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Volatility

Crisis indicatorWhat This Indicator Does This indicator acts as an early warning system for potential market crises by tracking 5 of the most reliable financial danger signals that have predicted major market declines throughout history. The 5 Crisis Signals Monitored 1. Yield Curve Inversion - What it measures: When short-term interest rates become higher than long-term rates - Why it matters: This has predicted every US recession since 1955 - Trigger: Yield curve drops below your set threshold (default: 0.0) 2. Shiller CAPE Ratio - What it measures: Stock market valuation adjusted for economic cycles - Why it matters: Only exceeded 30 during major bubbles (1929, 2000, 2021) - all followed by crashes - Trigger: CAPE ratio rises above your threshold (default: 30.0) 3. Buffett Indicator - What it measures: Total stock market value compared to GDP - Why it matters: Warren Buffett's favorite market valuation gauge - Trigger: Ratio exceeds your threshold (default: 180%) 4. VIX Complacency - What it measures: Market fear gauge (Volatility Index) - Why it matters: Extremely low VIX indicates investor complacency before storms - Trigger: VIX falls below your threshold (default: 15.0) 5. SPX Extreme Deviation - What it measures: How far S&P 500 is above its 200-week moving average - Why it matters: Major tops in 1929, 2000, 2021 all showed extreme deviations - Trigger: Deviation exceeds your threshold (default: 2.8 standard deviations) How to Read the Results The Yellow Line (0-5 Scale) - Shows how many of the 5 danger signals are currently active - 0-1: Normal market conditions - 2: High Risk - Caution advised - 3+: Crisis Cluster - High probability of market decline The Information Table - Shows exactly which signals are triggering - Displays current values for each indicator - Color-coded status (Green = Safe, Red = Danger) Historical Performance When 3+ indicators flash simultaneously: - 1999-2000: Preceded Dot-com crash (-49% SPX) - 2007: Preceded Financial Crisis (-57% SPX) - 2021: Preceded 2022 bear market (-25% SPX)
Indicator
by nepo123
Sniper Alert Engine v6.5 BIG + STRONG by @prcdSniper Alert Engine v6.5 Big + Strong Market Bias by prcd Overview Sniper Alert Engine v6.5 Big + Strong Market Bias by prcd is a multi-layer momentum and market-bias indicator designed to help traders identify when the market is showing strong directional conditions and when those conditions develop into higher-quality expansion opportunities. The indicator separates market context from trade alerts: Strong Bull / Strong Bear = directional market bias and context. Big Bull / Big Bear = premium momentum expansion signals. Alerts are triggered only on Fresh Big Bull and Fresh Big Bear conditions. Version 6.5 adds an optional RSI/MFI Hybrid Momentum Filter that combines price momentum and volume-supported money flow to improve signal quality. Purpose The purpose of this indicator is to help traders avoid treating every momentum move as equal. Instead of simply plotting buy/sell signals, the script first identifies whether the market has a strong directional bias. It then waits for additional confirmation from: Momentum Trend strength Volatility expansion Relative volume RSI/MFI hybrid momentum Higher-timeframe alignment Breakout quality Room-to-run conditions Extension control The indicator is intended as a decision-support tool, not a standalone trading system. Key Features 1. Strong Bull / Strong Bear Market Bias The Strong layer identifies when market conditions are directionally aligned. A Strong Bull condition looks for bullish alignment across: Price above VWAP Price above EMA Rising EMA slope Bullish MACD structure RSI strength ADX trend strength Positive directional movement Session filter confirmation RSI/MFI hybrid momentum confirmation A Strong Bear condition looks for the opposite bearish alignment. These signals are shown on the chart and dashboard even when no Big signal is present. 2. Big Bull / Big Bear Premium Momentum Signals The Big layer is more selective. A Big Bull or Big Bear signal requires strong market bias plus additional confirmation from: Higher-timeframe alignment Compression-to-expansion behaviour ATR expansion MACD acceleration Breakout through recent swing levels Breakout quality relative to ATR Relative volume confirmation RSI/MFI hybrid momentum confirmation Room to run Not-too-extended filter This makes Big signals less frequent but more selective than Strong conditions. 3. RSI/MFI Hybrid Momentum Filter Version 6.5 introduces an optional hybrid momentum layer inspired by the idea of combining price momentum and money-flow momentum. The hybrid momentum value averages: RSI: price momentum MFI: volume-supported money flow This helps the indicator assess whether a move has both price strength and participation behind it. The hybrid filter is used in two ways: Strong layer: softer confirmation for market bias. Big layer: stricter confirmation for premium expansion signals. This filter can be switched on or off from the settings. Momentum Signals Explained Strong Bull A Strong Bull state means bullish momentum and trend conditions are aligned. This does not automatically mean “enter now”. It means the market context is bullish and traders may choose to focus only on long setups. Example interpretation: Strong Bull appears on the dashboard. The trader may now look for long continuation setups, pullbacks, or fresh Big Bull signals. Strong Bear A Strong Bear state means bearish momentum and trend conditions are aligned. This does not automatically mean “enter now”. It means the market context is bearish and traders may choose to focus only on short setups. Example interpretation: Strong Bear appears on the dashboard. The trader may now look for short continuation setups, pullbacks, or fresh Big Bear signals. Big Bull A Big Bull signal is a premium bullish expansion condition. It means the script has detected bullish bias plus stronger confirmation from volatility, trend, volume, breakout quality, higher-timeframe context, and RSI/MFI hybrid momentum. Example interpretation: The market is already in a Strong Bull context. Price breaks above a recent swing high with expansion, relative volume, hybrid momentum confirmation, and higher-timeframe confirmation. A Fresh Big Bull alert is triggered. Big Bear A Big Bear signal is a premium bearish expansion condition. It means the script has detected a bearish bias, with stronger confirmation from volatility, trend, volume, breakout quality, higher-timeframe context, and an RSI/MFI hybrid momentum. Example interpretation: The market is already in a Strong Bear context. Price breaks below a recent swing low with expansion, relative volume, hybrid momentum confirmation, and higher-timeframe confirmation. A Fresh Big Bear alert is triggered. Dashboard The dashboard displays: Current profile Asset mode Strong Bull status Strong Bear status Big Bull status Big Bear status Big Bull probability score Big Bear probability score RSI MFI Hybrid momentum ADX Relative volume Higher-timeframe direction EMA slope Latest Bull SL / TP reference levels Latest Bear SL / TP reference levels Current state The dashboard helps separate directional context from alertable momentum signals. Profiles The indicator includes three tuning profiles: M1 Faster and stricter tuning for 1-minute trading. M5 Slower and more patient tuning for 5-minute trading. Custom Allows the user to manually control the main input parameters. Asset Modes DAX40 (aka GER40) Designed to be stricter and more fakeout-aware. Adjustments include: Higher ADX threshold Higher relative volume requirement More breakout quality required Slightly more room-to-run required Slightly stricter hybrid momentum requirements NASDAQ100 Designed for smoother momentum behaviour. Adjustments include: Slightly looser ADX threshold Slightly lower relative volume requirement Slightly looser breakout conditions Slightly more flexible hybrid momentum requirements Generic Neutral default mode for broader use. How to Use A simple workflow: Choose the correct profile: M1, M5, or Custom. Choose the correct asset mode: DAX40, NASDAQ100, or Generic. Use Strong Bull / Strong Bear as directional context. Use Big Bull / Big Bear as premium expansion signals. Use the dashboard to confirm RSI, MFI, hybrid momentum, ADX, relative volume, HTF direction, and current state. Use plotted SL / TP levels as reference levels, not guaranteed outcomes. Alert Setup Examples Option 1: Static TradingView Alert Conditions To create a standard alert: Add the indicator to your chart. Click Alerts. Select this indicator as the condition. Choose either: Fresh Big Bull Fresh Big Bear Set frequency to: Once Per Bar Close These alerts use the built-in alertcondition() messages. Option 2: Dynamic Alert Messages For richer alerts containing asset mode, profile, probability, close, SL, TP1, TP2, relative volume, and hybrid momentum: Add the indicator to your chart. Click Alerts. Under condition, select this script. Choose: Any alert() function call Set frequency to: Once Per Bar Close Dynamic Big Bull and Big Bear alert messages include: Asset mode Profile Probability score Close price Stop loss reference Target 1 reference Target 2 reference Relative volume Hybrid momentum value Important Notes This indicator does not predict the future and does not guarantee profitable trades. Signals should be used with: Risk management Market structure analysis Session awareness Spread and slippage awareness Personal trading rules Backtesting and forward testing The plotted SL and TP levels are reference levels only. The indicator is intended for educational and analytical use. It should not be considered financial advice.
Indicator
by paulorcd
Donchian Retest Readiness [AGPro Series]# Donchian Retest Readiness 🧠 Core Idea After price breaks a Donchian Channel boundary, is the broken edge ready to act as a clean retest and continuation reference? 📌 Overview / What it does Donchian Retest Readiness is a breakout-boundary decision-support script built around Donchian Channels. The script maps the rolling Donchian high, low, and midpoint, detects channel breaks, builds a retest pocket around the broken edge, scores retest quality from 0 to 100, and projects continuation lanes with target rails. It does not predict price direction, automate trades, or provide guaranteed signals. It organizes Donchian break context, retest quality, channel edge, risk, and action state into a clean visual workflow. 🎯 Purpose & Design Philosophy Many breakout tools mark the moment price leaves a range, but the difficult part often comes after the break: deciding whether the broken edge is being respected. This script was built for traders who want to evaluate Donchian breakout retests without treating every new high or new low as a complete trading idea. The design supports structured observation: break first, retest pocket second, hold quality third. ⚡ Why This Script Is Different Most Donchian tools focus on channel highs and lows. This script does NOT stop at drawing the Donchian Channel. Instead, it converts the broken channel edge into a decision zone, evaluates whether price returns to that area, measures hold quality, and summarizes readiness with a clear 0-100 score. ⚙️ Methodology 1. Donchian Channel Mapping 2. Breakout Boundary Detection 3. Retest Pocket Construction 4. Hold / Failure Evaluation 5. 0-100 Retest Readiness Score 6. Panel And Alert Output 🗺️ How to Read the Chart The Donchian Channel shows the rolling high, low, and midpoint. The retest pocket appears around the broken channel edge after a breakout. READY RETEST labels appear when price interacts with the broken edge and holds with enough quality. Continuation lanes and target rails show the projected area beyond the accepted retest context. The panel summarizes Break State, Retest Score, Channel Edge, Risk, and Action. 🚦 Signals & States • READY → A qualified Donchian retest has formed. • MONITOR → A Donchian break is active and retest behavior is being evaluated. • WAIT → The channel is valid, but no active break / retest context is present. • INVALIDATED → Price failed back through the broken channel edge. • BLOCKED → The Donchian channel is not suitable for evaluation under current settings. 🔔 Alerts Logic Bullish Donchian Retest Ready triggers when price breaks above the Donchian high, returns to the broken edge, and holds with enough score quality. Bearish Donchian Retest Ready triggers when price breaks below the Donchian low, returns to the broken edge, and holds with enough score quality. Donchian Break Watch alerts mark the first boundary break when enabled. Donchian Retest Invalidated triggers when price fails back through the broken edge. Alerts are attention markers, not trade instructions. 🧩 Confluence Logic The retest score combines wick response, close pressure beyond the broken edge, proximity to the retest pocket, breakout impulse, relative volume, and channel width quality. When several of these conditions align, the retest context becomes stronger. 📊 When to Use • Breakout markets • Trend continuation setups • Pullbacks after new highs or new lows • Donchian Channel structure analysis • Intraday or swing contexts where retest behavior matters ⚠️ When NOT to Use • Very low-liquidity symbols • Extremely noisy chop • Abnormal spread conditions • News spikes where retest behavior is unstable • Markets where every boundary break immediately reverses 🎛️ Key Inputs • Donchian Length → controls the rolling channel high and low. • ATR Length → controls retest pocket depth, buffers, targets, and label spacing. • Minimum Channel Width → blocks weak channels that are too narrow. • Retest Pocket ATR → controls how wide the broken-edge retest pocket is. • Minimum Ready Score → controls how selective READY states are. • Projection Bars → controls how far pockets and targets extend. • Visual settings → control channel, fill, pocket, lane, labels, tags, and panel. 🖥️ Interface & Visual Design The script uses a clean AG Pro panel to summarize the current Donchian context. The visual hierarchy is designed to keep the channel visible while making the active retest pocket and READY label easy to see. Default settings keep failed and early watch labels off so publication screenshots remain clean. 🧪 Practical Usage Workflow 1. Read the panel state. 2. Check the Donchian channel boundary. 3. Wait for a break and retest pocket. 4. Evaluate whether price holds the broken edge. 5. Review target rails and failure risk. 🔍 Interpretation Guidelines A READY retest means the broken Donchian edge is being respected according to the script rules. It does not mean price must continue. An invalidated retest means price failed back through the broken edge and the breakout context lost quality. 🚫 What This Script Is NOT This script is not a prediction engine. It is not a buy or sell signal generator. It is not an automated trading system. It does not guarantee breakouts, continuation, or reversals. ⚠️ Limitations & Transparency Donchian behavior can vary by symbol, timeframe, volatility, and liquidity. Shorter timeframes may produce more noise. Longer Donchian lengths may react more slowly. The script should be interpreted within broader structure, market regime, and risk context. 🧠 Market Context Notes Donchian edges often become meaningful when market participants react to new highs, new lows, and breakout continuation attempts. The strongest contexts usually combine a clean boundary break, controlled retest, and enough continuation room. 🧾 Use Case Examples When price breaks above the Donchian high and later retests the broken edge without closing back through it, the script may mark a bullish READY RETEST. When price breaks below the Donchian low and retests the edge from below with enough quality, the script may mark a bearish READY RETEST. When price breaks out and then closes back through the broken edge, the retest can become invalidated. 🧱 System Philosophy This script follows the AGPro Series approach: structured context, practical scoring, clean visuals, and decision-support states instead of noisy prediction claims. 🔐 Non-Promise Statement No script can provide certainty. No output should be treated as guaranteed. All states are rule-based analytical markers. 📉 Risk Disclosure Trading involves risk. Users are responsible for their own decisions, risk management, and position sizing. This script is for educational and analytical purposes only and does not provide financial advice. 📚 Educational Note The purpose of this script is to help users study Donchian Channel breakout and retest behavior through a structured visual framework.
Indicator
by AGProLabs
Erhirhi BB% Indicator Erhirhi BB% Indicator Overview Erhirhi BB% Indicator is a multi-factor momentum, volatility, and participation oscillator designed to identify statistically stretched market conditions, trend maturity, accumulation/distribution behavior, and momentum exhaustion. The indicator combines: Bollinger Band %B, percentile ranking, KDJ momentum structure, normalized volume participation, and adaptive volatility filtering into a single regime-based analytical framework. Rather than functioning as a traditional overbought/oversold oscillator, the script attempts to measure: trend quality, participation strength, volatility expansion, and reversal probability across multiple market conditions. The foundation of the script is Bollinger Band Percent (%B), which measures the position of price relative to its Bollinger Band structure. Values: below 0 indicate price trading outside the lower band, above 1 indicate price trading outside the upper band. This allows the indicator to evaluate: volatility expansion, compression, momentum acceleration, and statistically stretched movement. Unlike traditional oscillators, BB %B adapts dynamically to volatility conditions. Standard Deviation Zones: The script visualizes multiple statistical expansion regions: 1 Standard Deviation Zone - Represents relatively balanced market behavior and normal volatility participation. This is where 68.2 of normal trading occurs 2 Standard Deviation Zone - Represents stronger directional movement and increasing trend conviction. This is where the normal expansion zones are located. 3 Standard Deviation Zone - Represents statistically stretched conditions where continuation quality may begin deteriorating. Price structure in these zone represent a high likelihood of trend exhaustion. These zones help identify: trend acceleration, instability, exhaustion, and potential transition phases. Extended occupation of upper zones may indicate euphoric expansion or distribution, while persistent lower-zone behavior may indicate panic, compression, or accumulation. KDJ Momentum Engine: The script incorporates a smoothed KDJ momentum structure to evaluate: directional pressure, momentum persistence, and reversal probability. KDJ behavior is blended with BB %B and percentile calculations to produce adaptive momentum filtering rather than isolated oscillator signals. This allows the indicator to better distinguish: genuine expansion, weak continuation, and unstable trend behavior. Percentile Rank Analysis: The indicator uses Percent Rank and Percentile Nearest Rank calculations to contextualize current market behavior relative to historical conditions. This helps identify: momentum extremes, volatility compression, and statistically unusual participation. Percentile behavior is particularly useful during: trend maturity, exhaustion phases, and reversal development. FG Score (BB%-KDJ Normalised Score): The FG Score is the primary composite momentum model within the script. It combines: BB %B positioning, KDJ momentum, percentile range behavior, and normalized volatility relationships into a single adaptive score intended to measure: trend pressure, participation quality, and market stability. The FG Score acts as the core regime filter throughout the indicator. FG Score Below -0.60 represents deeply compressed or statistically washed-out market conditions. These readings often occur during: panic selling, liquidation behavior, emotional downside acceleration, or exhaustion-driven volatility expansion and frequently reflects elevated reversal probability, instability, and high emotional participation. When combined with improving momentum structure, recovering percentile behavior, or constructive volume participation, these regions may become high-quality accumulation or recovery environments. FG Score Above 1.24 represents statistically overheated momentum conditions. These readings typically occur during aggressive bullish expansion, euphoric continuation, volatility acceleration or crowded directional participation. While strong momentum may still persist, conditions above 1.24 often signal increasing fragility, weakening continuation quality, distribution behavior or elevated exhaustion risk. These regions should not automatically be interpreted as reversal signals, but rather as high risk areas where trend sustainability may begin deteriorating. Volume Normalization: The volume engine is one of the most important confirmation layers in the script. Instead of displaying raw exchange volume, the indicator normalizes volume relative to recent participation and weights it using candle body strength versus total range. This creates a contextual measure of participation quality rather than simple activity. The objective is to distinguish between: constructive participation, passive continuation, aggressive expansion, weakening momentum, and exhaustion-driven movement. The histogram colors reflect the relationship between: momentum structure, percentile positioning, BB %B expansion, and participation quality. White bar = excessively high volume input Green Bars = constructive bullish participation. Bulls are stronger than bears. These typically appear when momentum strengthens, KDJ structure improves, and percentile rank confirms bullish continuation. This behavior often signals trend acceptance, accumulation, or healthy directional continuation. Red bars indicate deteriorating momentum structure or increasing bearish participation. Clusters of red bars may signal distribution, weakening continuation, or growing downside pressure. Pure red bars represent aggressive bearish participation and downside volatility expansion. These conditions frequently occur during liquidation phases, strong directional breakdowns, or emotionally driven selling. Black/red bars highlight elevated selling pressure during statistically stretched bullish conditions. These bars often appear near upper expansion zones, during weakening continuation, or before larger reversal structures develop. This behavior may reflect institutional distribution, profit-taking, or deteriorating trend quality. Black/yellow bars represent unstable participation conditions. These typically occur when momentum diverges from price, continuation quality weakens, or volatility expands without strong directional confirmation. These conditions frequently precede exhaustion, failed continuation, or momentum instability. These are the typical areas to buy when the yellow bars disappear and green bars begin to appear above red; indicating that the bulls are beginning to take charge of the trend. The script visually highlights several market states: Red Background Zones = Potential distribution, overextension, trend exhaustion, or unstable bullish continuation. Blue Background Zones = Momentum transition and directional uncertainty. Green Background Zones = Potential accumulation, recovery structure, and volatility compression. These zones are intended to provide market context rather than standalone trade signals. Intended Usage This indicator is designed as a market structure framework, volatility regime filter, momentum exhaustion detector, and participation quality model. It works best when combined with price structure, higher timeframe analysis, and disciplined risk management. The script is not intended to predict exact tops or bottoms, but rather to identify: statistically stretched conditions, trend maturity, volatility instability, and changing participation behavior. Notes Best suited for trending or volatility-driven markets. Higher timeframes generally produce cleaner structure. No indicator should be used in isolation. Feedback and improvements are always welcome.
Indicator
by capableDealer16380
Keltner Squeeze Release Planner [AGPro Series]# Keltner Squeeze Release Planner 🧠 Core Idea Is volatility compression turning into a clean Keltner Channel release, or is price still trapped inside the squeeze? 📌 Overview / What it does Keltner Squeeze Release Planner is a volatility compression and expansion decision-support script built around Keltner Channels. The script detects compressed Keltner width, evaluates whether price releases beyond the channel with enough expansion quality, scores the release from 0 to 100, and maps an expansion corridor with target rails and failure context. It does not predict price direction, automate trading, or provide guaranteed signals. It organizes squeeze, release quality, volatility rank, direction bias, and action state into a cleaner workflow. 🎯 Purpose & Design Philosophy Many traders can see a breakout after it happens, but the difficult part is separating real volatility expansion from a weak push outside the channel. This script was built for traders who want a structured way to read Keltner squeeze behavior, release strength, and early failure risk. The design supports patience during compression and cleaner observation when price finally leaves the channel. ⚡ Why This Script Is Different Most Keltner tools draw the channel and leave interpretation to the user. This script does NOT treat every channel break as meaningful. Instead, it evaluates compression depth, expansion ratio, close pressure, candle body quality, relative volume, and basis slope before marking a release as READY. ⚙️ Methodology 1. Keltner Channel Mapping 2. Compression Detection 3. Release Edge Evaluation 4. Expansion Quality Scoring 5. Corridor And Failure Mapping 6. Panel And Alert Output 🗺️ How to Read the Chart The Keltner Channel shows the active volatility envelope around price. Compression shading marks periods where channel width is low relative to recent history. BULL RELEASE and BEAR RELEASE labels appear when price leaves the channel with enough release quality. The release corridor projects possible expansion space after a qualified release. The panel summarizes Squeeze, Release Score, Volatility, Direction Bias, and Action. 🚦 Signals & States • READY → A qualified Keltner squeeze release has formed. • MONITOR → A release context is active and should be observed. • WAIT → Compression may exist, but release quality is not confirmed. • INVALIDATED → A release failed back into the channel context. • BLOCKED → The script cannot define a valid Keltner context. 🔔 Alerts Logic Bullish Keltner Squeeze Release Ready triggers when price releases above the upper Keltner Channel after compression with enough score quality. Bearish Keltner Squeeze Release Ready triggers when price releases below the lower Keltner Channel after compression with enough score quality. Keltner Compression Active triggers when channel width is low enough to qualify as squeeze context. Keltner Squeeze Release Failed triggers when an active release loses quality and moves back into the failure area. Alerts are attention markers, not trade instructions. 🧩 Confluence Logic The release score combines compression depth, expansion ratio, close pressure beyond the channel, candle body quality, relative volume, and basis slope. When these conditions align, the release context becomes stronger. 📊 When to Use • Markets moving from low volatility to expansion • Breakout environments • Consolidation-to-trend transitions • Intraday or swing contexts where volatility contraction matters ⚠️ When NOT to Use • Extremely illiquid symbols • Random high-noise chop • News spikes with unstable spreads • Symbols where Keltner width is distorted by abnormal candles 🎛️ Key Inputs • Keltner Basis Length → controls the EMA basis of the channel. • ATR Length → controls channel width and volatility normalization. • Keltner ATR Multiplier → adjusts how wide the channel is. • Squeeze Threshold → defines how deep compression must be. • Minimum Ready Score → controls how selective READY releases are. • Projection Bars → controls how far the corridor extends. • Visual settings → control labels, channels, zones, panel, and chart density. 🖥️ Interface & Visual Design The script uses a compact AG Pro panel to make the current state readable at a glance. The visual hierarchy is designed to keep the chart clean: channel context first, release label second, corridor and targets third. Default settings are tuned for readable publication screenshots without hiding the core volatility story. 🧪 Practical Usage Workflow 1. Read the panel state. 2. Check whether compression is active. 3. Wait for a qualified release label. 4. Review the corridor and target rails. 5. Watch whether price holds or fails back into the channel. 🔍 Interpretation Guidelines A READY release means volatility expansion conditions aligned according to the script rules. It does not mean price must continue. A weak or failed release means the channel break lost quality and should be interpreted within broader market context. 🚫 What This Script Is NOT This script is not a prediction engine. It is not a buy or sell signal generator. It is not an automated trading system. It does not guarantee breakouts, continuation, or reversals. ⚠️ Limitations & Transparency Keltner behavior can change across symbols, sessions, and timeframes. Compression may last longer than expected. Strong news events can create release signals that behave differently from normal volatility expansion. The script should be used with broader structure, liquidity, and risk context. 🧠 Market Context Notes Keltner squeeze behavior is most useful when volatility has contracted enough to create a visible transition point. The best contexts often combine compression, clean channel release, participation, and enough room for expansion. 🧾 Use Case Examples When price compresses inside the Keltner Channel and then closes beyond the upper band with strong expansion, the script may mark a bullish release. When price breaks below the lower band after compression and the release score is strong enough, the script may mark a bearish release. When price breaks out but quickly moves back into the channel, the release can lose quality. 🧱 System Philosophy This script is part of the AGPro Series approach: clean visual context, practical scoring, and decision-support states instead of noisy prediction labels. 🔐 Non-Promise Statement No script can provide certainty. No signal should be treated as guaranteed. All outputs are rule-based analytical markers. 📉 Risk Disclosure Trading involves risk. Users are responsible for their own decisions, risk management, and position sizing. This script is for educational and analytical purposes only and does not provide financial advice. 📚 Educational Note The purpose of this script is to help users study volatility compression and release behavior through a structured Keltner Channel framework.
Indicator
by AGProLabs
BNS Jump Statistic & RV DecompositionBNS Jump Statistic & RV Decomposition A jump-detection oscillator that splits realized variance into a continuous (diffusive) component and a jump component, using the bipower variation framework of Barndorff-Nielsen and Shephard. It answers a specific question: how much of recent volatility is everyday noise, and how much is sudden, discontinuous moves? How it works Over a rolling window of length N, three quantities are computed from log returns: Realized Variance (RV) — the sum of squared returns. Captures everything: continuous variance plus any jumps. Bipower Variation (BV) — the (π/2)-scaled sum of |r_t|·|r_{t−1}|. Asymptotically robust to jumps, so it captures only the continuous part. Jump component (J) — max(RV − BV, 0), the variance left over after subtracting the continuous estimate. The Relative Jump (RJ) ratio is J / RV — the share of variance attributable to jumps. Bounded between 0 and 1: zero means all-continuous, one means all-jump. The BNS z-statistic (ratio form, with the Huang–Tauchen adjustment) tests whether the jump component is statistically significant. It uses tripower quarticity for a robust standard error: z = √N · RJ / √( θ · max(1, TQ/BV²) ), with θ = π²/4 + π − 5 Under the null of no jumps, z is asymptotically standard normal. Critical values at 1.96, 2.58, and 3.09 correspond to 95%, 99%, and 99.9% confidence. How to read it Columns show the RJ ratio. Cool cyan when variance is mostly continuous; amber and rose as the jump share rises. Smoothed line is a 3-bar EMA of RJ, layered with a soft glow. The line color tracks the regime — useful for spotting persistent jump activity versus one-off spikes. Reference levels at 20%, 50%, and 80% mark the continuous threshold, the regime boundary, and the extreme zone. Markers above the pane fire on bars where the BNS test is significant: a circle at 95%, a triangle at 99%, a diamond at 99.9%. Background tint reflects the regime state (CONTINUOUS, MIXED, or JUMP), with hysteresis so it doesn't flicker on borderline bars. Status table in the top-right shows the latest RV, BV, jump component, RJ, z-statistic, and current significance level. Inputs Window Length — bars used to compute RV and BV. 22 ≈ one trading month on daily. Default 22. Source — input series. Default close. Significance thresholds — z-values for 95%, 99%, and 99.9% confidence. Defaults 1.96, 2.58, 3.09. Regime thresholds — RJ levels marking the continuous and jump regimes. Defaults 0.20 and 0.50. Display toggles — status table, regime tint, significance markers, and reference levels. Built-in alerts Significant Jump (95%) — z crosses above 1.96 Strong Jump (99%) — z crosses above 2.58 Extreme Jump (99.9%) — z crosses above 3.09 Entered Jump Regime Returned to Continuous Regime All alerts fire on the rising edge of their event — one notification per transition rather than one per bar while the condition holds. Notes The decomposition is a property of the chosen window. Different lengths give different splits; shorter windows are more responsive but noisier. The z-statistic is asymptotic, so very short windows can produce inflated values — treat anything below N=10 with care. Bipower variation is robust to jumps in theory but sensitive to microstructure noise on very fine timeframes. Daily and 5-minute-and-up tend to behave well. This is a diagnostic tool, not a signal generator. It tells you when variance is being driven by jumps rather than diffusion. Five years of work on a trading system left me with dozens of indicators that ultimately didn't earn a place in the final build. They're not failures — they're tools that solved problems I no longer needed solved. So instead of shelving them, I'm publishing the majority of them open-source. If you're a discretionary trader, take what's useful. If you're a systems builder, the source is yours to dissect, modify, and improve. The best return on five years of work is for it to keep working — for someone. If you use this script — or part of it — in your own work, please credit the original with a link back to my profile. Note: these indicators have been updated to Pine Script v6 — some manually, some with AI assistance.
Indicator
by TradeSymbiotic
Relative ATR Volatility IndicatorThis relative volatility regime indicator measures whether current volatility is high, low, or "normal" compared to its own recent historical range. It calculates ATR, then compares the current ATR reading against a rolling percentile window. By default, it looks back over the last 100 bars and marks: The upper volatility threshold, based on the 80th percentile of recent ATR readings (red) The lower volatility threshold, based on the 20th percentile of recent ATR readings (green) With the default settings of a 100-bar Rolling Window Length, Top Percentile of 80, and Bottom Percentile of 20: If the white ATR line is above the red line, current volatility is in the highest 20% of recent ATR readings. If the white ATR line is below the green line, current volatility is in the lowest 20% of recent ATR readings. In other words, the script ranks current ATR against its own recent history and highlights volatility extremes. This makes it easier to objectively identify whether a market is currently in a high-volatility, low-volatility, or normal-volatility regime. The indicator is directionally agnostic. A high ATR reading does not mean price is bullish or bearish; it simply means the market is moving more than usual. High ATR can occur during bullish expansion, bearish selloffs, large gaps, or choppy high-range conditions. The main values are: White line = current ATR value Red line = upper ATR percentile threshold Green line = lower ATR percentile threshold Grey line = middle 50th percentile (turned off in Style Settings by default) ATR Ratio Upper = current ATR divided by the upper threshold ATR Ratio Lower = current ATR divided by the lower threshold The ATR Ratio values can be used as an input by other scripts or strategies: ATR Ratio Upper above 1 means ATR is above the upper volatility threshold ATR Ratio Lower below 1 means ATR is below the lower volatility threshold This script uses Pine Script's ta.percentile_nearest_rank() function to calculate rolling ATR percentile thresholds. This is a lagging indicator, like most indicators, but it provides a useful way to classify volatility regimes objectively.
Indicator
by ZenAndTheArtOfTrading
2
DAX VSTOXX Pre-Market Panel# DAX VSTOXX Pre-Market Panel ## What this indicator does This panel displays a real-time pre-market dashboard for DAX40 intraday traders, built on a statistical correlation study between the **VSTOXX volatility index (FVS1!)** and the **DAX40 cash session result**. The core insight: when VSTOXX falls during the trading session, the DAX tends to rise — and vice versa. This inverse relationship is statistically robust and forms the backbone of the day-type classification shown in the panel. --- ## Statistical Foundation **Dataset:** 68 trading days | January–May 2026 | 1H session data | Predictor | Correlation r | r² (variance explained) | |---|---|---| | VSTOXX Δ | -0.771 | 0.594 | | Brent Δ% | -0.608 | 0.369 | | DE 10Y Δ (bp) | -0.558 | 0.311 | | Combined model | — | 0.693 | **Regression formula:** `DAX Δ (pts) = -160 × VSTOXX Δ + 19` **Combined model:** `DAX Δ = -160 × VSTOXX - 1.9 × DE10Y(bp) - 5.1 × Brent(%) + 19` The p-value for the VSTOXX/DAX relationship is `1.47e-14` — statistically near-certain, not a coincidence. --- ## VSTOXX Delta Thresholds All thresholds are data-derived from the historical dataset, not arbitrary: | VSTOXX Session Δ | Bull% | Range% | Bear% | Avg DAX Δ | Signal | |---|---|---|---|---|---| | < -1.50 | 100% | 0% | 0% | +516 pts | STRONG BULL | | -1.50 to -0.70 | 33% | 67% | 0% | +102 pts | BULL / RANGE | | -0.70 to -0.35 | 47% | 47% | 6% | +156 pts | BULL BIAS | | ± 0.35 (neutral) | 27% | 65% | 8% | +23 pts | RANGE | | +0.35 to +0.70 | 8% | 69% | 23% | -51 pts | RANGE / BEAR BIAS | | +0.70 to +1.50 | 0% | 40% | 60% | -180 pts | BEAR TREND | | > +1.50 | 0% | 14% | 86% | -340 pts | STRONG BEAR | --- ## Panel Sections Explained ### PRE-MARKET (available from 08:00 CET) **VSTOXX @ 08:00** The absolute VSTOXX level at Frankfurt pre-open. Determines the volatility class and expected session range: - < 20 → Low volatility, expected range ~239 pts - 20–25 → Medium, expected range ~342 pts - 25–35 → High, expected range ~500+ pts - > 35 → Extreme, expected range ~700+ pts **Expected session range** Historical average DAX high–low range (09:00–17:30 XETR cash) for the given VSTOXX level class. This is a pre-market estimate, not a live calculation. **Frankfurt delta (08:00 → 09:00)** VSTOXX movement during the Frankfurt pre-open hour. This is the **earliest directional signal** (r² = 0.22). A drop of more than 0.30 points suggests bull bias; a rise above 0.30 suggests bear bias. Updates live during the 08:00–09:00 window, then freezes. **Daily delta (prev close → now)** Total VSTOXX change since yesterday's 17:00 close. This is what your watchlist/broker dashboard shows as the daily percentage change. Gives overnight context. ### SESSION (available from 09:00 CET) **VSTOXX Session delta (09:00 → now)** The primary predictor (r² = 0.594). Measures VSTOXX movement from the cash market open. Updates every bar throughout the session. **DAGTYPE (Day type)** Automatic classification based on the session delta and the calibrated thresholds: `STRONG BULL / BULL TREND / BULL BIAS / RANGE / BEAR BIAS / BEAR TREND / STRONG BEAR` Green = bullish, Red = bearish, Yellow = range/neutral. **DAX Verwachting (DAX Expected)** Regression-based point estimate for the DAX session result (open → close). Formula: `DAX Δ = -160 × (VSTOXX session Δ) + 19` **1e uur DAX (First hour DAX)** DAX price change from session open (09:00) to 10:00 close. Historical accuracy: **73% correct** directional match with the full session close. Available from 10:00 CET. ### MACRO (available from 08:00 CET) Two supplementary macro inputs that add predictive power on top of VSTOXX: **Brent Δ% (08:00 → now)** Brent crude oil percentage change since 08:00. Rising oil = inflationary pressure = bearish for DAX (r² = 0.37). Green = oil falling = DAX bullish context. **DE 10Y Δ bp (08:00 → now)** German 10-year Bund yield change in basis points since 08:00. Rising yields = higher discount rates = bearish for DAX valuations (r² = 0.31). Green = yields falling = DAX bullish context. --- ## Color Logic (consistent throughout) | Color | Meaning | |---|---| | 🟢 Green | Bullish for DAX | | 🔴 Red | Bearish for DAX | | 🟡 Yellow | Neutral / Range | | Grey | No data yet | --- ## Setup Instructions **Required chart:** Germany 40 Cash CFD (IG Markets or equivalent) — **15M timeframe** > ⚠️ This indicator **must be applied to a 24/7 CFD chart** (not the XETR cash chart). The XETR cash market only opens at 09:00 CET, which means the 08:00 VSTOXX capture is impossible on that chart. The CFD chart runs around the clock, allowing pre-market data to be captured correctly. **Data sources pulled automatically:** - `EUREX:FVS1!` — VSTOXX continuous futures - `TVC:DE10Y` — German 10Y Bund yield - `OANDA:UKOIL_USD` — Brent crude CFD (real-time, no 15-minute delay) **Settings (all adjustable in indicator inputs):** - VSTOXX symbol (default: `EUREX:FVS1!`) - DE 10Y symbol (default: `TVC:DE10Y`) - Brent symbol (default: `OANDA:UKOIL_USD`) - Timezone (default: `Europe/Amsterdam`) - Frankfurt threshold: 0.30 (first directional signal) - Bias threshold: 0.35 - Trend threshold: 0.70 - Strong signal threshold: 1.50 - Table position: top-right, top-left, bottom-right, bottom-left - Background color: on/off --- ## How to Use in Practice **Before 08:00 CET:** Panel shows "waiting" — no actionable data yet. **08:00 CET — Frankfurt opens:** - Check VSTOXX @ 08:00 level → determine volatility class and expected range - Monitor Frankfurt delta as it builds live → first directional hint - Check Brent and DE 10Y direction for macro context **08:00–09:00 CET — Frankfurt hour:** - If Frankfurt delta > +0.30: bear bias forming - If Frankfurt delta < -0.30: bull bias forming - If within ±0.30: neutral, wait for session confirmation **09:00–09:15 CET — Observation window (no trades):** - Watch opening bar direction - Does it confirm or contradict the Frankfurt signal? **09:15+ CET — Session active:** - Session delta starts building → day type classification activates - DAX Expected updates with every VSTOXX tick - Strong signals (|delta| > 1.50) have 85–100% historical precision **10:00 CET:** - First hour result confirms or rejects the pre-market bias - 73% historical directional accuracy with full session close --- ## Alerts Four built-in alerts: 1. **Frankfurt BULL signal** — VSTOXX Frankfurt delta crosses below threshold 2. **Frankfurt BEAR signal** — VSTOXX Frankfurt delta crosses above threshold 3. **BULL TREND confirmed** — Session delta crosses into BULL TREND / STRONG BULL zone 4. **BEAR TREND confirmed** — Session delta crosses into BEAR TREND / STRONG BEAR zone --- ## Important Notes - **Gray zone (±0.35 neutral):** Within this range, VSTOXX alone is insufficient. Use Brent and DE 10Y for additional context. When in doubt, classify as RANGE and trade selectively or not at all. - **Regression formula accuracy:** r² = 0.594 means VSTOXX explains ~59% of daily DAX variance. The remaining 41% is driven by news, earnings, geopolitics, and other factors not captured in this model. - **Lead-lag is zero:** Statistical testing confirms that yesterday's VSTOXX, S&P500, or VIX has no meaningful predictive power for today's DAX session. Markets discount overnight information immediately at the open. - **Recalibration:** Thresholds are based on 68 trading days (January–May 2026). Recalibrate monthly by re-running the correlation analysis on fresh data to ensure thresholds remain accurate as market regimes evolve. --- ## Disclaimer This indicator is a statistical tool based on historical data. Past correlations do not guarantee future results. Always use proper risk management. This is not financial advice.
Indicator
by Frankie65
Refined Supertrend ATR + TSL + Filters [Nifty/BankNifty] V2This is a trend-following strategy built for Nifty 50 and Bank Nifty (and similar Indian index futures/options), designed to capture strong trending moves while using multiple layers of risk management. Core Idea It uses the Supertrend indicator as the primary trend detection and trailing mechanism, enhanced with: Trend confirmation filters Multi-level profit taking Dynamic trailing stop (TSL) Breakeven protection Entry Rules Long Entry: Price crosses above the Supertrend line Optional Filters: Price is above 200 EMA (if enabled) ADX > 20 (trend strength filter, if enabled) Trade only during Indian market hours (9:15–15:30 IST) if session filter is on Longs disabled if "Short Only" mode is active Short Entry: Price crosses below the Supertrend line Same filters as above (price below 200 EMA + ADX > 20) Shorts disabled if "Long Only" mode is active Exit Rules (Risk Management) The strategy uses a hybrid exit system: Multi-Level Take Profit (Partial Scaling Out) 40% of position closed at 1.5 × ATR profit 30% of position closed at 3.0 × ATR profit 30% of position closed at 5.0 × ATR profit Trailing Stop (Dynamic) Supertrend line acts as the base trailing stop Extra ATR Trailing Stop (custom TSL): Tightens the stop to Close - 2.0 × ATR (default) as price moves in favor The stop is the higher of Supertrend and the custom ATR TSL (for longs) Breakeven Once price reaches 1.5 × ATR in profit, the stop moves to entry price (locks in breakeven) This combination allows the strategy to: Book partial profits early Let winners run with a trailing stop Protect capital with breakeven Key Settings & Filters Feature Default Purpose Supertrend ATR Length10 Sensitivity of trend Supertrend Factor 3.0 Distance of band200 EMA Filter Enabled Trade only in direction of major trend ADX Filter Enabled Avoid choppy/sideways markets Extra ATR TSL2.0Tight trailing stopBreakeven1.5 ATR Move to breakeven Position Size10% equity Risk per trade Commission0.04% Realistic for Indian brokers Visual Elements Green/Red Supertrend line (main trend indicator) Orange 200 EMA Purple ADX in separate pane Background coloring (light green/red) when both Supertrend + EMA agree Entry labels ("LONG"/"SHORT") Best Use Case Nifty 50 & Bank Nifty futures/options Trending market conditions (works poorly in sideways/choppy markets — hence the ADX filter) Intraday or short swing trades Works on 5-minute to 15-minute timeframes typically.
Strategy
by vimalboiling
2
Support and Resistance Institutional Zones [FEELS]Trade Volume-Weighted, Actionable Zones. Many traditional support and resistance tools draw lines at every recent high and low. This script takes a different approach. It waits until price has actually used a level multiple times, weights each touch by how much volume and rejection was behind it, and only then draws a zone. The result is fewer levels on your chart, but the ones that do show up have a real mathematical reason to be there. Coupled with a strict, non-repainting signal engine, this tool is designed for serious Price Action traders. — 🔥 Why This is Different 100% Non-Repainting Signals: Our signal engine operates strictly in real-time. Once a signal (Break, Bounce, Hold) is printed on a closed candle, it stays there forever, ensuring full historical accuracy for your backtesting. Liquidity Sweep & "Born-Dead" Protection: Sometimes, algorithmic approaches can print false breakout signals if a zone forms retroactively during a massive price drop. We built a custom "Live Break" memory engine that verifies if the price was actually above/below the zone before the break. Furthermore, deep wicks (liquidity sweeps) do not trigger breaks—only solid candle closes do. Volume & Rejection Weighting: Not all levels are created equal. Pivots that fired on heavy volume with long wicks weigh significantly more than quiet pokes. Zones with higher volume automatically become more vivid, while low-volume zones fade into the background. — ⚙️ How It Works Under the Hood The script collects confirmed pivots – both highs and lows – and groups them into clusters by price proximity. It uses a temporal spacing rule that prevents tight, standard consolidations from artificially inflating a single zone. Older pivots gradually decay in influence, ensuring the active zones reflect what is actually relevant to current price action. The top zones by weighted strength are kept and ranked relative to each other. — 📊 Reading the Chart ★ to ★★★ – The relative strength of the zone vs. other zones currently visible. 2× / 4× / 7× – The number of qualifying touches the zone has accumulated. Vol: 72.19K – The cumulative volume of all pivots that built this zone. Color intensity – Vividness scales with volume; highly transparent, faded zones are weak levels you can mostly ignore. — 🎯 Strength Presets Most users do not want to tune pivot parameters manually. The preset selector handles this in one click: Local — Short pivots, tight zones. Use on intraday for scalping levels. Swing (Default) — Balanced. Works incredibly well on most timeframes. Major — Long pivots, wide zones. Surfaces the macro structure of the asset. Custom — Full manual control over pivot length, tolerance, and spacing. Note: You can switch presets without losing the chart's other visual settings. — 🚥 Active vs. Broken vs. Dropped Zones There are three states a zone can be in: Active: Currently respected by price. Drawn in your chosen support or resistance color. Confirmed broken: Price closed through the zone with conviction. (Optional setting). Dropped: Disappeared from the active list because newer pivots reorganized the cluster set. (Optional setting). Useful when reviewing why a past signal fired. Both broken types are off by default for a clean chart. Toggle them on to study how zones evolved or to backtest signal context. — ⚡ Optional Signals The script can mark four types of price reactions. All are off by default – turn on what fits your style: Successful test: A circle below or above the bar when price tests an active zone and closes back in the rejection direction. Retest: A diamond when price returns to a previously broken zone within the retest window and reacts off it. The classic broken-resistance-becomes-support play. Zone reaction marks: A small diamond when price touches a zone and holds without closing through. Bold Break R / Break S text labels appear only when a zone is genuinely broken on close. RSI filter: An extra confirmation gate. Bullish signals only fire on RSI oversold; bearish only on overbought. Reduces signals to higher-conviction setups. — 🔔 Alerts Eight precise alert conditions are exposed for automated trading or notifications: Resistance touched / Support touched Resistance broken / Support broken Successful support test / Successful resistance test Bullish retest / Bearish retest New pivot confirmed Set them through the standard TradingView alert dialog – the conditions appear directly in the dropdown. — 💡 Pro Tips No Volume? No Problem: On low-liquidity assets or indices without volume data, zones still build correctly using the wick and structure components. Volume coloring will be uniform, but everything else works flawlessly. Clean the Clutter: If the chart looks crowded, lower "Active zones per side" to 3-4, or increase "Hide zones farther than (%)" to filter out distant zones. Fast Timeframes: On 1m or 5m charts, switch the preset to Local and lower the Cooldown bars if you trade off rapid bounce signals. Relative Strength: Strength is a relative measure within the visible zones, not an absolute score. ★★★ on a quiet, ranging chart is not the same as ★★★ on a high-volume, trending one. This script is open-source. If you build something interesting on top of it, please reference where the original idea came from. Disclaimer: Not financial advice. Always backtest before risking capital.
Indicator
by FeelsStrategy
26
Nifty Next Day RangeThis Pine Script indicator, "Nifty Next Day Range", calculates and displays expected price ranges for the Nifty 50 index based on the India VIX (volatility index). How It Works The script uses daily closing prices and applies a standard volatility-based formula: Data Sources (from previous day's close): Nifty 50 closing price India VIX closing price Key Calculations: A = VIX Close ÷ 16 (converts annualized volatility to daily) AA = (Nifty Close × A) ÷ 100 (daily expected move in points) Upside Range = Nifty Close + AA Downside Range = Nifty Close - AA Visual Elements: Green line: Upside resistance level Red line: Downside support level Gray line: Previous day's closing price (baseline) Purple fill: The calculated range zone Background color: Green when price exceeds upside range, red when below downside range Information Table (top-right corner): Displays all calculated values (Nifty close, VIX close, A value, range width, upside/downside levels) Alerts: Triggers when Nifty crosses above the upside range or below the downside range Practical Use This is a volatility-based range forecast tool. Traders use it to identify: Expected support/resistance levels for the next trading day Overbought/oversold conditions (when price trades outside the calculated range) Volatility-adjusted price targets The formula (VIX ÷ 16) is the standard method for converting annualized implied volatility into a 1-standard-deviation daily expected move (assuming 252 trading days: √252 ≈ 16).
Indicator
by ssagarchavan
LVN Rejection / Acceptance StrategyThis strategy uses a simplified proxy for low-volume node behavior by combining a rolling mean, volatility bands, and relative volume filtering. It does not use a true volume profile. Instead, it approximates low-participation zones through statistical structure and volume contraction. The goal is to observe how price behaves when interacting with these dynamic low-activity regions. Zone Construction The reference level is calculated using a simple moving average over a configurable length. A dynamic band is then created using ATR: Upper boundary = SMA + ATR × multiplier Lower boundary = SMA − ATR × multiplier This produces a volatility-adjusted range that expands and contracts with market conditions. Volume Filter A relative volume condition is applied: current volume is compared against its rolling average lower-than-average activity is treated as reduced participation This filter is used to reduce signals during high activity spikes. Trade Logic Rejection condition Price briefly trades beyond a band boundary Closes back inside the zone Occurs under reduced volume conditions This behavior is treated as failure to accept value outside the range. Acceptance condition Price closes beyond the band boundary Holds beyond that level on subsequent price action This is treated as acceptance and directional continuation. Risk Model Stop-loss distance is based on ATR multiples Take-profit uses a fixed risk-to-reward ratio Position sizing is fixed percentage of equity per trade Commission and slippage are not included in this model and should be considered when evaluating performance. Testing Notes This system is sensitive to: symbol volatility timeframe selection parameter tuning It should be evaluated over a sufficiently large sample of trades to reduce randomness in interpretation. Results are not intended to represent guaranteed outcomes and will vary across market conditions. Visualization The script plots: central moving average dynamic upper and lower volatility bands These are used to visually track price interaction with the defined zone structure.
Strategy
by AIScripts
Market Sessions [Crypto Imperija]Market Sessions is a clean session-mapping indicator designed for crypto traders who want to better understand how price behaves during different parts of the trading day. The indicator highlights the main market sessions directly on the chart using customizable boxes, session names, session times, completed session high/low levels, sweep detection, reclaim detection and alerts. It is especially useful for traders who work with liquidity concepts, session ranges, intraday market structure, and time-based trading analysis. Default Sessions: • Asian Session: 02:00 - 10:00 UTC; • London Session: 09:00 - 17:30 UTC; • New York Session: 16:30 - 23:00 UTC; • Closed / Low Activity Session: 23:00 - 02:00 UTC. 1. Session Boxes The indicator draws visual boxes around each selected session. Each box shows the full price range created during that session, including the session high and session low. This helps traders quickly see: • Where price ranged during a specific session; • Which session created the most volatility; • Whether price is expanding or consolidating; • How the current session reacts to previous session ranges. 2. Session Names and Times Each session box can display the session name and session time directly on the chart. This makes it easier to follow the trading day without constantly checking the clock, especially when analyzing multiple timeframes or trading crypto markets that run 24/7. 3. Session High / Low Levels, Sweeps and Reclaims After each session finishes, the indicator automatically draws the completed session high and low as horizontal levels. These levels are often important because previous session highs and lows can act as key liquidity areas. Traders commonly watch them to see whether price rejects from them, breaks through them, sweeps them, or reclaims them. Examples of completed session levels: • Asian High / Asian Low; • London High / London Low; • New York High / New York Low; • Closed Session High / Closed Session Low. The indicator detects two important events around these levels: • Session Sweep: A high sweep is detected when the current candle high reaches or moves above a completed session high. A low sweep is detected when the current candle low reaches or moves below a completed session low. • Session Reclaim: After a sweep, the indicator watches the candle close. If a completed session high is swept and price closes back below that high, it is considered a reclaim. If a completed session low is swept and price closes back above that low, it is considered a reclaim. This helps traders identify when price has interacted with a previous session liquidity level and whether the move continued or failed after the sweep. 4. Mitigated Levels When a session level is swept, the trader can choose whether to remove it from the chart or keep it visible as a faded/dotted mitigated level. This gives more control over chart cleanliness: • Hide mitigated levels for a cleaner chart; • Show mitigated levels to study how price reacts after liquidity is taken. 5. Customizable Visual Settings The indicator includes multiple customization options: • Show or hide session boxes; • Show or hide session names; • Show or hide completed session high/low levels; • Show or hide price values on labels; • Choose label size; • Choose session level line style; • Choose line width; • Choose box border style; • Choose box border width; • Customize each session color; • Hide weekend sessions. This makes the indicator flexible for different trading styles, chart layouts, and visual preferences. 6. Alerts The indicator includes alert conditions for: • Session Sweep • Session Sweep Reclaim The alert messages can include the ticker, timeframe, swept level, price, and reclaim direction. Important Notes: This indicator does not predict price direction. It is a visual and alert-based tool that helps traders identify session ranges, completed session highs/lows, sweeps, and reclaims. A sweep does not guarantee a reversal, and a reclaim does not guarantee continuation in the opposite direction. These events should always be analyzed together with market structure, candle closes, volatility, volume, risk management, and a complete trading plan. Trading involves risk. This indicator is for educational and analytical purposes only and should not be considered financial advice.
Indicator
by Crypto_Imperija
Market Pressure Dashboard### **Market Pressure Dashboard (MPD)** 📊 **Overview** The **Market Pressure Dashboard** is a professional-grade sentiment and momentum analysis tool designed to visualize the hidden forces behind price action. By combining volume-weighted cumulative delta (CVD) with normalized momentum and volatility regime filtering, the MPD provides a "Composite Score" that reveals whether market pressure is bullish, bearish, or exhausted. Unlike standard oscillators, the MPD uses `ta.percentrank` normalization, ensuring that values are always relative to recent market history. This makes it self-calibrating across any asset or timeframe. --- **How It Works** ⚙️ 1. **Composite Calculation**: The indicator blends two core metrics—Normalized CVD and Normalized Momentum—into a single **Composite Score**. This score filters out noise and highlights high-probability trend windows. 2. **Cumulative Volume Delta (CVD)**: We calculate raw delta as a mix of price action (body/wick ratio) and relative volume. This is smoothed via EMA and normalized to a ±100 scale. 3. **Momentum**: Calculated as the Rate of Change (RoC) of the normalized CVD. It identifies when market pressure is accelerating or decelerating. 4. **Divergence Detection**: The script features a **Dynamic Disagreement Filter**. It identifies "Divergence" when CVD and Momentum move in opposite directions, but only if that disagreement is statistically significant compared to recent history. 5. **Volatility Regime**: Uses ATR Percentile to identify "Low Vol" (choppy) and "High Vol" (blow-off) regimes. Signals are visually suppressed during these periods to avoid fakeouts. --- **Visual Elements** 🎨 • **Main Histogram (Columns)**: Represents Normalized CVD. Bright colors indicate strong pressure; faded colors indicate volatility suppression. • **Secondary Histogram (Thin Bars)**: Represents Momentum. Used to spot acceleration before it shows up in price. • **Composite Line (White/Bright)**: The master trend signal. It brightens when it agrees with the underlying **Trend Bias**. • **Trend Bias Line (Slow EMA)**: Provides the "Big Picture" direction. • **ATR Area Histogram**: A subordinate orange area at the bottom showing current volatility percentile (±25 = extreme). • **Divergence Dots & Zones**: Yellow circles and background shading highlight areas where CVD and Momentum are out of sync. • **Dashboard Table**: A floating UI (positionable in any corner) showing real-time values for CVD, Mom, Composite, and Volatility State. --- **How to Use** 🚀 • **Trend Following**: Look for the Composite Line to cross the Zero Line in agreement with the Trend Bias. • **Mean Reversion**: Watch for Divergence Dots (Yellow) when the Composite Score is in extreme territory (±75). This often precedes a trend exhaustion. • **Breakout Validation**: A valid breakout should be accompanied by a spike in both CVD and Momentum histograms. If price breaks out but CVD stays flat, it's likely a trap. • **Volatility Filter**: Avoid taking new signals when the background turns **Blue (Suppressed)**. This indicates volatility is either too low for follow-through or too high for safe stops. --- **Inputs** 🛠️ • **CVD/Mom Weights**: Adjust how much "Speed" (Momentum) vs. "Force" (CVD) influences the Composite Score. • **Normalization Lookback**: Default is 100. Higher values make the indicator more stable; lower values make it more reactive. • **Divergence Filter**: Minimum absolute value for divergence dots to appear (default: 10). Filters out minor disagreements. • **Table Position**: Move the dashboard UI to any corner (Top-Left, Top-Right, Bottom-Left, Bottom-Right). • **Volume Opacity**: Control the transparency of volume histograms for better visual layering. • **Volatility Suppression**: Enable/disable the ATR-based background colouring. --- **Best Practices** 💡 • **Timeframes**: Works on any timeframe, but performs best on 15m–4H for swing trading and 1H–D for position trading. • **Asset Classes**: Excellent for forex, crypto, and futures. For stocks, ensure "Use Volume" is enabled in chart settings. • **Combination**: Pair with Smart Money Concepts (ICT/SMC) for optimal entry timing. The MPD excels at confirming Order Block breakouts. • **Divergence is King**: The most reliable signals occur when Divergence Dots appear at ±75 Composite extremes—this is where trends exhaust. --- **Credits & License** Created by Tonsil. Free to use and modify. If you republish, please credit the original work.
Indicator
by Tonsil
Liquidity Confluence [I.M]Liquidity Confluence A confluence indicator that combines Smart Money Concepts (Fair Value Gaps and Break of Structure) with a rolling Volume Profile. Instead of treating SMC and volume analysis as separate tools, this indicator uses Volume Profile as a filter — only highlighting SMC events that occur inside high-volume zones (Value Area), where institutional liquidity is concentrated. ▶ WHY COMBINE SMC WITH VOLUME PROFILE? SMC indicators alone produce many signals — most of them irrelevant noise. Volume Profile alone shows where liquidity sits but says nothing about direction. Combined, they answer the question every trader needs: "Is this structural break happening at a price level the market actually cares about?" ▶ COMPONENTS 1. ROLLING VOLUME PROFILE A histogram of volume distributed across price rows, recalculated on every bar over the last N candles (default 150). Three key levels are derived: - POC (Point of Control): the price with highest traded volume - VAH (Value Area High): upper bound of the volume zone - VAL (Value Area Low): lower bound of the volume zone The histogram is rendered on the right side with a clean visual hierarchy: - POC bar in solid yellow (the magnet level) - VAH/VAL bars in violet (the boundary edges) - Value Area bars in blue (the fair value zone) - Out-of-VA bars in gray (low-interest zones) 2. FAIR VALUE GAPS (FVG) 3-candle imbalances where price moved too fast to fill. By default, only FVGs whose midpoint falls inside the Value Area are displayed — these are the high-probability gaps backed by real liquidity. Mitigated FVGs are automatically removed when price closes through them, keeping the chart clean. 3. BREAK OF STRUCTURE (BOS) Detected when price closes beyond a recent swing high (bullish BOS) or swing low (bearish BOS). A BOS that breaks BEYOND the POC is marked as a strong signal (BOS ⬆ / BOS ⬇ with thicker line). A BOS that doesn't break the POC is considered weak — useful information rather than a tradeable signal. ▶ HOW TO TRADE WITH IT The indicator is designed to filter, not predict. Use it as a confluence layer on top of your existing setup: LONG SETUP: - Price below POC, sweeps liquidity (low) and reclaims VAL - Bullish FVG forms inside Value Area - BOS ⬆ above POC confirms institutional commitment SHORT SETUP: - Price above POC, sweeps liquidity (high) and rejects VAH - Bearish FVG forms inside Value Area - BOS ⬇ below POC confirms institutional distribution KEY LEVELS TO WATCH: - Reaction at POC: strong magnet level, expect rejection or continuation - Break of VAH/VAL: signals trend acceleration outside fair value - Price returning to POC after breakout: classic retest opportunity ▶ SETTINGS Volume Profile: - Lookback: how many bars the profile considers (default 150) - Profile Rows: vertical resolution of the histogram (default 60) - Value Area %: percentage of volume defining the VA (default 70%) - Histogram Width: visual width of the bars SMC: - Show FVGs / Only show FVGs inside Value Area - Remove mitigated FVGs (cleaner chart) - Max FVGs to display - BOS Pivot Length (higher = only major swings) - Only show BOS that breaks POC (extra filter) Visual: - Fully customizable colors for POC, Value Area, VA edges (VAH/VAL), histogram, bullish and bearish elements - Optional info panel showing current levels and price location ▶ ALERTS INCLUDED - Cross above/below POC - Break above/below Value Area - Bullish / Bearish BOS ▶ NOTES This is a confluence tool, not a signal generator. It works best on liquid instruments with reliable volume data (futures, crypto, major forex pairs). On low-volume tickers, the profile may be noisy. The unilateral filtering philosophy is intentional: most SMC signals fail because they ignore liquidity context. By gating events through the Value Area, the indicator forces traders to wait for confluence rather than chasing every gap or break. Open-source. Feedback and forks welcome.
Indicator
by igormena
Adaptive Volatility Bands [I.M]Adaptive Volatility Bands A clean, directional volatility envelope that visually highlights the dominant side of the market. Instead of showing bands on both sides at once, AVB displays a single trailing gradient band that flips with the trend — acting as dynamic support during uptrends and dynamic resistance during downtrends. ▶ HOW IT WORKS 1. CENTER LINE A double-smoothed baseline (WMA → EMA) defines the underlying trend. Its slope determines whether the market is in bullish or bearish mode. 2. TRAILING BAND A single ATR-based band is plotted on the dominant side: - Uptrend → band sits BELOW price (support zone) - Downtrend → band sits ABOVE price (resistance zone) 3. GRADIENT FILL The space between the trailing band and price is filled with 8 progressive transparency layers, creating a smooth gradient that fades toward the candles. This makes the trend visually unambiguous at a glance. ▶ HOW TO USE IT The core principle is simple: TRADE WITH THE BAND, NEVER AGAINST IT. When the band is GREEN (below price): - The market is in an uptrend - Look for LONG entries on pullbacks toward the band - The trailing band acts as a dynamic stop-loss reference - Avoid shorting until the band flips to red above price When the band is RED (above price): - The market is in a downtrend - Look for SHORT entries on rallies toward the band - The trailing band acts as a dynamic stop-loss reference - Avoid longs until the band flips to green below price TREND FLIPS: When the band switches sides, treat it as a regime change. Wait for confirmation (a clean close on the new side) before committing — the first bars after a flip are noisy. ▶ SETTINGS - Length / Smoothing: control baseline responsiveness - ATR Length: volatility lookback for band distance - Band Distance (ATR): how far the band sits from the baseline (default 2.0) - Gradient Layers: smoothness of the fill (3–15) - Up / Down Colors: fully customizable ▶ ALERTS - Bullish / Bearish baseline crosses - Trend flip to bullish / bearish ▶ NOTES This indicator is a visual trend filter, not a standalone signal generator. It works best when combined with momentum or volume confirmation. The unilateral design is intentional — it forces directional discipline and discourages counter-trend trading. Open-source. Feedback and forks welcome.
Indicator
by igormena
Strategy 250 XAUUSD - Composite Quality Score**Strategy 250 XAUUSD – Composite Quality Score v2** Strategy 250 is a trend-continuation breakout system designed for **XAUUSD on the 1H timeframe**. The strategy uses a **Composite Quality Score** to evaluate whether a Donchian breakout has enough structural quality to justify an entry. Instead of entering every breakout, it filters signals by combining positive confirmation factors with negative market-structure penalties. ### Core Logic The strategy looks for breakouts above or below a previous Donchian range: * **Long entry:** price closes above the previous Donchian High. * **Short entry:** price closes below the previous Donchian Low. * The breakout is only accepted if the final quality score is above the minimum threshold. * EMA200 slope must confirm direction: * Positive slope for long trades. * Negative slope for short trades. ### Composite Quality Score The score is built from two main groups: ### Amplifiers These are factors that improve the quality of the setup: 1. **EMA200 Slope** Measures whether the macro trend is aligned with the breakout. 2. **Macro Mid-Bias** Evaluates where price is located inside a wider historical range. 3. **EMA200 Distance in ATR** Measures how far price is from the EMA200 using ATR as normalization. ### Penalties These are factors that reduce the quality of the setup: 1. **Acceptance Penalty** Penalizes breakouts where price has spent too much time near the breakout zone, reducing the surprise factor. 2. **Sweep Penalty** Penalizes setups where recent liquidity sweeps suggest poorer breakout quality. 3. **Range Position Penalty** Penalizes breakouts that originate from a weak position inside the prior range. ### Exits Positions are closed when: * Price breaks the opposite Donchian boundary. * The maximum holding period is reached. ### Recommended Market * Symbol: **XAUUSD** * Timeframe: **1H** * Market type: Gold / CFD / Spot Gold depending on broker feed. ### Optimized Parameters Used * Donchian Period: `50` * Macro Bias Period: `600` * EMA200 Slope Period: `30` * Acceptance Lookback: `20` * Sweep Lookback: `20` * Minimum Quality Score: `0.8` * Maximum Hold Bars: `80` ### Notes This strategy is not a simple breakout system. It is designed to avoid low-quality breakouts by penalizing conditions historically associated with weaker performance in XAUUSD. As always, results may vary depending on broker data, spread, commissions, and execution quality. This script is intended for research, testing, and educational purposes only.
Strategy
by Fran_Pineda
Strategy 432 BTC - Donchian Breakout ContinuationStrategy 432 BTC — Donchian Breakout Continuation Strategy 432 is a BTC/USDT trend-following breakout strategy designed for the 4H timeframe. The idea behind the system is simple: Bitcoin often rewards strong directional breakouts when they happen in a confirmed trend environment. Instead of trying to fade aggressive moves, this strategy attempts to follow them when momentum, volatility and macro trend alignment are present. The strategy uses a Donchian Channel to detect breakouts above previous highs or below previous lows. A long entry is triggered when price closes above the previous Donchian high, the breakout distance is large enough relative to ATR, ADX confirms trend strength, and price is trading above the EMA 200. By default, short trades are disabled because the original BTC research showed stronger results on the long side. However, the script includes an optional short mode for testing. Main components: Donchian Channel breakout based on previous candles ATR-based breakout magnitude filter ADX trend-strength filter EMA 200 macro trend filter Time-based exit after a fixed number of bars Exit on opposite Donchian channel break Optional short-side logic This strategy is built specifically around the idea that, in BTC, large breakouts can lead to continuation when supported by trend strength. It is not designed to predict tops or bottoms, but to participate in directional moves once confirmation is present. Best used on BTC/USDT 4H. Results may vary significantly across other assets or timeframes. Always backtest and validate before using it in live trading.
Strategy
by Fran_Pineda
Position Sizing CalculatorA simple automated calculator that shows how many shares can be bought or sold if a specific maximum amount is to be risked on the position. The risk per share is assumed to be the distance to the respective buy or sell line of the Supertrend indicator. This is based on a calculation of the ATR for the last ten days, which is multiplied by a fixed factor and plotted against the highest or lowest candle of the past ten days. The parameters can be changed manually. By default, a risk of $500 per trade is assumed. For each of the last bars, the calculator displays the distance to the calculated exit and, through a simple division, calculates the number of shares that could be bought or sold in a potential long or short position to achieve this hypothetical maximum risk. Of course, there is no guarantee that the respective price will actually be reached, but the calculator can help provide a reference point for sizing the position. The principle is clearly visible in the screenshots: FRT is a stock that moves slowly and is only a short distance from the stop-loss level. At the current price of $114.47 and a calculated stop at $108.99, 91 shares could be purchased to risk $500. In total, that would be an order of $10,416.77 for a long position. SOUN, on the other hand, has a very wide margin to the stop-loss; it is a stock with high volatility. Therefore, only 300 shares can be purchased here to achieve the same hypothetical risk. The position would thus be worth only $2,841. Designed by tuvot_1a, programmed by Claude.
Indicator
by tuvot_1a
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