Combined Market Breadth Table Overview
Combined Market Breadth Table is an overlay indicator that brings key market breadth data directly onto your chart in a clean, compact visual display. It tracks the percentage of stocks trading above major moving averages across two of the most heavily watched benchmarks: the Nasdaq 100 (NDX) and the S&P 500 (SPX).
Instead of clogging your screen with multiple lower-pane indicators, this script compiles short-term, medium-term, and long-term breadth metrics into a single table anchored to the top-right corner of your chart.
Key Features
Multi-Timeframe Moving Average Tracking: Displays the percentage of stocks trading above their 200-day, 50-day, 20-day, and 5-day moving averages simultaneously.
Dual-Index Comparison: Tracks both the Nasdaq 100 (NDX) and S&P 500 (SPX) side-by-side to easily spot divergence between tech heavyweights and the broader market.
Color-Coded Rows: Each moving average timeframe uses a distinct, color-coded text palette for quick scanning:
🟡 200-Day (Yellow): Macro / long-term structural trend.
🔵 50-Day (Blue): Intermediate trend.
🟢 20-Day (Green): Short-term trend.
🟠 5-Day (Orange): Ultra-short-term / momentum pulse.
Non-Intrusive Design: Renders only on the latest bar inside a dark, framed table box in the top-right corner, leaving your price action uncluttered.
Indicatore
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ORB Confluence ProORB Confluence Pro — Opening Range Breakout with VWAP + Volume Grading
Overview
ORB Confluence Pro is a complete intraday Opening Range Breakout toolkit. It draws the day's opening range (5, 15, or 30 min), flags confirmed breakouts with an A/B/C quality grade, and detects ORB rejection reversals at the range edges — all restricted to the current session only so your chart stays clean.
What it does
Opening Range — Builds the OR from the first 5/15/30 minutes of the regular session, then locks and plots the high/low lines and range box.
2-Candle Breakout Confirmation — A breakout is only signalled when price crosses the OR edge and a following candle pushes further in the same direction (beyond the crossing candle). This reduces false pokes and wick fakeouts.
A/B/C Grading with Confluence — Every breakout is graded on VWAP alignment and a volume surge vs. its moving average:
A = breakout + full confluence
B = breakout + partial confluence
C = breakout only
Hover the label for a plain-language explanation of why it earned that grade.
ORB Rejection Reversals — Uses a 10% inner band at each edge. A same-colour trigger candle that tests the edge, followed by a confirming candle closing beyond its wick, prints a Rev ↑ / Rev ↓. Limited to one per swing to avoid noise.
Pullback Re-Entry — Re-arms breakout signals when price pulls back to the range and pushes out again.
Today-Only Drawings — All lines, boxes, and markers reset each new session and auto-carry the last valid session across weekends/holidays.
Status Dashboard — Live table showing OR High/Low, directional bias, VWAP position, and volume state.
Key Settings
OR duration (5/15/30), session, and timezone
OR line colour, width, and style (solid/dashed/dotted)
Toggle VWAP and Volume confluence; volume MA length and surge multiplier
Optional "require full confluence to fire"
Dashboard position and reversal visibility
Built-in Alerts
ORB Breakout Up / Down (confirmed)
ORB Reversal Up / Down
How to use
Apply on a 1–5 min chart so the opening range has enough bars. Use grade A/B setups in the direction of VWAP for the strongest breakouts, and watch Rev signals for failed-breakout fades back into the range.
Notes
This script is for education and analysis only. It is not financial advice — always confirm signals with your own risk management. Signals confirm on bar close and do not repaint. Indicatore
BK AK-.50 CAL Ki11a⚔️ BK AK-.50 CAL Ki11a
Lock the structure. Measure the break. Track what happens next.
The “AK” in BK AK-.50 CAL Ki11a 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.
Above all, full credit and gratitude to G-d—the source of wisdom, timing, strength, and survival in this game.
BK AK-.50 CAL Ki11a is a market-structure, pattern-classification, breakout-analysis, projection, and execution-context framework.
It is designed to answer five connected questions:
What structure is currently forming?
Where are its active upper and lower boundaries?
Has the structure produced a valid break?
Did price retest, confirm, or fail that break?
Where are the principal projected objectives and invalidation areas?
The indicator combines a source-derived regression-channel foundation with a distinct BK expansion architecture. The modules are connected through the same structural workflow rather than presented as unrelated indicators placed together.
🎖 Full Credit — Respect the Origin
This script includes original BK development and incorporates or adapts selected dynamic support-and-resistance, trendline, and OLS regression-channel concepts inspired by work from TradingView author ata_sabanci.
Full respect and credit to ata_sabanci for that original inspiration and source contribution. He is my favorite creator in the TradingView community—one of the rare developers whose work combines original thinking, structural intelligence, and practical chart utility.
The originating foundation includes the regression-based construction of dynamic upper and lower structural rails and the related support-resistance and trendline concepts.
That foundation is used as the structural spine upon which the separate BK expansion system operates.
The BK Expansion Layer
The BK contribution begins after the source-derived rail foundation and adds the broader interpretation and execution framework surrounding it:
Channel, wedge, triangle, and expanding-pattern classification
HH, LH, HL, and LL pivot structure
Pattern bias and R² fit-quality analysis
Strength scoring
ATR-normalized measured-move projections
Breakout decision zones
Multi-timeframe confluence
Trend-versus-range regime gating
Adaptive outcome tracking
Adaptive score weighting
Structure locking before breakout evaluation
Break, retest, confirmation, and trap lifecycle tracking
Forward rail and apex projection
Double-top and double-bottom detection
Head-and-shoulders and inverse head-and-shoulders detection
Flag and pennant detection
Auto-anchored VWAP with deviation bands
Dashboard interpretation
Configurable alerts
This is not presented as ownership of the originating OLS framework. It is a larger BK structure-analysis system developed around that credited foundation.
🧠 Unified Structural Workflow
The indicator follows one continuous dependency chain:
Confirmed pivots → regression rails → pattern classification → fit and strength analysis → regime and MTF context → locked structure → breakout lifecycle → projection and post-break analysis
The regression rails establish the active structural boundaries.
The BK modules then determine:
What type of formation those boundaries represent
Whether the fit is sufficiently clean
Whether the market environment supports that pattern family
Whether higher timeframes agree
Whether the structure should be locked
Whether price has produced a qualifying break
Whether that break is retesting, confirming, or failing
Where measured objectives and post-break reference levels are located
This architecture is intended to prevent the indicator from functioning as a loose collection of pattern labels.
🧱 Structural Rail Foundation
The regression-channel engine can operate from:
Confirmed pivot highs and lows
Segmented historical extremes
The upper and lower rails are calculated separately.
When Rails Ride Extremes is enabled, the regression slope is retained while the rail is shifted toward the relevant structural extreme. The upper rail is positioned against qualifying highs, while the lower rail is positioned against qualifying lows.
The channel can display:
Upper structural rail
Lower structural rail
Midline
Channel fill
Forward midline extension
Pivot-based rails require confirmed pivots. Because a pivot requires right-side bars, it is identified only after the selected confirmation period has elapsed.
Before structure locking occurs, active rails can continue adjusting as new pivots and price information become available.
🔍 Pattern Classification
Once valid rails exist, BK AK-.50 CAL evaluates their:
Direction
Relative slope
Width
Convergence or expansion
ATR-normalized size
Regression fit
The framework can classify structures including:
Ascending Channel
Descending Channel
Ranging Channel
Ascending Triangle
Descending Triangle
Symmetrical or Converging Triangle
Rising Wedge
Falling Wedge
Expanding formations
The pattern label can display the current structure, directional bias, fit quality, strength, and supporting context.
A pattern name is a structural classification. It is not automatically an entry signal.
📊 Fit and Strength Analysis
Regression fit is evaluated through R², which measures how closely the selected structural points align with the calculated rails.
A higher R² indicates a cleaner statistical fit.
The broader BK strength score can also incorporate:
Pattern fit
Multi-timeframe agreement
Current market regime
Volume behavior
Adaptive historical weighting
Patterns can be filtered through minimum width, minimum R², and minimum strength settings.
The strength score is a confluence measurement. It is not a probability of success.
🎯 Measured Moves and Decision Zones
The measured-move module projects objectives from the detected structure using configurable multipliers such as:
0.618
1.000
1.618
These levels are structural projections based on the measured pattern range. They are analytical objectives, not guaranteed future prices.
For converging patterns, the Breakout Decision Zone highlights the region where the available space between the rails is narrowing.
The zone identifies structural compression. It does not predict which side will break or guarantee that expansion will immediately follow.
🔒 Locked Structure and Breakout Lifecycle
One of the principal BK additions is the ability to lock a qualifying structure before evaluating its breakout.
Before locking, the rails may continue adapting as the formation develops.
Once the pattern remains valid for the configured confirmation period, the relevant boundaries can be frozen for breakout analysis.
Price is then evaluated against the locked structure rather than against a boundary that continues moving with every new candle.
A qualifying break can require:
A close or wick beyond the rail
An ATR-normalized break buffer
A previously confirmed and locked structure
After a break, the lifecycle engine can classify subsequent behavior as:
Retest
Price returns within the configured ATR distance of the broken rail.
Confirmation
Price extends sufficiently beyond the break level in the breakout direction.
Trap
Price closes back through the broken rail and re-enters the prior structure by the configured amount.
These states describe what price has done after the break. They do not guarantee the eventual outcome.
🧭 Forward Projection
The projection engine can extend the active structural rails beyond the current candle.
For converging structures, it can also calculate:
Projected rail convergence
Approximate bars to apex
Forward structural path
Optional target endpoint
The projection uses the current rail geometry. It is an extrapolation of the detected structure, not a calculation based on future price data.
A projected apex represents where the current rails would meet if their slopes remained unchanged.
⚔️ Flags, Pennants, and Reversal Geometry
Separate BK modules evaluate continuation and reversal structures that do not depend entirely on the active regression-channel classification.
Flags and Pennants
The framework searches for:
A qualifying impulse pole
A controlled consolidation
A maximum retracement
A break in the pole direction
It can then project the pole height from the breakout as a measured objective.
Double Tops and Double Bottoms
Confirmed pivot sequences are evaluated for approximate price equality and neckline structure.
Head and Shoulders
The framework evaluates shoulder symmetry, head displacement, neckline position, and optional neckline-break confirmation.
Reversal structures can be displayed while forming or only after their configured confirmation requirement has been satisfied.
📍 Auto-Anchored VWAP
Following a qualifying structural break, the indicator can create an anchored VWAP from:
The relevant OLS rail origin
The breakout swing
The nearest qualifying anchor from both methods
The anchored VWAP includes up to three configurable standard-deviation bands.
It can remain active until:
Price reclaims or loses the relevant VWAP condition
A newer qualifying anchor replaces it
An optional maximum age is reached
The forward VWAP extension is drawing guidance only.
A sloped extension extrapolates the most recent VWAP and band trajectory. It is not a true future anchored-VWAP value because future volume has not yet occurred.
🛡 Regime Gating and MTF Confluence
The regime module uses ADX to classify the current environment as broadly trending or ranging.
The framework can then adjust conviction according to structural fit:
Continuation structures can receive greater weight during trending conditions.
Reversal structures can receive greater weight during ranging conditions.
Structurally mismatched setups can be reduced.
Multi-timeframe confluence compares the setup direction with trend conditions on three configurable higher timeframes.
Higher-timeframe agreement can contribute to the displayed strength score.
The MTF requests use lookahead-disabled data. An open higher-timeframe candle can still change until that candle closes.
🧬 Adaptive Outcome Tracking
The optional learning module records qualifying:
Channel breaks
Flag or pennant breaks
Reversal setups
Each setup is evaluated using configurable ATR-normalized:
Entry reference
Target
Invalidation level
Maximum resolution period
MTF-confluence state
The panel can report:
Wins
Losses
Timeouts
Average winning duration
High-confluence results
Lower-confluence results
The optional adaptive ranker can use these recorded outcomes to adjust future strength scores for the same pattern family and timeframe.
Bayesian shrinkage pulls early results toward a neutral baseline so that a very small sample cannot dominate the score.
This is an internal historical audit based on the loaded chart data and the indicator’s own target-and-stop definitions. It is not TradingView’s Strategy Tester and does not model commissions, slippage, liquidity, or broker execution.
📊 Dashboard and Alerts
The dashboard summarizes the active structural state, including available information such as:
Pattern
Bias
Fit
Strength
Regime
Multi-timeframe agreement
Breakout state
Lifecycle state
Learning context
Structural levels
Alerts can be created for:
New pattern
Upside break
Downside break
Break retest
Break confirmation
Break trap
Confirmed reversal
Flag or pennant break
Anchored-VWAP reclaim or failure
🔧 How to Use BK AK-.50 CAL Ki11a
1. Configure pivot confirmation
Set Pivot Left and Pivot Right according to the instrument and timeframe.
Smaller values identify structure sooner but produce more noise.
Larger values identify broader swings but require more bars before confirmation.
2. Select the rail method
Use Pivots when the objective is to fit the rails through confirmed swing structure.
Use Segments when the objective is to analyze rolling historical extremes across a fixed window.
Enable Rails Ride Extremes when the rails should retain their regression slope while sitting against the structural highs and lows.
3. Filter weak structures
Use:
Minimum width in ATR
Minimum R²
Minimum strength score
Flat-slope threshold
Convergence threshold
Raise these requirements to display fewer but cleaner structures.
4. Read the pattern before the breakout
Review:
Pattern classification
Directional bias
Regression fit
Rail width
Convergence or expansion
Regime
Higher-timeframe alignment
Do not treat the pattern label alone as an entry.
5. Wait for the structure to lock
When structure locking is enabled, allow the formation to remain valid for the required number of bars.
The locked rails become the fixed reference for the subsequent breakout analysis.
6. Evaluate the break
Review whether price has exceeded the locked rail by the required ATR buffer.
A marginal touch or wick may not qualify when close confirmation and a break buffer are enabled.
7. Track the lifecycle
After a break, determine whether price:
Returns for a retest
Extends into confirmation
Re-enters the structure and creates a trap
The lifecycle provides more information than the initial breakout marker alone.
8. Review structural objectives
Use the measured-move levels, pattern boundaries, forward rails, apex, and optional endpoint as analytical reference areas.
These projections should be combined with current price behavior rather than treated as guaranteed destinations.
9. Use anchored VWAP after the break
Review whether price is holding above or below the selected anchored VWAP and its deviation bands.
Confirm which anchor mode is active before interpreting the level.
Treat any sloped forward extension as projected trajectory rather than a calculated future VWAP.
10. Check continuation and reversal modules
Review flags, pennants, double tops, double bottoms, and head-and-shoulders structures independently from the active channel classification.
Require the configured break confirmation when a completed pattern is preferred over an early forming structure.
11. Review regime and MTF alignment
Give additional context to structures that agree with the current regime and higher-timeframe direction.
A strong score with poor regime fit or conflicting higher timeframes should be treated differently from a fully aligned setup.
12. Use learning statistics carefully
Allow sufficient resolved samples before placing weight on the adaptive statistics.
A high percentage from only a few observations is not reliable evidence.
13. Define risk independently
The indicator identifies structure, break conditions, lifecycle states, and analytical projections.
It does not determine position size, submit orders, or guarantee that a projected target will be reached.
Realtime Behavior and Limitations
Active rails, classifications, scores, projected structures, and forming patterns can change as new price information becomes available.
Important considerations:
Pivots require right-side confirmation bars.
Rails can adjust before the structure locks.
A locked rail remains fixed for that breakout evaluation.
Higher-timeframe readings can change until their candles close.
Forward rails, apexes, endpoints, and sloped VWAP extensions are extrapolations.
Adaptive statistics depend on the instrument, timeframe, settings, and chart history loaded.
Pattern classifications and measured objectives can fail.
The indicator does not reproduce broker fills, slippage, commission, or liquidity.
Risk Disclosure
BK AK-.50 CAL Ki11a is provided for analytical and educational purposes.
It does not provide investment advice, guarantee performance, predict future market direction with certainty, or eliminate trading risk.
Channels, wedges, triangles, flags, reversals, breakouts, retests, traps, anchored VWAPs, and measured objectives can all fail.
Users remain responsible for their own:
Market analysis
Trade selection
Entry and exit decisions
Position sizing
Stop placement
Order execution
Account risk
Prepare the structure. Measure the evidence. Respect the invalidation. Indicatore
Indicatore
Adjustable Monthly OpEx & Triple Witching - Spectre TradesThe Adjustable Monthly OpEx & Triple Witching indicator is designed to help traders quickly identify important equity-index expiration dates directly on their chart.
The indicator automatically marks the third Friday of each month, which is the traditional expiration date for many monthly stock and index options. It also separately identifies the quarterly expiration dates that occur in March, June, September, and December. These quarterly dates are commonly associated with triple witching and can involve increased trading volume, contract rollover activity, institutional rebalancing, option hedging, and sudden changes in volatility.
Rather than predicting market direction, this indicator provides visual context. Expiration sessions can produce price pinning near major option strikes, sharp reversals, compressed price action, stop runs, or late-session volatility. Traders should continue to rely on their normal market structure, liquidity, volume, and price-action confirmation before entering a trade.
The indicator is highly customizable. Users can independently adjust the appearance of regular monthly OpEx sessions and quarterly triple-witching sessions. Background colors, transparency, labels, label wording, text size, marker position, vertical lines, session highlighting, time zone, alerts, and individual month visibility can all be modified through the indicator settings.
For futures traders, the indicator uses the trading session’s closing date so that an overnight session beginning Thursday evening can still be associated with the correct Friday expiration date. This makes it especially useful for ES, MES, NQ, and MNQ charts.
The indicator is best used as a market-awareness tool. On expiration days, traders may consider reducing position size, waiting for stronger confirmation, avoiding assumptions about directional bias, and being more selective around major liquidity levels and round-number prices.
This indicator does not provide buy or sell signals and should not be used as a standalone trading system. It is intended to highlight dates when expiration-related positioning may influence normal price behavior.
Indicatore
SMC Volume Boost Matrix v6◆ Overview
SMC Volume Boost Matrix v6 is an advanced TradingView indicator that combines Smart Money Concepts with volume analysis to help traders identify high-probability trading opportunities. By analyzing market structure together with volume momentum, the indicator highlights areas where institutional participation may be increasing, giving traders additional context for trend continuation and potential reversals.
The indicator is designed to simplify market analysis while providing clear visual information for decision-making across multiple financial markets.
◆ Features
• Smart Money Concepts (SMC) based market structure analysis
• Volume boost detection for stronger market confirmation
• Automatic Bullish and Bearish trend identification
• Clear BUY and SELL signal visualization
• Dynamic trend confirmation using price and volume
• High-volume breakout detection
• Early momentum shift recognition
• Professional on-chart visualization
• Real-time signal generation
• Customizable settings for different trading styles
• Suitable for Forex, Crypto, Stocks, Indices, and Commodities
• Compatible with scalping, intraday, and swing trading
◆ How It Works
SMC Volume Boost Matrix v6 monitors both price structure and trading volume simultaneously.
When market structure aligns with increasing volume, the indicator identifies stronger directional momentum. A bullish market structure supported by rising volume may indicate increasing buying pressure, while a bearish structure with strong volume may indicate increasing selling pressure.
Instead of relying on volume or price alone, the indicator combines multiple market factors to provide more informed trading signals.
◆ How To Use
Add SMC Volume Boost Matrix v6 to your TradingView chart.
Choose the timeframe that matches your trading strategy.
Wait for a confirmed BUY or SELL signal after market structure and volume conditions align.
Use the indicator together with key support and resistance levels, liquidity zones, or your existing trading plan for additional confirmation.
Apply proper risk management before entering any trade, including defining your stop-loss and profit targets. Indicatore
FULCRUM: Rates & Vol Adjusted Ratio VWAPWHAT IT DOES
The fulcrum of the index complex: a rates-and-volatility-adjusted VWAP for the relationship between two markets. It rebuilds the NQ/ES ratio bar by bar — 2500·NQ/ES, normalized by VXN×US10Y — then anchors a volume-weighted mean with ±1σ and ±2σ bands on that relative-value series. One line that says whether tech is rich or cheap against the broad market, and how stretched the move is. It lives in its own pane, works on any chart, and configures itself.
HOW IT WORKS
Both legs are requested at chart resolution, and the bar's ratio high/low come from the cross-extremes (NQ high over ES low, and the reverse) — the VWAP sees the bar's true range, not just closes.
A spread has no volume of its own, so weighting borrows the geometric mean of both legs' volume.
The rates/vol divisor uses the PRIOR session's confirmed VXN and US10Y closes — identical live and on reload. No repaint.
The anchor is automatic: session on charts up to 20m, week up to 4h, month above. Override it if you disagree.
Bands come from cumulative volume-weighted variance, not a rolling stdev, and stay hidden for the first bars after each reset while they cook.
The ratio line holds its color until the move clears ±0.15σ — color changes are regime, not noise. A faint tint marks ±2σ extension.
A live table reads VWAP, ratio, Δ%, σ-distance, zone, and the divisor's status — if a feed is missing it says so instead of guessing silently.
HOW TO USE IT
Read the relationship against its anchored mean: +2σ on a ratio behaves like +2σ on price — stretched, and usually walked back. Cross alerts on VWAP, ±1σ, and ±2σ are included. Swap the symbols and multiplier and it generalizes to any pair you trade.
WHAT IT CAN'T DO
It describes the relationship, not direction — the ratio falling doesn't say whether NQ is weak or ES is strong. If the VXN or US10Y feed is unavailable, the divisor falls back to sane defaults and the table flags it; it will not pretend.
SETTINGS
Numerator, denominator, and multiplier; VXN×US10Y normalization; auto or manual anchor (session, week, month); band multipliers; warm-up hiding; colors, fill, labels, table.
Open source. Free. Where the balance sits. Indicatore
Indicatore
Intraday Liquidity Sessions [dpTrades]Intraday Liquidity Sessions
WHAT IT IS
An intraday view of session liquidity. It draws the New York, London and Tokyo sessions, and
adds an analytics layer that plain session tools do not have: it marks when a session runs the
liquidity left by its own previous instance, and reports whether each session is expanding or
compressing relative to its own recent behaviour. "Liquidity" here means the session highs and
lows that resting orders sit against, not a volume heatmap.
WHY THESE COMPONENTS BELONG TOGETHER
Session boxes on their own only tell you when a session happened. The information a trader
actually needs is what that session is doing relative to what the same session normally does,
and whether it has taken out the level the previous one left behind. Those two readings are
only meaningful in the context of the session they belong to, which is why the drawing layer
and the analytics layer are one script rather than two: the ranges, the averages and the sweep
detection are all computed from the same per-session state.
METHOD
Each session is tracked independently, with its own state:
- Range tracking: while a session is open, the script keeps its running high and low, and the
price at which the session opened.
- Previous-instance memory: when a session closes, its high and low are stored as the reference
for the next instance of that same session.
- Rolling average: the range of each completed session is folded into a rolling average over a
configurable number of past instances (default 20). The current session's range against that
average is what classifies it as expanding or compressing. The comparison is always a session
against itself, never against another, since Tokyo and New York are not comparable in size.
- Directional bias: measured as the current close against the session's own opening price.
- Liquidity sweep: while a session is open, price is checked against the high and the low left
by the previous instance of that same session. When it trades through one of them, the event
is marked on the chart and flagged in the table.
Session hours are timezone-aware, so the windows stay correct regardless of the exchange
timezone of the charted symbol.
HOW TO USE IT
Read the table first. A session opening expanded versus its own average usually means
participation is above normal; a compressed one often precedes a range. The bias column shows
which way that session has leaned since its open. The sweep marker tells you the previous
session's liquidity has already been taken, which is context rather than a signal.
Sessions, hours, colours and drawing style are configurable. The default set is New York,
London and Tokyo in New York time, each shown in its own colour so they are easy to tell apart.
LIMITATIONS
- Intraday timeframes only. On daily and above there are no session windows to resolve.
- While a session is still open its range, bias and stats update in real time as price moves.
They are final only once the session closes.
- The rolling average needs several completed sessions before expanding or compressing means
anything. Early in the chart history it will be unreliable.
- A liquidity sweep describes what already happened, not a prediction. It marks that a level was
taken, nothing more.
- This is a context tool. It produces no entries, no exits and no buy or sell signals.
Educational content only. Not financial advice. Trade at your own risk. Indicatore
Indicatore
SwingTrades-Long-30Mins
// =====================================================================================
// SwingTrades-Long-30Mins — WHAT THIS INDICATOR DOES AND HOW (read this first)
// =====================================================================================
// THIS IS HALF OF A PAIR
// SwingTrades-Long used to be one script covering 4 categories (MT, 3Q, TR, R). It
// has been split into two independent indicators so each runs on the timeframe that
// actually fits its checks:
// - SwingTrades-Long-Daily (companion script) — Category 1 (MT) + Category 2 (3Q).
// Runs on the DAILY chart. Answers: "is this stock structurally set up to buy,
// and is the trade worth the reward vs. risk?" Updates once per day.
// - SwingTrades-Long-30Mins (THIS script) — Category 3 (TR) + Category 4 (R).
// Runs on the 30-MINUTE chart. Answers: "right now, intraday, is this a safe
// moment to pull the trigger, and how big should the position be?" Updates
// every 30 minutes throughout the session.
// The two scripts are fully independent — each computes and displays its OWN 0-10
// score. There is no shared/combined score across the pair. Run both side by side
// (Daily chart + 30-min chart): use Daily to decide whether to even be watching a
// stock, and this 30-Min script to decide whether right now is the moment to act.
//
// PURPOSE OF THIS SCRIPT
// Scores a stock 0-10 on: (3) Trend Reading — is the stock overextended, and is the
// long bias ("innocent") still intact — and (4) Risk — does the reward-vs-risk still
// hold up live, is there room left to run today, and how big should the position be.
//
// WHERE DATA COMES FROM / DESIGN NOTE
// - Runs on a 30-MINUTE chart. Native 30-min `close` is used everywhere as the
// "current live price" — this is what makes the dashboard refresh in real time
// throughout the session instead of only once at the daily close.
// - Most of the actual THRESHOLDS (5-Day SMA, 20/50-Day SMA trend, ATR, prior-day
// R2 pivot, N-bar daily high for target, daily swing-low for stop) are still
// DAILY concepts, so they are pulled from the Daily timeframe in a single bundled
// request.security() call and reused throughout.
// - VWAP and "minutes since the session open" are computed natively/from real time
// since this script already runs on an intraday chart — no extra security() pull
// needed for those two.
// - The "minutes since open" and live-price checks are only meaningful while the
// market is open and bars are updating in real time; on closed historical bars
// they reflect that bar's snapshot, not true intrabar behavior.
//
// STEP-BY-STEP LOGIC
// STEP A — Inputs, grouped by category (plus a "Daily Reference" group for the
// lengths/lookbacks used to pull Daily-timeframe data).
// STEP B — One bundled request.security() call to the Daily timeframe for every
// daily-scale value this script needs (5/20/50 SMA + slopes, ATR, prior-day
// H/L/C, N-bar high, swing-low, today's open, close N days ago (extension
// check), today's running high/low, day-start timestamp).
// STEP C — Native intraday values: VWAP (resets each session) and "current price"
// (= native 30-min close).
// STEP D — 3. TREND READING (TR) — 5 scored checks + 2 unscored caution flags:
// a. Not overextended vs the Daily 5-SMA (distance measured in daily ATRs),
// also check to make sure price > Daily 5-SMA
// b. Not overextended vs summed daily true range over the last 2-5 days, to
// clarify: if price went too far in the last 2-3 days when compared to
// the summed ATR for those days, then avoid — measured as the NET price
// move over the last `extDays` days against that period's ATR budget
// c. Not too close to / above the prior day's classic R2 pivot
// d. Gap/VWAP OK — no gap today, OR price has returned near session VWAP
// after a gap
// e. Innocent bias — live price > daily 5-SMA and daily 20 & 50 SMA rising
// f. Guilty bias — live price < daily 5-SMA and daily
// 20 & 50 SMA both declining. VETOES the entire TR score to 0.
// g. First-5-minutes-after-open — separate WATCH
// warning, not folded into the score (temporary, not structural).
// STEP E — 4. RISK (R) — 3 checks + sizing outputs, category score /10:
// a. RvR >= minimum, computed live (daily N-bar high target vs. a stop =
// the wider of a daily structural swing-low and a daily-ATR-multiple
// stop, measured against the current live price)
// b. Room left in today's ATR range (today's running high-low, so far, as
// % of daily ATR)
// c. Adequate stop distance — stop is placed at least N daily ATRs away
// (enforced by construction, shown as an explicit check)
// + Suggested share size, $ position value, and $ stop level, sized off
// account equity and max risk % per trade (informational, not scored)
// STEP F — Overall score: TR and Risk category scores (0-10 each) are weighted
// (wTR/wR, auto-normalized) into one 0-10 score. There is no broader-market
// cap here — that safeguard lives in the companion Daily script.
// STEP G — Plots native VWAP and the pulled Daily 5-SMA.
// STEP H — Draws three configurable horizontal lines (+ optional price labels)
// projecting the current potential trade plan to the right of the chart:
// Entry (live 30-min close), Exit/Target (dTargetHigh from Step B), and
// Stop (stopLevel from Step E). Color, width, style, labels, and how far
// back the visible line segment starts are all inputs.
// STEP I — Builds the dashboard table.
// ===================================================================================== Indicatore
Ladder Levels
The Dynamic 100s & 20pt Increment Grid System is a purely mechanical, price-tracking visualizer that automatically surrounds the current price action with a highly structured, institutional-style number grid.
Instead of manually drawing horizontal levels for psychological numbers, this engine mathematically locks onto the nearest 100-point level and dynamically projects a 2,000-point grid (1,000 points above and 1,000 points below) that moves with the market in real-time.
Core Features
Major Psychological Levels (100s): The script automatically identifies the nearest whole 100-point boundary (e.g., 4100, 4200, 4300) and plots prominent, solid red lines to mark these heavy institutional and psychological barriers.
Minor Increments (20s): Within every 100-point block, the engine generates four minor sub-levels (20, 40, 60, and 80) drawn as subtle, dotted gray lines. These act as high-probability reaction zones for intraday scalps and lower-timeframe liquidity sweeps.
Dynamic Price Tracking: As the price trends upward or downward, the grid automatically shifts to ensure you are always framed perfectly in the center of the 1000-point range, preventing lines from rendering completely off-screen.
Memory Optimized: To prevent TradingView from lagging or collapsing under the weight of hundreds of drawings, the indicator utilizes a strict array-based cleanup function (barstate.islast). It only draws the grid on the live, active bar—constantly deleting and redrawing the lines without polluting your chart's history.
Best Used For:
Indices & Futures: Excellent for assets like NQ, ES, US30, or SPX where 100-point boundaries act as major support/resistance, and 20-point increments act as intraday structural steps.
ICT / Smart Money Concepts: Provides a rigid framework to anticipate liquidity sweeps (e.g., price sweeping a 20-point increment line before reversing back to the 100-point baseline).
Options Trading: Visually mapping out heavy strike price clusters which typically land on whole or 20-point increment numbers. Indicatore
SwingTrades-Long-Daily
// =====================================================================================
// SwingTrades-Long-Daily — WHAT THIS INDICATOR DOES AND HOW (read this first)
// =====================================================================================
// THIS IS HALF OF A PAIR
// SwingTrades-Long used to be one script covering 4 categories (MT, 3Q, TR, R). It
// has been split into two independent indicators so each runs on the timeframe that
// actually fits its checks:
// - SwingTrades-Long-Daily (THIS script) — Category 1 (MT) + Category 2 (3Q).
// Runs on the DAILY chart. Answers: "is this stock structurally set up to buy,
// and is the trade worth the reward vs. risk?" Updates once per day.
// - SwingTrades-Long-30Mins (companion script) — Category 3 (TR) + Category 4 (R).
// Runs on the 30-MINUTE chart. Answers: "right now, intraday, is this a safe
// moment to pull the trigger, and how big should the position be?" Updates
// every 30 minutes throughout the session.
// The two scripts are fully independent — each computes and displays its OWN 0-10
// score. There is no shared/combined score across the pair. Run both side by side
// (Daily chart + 30-min chart): use Daily to decide whether to even be watching a
// stock, and 30-Min to decide whether right now is the moment to act.
//
// PURPOSE OF THIS SCRIPT
// Scores a stock 0-10 on: (1) Multi-Timeframe Price Action — is price aligned with
// higher timeframes, the broader market, and in an uptrend structure — and (2) 3Q —
// where has it come from, where can it go, and is the reward-vs-risk worth it. Every
// threshold is a configurable input.
//
// WHERE DATA COMES FROM
// - Runs on a DAILY chart. Daily Fast/Mid/Slow SMA (defaults 20/50/200), a separate
// Daily 5-SMA (used only for the 30-min pattern check), ATR, and volume are native.
// - Weekly data (HTF alignment) uses its OWN independently configurable Fast/Mid/Slow
// SMA lengths (defaults 10/20/50) — Daily and Weekly lengths are no longer tied
// together. The benchmark symbol (broader market alignment) is also pulled via
// request.security(), on "D", reusing the Daily Mid SMA length.
// - The 30-minute timeframe is pulled via request.security() purely to help confirm
// the "pattern" check (1.b.i) — the Trend Reading / Risk checks that used to also
// reference intraday data now live entirely in the companion 30-min script.
//
// STEP-BY-STEP LOGIC
// STEP A — Inputs, grouped by category.
// STEP B — Daily-native series: Daily Fast/Mid/Slow SMA, a separate Daily 5-SMA, ATR,
// and their "rising" slope flags.
// STEP C — Multi-timeframe pulls: Weekly (HTF, using its own Fast/Mid/Slow lengths),
// Benchmark (broader market), 30-min (just the close, for the pattern check).
// STEP D — 1. MULTI-TIMEFRAME PRICE ACTION (MT) — 9 checks, category score /10:
// a. HTF Aligned (Weekly) — weekly close > rising Weekly Fast SMA, AND
// Weekly Fast SMA > Weekly Mid SMA > Weekly Slow
// SMA (a full weekly SMA-stack check, mirroring
// the Daily stack checks below)
// b. Broader Market Aligned — benchmark close > rising benchmark Daily Mid
// SMA
// c. Pattern Confirmed — Daily price above a rising Daily Fast SMA, AND
// the current 30-min close is above the Daily
// 5-SMA AND that Daily 5-SMA is sloped up (see
// pattern-recognition note below)
// d. Price > Daily Fast SMA
// e. Price > Daily Mid SMA
// f. Daily Fast SMA > Daily Mid SMA
// g. Daily Mid SMA > Daily Slow SMA
// h. Volume > configured minimum
// i. Daily Fast, Mid, AND Slow SMA all sloped up
// NOTE: true chart-pattern recognition (flags, H&S, triangles, etc.) can't
// be reliably automated in Pine. The Daily side of "pattern confirmed" is
// approximated as price trading above a rising short-term SMA; the 30-min
// side checks that the live 30-min price is above the Daily 5-SMA AND that
// the Daily 5-SMA itself is sloped up — not a full trend-structure test.
// STEP E — 2. 3Q — BASE / TARGET / RvR — 3 checks, category score /10:
// a. Good Base Position — where close sits (%) within the recent N-bar
// high/low range ("where has it come from?")
// b. Reward Potential — % distance from close to the recent M-bar high
// ("where can it go?")
// c. RvR >= minimum — reward (target - close) vs risk (close - a local
// ATR/swing-low stop) ("is it worth it?"). NOTE: this stop is only used
// to size the RvR ratio here; the companion 30-min script computes its
// own live stop / position size for actual order placement.
// STEP F — Overall score: MT and 3Q category scores (0-10 each) are weighted
// (wMT/wQ, auto-normalized) and averaged into one 0-10 score. If the
// broader market is NOT aligned (Step D.b failed), the score is hard-capped
// (default 3) regardless of how good everything else looks — "go with the
// market, very little tolerance against it."
// STEP G — Optionally plots the Daily Fast/Mid/Slow SMAs (off by default — toggle in
// "Chart Display") and builds the dashboard table.
// =====================================================================================
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