ORB Precision v1.0ORB Precision is a Opening Range Breakout indicator designed primarily for 1-minute NQ and MNQ execution.
The indicator builds a selectable 15-, 30-, or 60-minute opening range, then waits for a confirmed higher-timeframe candle close outside the range. Instead of signaling the initial breakout, it waits for price to return to the broken ORB boundary and confirms the first valid retest.
Features include:
ORB High, Low, Midline, and shaded range
Bullish and bearish first-retest signals
Selectable breakout-confirmation timeframe
Optional bullish or bearish confirmation candle
One-signal-per-session control
Configurable signal cutoff
Live setup-status dashboard
ATR-based stop-distance and estimated dollar-risk display
Alerts for range completion, breakouts, and confirmed retests
ORB Precision is designed to encourage patience, reduce breakout chasing, and keep execution focused on one structured New York session opportunity.
For educational and analytical purposes only. This indicator does not execute trades or guarantee market outcomes. Indicatore
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LTF FVGs (Lower Timeframe Fair Value Gaps) [D4A]LTF FVGs - (Lower Timeframe FVGs)
This script draws Fair Value Gaps on the chart that occured on lower timeframe, eg. 1m FVG is drawn on 5 min chart. The script uses request.security_lower_tf to get the lower timeframe data for this. There are several distinct features that make this script unique:
- the script automatically pulls FVGs from the most relevant lower timeframe (this can be manually changed at any time)
- the size of smallest FVGs can be customized based on ATR threshold
- Volume Imbalance can be included as part of FVG
This script can be useful for traders who want to be informed about any gaps created on lower timeframe without switching to lower timeframe chart.
What is FVG?
FVG or Fair Value Gap is a three-candle formation where the middle candle moves so aggressively creating displacement that it leaves a gap between the wick of the prior candle and the wick of the following candle. Price often returns to fill these gaps before continuing — making them useful as targets, entry zones, or invalidation levels.
A bullish forms when the low of the current candle is above the high of two candles ago, with a bullish middle candle. A bearish FVG is the inverse.
FVGs often occur due to sudden market movements triggered by news events, changes in market sentiment, or large orders that move the price significantly. The market tend to return to these unfilled spaces, providing potential opportunities for traders. These areas may serve as either support (bullish FVG) or resistance (bearish FVG). They may also be completely filled by the price and then act as Inversion FVGs but this is outside of scope of this script.
SETTINGS
- Force Manual TF - the user can manually select lower timeframe from which the script can pull FVGs. When this option is not active, the script is pre-programmed to select lower timeframe automatically for FVG discovery which is at least one level below the current timeframe, eg. 15S when on 1m, 1m when on 5m and so on.
- FVG Fill and border transparency - customize the look of FVG boxes
- FVG threshold - set the threshold to eliminate very small gaps
- Volume Imbalance included - include Volume Imbalance as part of FVG. Enabled by default.
- Show LTF Label & Transparency - enable the label which shows from which timeframe is the FVG from
- Extend to Current Bar or by X-bars - customize how the FVG boxes are presented on the chart
- Max FVGs Displayed - how many FVGs should be kept in memory by default
When FVG is fully filled by price, the script removes it from the memory.
Other relevant scripts that are complementary to this script: Candle Displacement
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Disclaimer
The content provided in this script is for educational and informational purposes only. It does not constitute financial advice, investment recommendations, or a solicitation to buy or sell any financial instruments. I will not accept liability for any loss or damage, including without limitation any loss of profit, which may arise directly or indirectly from the use of or reliance on such information.
All investments involve risk, and the past performance of a security, industry, sector, market, financial product, trading strategy, backtest, or individual's trading does not guarantee future results or returns. Investors are fully responsible for any investment decisions they make. Such decisions should be based solely on an evaluation of their financial circumstances, investment objectives, risk tolerance, and liquidity needs. Indicatore
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Breaker Block Identifier [algo_aakash]Breaker Block Identifier is a market structure indicator that converts failed order block retests into scored, non-repainting breaker zones. Rather than flagging every order block that gets invalidated, the script requires a complete sequence of confirmed price events — order block formation, an opposing structure break, a retracement into the invalidated zone, and a failed retest of that zone — before a breaker is created, and then ranks the result with a transparent quality score.
Problem Statement
Order blocks are frequently invalidated by a structure break and later retested, but a retest failing to continue in the original direction is not automatically a tradable breaker block. Many public scripts draw a zone as soon as an order block is broken, without verifying that the subsequent retest actually failed, how deep that retest penetrated, or how convincingly price rejected the zone. This produces a high volume of low-quality zones that require manual filtering by the trader.
This indicator addresses that gap by treating breaker formation as a multi-stage state machine rather than a single condition, and by scoring every candidate that completes the sequence so weak retests can be filtered out programmatically instead of visually.
Methodology
Swing highs and lows are identified with ta.pivothigh/ta.pivotlow using a user-defined bar count on each side, so every structural level referenced by the script is a confirmed pivot, never a forming one.
An order block source candle is located as the last opposite-colored candle at or immediately before each confirmed swing pivot, within a fixed lookback. The candle must exceed a minimum size expressed as a multiple of ATR, and can optionally be required to close on above-average volume. Zone boundaries can be set to the candle body (open/close) or the full wick range (high/low).
Every order block candidate then moves through three internal states. In the Pending state the script waits for an opposing structure break (a close beyond the relevant swing high or low, optionally required to clear the level by a minimum ATR multiple). Once that break occurs the candidate becomes Flipped, and the script waits for price to retrace back into the now-invalidated zone. On entry into the zone the candidate becomes Retesting, and the script tracks the deepest penetration price reaches inside the zone on a bar-by-bar basis.
A Retesting candidate resolves in one of two ways. If price closes back through the zone in its original direction by the confirmation displacement threshold, the retest is judged to have held and the candidate is discarded with no breaker created. If price instead closes through the opposite edge of the zone by the same displacement threshold, and the tracked penetration depth met a minimum percentage of the zone's height (the Retest Qualification Filter), the retest is judged to have failed and the order block is converted into a breaker in the opposite direction of its original bias.
Each confirmed breaker is then scored from 0 to 100 using six independent, user-weighted factors: the displacement strength of the invalidating structure break, the ATR-relative size of the original order block candle, how closely the retest penetration matched a user-defined ideal depth (scored on a curve, so both shallow touches and near-total breaches score lower than a clean mid-zone tag), the wick-rejection ratio of the confirming candle, how quickly the retest resolved relative to the retest window, and the ATR-normalized distance price traveled before returning to retest. The six sub-scores are combined using auto-normalized weights, so a breaker only appears on the chart, gets drawn, and triggers alerts if it clears the configured minimum quality threshold.
Confirmed breakers remain in an Active/Touched state until price closes through the far edge of the zone by the invalidation displacement threshold, at which point the zone is marked invalidated, visually dimmed, and removed after a configurable linger period. A hard maximum-age limit and a per-direction cap on active zone count prevent unbounded object growth.
Signal Workflow
Step 1 — a confirmed swing pivot forms and an order block candidate is registered from the qualifying source candle behind it.
Step 2 — the candidate waits in a Pending state until an opposing structure break (BOS/CHoCH) closes beyond the originating swing level.
Step 3 — once flipped, the candidate waits for price to re-enter the invalidated zone, entering the Retesting state and tracking maximum penetration depth.
Step 4 — the retest resolves: a displacement close back through the zone in the original direction discards the candidate, while a displacement close through the opposite edge with sufficient penetration confirms a breaker.
Step 5 — the confirmed breaker is scored across six weighted factors and only drawn, labeled, and alerted on if it meets the minimum quality threshold.
Step 6 — the active breaker zone extends forward until price closes through its far edge by the invalidation displacement threshold, at which point it dims and is scheduled for removal.
Why This Indicator Is Different
Most public order block or breaker scripts draw a zone the moment an order block is invalidated by a structure break, without separately validating whether the ensuing retest actually failed.
This script models breaker formation as an explicit four-state pipeline (source candle, pending, flipped, retesting) and only creates a zone after the retest resolves against its original direction with a minimum measured penetration depth.
The Breaker Quality Score converts six independently disclosed factors, including retest penetration depth scored on a curve around a configurable ideal value rather than a simple threshold, into a single adjustable ranking rather than a cosmetic label.
Quality-score weighting is fully exposed, allowing the ranking to be tuned toward structure strength, retest precision, wick rejection, confirmation speed, or impulse distance depending on the trader's approach.
Zone fill transparency scales with the quality score, so higher-ranked breakers render more opaque and lower-ranked ones fade into the background without adding separate visual elements.
An optional formation preview renders the retest phase of a candidate before it resolves, giving visibility into why a breaker did or did not form without permanently cluttering the chart.
Inputs
Structure Settings
Swing Pivot Length
Displacement Filter on Structure Break
Structure Break Displacement (x ATR)
ATR Length
Order Block Detection
Use Candle Body for Zone Boundaries
Min Order Block Size (x ATR)
Candidate Expiry (bars)
Volume Confirmation Filter
Volume MA Length
Volume Multiplier Threshold
Breaker Conversion Rules
Retest Window (bars)
Confirmation Displacement (x ATR)
Min Retest Penetration (%)
Quality Score
Filter Breakers by Quality Score
Minimum Quality Score
Ideal Retest Penetration Ratio
Advanced weight sliders for structure break strength, impulse size, retest precision, wick rejection, confirmation speed, and distance traveled
Visual Settings
Bullish/Bearish Breaker Colors
Min/Max Fill Transparency
Show Zone Midline
Show Quality Label
Label Size
Formation Preview toggle and color
Lifecycle & Cleanup
Max Active Breakers (per side)
Invalidation Displacement (x ATR)
Invalidated Linger (bars)
Max Breaker Age (bars)
Info Panel
Show Info Panel
Panel Position
Alerts
Alerts are available for:
Bullish Breaker Block formed
Bearish Breaker Block formed
Structure confirmation on breaker conversion
Price entering an active breaker zone
Breaker invalidated
Practical Usage
Use the info panel's structure bias reading as directional context before evaluating individual breaker zones.
Treat a fresh, high-quality breaker aligned with the prevailing structure bias as a potential continuation zone rather than a standalone entry signal.
Raise the minimum quality threshold on lower timeframes or noisy instruments to reduce the number of marginal zones drawn.
Use the retest penetration and displacement settings together to control how strict the failed-retest qualification is for your instrument and timeframe.
Combine the alert feed with a broader trade plan, since each alert marks a structural event, not an execution signal.
Limitations
Swing pivots require bars to form on both sides before they confirm, so structure breaks and order block placement are inherently delayed by the swing pivot length.
The order block source candle is located within a fixed lookback behind each pivot; if no qualifying candle exists in that window, no candidate is created for that pivot.
Quality scoring is a relative ranking based on disclosed, adjustable factors and does not predict the outcome of any individual breaker zone.
Volume-based filtering depends on the data provider's reported volume and may behave inconsistently on instruments with limited or unreliable volume data.
As with any structure-based tool, results will vary across instruments, timeframes, and market regimes.
Notes
This indicator is a market structure analysis tool intended to organize and rank breaker block formation through a disclosed, multi-stage validation process.
All structure breaks, state transitions, breaker confirmations, and invalidations are evaluated on confirmed bar closes only, so no element of the script repaints once drawn.
The output is intended to support structural analysis and is not a standalone buy or sell recommendation.
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Strategia
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Market Structure - MTFOverview
This indicator maps market structure by detecting confirmed swing points, labelling them as HH, HL, LH or LL, and marking every structural break as either a Break of Structure (BOS) or a Change of Character (CHoCH). It runs on the chart timeframe by default and can optionally read structure from any higher timeframe while you work on a lower one.
How swings are detected
Swings come from ta.pivothigh / ta.pivotlow at a user-defined Pivot Strength. A pivot requires that many closed bars on each side before it is confirmed, so structure labels never move once drawn — the trade-off is that each swing appears with that many bars of delay.
How swings are classified
Most structure scripts label a swing high as HH whenever its wick exceeds the previous swing high. This script requires both conditions: the new swing's high must exceed the previous swing's high and its close must exceed the previous swing's close. A single wick poking above a prior high with a weak close is labelled LH instead. The low side mirrors this — LL requires both a lower low and a lower close. This produces fewer HH/LL tags and filters out swings driven entirely by liquidity wicks.
How breaks are classified
The script maintains a directional bias that flips only on a structural break:
BOS — price breaks the last swing high while bias is bullish, or the last swing low while bias is bearish. Continuation.
CHoCH — price breaks the last swing low while bias is bullish, or the last swing high while bias is bearish. This is the first break against the prevailing structure and marks a potential regime change.
Each swing level can only be broken once, so a level never fires repeated signals. A break draws a line from the origin swing to the break bar, with the label placed above the line for bullish events and below for bearish.
Break Confirmation setting
Close — a break requires a candle to close beyond the level. Stricter, fewer signals, drawn as a solid line.
Wick — any trade through the level counts. Earlier signals, drawn as a dashed line to flag that price never committed beyond it.
Structure Timeframe setting
Leave blank to follow the chart. Set it explicitly (e.g. 60) to keep higher-timeframe structure on screen while executing on a lower timeframe. Requests use lookahead_off, so higher-timeframe swings only appear after that bar closes.
Dashboard
Shows the active structure timeframe, current bias, the live swing high and swing low, and the CHoCH level — the price that would invalidate the current bias if broken.
Alerts
Four conditions: Bullish BOS, Bearish BOS, Bullish CHoCH, Bearish CHoCH.
Settings guidance
Lower Pivot Strength (3–4) gives more granular intraday structure; higher values (5–7+) give cleaner swings on daily and above. Higher values on higher timeframes generally produce more readable structure. Label Offset controls the vertical gap between text and lines in ATR units.
Notes and limitations
A CHoCH is an early warning, not confirmation — many traders wait for a subsequent BOS in the new direction before treating a reversal as established. Structure labels and break tests use different criteria by design: labels compare closes for classification, while the break test follows your Break Confirmation setting against the wick extreme, so a swing tagged LH can still produce a bullish BOS if price later closes above its high. In ranging conditions the bias will flip frequently. This tool describes structure; it does not generate entries or exits on its own. Indicatore
3 EMAs/Triple EMA Trend Matrix [20/60/120]
三重 EMA 趋势矩阵
三重 EMA 趋势矩阵可在价格图表上同时显示三条指数移动平均线，帮助交易者直观观察短期、中期和长期趋势。
指标默认使用 EMA 20、EMA 60 和 EMA 120。用户可以根据自己的交易品种、时间周期和策略，自由调整每条 EMA 的周期、颜色及显示状态。
主要功能：
• 同时显示三条 EMA
• 三条 EMA 周期均可独立设置
• 支持自定义颜色
• 可单独显示或隐藏任意一条 EMA
• 支持自定义价格数据源和偏移量
• 适用于不同市场和时间周期
EMA 的排列与交叉可以辅助判断市场趋势和动量，但本指标不会生成自动买卖信号。建议结合价格行为、市场结构及风险管理方法使用。
本指标仅供学习和技术分析参考，不构成任何投资建议。
Triple EMA Trend Matrix
Triple EMA Trend Matrix displays three Exponential Moving Averages on the price chart, helping traders identify short-, medium-, and long-term market trends at a glance.
The default settings are EMA 20, EMA 60, and EMA 120. Each EMA length, color, and visibility can be customized independently to suit different markets, timeframes, and trading strategies.
Key features:
• Displays three EMAs simultaneously
• Independently adjustable EMA lengths
• Customizable colors
• Individual show/hide controls
• Custom source and offset settings
• Suitable for different markets and timeframes
EMA alignment and crossovers may help traders evaluate trend direction and momentum. This indicator does not generate automatic buy or sell signals and is best used together with price action, market structure, and proper risk management.
For educational and technical analysis purposes only. This indicator does not constitute financial advice. Indicatore
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Macro Risk Regime CompositeMacro Risk Regime Composite
The Macro Risk Regime Composite is a multi-factor indicator designed to identify broad risk-on, neutral, and risk-off market environments.
The indicator combines liquidity, currency, interest-rate, credit, crypto-liquidity, and equity-market confirmation data into a single normalized score ranging from 0 to 100.
A higher score indicates a more supportive environment for risk assets, while a lower score indicates tighter financial conditions and a more defensive market regime.
COMPONENTS
1. Net USD Liquidity
Net USD liquidity is calculated as:
Federal Reserve Total Assets
− Overnight Reverse Repo
− U.S. Treasury General Account
Data source:
ECONOMICS:USCBBS − FRED:RRPONTTLD − FRED:WTREGEN
Rising net liquidity is treated as supportive for risk assets.
2. U.S. Dollar Index
Data source:
TVC:DXY
A falling U.S. dollar is treated as supportive, while a rising dollar is treated as restrictive.
3. 10-Year Real Yield
Data source:
FRED:DFII10
Falling real yields are treated as supportive for risk assets. Rising real yields increase the discount rate applied to financial assets and are treated as restrictive.
4. High-Yield Credit Spread
Data source:
FRED:BAMLH0A0HYM2
Narrowing high-yield credit spreads indicate improving risk appetite and easier financial conditions. Widening spreads indicate increasing credit stress.
5. Stablecoin Dominance
Data source:
CRYPTOCAP:USDT.D + CRYPTOCAP:USDC.D
Falling stablecoin dominance is treated as crypto risk-on, as capital is moving from stablecoins into more volatile crypto assets. Rising stablecoin dominance is treated as defensive.
6. Equity Market Confirmation
Data source:
NASDAQ:NDX / SP:SPX
Rising Nasdaq 100 relative strength versus the S&P 500 is treated as confirmation of stronger risk appetite.
CALCULATION
Each component measures its momentum over a configurable number of weeks.
The component impulse is normalized relative to its own historical distribution using a configurable normalization window. The normalized result is converted into a score between 0 and 100.
The final composite is calculated as a weighted average of all active components.
Default weights:
• Net USD Liquidity: 25%
• U.S. Dollar Index: 15%
• 10-Year Real Yield: 20%
• High-Yield Credit Spread: 20%
• Stablecoin Dominance: 10%
• NDX/SPX Confirmation: 10%
REGIME INTERPRETATION
• 65–100: Risk-On
• 35–65: Neutral
• 0–35: Risk-Off
Scores above 50 indicate that the overall macro environment is becoming more supportive. Scores below 50 indicate that financial conditions are becoming more restrictive.
The dashboard also classifies each component as:
• Supportive
• Neutral
• Restrictive
SETTINGS
Momentum Period
Defines the number of weeks used to calculate the change in each component.
Normalization Period
Defines the historical window used to normalize each component relative to its own behavior.
Smoothing
Applies additional smoothing to reduce short-term noise.
Component Weights
Allows users to change the importance of each macro factor or disable individual components.
Risk-On and Risk-Off Thresholds
Allow users to customize the regime classification levels.
USAGE
The indicator is designed primarily for weekly macro and market-cycle analysis.
It may be used as a regime filter for:
• Bitcoin and Ethereum
• Nasdaq 100 and S&P 500
• Growth stocks
• Gold and commodities
• Treasury bonds
• Other risk-sensitive assets
The composite should not be interpreted as a direct entry or exit signal. It is intended to provide context regarding the broader liquidity and financial-conditions environment.
The current weekly reading may change before the weekly candle closes because some data series continue to update during the week.
DISCLAIMER
This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, trading, or legal advice.
No macroeconomic indicator can reliably predict future market performance. Historical relationships may weaken, disappear, or reverse during different market regimes.
Users should combine this indicator with independent analysis, price structure, position sizing, and appropriate risk management. Indicatore
ORB + Key Levels (PDH/PDL, PM H/L, PDC, Open)Restructured for backtesting. The key change: instead of drawing only the current day's rays at the last bar, the script now creates real line objects day by day as it processes history. So:
Every past day on the chart keeps its own ORB 15/30, PDH/PDL, PDC, PM H/L, and opening print lines — each one starting at its forming candle and ending at that day's close
When you enter bar replay mode and jump to any date, the script recalculates up to the replay point, so that date's levels are drawn correctly and the "active" day at the replay head extends to the right edge — exactly like live trading
As you step forward through replay, ORB lines pop in the moment the 15/30-min window completes (9:45/10:00 ET), PM levels update tick-by-tick during premarket, and everything freezes when the next day's premarket begins — so you're seeing exactly what you'd have seen in real time, with no lookahead
Two practical notes for your replay testing:
Line history depth: max_lines_count=500 keeps roughly the last 50 sessions of lines visible (10 lines per day). TradingView's hard cap is 500, so older days silently drop their lines — but in replay this doesn't matter, since everything recalculates from the replay point anyway.
On the very first day of loaded history there are no PDH/PDL/PDC lines (there's no tracked previous day yet) — start your replay at least one session in. Indicatore
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BTC vs Net USD Liquidity 13W ROC LeadBTC vs Net USD Liquidity — ROC, Lead & Correlation
This indicator compares Bitcoin’s medium-term price momentum with changes in U.S. net dollar liquidity.
Net USD liquidity is calculated as:
Federal Reserve Total Assets
− Overnight Reverse Repo
− U.S. Treasury General Account
Data sources:
• ECONOMICS:USCBBS — Federal Reserve total assets
• FRED:RRPONTTLD — Overnight Reverse Repurchase Agreements
• FRED:WTREGEN — U.S. Treasury General Account balance
• User-selected BTC/USD symbol
The indicator displays:
• Bitcoin’s percentage change over a selected number of weeks
• Net USD liquidity’s percentage change over the same period
• Liquidity data shifted by a configurable lead period
• Rolling correlation between BTC momentum and the lag-adjusted liquidity impulse
Settings:
Change Period
Defines the number of weeks used to calculate the rate of change. For example, 13 measures the percentage change over the previous 13 weeks.
Liquidity Lead
Tests whether changes in net USD liquidity tend to lead Bitcoin. For example, a setting of 8 compares Bitcoin’s current momentum with the liquidity impulse observed eight weeks earlier.
Correlation Window
Defines the number of weeks used to calculate the rolling correlation.
Correlation interpretation:
• Values closer to +1 indicate a stronger positive relationship
• Values near 0 indicate weak or inconsistent linear correlation
• Values closer to −1 indicate a stronger inverse relationship
Rising net USD liquidity may create a more supportive macro environment for Bitcoin and other risk assets. Falling liquidity may create a more restrictive environment.
However, this relationship is not stable across all market cycles. Bitcoin may react with a changing time lag, and other factors such as ETF flows, leverage, interest rates, market positioning and global liquidity may dominate price action.
The indicator is intended for macroeconomic, liquidity-cycle and market-cycle analysis. It is not a standalone buy or sell signal.
For best results, use it on the weekly timeframe and compare several lead settings, such as 0, 4, 8 and 12 weeks.
Disclaimer:
This indicator is provided for informational and educational purposes only. It does not constitute financial or investment advice. Past correlation does not guarantee future performance. Indicatore
DOUBLE SUPERTREND PYRAMID STRATEGYDouble Supertrend Pyramid Strategy
This strategy trades off two Supertrend indicators calculated on independent, user-selected timeframes (defaults: 1-minute and 2-minute). A trade is only taken when both Supertrends agree on direction — when they align upward, the strategy goes long; when they align downward, it goes short. Each new alignment is treated as a new "plotted course," and the strategy tracks that course's direction so it doesn't re-enter on every bar, only on an actual flip.
Core Entry Logic
Long/Short/Both direction control, so you can restrict the strategy to one side of the market if desired.
A session time-window filter (with a timezone dropdown covering major global zones) lets you restrict trading to specific hours, with an option to auto-close everything when the window ends.
On a Supertrend flip, the strategy normally waits until the position is completely flat before entering the new direction — it does not force-close open tiered or pyramid contracts just because the trend flipped. (See "Exit At Next Supertrend Plotted Course" below for the opt-in alternative.)
Tiered Exit System
Three independent, fully self-contained profit-scaling tiers (Tier 1/2/3), each with:
A profit target (ticks) and contract quantity to scale out at that target
An optional Stop Loss, and an optional Trailing Stop with a separate activation threshold (ticks, own enable checkbox)
An "Exit At Next Supertrend Plotted Course" checkbox — when checked, that tier's contracts are force-closed the moment the trend flips; when unchecked (default), the tier runs entirely on its own Target/Stop/Trailing settings regardless of what the trend does next.
Pyramid Add-On System
Eight independent pyramid types can each be enabled separately to add contracts in the direction of an existing position when their own specific condition fires:
Turtle ATR Unit — adds every time price moves a set fraction of ATR in your favor from the last fill.
Swing Structure — adds on a new confirmed swing high/low in the trend direction.
Momentum Re-confirmation — adds when ADX is rising with DI+/DI- agreement and RSI holds past a threshold.
Breakout / Consolidation — adds on a fresh Donchian channel breakout.
Multi-Timeframe Alignment — adds only when a higher-timeframe EMA filter agrees with the trade direction.
Error-Function One-Tailed Test — adds when the current bar's move is statistically significant versus its recent return distribution (Normal or Student-T approximation).
KDE Percentile — adds when the current move ranks in the top percentile of a non-parametric kernel-density estimate of recent returns.
Viterbi Regime Detection — adds only while a 2-state Hidden Markov Model infers the market is in a "trending" (versus "ranging") regime.
Each pyramid type is fully self-contained: its own contracts-per-signal size, its own optional TP/SL/Trailing Stop, its own per-course contract and signal caps, a delay-between-signals timer, a minimum-distance-before-next-add gate (selectable as ATR multiple, percent, ticks, points, or dollars), and its own "Exit At Next Supertrend Plotted Course" checkbox. All types default to fully disabled.
Global Risk Controls (always active, override everything)
Max contracts per trade (position size cap across core + pyramid adds)
Master daily $ take-profit and $ max-loss halts
Volatility Exit — flattens everything if ATR expands beyond a multiple of its recent average
ATR Protective Stop — a catastrophic-loss stop measured off the position's average entry price
Reverse-At-Stop-Loss — an optional system that flips the core position to the opposite side when the per-course Stop Loss is hit, capped at a configurable number of reversals per course Strategia
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