a success probability.
Inspect momentum context. Check band-touch freshness, velocity, fatigue, squeeze state, divergence, patterns, and curve shape.
Review footprint evidence. When available, compare the proposed direction with delta, POC migration, imbalance, and rolling delta-window alignment.
Use historical statistics carefully. Require a meaningful number of closed observations before considering outcome, Bayesian-style, or k-NN readings.
Wait for confirmation. Current-bar values and signals can change before the candle closes.
Define risk independently. ATR stop and target values in the tooltips are analytical references, not personalized trade instructions.
Original Framework
SMI, moving averages, ADX, Bollinger Bands, Keltner Channels, divergence, footprint delta, POC, Bayesian methods, and k-nearest-neighbor methods are established concepts.
The distinctive BK contribution is the integrated architecture connecting:
Contract-aware SMI presets
Volatility-adaptive statistical bands
Six-timeframe weighted momentum state
Reset, veto, regime, squeeze, and footprint signal gates
Band-touch and arrival-velocity memory
Fatigue and failed-extension analysis
Histogram-pattern recognition
SMI curve-shape matching
Footprint-confirmed momentum analysis
A normalized multi-factor Heat score
Historical signal-outcome context
Bayesian-style score adjustment
k-NN matched-condition analysis
A unified intelligence HUD
The system is designed as one dependency chain rather than a collection of unrelated studies:
SMI establishes momentum. Dynamic bands establish location. The timeframe stack establishes context. Intelligence modules evaluate the turn. Footprint tests participation. Historical modules measure how similar conditions behaved previously.
Realtime Behavior and Risk
Cobra recalculates while the active chart candle is forming.
SMI, histogram, bands, grades, footprint values, momentum patterns, and signals can change intrabar. Higher-timeframe readings can change until their source candles close. Pivot-based divergence requires confirmation bars.
BK AK-Cobra is provided for analytical and educational purposes. It does not provide investment advice, guarantee performance, or eliminate trading risk.
Users remain responsible for their own analysis, position sizing, entries, exits, stops, execution, and account risk.
Measure momentum. Confirm context. Respect invalidation. Indicator
Day Trade Setup - FVG FinderDay Trade Setup - FVG Finder
Day Trade Setup - FVG Finder is a Fair Value Gap detection tool designed to identify bullish and bearish price imbalances directly on the chart.
The indicator scans both the current chart timeframe and a user-selected higher timeframe, then displays active FVG zones as colored boxes with optional price labels. Zones remain visible until they are mitigated or, for chart-timeframe zones, expire after the selected lookback period.
How It Works
A bullish Fair Value Gap is detected when the low of the current candle is above the high from two candles earlier, creating an untraded price area between them.
A bearish Fair Value Gap is detected when the high of the current candle is below the low from two candles earlier.
The script measures the size of each gap in points and displays only the zones that meet the minimum gap-distance setting selected by the user.
All chart-timeframe FVG calculations are confirmed after the candle closes.
Main Features
Detects bullish and bearish Fair Value Gaps
Displays FVG zones directly on the chart
Adjustable minimum FVG gap size
Customizable bullish and bearish zone colors
Adjustable zone transparency
Automatic extension of active zones
Automatic removal when a zone is mitigated
Optional expiration of older chart-timeframe zones
Higher-timeframe FVG detection
Adjustable higher-timeframe gap threshold
Optional price labels for the upper and lower edges of each zone
Light and dark chart-theme support
Alerts for new and mitigated FVG zones
Current Timeframe FVG Zones
The indicator scans the active chart timeframe for three-candle price imbalances.
When a valid bullish or bearish FVG is detected, the zone is drawn from the originating candle area and extended to the right.
Chart-timeframe zones remain active until:
Price closes beyond the opposite boundary of the zone, or
The zone exceeds the selected historical bar limit
For a bullish FVG, the zone is considered mitigated when price closes below its lower boundary.
For a bearish FVG, the zone is considered mitigated when price closes above its upper boundary.
Higher-Timeframe FVG Zones
Users can enable Multi-Timeframe FVG detection and select a separate higher timeframe.
Higher-timeframe zones are calculated using completed higher-timeframe candles to reduce changes caused by an unfinished candle.
HTF zones are displayed on the current chart and continue extending until price closes beyond their mitigation boundary.
This allows traders to monitor broader price imbalances without switching between multiple charts.
FVG Gap Filter
The FVG GAP (Point) setting controls the minimum size required for a chart-timeframe imbalance to be displayed.
The HTF FVG GAP (Point) setting applies the same type of filter to higher-timeframe zones.
Increasing these values reduces the number of smaller gaps shown on the chart, while lowering them allows the indicator to display more zones.
The correct point value may vary depending on the symbol, broker, and minimum tick size.
Price Tags
Optional price tags can be displayed at the upper and lower boundaries of every FVG zone.
Users can choose to:
Match the tag color with the bullish or bearish zone
Automatically adjust the tag color for light or dark charts
Select custom background and text colors
Change the tag-text size
These labels help users read the exact zone boundaries without manually checking the price scale.
Alerts
The indicator provides alert conditions for:
New Bullish FVG
New Bearish FVG
Bullish FVG Mitigated
Bearish FVG Mitigated
New Bullish Higher-Timeframe FVG
New Bearish Higher-Timeframe FVG
Bullish Higher-Timeframe FVG Mitigated
Bearish Higher-Timeframe FVG Mitigated
After adding the indicator to the chart, users can create TradingView alerts for any of these conditions.
Suggested Use
FVG zones may be used as areas of interest for:
Pullbacks
Rebalancing of price imbalances
Support and resistance context
Trend-continuation setups
Liquidity and market-structure analysis
Multi-timeframe confluence
The indicator does not generate direct Buy or Sell entries. Traders should evaluate each zone together with market structure, trend direction, liquidity, volatility, trading session, and personal risk-management rules.
Limitations
Fair Value Gaps do not guarantee that price will return to a zone or react from it.
During volatile market conditions, multiple zones may form within a short period. Some zones may be mitigated immediately, while others may remain active for an extended time.
Mitigation is determined using candle closes beyond the selected zone boundary. Intrabar price movement alone does not remove a zone.
Higher-timeframe zones are based on completed higher-timeframe candles, so they appear only after the relevant candle has closed.
Historical zones may also be limited by TradingView drawing-object limits and the selected lookback settings.
Disclaimer
Day Trade Setup - FVG Finder is provided for technical analysis and educational purposes only.
It does not provide financial advice, investment advice, trade recommendations, or guaranteed trading results. Fair Value Gap zones are reference areas only and should not be used as standalone entry signals.
Users are responsible for independently evaluating market conditions and applying appropriate risk management before trading with real funds. Indicator
Indicator
