インジケーター
Wyckoff [theUltimator5]This indicator was designed to be a comprehensive, intuitive, overly engineered algorithm that plots Wyckoff accumulation and distribution patterns on the chart as they arise. It shows the current status of the regime on a side panel, while also overlaying the accumulation or distribution schematic over the chart for added visual aid. While most indicators use pivot points to create the structure, this indicator uses a complex algorithm to map the progress through numerous checks and structural matching techniques.
I designed this indicator to be both instructional and actionable, so people unfamiliar with the Wyckoff Method can jump in and learn about the phases with a clean and intuitive user interface and also make informed decisions based on the structure of the chart. People who have used the Wyckoff Method for years can use this indicator as confluence.
Here is a description of the Wyckoff Method and the different phases within:
Phase A - Stopping action. The prior trend halts. In an accumulation range, a Selling Climax (SC) arrives: heavy volume, a wide spread, and a close well off the low, marking panic selling being absorbed. An Automatic Rally (AR) follows as selling pressure exhausts and price snaps back. A Secondary Test (ST) then revisits the climax area on lighter volume and narrower spread, confirming that supply is genuinely diminished. The SC and AR together define the boundaries of the trading range. In distribution, the same sequence runs inverted with a Buying Climax (BC) and an Automatic Reaction.
Phase B - Building cause. Price oscillates within the range, often for a long time. This is where the institutional position is actually built. The range is tested repeatedly at both edges, and each successive test should show less volume and tighter spread than the last. Wyckoff's "cause and effect" principle holds that the time and work spent here determines the size of the move that follows.
Phase C - The test. The range makes a final probe against the dominant participants. In accumulation, this is a Spring: a brief break below support that fails and is quickly reclaimed, flushing out remaining sellers and confirming that little supply is left. In distribution, an Upthrust After Distribution (UTAD) breaks above resistance and fails back into the range. A low-volume Test of the Spring or UTAD usually follows. Not every range produces an excursion; some resolve on a quiet terminal test at an edge instead.
Phase D - Trend within the range. The evidence tips decisively. A Sign of Strength (SOS) drives across the range on expanding volume, or a Sign of Weakness (SOW) does the opposite. Price then pulls back to a Last Point of Support (LPS) or rallies to a Last Point of Supply (LPSY), holding above the broken resistance or failing below the broken support. This is the classic entry location because the risk point is well defined.
Phase E - Trend out of the range. Price is accepted outside the range and the markup or markdown proceeds. The old range now acts as support or resistance.
Now for how to use it:
Manually Adjustable Schematic
When you first turn on the indicator, you will notice that it requires you to select two points. This is something that I couldn't figure out a way around, and is used to plot a manually adjustable Wyckoff schematic over the chart that you can move around.
The manual schematic is disabled by default, but the two points still need to be chosen when you first open the indicator. You select the top left and bottom right points, which can be moved to scale or shift the adjustable schematic. You can move it to overlay on the chart to check the strength of the pattern you are looking at.
Again, the manually adjustable schematic is DISABLED by default and must be enabled in the user settings.
Historical Patterns
The next feature is that historical patterns plot the schematic above (accumulation) or below (distribution) the chart when the chart reaches a certain point within the regime. The default setting is phase C, but that can be changed in the user settings. There is a small red 'x' where the schematic gets invalidated so you can see where the pattern broke. The schematic that gets plotted at historical events may not look exactly like the ideal Wyckoff accumulation or distribution patterns since it creates pivot markers where each point on the chart confirms the points. There is also a background highlight to give additional visual aid to the phases.
Side Panels
You probably notice that there are schematics plotted off to the side of the chart with highlighted segments. These side panels are a visual aid to show you, at a glance, where the current chart is in the Wyckoff Method. They highlight the chart up to the point that has been last confirmed, and keeps the unconfirmed parts of the method grayed out. This gives a very intuitive and quick glance where the chart is sitting currently within the regime.
Tables
There are two tables that can be enabled individual in the user settings, which have completely different functions.
1) Status table - This table shows the current state of the chart. Which phase the chart is currently on, the last confirmed event, the progression through the phase, and which timeframe the farthest progressed phase has been found on.
2) Debug table - This table shows the individual requirements for the current phase in order to progress to the next phase. It gives you the exact checks that the indicator is looking for in order to keep progressing. This indicator uses numerous requirements to progress phases rather than simple pivot points. It provides weights to the requirements and has some requirements be hard, and some soft. Hard requirements must be met in order to progress to the next phase, while soft requirements must meet a minimum cumulative threshold.
Chart overlays
When a certain phase is reached (default B - user adjust) on the current timeframe, a schematic will be overlaid on top of the chart, event names will be labeled, and a trading range box will populate over the accumulation or distribution zone. These can be toggled on or off, but are enabled by default.
Informational bubbles
If you hover your mouse over an event label, information about that event will display. It will provide a brief description of what the event is and how it builds into the Wyckoff phases.
Entry points
The chart will display a label for an entry (buy or sell) when the schematic reaches a certain level that is defined within the algorithm. It generally happens within phase C, but it is calculated based on a confidence score. The strictness of the entry points can be adjusted in the user settings. The point of entry will also be shown on the label.
Additional Features
Higher timeframe searching can be disabled, so you are only looking at the current timeframe on for patterns. It is enabled by default because chart patterns don't always follow set lengths.
Side panels can be resized and moved in the user settings.
Overlay schematic has a smart collision detection so side panels will automatically adjust their position so there isn't overlap
Side panels can be manually set to show user defined schematics when no pattern is identified. As soon as there is a valid pattern, only the valid pattern schematic will display.
Alerts available for entry conditions and events
This indicator is extremely complex, which creates countless unique conditions that may result in it not finding a pattern that appears to be textbook, or finding patterns that visually don't meet the criteria of the Wyckoff Method. Creating an indicator to algorithmically detect the structure is non-trivial and may contain errors. This was designed as a visual aid tool only. インジケーター
SAMS Early Morning Range LinesThis indicator maps the premarket / early-morning range (EMR) and uses that range as a reference for regular-session structure and breakout signals.
What it plots
EMR high / low (green / red): the high and low printed during the 04:00–09:30 America/New_York window. These levels persist into the regular session.
Previous-day RTH range (Rumer Box): prior regular-session high and low, with a light purple fill between them. The prior RTH range is only updated after a full RTH session has printed.
Premarket bands (RTH only): optional ±% envelopes around the EMR high and EMR low. Default is 0.03%. Use these as a buffer around the premarket extremes instead of treating the raw high/low as a single line.
Sessions are defined in Eastern time (America/New_York) so DST is handled by TradingView’s session engine.
Signals
Signals fire only after the EMR session ends and only if EMR high and low exist.
Buy: first valid break of EMR high
Sell: first valid break of EMR low
Re-Buy: after a sell, price recrosses back up through EMR low
Re-Sell: after a buy, price recrosses back down through EMR high
Only one primary buy and one primary sell are allowed per day unless a re-entry flips the state.
Signal modes
Crossover Candle — close crosses the EMR level.
First Fully Crossed — the bar’s low crosses above EMR high (buy) or the bar’s high crosses below EMR low (sell). Stricter than a close-only cross.
Open Confirmation — the cross is detected on the current bar, then confirmed on the next bar if open continues in the breakout direction relative to the prior close. Reduces same-bar fakeouts.
Default mode is Open Confirmation.
Alerts
On a confirmed signal the script fires a once-per-bar-close alert:
SAMS_EMR_BUY / SELL / RE_BUY / RE_SELL
plus ticker, interval, and close.
Create alerts from the indicator with “Any alert() function call”.
Suggested use
Use EMR high/low as the first overnight auction box. The previous-day RTH box is context for whether the open is inside, above, or below yesterday’s cash range. Bands are for traders who want a small buffer instead of a hard level. This is a level + confirmation tool, not a standalone strategy. Combine with your own risk rules, size, and higher-timeframe bias.
Notes
Works best on intraday charts that include premarket data (1–15 minute is typical). If the symbol or session settings omit 04:00–09:30 ET prints, EMR high/low will be incomplete. Past session levels and signals are not a guarantee of future results. インジケーター
Gamma PressureGamma Pressure is a composite oscillator that estimates directional buying/selling
pressure in equity-index instruments (ES/MES, NQ/MNQ, SPX, NDX, SPY, QQQ, RUT,
IWM) by blending six independent, purely price/volume/volatility-derived
signals into a single -100 to +100 reading.
**⚠️ Important — read this first:** Gamma Pressure does **not** use options
chain data, open interest, strike-level exposure, or any real dealer
positioning feed. It has no access to that data and makes no claim to. Every
input is ordinary OHLCV price/volume plus one standard, publicly-quoted
volatility index (VIX, VXN, or RVX depending on the chart's symbol) and the
US Dollar Index (DXY) — all pulled the same way any other indicator reads a
second symbol. "Pressure" here means *inferred* pressure from how price,
volume, and implied volatility are behaving, not a measurement of actual
options-dealer hedging flow. Treat it as a momentum/positioning-flavored
composite, not literal gamma exposure.
**How it's derived (in general terms)**
Six signals, each normalized to a -1..+1 range:
1. **Price momentum** — recent directional thrust, scaled by ATR so it reads
consistently across calm and volatile stretches.
2. **Volatility-index slope** — the rate of change in the symbol-appropriate
VIX-family index. Falling implied volatility is treated as a bullish
contribution (consistent with the common pattern of vol compressing as
markets grind higher), rising vol as bearish. This is the closest this
script gets to "options-flavored" input, and it's still just an index
level, not chain data.
3. **Volume flow** — session-cumulative volume, signed by whether each bar
closed above or below its open, with decay so recent bars dominate over
stale ones.
4. **Trend agreement** — two EMA lengths' slopes; when both agree in
direction and magnitude the reading strengthens, when they disagree it
pulls back toward neutral.
5. **Dollar Index pressure** — DXY's slope, sign-flipped, as a cross-asset
risk-on/risk-off cross-check.
6. **Candle conviction** — body-to-range ratio adjusted by relative volume,
i.e. how decisively the current bar closed, weighted by how much volume
backed it.
The six normalized signals are combined as a user-weighted average (every
weight is adjustable — nothing is hard-coded as "the right" calibration),
smoothed, and scaled to the final -100..+100 line. The main plot is a
histogram of the Pressure value; a second line plots its own slope (rate of
change), so you can see both the level and how fast it's building or fading
at a glance.
**Reading it**
- **Zero line** — the basic bias flip point. Above zero = net bullish
pressure by this composite's reckoning, below = net bearish.
- **±50** — a stronger, more sustained reading — most of the six components
are likely agreeing.
- **±80** — an extreme reading. Not an entry trigger by itself — treat it as
"pay attention," often either a continuation or an exhaustion point, and
confirm with your own structure/levels.
**Alerts included:** bullish/bearish zero-cross, strong bull/bear (±50
cross), and extreme bull/bear (beyond ±80).
**Symbol handling:** the script auto-detects which volatility index to
reference based on the chart's symbol (Nasdaq-family → VXN, S&P-family →
VIX, Russell-family → RVX), so it can be dropped on any of the supported
symbols without manual setup. It's built for liquid US equity-index
instruments specifically — the underlying logic (vol-index slope, DXY
cross-check) doesn't carry the same meaning on commodities, forex, or
single-name equities outside that set.
**Bottom line:** this is a transparent, fully-adjustable composite built from
public price, volume, and index data — not a real-time options-flow feed.
Use it as one more lens on directional pressure, not a substitute for actual
market structure or your own risk management.
インジケーター
Advanced Physics Trading System + Analytics Suite Advanced Physics Trading System + Analytics Suite
A Multi-Dimensional Market State Analyzer
Overview
The Advanced Physics Trading System (APTS) is a comprehensive market-state analyzer that applies classical physics principles to price action — velocity, acceleration, force, kinetic and potential energy, mass, temperature, and Shannon entropy. Combined with a full analytics suite (geometry, time symmetry, regime persistence, and situational awareness), it delivers a multi-dimensional view of what the market is actually doing — not just where price is.
Unlike single-indicator tools that fire signals from one rule set, APTS treats the market as a physical system with measurable properties. It reads momentum, exhaustion, coil formation, and regime shifts across five independent dimensions, then ranks the current setup with a single composite score.
Core Concept
The market is a system in motion. Price moves because of force — mass (volume) applied to acceleration (change in velocity). When force fades, energy dissipates and the market coils. When force surges, energy releases and trends accelerate.
APTS formalizes this intuition with eight physics dimensions:
Dimension Physical Meaning Market Interpretation
Velocity Rate of price change (ATR-normalized) Direction and speed of the move
Acceleration Change in velocity Momentum building or fading
Force Mass × Acceleration Real directional pressure
Mass Volume vs. average Conviction behind the move
Kinetic Energy ½ × mass × velocity² Magnitude of motion
Potential Energy Spring-tension from mean Distance from equilibrium
Temperature Smoothed absolute velocity Volatility regime
Entropy Shannon entropy of volume-work Order vs. chaos regime
These feed a five-dimension agreement matrix: velocity, acceleration, force, entropy (order), and volume-work each classify as bullish, bearish, or neutral. The result — netAgreement from −5 to +5 — is the single most diagnostic output of the system.
Timeframe Presets
The system ships with six presets covering every trading style:
Preset Best For Lookback Threshold Behavior
Scalp (5m) 1m–5m scalping 20 Tight filters, high energy threshold
Intraday (15m) 15m intraday 18 Balanced
Swing (1H) 30m–1H swing 14 Default
Swing (4H) 2H–4H swing 14 Wider, cleaner signals
Position (D) Daily position 12 Slowest, highest conviction
Manual Custom tuning user Full override
Auto mode reads the chart timeframe and picks the matching preset automatically — no re-tuning when you switch timeframes.
What the System Produces
1. The Physics Dashboard
A live 13-row panel showing every physics dimension in real time:
Velocity, Acceleration, Force, Volume Work
Entropy, Impulse, Kinetic Energy, Potential Energy
Total Energy, Temperature
Current signal (BUY / SELL / NEUTRAL)
Active preset
Each value is color-coded by direction and magnitude — green for bullish, red for bearish, with intensity reflecting strength.
2. Dimension Agreement Matrix
A 5×2 grid showing each dimension's state:
Bull Agreement — how many of 5 dimensions are bullish (0–5)
Bear Agreement — how many are bearish (0–5)
Net Agreement — bull minus bear, from −5 to +5
When all 5 agree, you have a Full Agreement — the highest-conviction setup the system produces.
3. Physics Geometry
Tracks the size and duration of physics regime flips:
Average height % per flip
Average bars per flip
Efficiency (% move per bar)
Distance to rolling high/low
4. Time Symmetry
Measures whether up-phases last longer than down-phases:
Symmetry ratio > 1.2 — bullish time bias (up moves take longer)
Symmetry ratio < 0.8 — bearish time bias
Between — balanced
5. Regime Persistence
Tracks how stable the current regime is:
Entropy slope — is chaos rising (regime breaking) or falling (stabilizing)?
Compression streak — consecutive quiet flips (coil loading)
Expansion streak — consecutive big flips (breakout action)
Coil status — active or idle
Phase state — velocity and acceleration in agreement or diverging?
6. Situation Table
A single-glance summary with:
Current situation — one of 14 states (Full Agreement, Spring Release, Confirmed Breakout, Exhaustion Top, Coil Formation, Chaotic Regime, etc.)
Plain-English suggestion — actionable context for the setup
Composite score, rank score, agreement count, time symmetry
Physics-Specific Signals
APTS produces signals that don't exist in price-action or momentum-only systems:
Signal Meaning
Coil Formation Kinetic low, potential high — spring loading for a move
Spring Release Coil broke with a force impulse — momentum entry
Exhaustion Top Velocity positive, acceleration negative — momentum fading
Exhaustion Bottom Velocity negative, acceleration positive — reversal forming
Full Agreement All 5 dimensions align — highest conviction
Physics Disagreement Dimensions conflict — reduce size, wait
Phase Transition Velocity and acceleration diverge in sign
Entropy Shift Regime crossed orderly/chaotic boundary
Plus breakout and continuation flags:
Ready Breakout Up / Down
Confirmed Breakout / Breakdown
Continuation Up / Down
Trending Bull / Bear
Scanner Integration
APTS is scanner-ready for TradingView's Pine Screener. It exposes:
10 numeric metrics:
Physics Entropy, Agreement, Geometry %, Time Symmetry
Composite, Rank Score, Compression Streak, Expansion Streak
% To High, % To Low
4 grouped flag outputs (bit-packed for efficiency):
Group 1: Bullish Setups
Group 2: Bearish Setups
Group 3: Warnings / Exhaustion
Group 4: Coil / Regime
Filter on any combination to build custom scans across your watchlist.
Example Scan Recipes
Highest-Conviction Long
text
Flag: Full Agreement = 1
Physics Agreement >= 3
Physics Rank Score > 2.0
Coil Watchlist
text
Flag: Coil Formation = 1
Physics Entropy < 0.7
Immediate Action — Spring Release
text
Flag: Spring Release = 1
Bull Trend with Clean Physics
text
Flag: Trending Bull = 1
Physics Agreement >= 2
Physics Time Symmetry > 1.2
Exhaustion Warnings (Fade)
text
Flag: Exhaustion Top = 1
Physics Agreement >= 2
Chaotic — Avoid
text
Flag: Physics Disagree = 1
Alerts
The system includes 19 alert conditions:
Original signals (3):
Physics Buy / Sell
High Market Entropy
Physics-specific (7):
Coil Formation, Spring Release
Exhaustion Top / Bottom
Full Agreement, Physics Disagreement
Phase Transition
Breakout & continuation (6):
Ready Breakout Up / Down
Confirmed Breakout / Breakdown
Continuation Up / Down
Regime (2):
Trending Bull / Bear
Rank score (2):
Top Bull / Top Bear
All alerts fire on bar close by default for clean signals.
Why This System Is Different
Most indicators answer one question. RSI asks "is it overbought?" MACD asks "is momentum accelerating?" ATR asks "how volatile is it?" Each works within a narrow slice of market reality.
APTS asks eight questions simultaneously — velocity, acceleration, force, kinetic energy, potential energy, entropy, volume-work, and temperature — and then asks "how many of them agree?"
That multi-dimensional agreement is the core value. When five independent physics readings all point the same way, the signal isn't a guess — it's a confirmed state.
Additionally:
The entropy filter separates orderly markets (tradeable) from chaotic ones (avoid)
The coil/release detector finds setups before price breaks out
The exhaustion signals flag momentum fading before reversal
The rank score gives you a single sortable number for scanning
The timeframe presets remove the tuning burden
Who This Is For
Trader Type Fit
Intraday (15m–1H) ✅ Primary user — best signal-to-noise balance
Swing (4H–D) ✅ High-quality, lower-frequency signals
Position (D–W) ✅ Best with a watchlist + scanner
Scalper (1m–5m) ⚠️ Works with Scalp preset but noisy
Price-action purist ❌ Too many metrics — prefers simple charts
Beginner ⚠️ Requires understanding of velocity/energy concepts
Recommended Workflow
Load APTS on your primary trading timeframe (1H or 4H recommended)
Check the Dimension Agreement table — is netAgreement clearly positive or negative?
Look at the Situation table — what state is the market in?
Wait for a specific signal:
Coil Formation → prepare
Spring Release → enter
Full Agreement → highest conviction
Exhaustion → exit
Confirm with physics dashboard — is the reading consistent?
Manage with alerts — set alerts on the 19 conditions and let the system notify you
For multi-symbol scanning:
Run APTS as a weekly or daily scanner across your watchlist
Filter for Group 1: Bullish Setups > 0 or specific bit combinations
Build a shortlist
Drop to a lower timeframe for entry timing
Confirm with the physics dashboard on the entry chart
Limitations & Honest Notes
Best on 1H–Daily. Lower timeframes (1m–5m) become noisy even with the Scalp preset. Weekly is too slow for reliable statistics.
Not a standalone trading system. APTS reads the market — it doesn't manage positions, size trades, or place orders. It's a decision-support tool.
Requires context. The signals are meaningful only when read alongside price action and your own risk framework.
Learning curve. Understanding velocity, acceleration, and entropy takes time. The system is not "one glance and go."
Not a crystal ball. Physics describes what is happening — it doesn't predict the future. It shifts probabilities, not certainties.
Summary
The Advanced Physics Trading System treats the market as a physical system and measures it accordingly. It produces:
5-dimension agreement — the core diagnostic
6 analytics tables — geometry, time, regime, situation
8 physics-specific signals — coil, release, exhaustion, agreement
19 alerts — covering every setup type
10 scanner metrics + 4 grouped flags — filterable in TV Screener
For traders who want to see why the market is moving — not just that it is — APTS delivers a level of market introspection that traditional indicators cannot.
Works on all timeframes. Presets auto-tune for your chart. Scanner-ready for multi-symbol hunting.
Trade with physics. Trade with clarity.
FOR EDUCATIONAL PURPOSES ONLY
NOT A FINANCIAL ADVICE インジケーター
Sattam | Harmonic LabSattam | Harmonic Lab
Sattam | Harmonic Lab is an all-in-one overlay for pattern trading: 30 harmonic and classical pattern families, ready-made entry / targets / stop for every pattern, a live panel that tracks each pattern's progress, a "possible patterns" projection for the developing leg, and higher-timeframe Supply & Demand zones. Every setting is bilingual (English | Arabic).
WHAT IT DETECTS
• Harmonic: Gartley, Butterfly, Bat, Crab, Alternate Bat, Deep Crab, Cypher, Shark, Nen Star, AB=CD, 3-Drive, 5-0, White Swan, Black Swan, Leonardo, Partizan.
• Anti patterns: Anti-Gartley, Anti-Butterfly, Anti-Bat, Anti-Crab, Anti-Shark, Anti-Cypher, Anti-Nen Star.
• Classical: Head & Shoulders, Inverse Head & Shoulders, Double Top, Double Bottom, Ascending / Descending / Symmetrical Triangle.
Patterns are built on confirmed zigzag pivots with a developing D evaluated at bar close. Drawings anchor to past pivots and a detected pattern is never redrawn. Each pattern shows its legs, shaded triangles, measurement guides with ratios, X/A/B/C/D letters, the name at D and a dotted validation zone under D. 3-Drive uses 1/2/3 boxes with extension diagonals; 5-0 uses X–B, A–C and X–D chords.
TRADE LEVELS AND LIFECYCLE
Entry, Target 1, Target 2 and Stop are computed for every pattern (defaults 10% / 40% / 94% of the pattern leg, stop at the validation edge) and drawn to the right of price until Target 1 is reached. Each pattern moves through Pending → Entered → Target 1 → Target 2, or Stopped / Invalidated / Expired. Stopped and invalidated patterns are removed at once; patterns that reached their target stay drawn for the expiry age.
ACTIVE PATTERNS PANEL
One row per active pattern: name, direction, entry, both targets, stop and age in bars, with ✓ marks as levels are reached. Optional lifecycle counters (Found / Entry / T1 / T2 / Stops / Invalid / Expired).
POSSIBLE PATTERNS
When the current leg can still complete a pattern, the projected D line, its zone and a label listing the candidate families with their D ranges (nearest first). Visual only — never part of signals or counters.
SUPPLY & DEMAND ZONES
Built on a timeframe you choose (default 4H) from a confirmed pivot followed by a displacement close beyond ATR; extended to the right and removed once a close invalidates them. Never drawn from the forming higher-timeframe bar.
ALERTS
New pattern, BUY entry, SELL entry, Target 1, Target 2, Stop, Invalidation, Expiry, New Supply Zone, New Demand Zone — plus a dynamic alert template ({ticker} {tf} {pattern} {side} {event} {entry} {t1} {t2} {sl}) for "Any alert() function call". Use "Once per bar close": all signals are computed on closed bars.
SETTINGS (groups)
01 Detection — zigzag period (8), pivot confirmation bars, nested XABCD search, candidate cap, error rate % (8), min/max pattern bars, minimum height, direction, session, max new patterns per bar, max active patterns, same-pattern blocking, expiry age, two-sided extreme bar handling.
02 Pattern families — a switch per family, Cypher minimum XC/XA, classical symmetry tolerance, H&S rules (skipped waves, pivots after the right shoulder, shoulder difference), triangle options, AB=CD time filter and tolerances.
03 Entry and targets — level basis, entry / T1 / T2 percentages, finish at T1 or T2, reward/risk targets, entry trigger (close confirmation or high/low touch).
04 Stop and validation — stop mode (zone / manual % / break-even / trailing), band padding, invalidation source, entry-side filter, validation style.
05 Appearance — draw patterns, letters, ratios, levels, validation zones, shading and transparency, palette (classic or by direction), text size, guides, line widths and styles, projection length, only active patterns, keep last pattern, maximum patterns drawn (6), completed patterns retained.
06 Projection — show nearest possible D zone, display mode, families listed, direction, colors, line width and style, prediction PRZ, Cypher forecast preference.
07 Panels — active patterns panel, lifecycle counters, size, position, alignment, colors, detection start date.
08 Alerts — event switches and the dynamic template.
09 Supply & Demand — enable, zone timeframe, pivot length, sensitivity, displacement window, width, offset, max zones per side, hide invalidated zones, colors, midline style, timeframe label.
NOTES
• Pivots need bars after them to confirm, so a pattern appears one or more bars after D completes.
• The panel and counters are not a backtest and do not represent trading performance.
• Not financial advice.
EXAMPLES
Several families on one chart:
Leonardo with a possible-patterns label:
Alternate Bat with En / T1 / T2 / SL and the panel:
Double Bottom and Symmetrical Triangle:
3-Drive and 5-0:
AB=CD completing inside a 4H demand zone:
Double Top with four possible patterns:
------------------------------------------------------------
Harmonic Lab
مؤشر متكامل لتداول الأنماط: 30 عائلة هارمونيك وكلاسيكية، مستويات دخول وأهداف ووقف جاهزة لكل نمط، لوحة حيّة تتابع تقدّم كل نمط، توقّع «الأنماط المحتملة» للموجة الجارية، ومناطق عرض وطلب من فاصل أعلى. كل الإعدادات ثنائية اللغة (English | عربي).
ما يكتشفه
• الهارمونيك: Gartley، Butterfly، Bat، Crab، Alternate Bat، Deep Crab، Cypher، Shark، Nen Star، AB=CD، 3-Drive، 5-0، White Swan، Black Swan، Leonardo، Partizan.
• الأنماط المعاكسة: Anti-Gartley، Anti-Butterfly، Anti-Bat، Anti-Crab، Anti-Shark، Anti-Cypher، Anti-Nen Star.
• الكلاسيكية: الرأس والكتفين ومعكوسه، القمة المزدوجة، القاع المزدوج، المثلث الصاعد والهابط والمتماثل.
تُبنى الأنماط على محاور زجزاج مؤكدة مع نقطة D نامية تُختبر عند إغلاق الشمعة. الرسم يُثبَّت على المحاور السابقة ولا يُعاد رسم النمط بعد اكتشافه. لكل نمط أضلاعه ومثلثاته المظلّلة وأدلة القياس بالنِّسَب وحروف X/A/B/C/D والاسم عند D ومنطقة تحقق منقّطة تحت D. 3-Drive بأرقام 1/2/3 وقطري امتداد؛ 5-0 بأوتار X–B وA–C وX–D.
المستويات ودورة الحياة
دخول وهدف أول وهدف ثانٍ ووقف تُحسب لكل نمط (افتراضيًا 10% / 40% / 94% من ضلع النمط، والوقف عند حافة منطقة التحقق) وتُرسم يمين السعر حتى بلوغ الهدف الأول. ينتقل النمط بين: قيد الانتظار ← دخل ← الهدف 1 ← الهدف 2، أو وقف / إبطال / انتهاء. الموقوف والمُبطل يُزال فورًا، والذي حقق هدفه يبقى مرسومًا حتى عمر الانتهاء.
لوحة الأنماط النشطة
صف لكل نمط نشط: الاسم، الاتجاه، الدخول، الهدفان، الوقف، وعمره بالشموع، مع ✓ عند تحقق كل مستوى. اختياريًا عدّادات دورة الحياة (Found / Entry / T1 / T2 / Stops / Invalid / Expired).
الأنماط المحتملة
حين تكون الموجة الجارية مرشحة لإكمال نمط، يُعرض خط D المتوقع ومنطقته وملصق يسرد العائلات المحتملة ونطاق D لكل منها بالأقرب أولًا. توقع بصري فقط — لا يدخل في الإشارات أو العدّادات.
مناطق العرض والطلب
تُبنى على الفاصل الذي تختاره (افتراضي 4 ساعات) من محور مؤكد يليه إغلاق بإزاحة تتجاوز ATR؛ تمتد يمينًا وتُحذف عند إبطالها بإغلاق. لا تُرسم من شمعة الفاصل الأعلى الجارية.
التنبيهات
نمط جديد، دخول شراء، دخول بيع، الهدف الأول، الهدف الثاني، الوقف، الإبطال، الانتهاء، منطقة عرض جديدة، منطقة طلب جديدة — إضافة إلى قالب تنبيه ديناميكي ({ticker} {tf} {pattern} {side} {event} {entry} {t1} {t2} {sl}) مع "Any alert() function call". اختر «Once per bar close» لأن كل الإشارات تُحتسب عند الإغلاق.
الإعدادات (المجموعات)
01 الاكتشاف — فترة الزجزاج (8)، شموع تأكيد المحور، البحث المتداخل، سقف المرشحين، نسبة الخطأ % (8)، أقل/أقصى شموع للنمط، أقل ارتفاع، الاتجاه، الجلسة، أقصى أنماط جديدة لكل شمعة، أقصى أنماط نشطة، منع تكرار النمط، عمر الانتهاء، معالجة الشمعة ثنائية الطرف.
02 عائلات الأنماط — مفتاح لكل عائلة، أدنى XC/XA لسايفر، سماحية تماثل الكلاسيكية، قواعد الرأس والكتفين (الموجات المتخطاة، المحاور بعد الكتف الأيمن، فرق الكتفين)، خيارات المثلث، فلتر زمن AB=CD وسماحياته.
03 الدخول والأهداف — أساس المستويات، نِسَب الدخول / الهدف 1 / الهدف 2، الإنهاء عند الهدف 1 أو 2، الأهداف بالعائد/المخاطرة، مُحفّز الدخول (تأكيد الإغلاق أو لمس القمة/القاع).
04 الوقف والتحقق — وضع الوقف (منطقة / يدوي % / تعادل / متحرك)، حشو النطاق، مصدر الإبطال، فلتر جهة الدخول، نمط خط التحقق.
05 المظهر — رسم الأنماط، الحروف، النِّسَب، المستويات، مناطق التحقق، التظليل وشفافيته، الألوان (كلاسيكية أو بالاتجاه)، حجم النص، الأدلة، سُمك الخطوط وأنماطها، امتداد المستويات، الأنماط النشطة فقط، إبقاء آخر نمط، أقصى أنماط مرسومة (6)، الأنماط المنتهية المُبقاة.
06 التوقع — إظهار أقرب منطقة D محتملة، وضع العرض، عدد العائلات في الملصق، الاتجاه، الألوان، عرض الخط ونمطه، منطقة PRZ، تفضيل توقع سايفر.
07 اللوحات — لوحة الأنماط النشطة، عدّادات دورة الحياة، الحجم، الموضع، المحاذاة، الألوان، تاريخ بدء الاكتشاف.
08 التنبيهات — مفاتيح الأحداث والقالب الديناميكي.
09 العرض والطلب — التفعيل، فاصل المناطق، طول المحور، الحساسية، نافذة الإزاحة، العرض، الامتداد، أقصى مناطق لكل جهة، إخفاء المُبطل، الألوان، نمط خط المنتصف، ملصق الفاصل.
ملاحظات
• المحاور تحتاج شموعًا بعدها لتتأكد، فيظهر النمط بعد اكتمال D بشمعة أو أكثر.
• اللوحة والعدّادات ليسا اختبارًا رجعيًا ولا يمثّلان أداءً تجاريًا.
• ليس توصية مالية.
インジケーター
Linear Regression Channel Visible Range Volume ProfileLR Channel VRVP — Linear Regression Channel + Visible Range Volume Profile
A multi-factor overlay that blends Linear-Regression-smoothed candles with a true Visible-Range Volume Profile, a statistical mean channel, Bollinger Band %, adaptive percentile bands, and auto-merging pivot Support/Resistance. Designed for traders who want a single clean visual that answers four questions at once: (1) Where is price relative to its statistical envelope? (2) Where has volume actually traded? (3) Where has the market accepted or rejected value? (4) Where are the extremes that are outside the standard deviation?
⚠️ Important note on the Volume Profile zone labels
The 68.2% and 95.45% Volume Profile zones are volume-coverage thresholds inspired by the 1σ/2σ probabilities of a normal distribution; they are not calculated standard deviations of the volume distribution. They are just shown as an analog representation of standard deviation.
The Volume Profile is not assumed to be normally distributed. The "±1σ" and "±2σ" labels are used as convenient shorthand because the 68.2% and 95.45% coverage percentages correspond to the familiar 1σ and 2σ bands of a Gaussian or Bell Curve. The actual values are computed by expanding outward from the POC until the specified percentage of traded volume is captured — a purely empirical calculation that makes no distributional assumption.
🔹 What's on the chart
Linear Regression Candles
The candles you see are not raw OHLC. Each of the four price points (open, high, low, close) is independently smoothed by a rolling linear regression over N bars (default 20). This removes intrabar noise while preserving the underlying trend slope, and produces candles whose shape reflects the smoothed market rather than the last tick.
Doji detection runs on the smoothed values: a candle is a doji when its body is ≤ 8% of its range and both upper and lower wicks are larger than the body. Dojis frequently appear at regression inflection points. On the chart, they are represented as yellow candles.
Static Mean Channel
A simple SMA(length) ± 2 × stdev(length) envelope (default 50). This is your statistical "normal" range. Price inside the channel = rotation. Price outside = extension. The channel fill is colored by regime (see below).
Visible-Range Volume Profile (right edge)
On every realtime tick the script rebuilds a volume profile across the currently visible bars. Each bar's volume is split into an up-volume / down-volume proxy based on whether the bar closed above or below its open, then distributed into price bins proportionally to the overlap between the bar's range and each bin. This is a proxy, not a true bid/ask tape read — it uses candle direction as a stand-in for aggressive buying vs. selling.
Three nested volume-coverage zones are drawn:
POC — Point of Control, the single bin with the highest traded volume. Solid yellow line extending left. The POC is a highest-volume price / acceptance reference, not a "fair value" in any valuation sense.
68.2% Value Area (VAH / VAL 34.1%) — dashed white lines. The volume-weighted band that captures 68.2% of traded volume around the POC. Comparable to a ±1σ analogy.
95.45% Extended Value Area (±47.7%) — solid purple lines. The band that captures 95.45% of traded volume around the POC. Comparable to a ±2σ analogy. I personally like to enter my trades at or outside of this area.
Bars outside the 95.45% zone are painted red to mark thinly traded / low-acceptance areas — price levels where the market spent little time and may be more prone to fast traversal. This is a low-acceptance highlight, not a proof of rejection.
Percentile Nearest Rank Bands
Symmetric grey dotted lines at mean ± PNR(|close − mean|, N). Unlike stdev bands, PNR uses the actual empirical distribution of price deviations, so it does not assume normality. On trending instruments this gives a much more honest "extreme" reading of price moves.
Support / Resistance (pivot-based, auto-merging)
Swing highs and lows are detected with a configurable lookback. When a new pivot lands within 0.5 × ATR of an existing level, the two are averaged into a single line instead of drawing a redundant one. Oldest levels are trimmed past the configured cap so the chart stays readable.
🔹 Candle colors — what each one means
🟢 Green (default bull) - Smoothed close > smoothed open, and LinReg close is inside the mean channel. Indicates a normal bullish bar in a neutral/slightly-bullish regime.
🔴 Red (default bear) - Smoothed close ≤ smoothed open and LinReg close is inside the mean channel. Indicates a normal bearish bar in a neutral/slightly-bearish regime.
🔵 Blue - LinReg close > upper band (bull bar) or LinReg close < lower band (bear bar). Indicates price has extended beyond the mean channel — early warning of a stretched move.
🟡 Yellow - Doji (body ≤ 8% of range with wicks on both sides) indecision. Often marks regression inflection points. Overrides all other colors.
🟦 Cyan (customizable) - Bollinger %B > 1, RSI overbought and price is outside both outer bands of the channels — or the mirror condition on the downside. These fully align three extreme conditions: oscillator stretched, price outside mean channel, price outside empirical PNR band. This is the strongest "everything is stretched" state. Dojis still override it.
Color priority (highest wins):
Doji → yellow
Extreme override enabled & condition met → cyan
LinReg close outside mean channel → blue
Otherwise → green / red
🔹 Background colors — what each one means:
🟩 Green vertical band ("Buy Zone BG") = Bollinger %B < 0 AND RSI < oversold threshold (30/40 depending on channel length). Price is trading below the lower Bollinger band and RSI confirms oversold. A classic mean-reversion / accumulation context.
🟥 Red vertical band ("Sell Zone BG") = Bollinger %B > 1 and RSI > overbought threshold (60/70 depending on channel length). Price is trading above the upper Bollinger band and RSI confirms overbought. Classic distribution / exhaustion context.
🟪 Purple vertical band ("Prime Accumulation Zone") where the BB% and RSI are both oversold threshold = Rare triple-confirmation zone: trend momentum is elevated in both directions, %B is depressed, and RSI is oversold. Marks high-conviction accumulation setups.
🟥 Dark red vertical band ("Prime Distribution Zone") = Percentile, Bollinger %B and RSI overbought threshold (Mirror of the above). High-conviction distribution / exhaustion setups.
The red and green backgrounds are frequent — they mark every overbought/oversold reading. The purple and dark-red backgrounds are rare and should be treated as elevated-conviction signals.
🔹 Channel fill color
The area between the upper and lower mean-channel bands is filled, and the fill changes color to reflect the current regime:
Channel Fill color
🟢 Green (translucent) = Price above mean and %B above its own average. Bullish regime — buyers in control.
🔴 Red (translucent) = Price below mean or %B below its own average. Bearish / neutral regime — sellers in control.
⚪ White (translucent) = Bollinger %B > 1 or %B < 0. Extreme regime — oscillator has broken out of its own band.
🔹 Volume Profile colors
Up-volume bars (inside VA) - Teal = Volume from bars closing above open — up-volume proxy
Down-volume bars (inside VA) - Orange = Volume from bars closing below open — down-volume proxy.
Bars outside 95.45% zone - Red = Thinly traded / low-acceptance area — possible rejection zone.
POC line - Yellow = Point of Control — highest-volume price / acceptance reference.
±1σ analogy (68.2% VA) - White dashed = 68.2% volume-coverage boundary.
±2σ analogy (95.45% EVA) - Purple solid = 95.45% volume-coverage boundary.
PNR bands - Grey dotted = Empirical percentile envelope around the mean.
🔹 How to read it
Start with the profile. POC = highest-volume price / acceptance reference. The 68.2% zone = normal rotation area. The 95.45% zone = the wider coverage band. Red bars = low-acceptance areas where price moved quickly and may do so again.
Check the fill. Green fill = bullish regime; red = bearish; white = stretched oscillator.
Look for candle confluence. A cyan candle appearing at or beyond the 95.45% VP boundary, near a pivot S/R level, and inside a purple background is the highest-probability reversal context this script identifies.
Use the backgrounds as context, not triggers. Green/red bands fire frequently and are noisy alone. Purple/dark-red bands are rare and pair well with a cyan candle and a structural level.
Trend direction comes from the slope of the smoothed candles and their position relative to the mean channel — not from any single bar.
🔹 Inputs reference and controls
Linear Regression Candles - LinReg period, doji sensitivity
Static Mean Channel - SMA length (also drives RSI and PNR length)
Percentile Nearest Rank - Sensitivity threshold (default 85)
Volume Profile - Rows, width, VA %, history depth, up/down colors, outside-95.45% color, label toggle, line-extension toggle.
Support & Resistance - Pivot lookback, max levels per side, ATR merge tolerance, line width, color, label toggle.
Extreme Oscillator - Candle Color, Enable toggle, custom color.
🔹 Notes & caveats
The Volume Profile reflects the currently visible chart range. Scroll or zoom and it redraws.
The profile recomputes on every realtime tick. Initial load on long-history charts may take a moment.
The 68.2% and 95.45% zones are volume-coverage thresholds, not calculated standard deviations of the volume distribution. The ±1σ / ±2σ labels are an analogy only.
Up-volume / down-volume is a candle-direction proxy, not a true bid/ask tape classification.
"Rejected" / "low-acceptance" areas are potential rejection zones, not confirmed ones — the profile shows where volume was thin, and thin areas are prone to fast traversal, not guaranteed to reverse.
Alerts are provided for the extreme-oscillator conditions (upper and lower).
This indicator is a contextual / analytical tool. It does not generate buy/sell signals.
Pair with a separate momentum oscillator pane if you want confirmation timing.
🔹 Credits
Built with Pine Script v6 using built-in ta.* functions. Logic is original. Feedback welcome. インジケーター
SuperTrend Regime Confluence📊 SUPERTREND REGIME CONFLUENCE
A trend-following strategy combining a volatility-adaptive SuperTrend with a
market-regime classifier and a five-factor confluence filter.
The three components aren't stacked arbitrarily. Each one fixes a specific,
well-known weakness of the others, which is why they're combined into a single
tool rather than used separately.
🧩 WHY THESE COMPONENTS ARE COMBINED
A standard SuperTrend has two weaknesses:
- Fixed ATR multiplier: too tight in volatile markets (premature flips), too
wide in quiet trends.
- It flips on every crossover regardless of conditions, causing whipsaws in
sideways markets.
This strategy addresses both:
1️⃣ Regime detection adapts the band.
An ADX plus ATR-ratio classifier labels each bar Trending, Volatile, or Ranging.
In Volatile conditions the multiplier widens (fewer false flips during
expansion); in Ranging conditions it tightens. The band reacts to conditions
instead of using one fixed setting.
2️⃣ The regime filter removes the worst environment.
Entries during the Ranging regime (where trend-following bleeds) can be skipped
entirely.
3️⃣ The confluence score gates each flip.
Rather than trading every SuperTrend flip, each candidate entry is scored 0 to
100. Only flips clearing a minimum score are taken.
Together: the classifier makes the band adaptive, the regime filter removes the
setting where the signal fails, and the score removes the weakest signals. Each
piece compensates for a limitation of the SuperTrend it's built on.
🧮 THE CONFLUENCE SCORE (rules-based, not machine learning)
A plain weighted sum of five factors, each contributing fixed points. It is
fully deterministic and documented in the code. No model, no training, no black
box:
- Volume surge (0 to 20): entry-bar volume vs its moving average
- Displacement (0 to 25): distance price moved beyond the band, in ATR units
- Trend alignment (0 to 20): signal direction vs a longer EMA
- Regime quality (0 to 15): more points in a clean Trending regime
- Prior distance (0 to 20): how far price held from the band before the flip
The sum (capped at 100) must exceed the Min Signal Score input to trigger entry.
🛡️ RISK MANAGEMENT AND SIZING
- Risk-based sizing: each position is sized so a stop-out risks a fixed percent
of equity.
- Capped at 90% of equity: no leverage, always a margin buffer (no liquidations).
- Selectable stops (ATR, Percent, or SuperTrend flip) and take-profits
(Risk:Reward, Percent, or None).
- Optional EMA filter, volume filter, entry cooldown, and long/short toggles.
- Default risk sits within TradingView's suggested 5 to 10 percent band. Lower it
for a more conservative profile.
⚙️ DEFAULT SETTINGS (as shown)
BTCUSDT, 4H, 6% risk per trade.
ATR length 10, base multiplier 3, regime lookback 40, ADX 14, ADX threshold 20.
Trend EMA 50, min signal score 65, ATR stop 6x, risk:reward 2.5, cooldown 5 bars.
Commission 0.06%, slippage 2 ticks.
Backtest shown: Jan 2020 to Sep 2026. Return +824%, max drawdown 24.55%, profit
factor 1.80, win rate 46.4%, 168 trades.
⚠️ NOTES ON USE
This is a trend-following system, so it performs best on instruments that trend
and expand in volatility. Expect drawdowns and losing streaks during extended
sideways periods, which is inherent to the approach.
Results shown are a historical backtest on a single instrument and do not
indicate future performance. Test on your own instrument, timeframe, and cost
assumptions before use. This is not financial advice. ストラテジー
ICT Daily Liquidity Sweep [PineGen AI]ICT Daily Liquidity Sweep
OVERVIEW
This strategy trades liquidity sweeps in the style of ICT (Inner Circle Trader) concepts. It marks the Asian session range each day, then looks for price to sweep above or below that range — or above/below the previous day's high/low — and reverse back inside it. A sweep followed by a close back inside the range is treated as a potential liquidity grab, and the strategy enters in the direction of the reversal.
Entries are only considered during a configurable time window (London/NY hours by default), which is when these liquidity-sweep setups are most commonly discussed in ICT-based trading approaches.
HOW IT WORKS
Asian range: the script tracks the high and low of the Asian session (00:00–08:00 UTC by default, adjustable) and locks the range once the session ends.
Sweep detection: a long setup requires price to trade below the Asian low or the previous day's low and close back above it within the trading window. A short setup is the mirror condition against the Asian high or previous day's high.
Risk and exits: stop-loss is placed beyond the sweep wick with a configurable buffer. Two take-profit levels are set at user-defined risk-reward multiples (TP1 partial close, TP2 full close). A hard time-based exit closes any open position at a configurable hour to avoid holding through low-liquidity periods.
Position sizing: quantity is calculated from account equity and a user-defined risk percentage per trade, not a fixed lot size.
SETTINGS
SL Buffer (pips) — distance beyond the sweep wick for the stop
Risk % — percentage of equity risked per trade, used to size position
TP1 / TP2 R:R — take-profit distances as a multiple of initial risk
TP1 Close % — portion of the position closed at TP1
Window Start / End (UTC) — the hours during which new entries are allowed
Labels / Session backgrounds — visual toggles only, no effect on signals
BACKTEST ASSUMPTIONS
Default backtest settings use a starting capital of 10,000, 10% of equity per trade, a 0.01% commission per side, and 2 ticks of slippage. These are configurable in the Properties tab and should be adjusted to match your actual broker/instrument costs before drawing conclusions from the results — commission and slippage assumptions materially affect strategy performance, especially on lower timeframes.
IMPORTANT NOTES
This strategy does not repaint — orders are processed on bar close and higher-timeframe data is pulled with lookahead disabled. Backtest results are hypothetical and do not account for real-world factors such as latency, partial fills, or changing market conditions, and past performance is not indicative of future results. This script is provided for educational purposes and is not financial advice. Always forward-test on a demo account before considering live use, and adjust the commission/slippage settings to reflect your actual trading costs. ストラテジー
EMA (Exponential Moving Average) by PARTHTRADERALERTSEMA (Exponential Moving Average) by PARTHTRADERALERTS
This is a clean and simple Multi EMA indicator designed for Price Action and Trend Trading.
What is EMA?
Exponential Moving Average (EMA) gives more weight to recent price, so it reacts faster than SMA. Perfect for intraday and swing trading.
Features in this Indicator:
✅ 6 EMAs in one indicator - 9, 11, 45, 30, 50, 100
✅ Default ON: EMA 9 (RED), EMA 11 (GREEN), EMA 45 (MAGENTA)
✅ Default OFF: EMA 30, 50, 100 - You can enable from settings
✅ Fully Customizable: You can change Length, Color, Width, Source
✅ Clean Chart: No extra boxes, no repaint, overlay fixed on price
✅ Works on All Markets: Stocks, Nifty, BankNifty, Crypto, Forex, Commodity
How to Use This Strategy?
1. TREND IDENTIFICATION: If price is above EMA 45, trend is UP. If below, trend is DOWN.
2. ENTRY SIGNAL (9/11 Crossover): When EMA 9 crosses above EMA 11 = Buy Signal. When EMA 9 crosses below EMA 11 = Sell Signal.
3. STRONG CONFIRMATION: Take buy trade only when Price > EMA 9 > EMA 11 > EMA 45. Opposite for sell.
4. STOP LOSS: Use EMA 45 as a trailing stop loss for swing trades.
Best Timeframe: 5 Min, 15 Min, 1 Hour, Daily
This indicator is made for beginners and pro traders who want a clean EMA setup without clutter.
Disclaimer: This is only for educational purpose. Do your own analysis before taking any trade.
#EMA #ExponentialMovingAverage #PARTHTRADERALERTS
#MovingAverage #Nifty #BankNifty #Crypto #Forex #Commodity
インジケーター
BB Fill + Visible-Range Fib Retracement# BB Fill + Visible-Range Fib Retracement
A 2-in-1 Pine Script indicator that bundles a **Bollinger Bands volatility fill** and a **visible-range Fibonacci retracement** into a single script. If your TradingView plan limits the number of indicators you can have on a chart at once, this lets you get both tools for the price of one indicator slot.
## Bollinger Bands (grey fill)
Standard Bollinger Bands math is used under the hood:
- **Basis** = Simple Moving Average (SMA) of the source over the chosen length.
- **Upper band** = Basis + (StdDev of source over the length × multiplier).
- **Lower band** = Basis − (StdDev of source over the length × multiplier).
Unlike a typical BB indicator, the basis, upper, and lower lines are **not drawn**. Only the shaded area between the upper and lower bands is visible, giving a quick, uncluttered read on volatility/price range without adding extra lines to your chart.
**Inputs:**
- **BB Length** (default `20`) — number of bars used for the moving average and standard deviation.
- **BB Source** (default `close`) — price series the calculation is based on.
- **BB StdDev Multiplier** (default `2.0`) — how many standard deviations the bands extend from the basis.
- **BB Fill Color** (default grey) — color of the shaded band.
- **BB Fill Transparency %** (default `85`) — how transparent the shading is (higher = more transparent/subtle).
## Visible-Range Fibonacci Retracement
This tool automatically scans the bars **currently visible on your screen** to find the highest high and the lowest low, then draws the standard Fibonacci retracement levels between them:
`0, 0.236, 0.382, 0.5, 0.618, 0.786, 1`
The retracement direction is auto-detected: if the low occurred before the high in the visible range, it's treated as an uptrend (levels retrace down from the high); otherwise it's treated as a downtrend (levels retrace up from the low). Each level is drawn as a horizontal line spanning the visible range, with an optional price label at the right edge showing the level ratio and its price.
**Inputs:**
- **Show Fib Retracement** — toggles the fib lines on/off.
- **Show Fib Price Labels** — toggles the price labels next to each fib line on/off.
**Important behavior to understand:** the lines update to reflect the highest high/lowest low of whatever range you're viewing when you scroll or zoom the chart, but Pine Script only allows a script to redraw on the arrival of new bar/tick data or when the chart is reloaded — not on every scroll/zoom gesture by itself. In practice this means the levels catch up shortly after you stop interacting with the chart (or on the next price update), rather than tracking your viewport in real time. Because of this, the tool is a **discretionary visual aid** meant for manual chart reading, not a deterministic signal — it should not be used as input to automated strategies or backtests, since its output depends on your current viewport rather than a fixed, reproducible calculation.
## How to use
- Use the grey BB fill as quick visual context for current volatility — a wide band suggests an expansive/volatile market, a narrow band suggests consolidation.
- Use the fib levels as an on-the-fly support/resistance reference for whatever swing high/low is currently in view — zoom or scroll to the price range you care about, let the chart refresh, and read the levels as potential reaction zones.
- Combine both: watch for price reacting near a fib level while inside or near the BB shaded zone for added confluence.
## Settings summary
| Input | Default | Description |
|---|---|---|
| BB Length | 20 | Number of bars for the SMA basis and standard deviation. |
| BB Source | close | Price series used for the Bollinger Bands calculation. |
| BB StdDev Multiplier | 2.0 | Multiplier applied to standard deviation to set band width. |
| BB Fill Color | grey | Color of the shaded area between the bands. |
| BB Fill Transparency (%) | 85 | Transparency of the BB shading. |
| Show Fib Retracement | true | Toggles drawing of the fib retracement lines. |
| Show Fib Price Labels | true | Toggles price labels next to each fib line. |
## Limitations
- The fib retracement only redraws when new bar/tick data arrives or the chart reloads — it does not update live as you scroll or zoom, due to a Pine Script platform limitation.
- Not intended for automated strategy logic or backtesting: the visible-range calculation is viewport-dependent and not deterministic across runs.
- The script keeps an internal history array of bar times/highs/lows that grows as the chart's loaded history grows, which can add a small amount of memory/processing overhead on very long chart histories.
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Last updated (UTC): 2026-09-13 08:41:01 UTC
インジケーター
PVSRA Auto [PhantomCipher]PVSRA Auto
PVSRA Auto colours volume by how unusual it is, using the PVSRA (Price, Volume, Support and Resistance Analysis) method. Candles with unusually high volume, often called "vector candles", stand out from ordinary ones, so you can see where larger participants may be active.
SNAPSHOT: a 15m chart with the indicator in its pane, showing green, red, blue and fuchsia vector volume among grey normal volume
Shown on the 15-minute chart
The snapshots use the 15-minute timeframe. The indicator works on any timeframe, because each candle is always compared with the 10 candles before it on the same chart.
How it works
Each candle's volume is compared with the average volume of the previous 10 candles:
Peak (200%): volume is at least twice that average, or volume multiplied by the candle's range (high minus low) is the highest of the last 10 candles. Green for bullish, red for bearish.
Rising (150%): volume is at least 1.5 times that average. Blue for bullish, fuchsia for bearish.
Normal: everything else. Light grey for bullish, dark grey for bearish.
A candle counts as bullish when it closes above its open, and bearish otherwise.
The two tests behind a Peak candle:
volume >= averageVolume * 2 or volume * (high - low) >= highest10_hl_weightedVolume
SNAPSHOT: a 15m close-up of a Peak vector candle, with its volume column and candle colour side by side
Volume Source Settings
Use Vol of the equivalent BINANCE PERP Chart: on by default. On crypto symbols, the indicator reads volume and prices from the matching Binance perpetual (for example BINANCE:BTCUSDT.P), which usually has deeper volume than a single spot exchange. If that perpetual doesn't exist, it uses the chart's own data.
Force Symbol: off by default. When checked, every calculation uses the symbol you pick instead, on any market.
Candle Colours
Set PVSRA candle colours on chart: off by default. When checked, the chart's candles take the same colours as the volume columns. Turning off candle borders in the chart settings makes the colours easier to read.
All six colours (Peak, Rising and Normal, each bullish and bearish) can be changed in the same section.
Alerts
Any Vector Candle
Any Volume Peak(200%) Vector Candle
Any Volume Rising(150%) Vector Candle
Volume Peak(200%) Bullish / Bearish Vector Candle
Volume Rising(150%) Bullish / Bearish Vector Candle
Create alerts with Once Per Bar Close . Volume keeps building while a candle is open, so a candle can become a vector candle, or change class, before it closes.
Limitations
When volume comes from a Binance perpetual or a forced symbol, the colours describe that market's volume and candle direction, which can differ slightly from the chart you're viewing.
The symbol, or the source it reads from, must have volume data.
Example chart: BYBIT:BTCUSDT.P
This indicator highlights unusual volume. It's not a trading signal on its own, so combine it with your own analysis and risk management.
インジケーター
SMA20 Tail Reversal📌 Description:
The SMA20 Tail Reversal indicator is an upgraded, highly customizable tool designed to identify high-probability counter-trend reversals. Rather than signaling every minor pullback, this advanced version filters for stronger confirmation by tracking consecutive signals and requiring a "Higher Low" structure before triggering a "Strong Buy."
📌 What's New & Different from the Previous Version (SMA7 to SMA20):
Customizable Inputs: You can now adjust the SMA Length (default 20), Volume SMA Length, and Wick Ratio Threshold directly in the settings without editing the code.
Trend Shift (SMA7 → SMA20): The default moving average has been expanded to 20, filtering out market noise and focusing on more significant structural divergences.
Stricter Wick Condition: The default wick ratio has been tightened from 50% to 10% (0.1), ensuring only the cleanest, most decisive candles are considered.
"Strong Buy" & Higher Low Logic (Major Update): The script no longer prints every single signal. Instead, it internally tracks base signals. A Strong Buy is only triggered if the current base buy signal forms a higher low than the previous base buy signal.
Visual Overhaul: Bar coloring and the dotted connecting line have been completely removed for a cleaner chart. Signals are now displayed as highly visible "★ BUY" labels below the triggering candle.
Alerts Added: Built-in alerts allow traders to receive notifications exactly when a "Strong Buy" (consecutive & higher low) occurs.
📌 How It Works:
1. Moving Average & Volume Filters:
Calculates a Simple Moving Average (SMA) of length 20 (adjustable) as the primary threshold.
Requires the current candle's volume to be higher than the 20-period volume SMA.
2. Strict Candle Classification:
Bullish Candle: Close > Open, and the upper wick is extremely small (less than 10% of the body size by default).
Bearish Candle: Close < Open, and the lower wick is extremely small.
3. Base Signal Generation (Internal):
Base Long: High & Low are strictly below the SMA20 + Volume condition met + Bullish Candle detected.
Base Short: High & Low are strictly above the SMA20 + Volume condition met + Bearish Candle detected (used internally to break buy flows).
4. Consecutive Signal Confirmation:
When a Base Long occurs, the script checks the previous signal. If the previous signal was also a Base Long, and the current candle's low is higher than the previous signal's low, it confirms a Strong Buy.
📌 Visual Representation:
Blue Cross Shape (★ BUY): Appears below the candle only when the strict "Strong Buy" (Higher Low) conditions are met. (You can toggle this visibility in the settings).
📌 Usage:
Best applied to find exhaustion in downtrends where price has detached from the SMA20 and is beginning to form higher lows.
Designed to reduce false positives by requiring secondary confirmation (a consecutive setup with a higher low) rather than jumping in on the very first dip.
Can be hooked up to automated trading bots or mobile notifications using the built-in alert system. インジケーター
Volume Delta [PhantomCipher]Volume Delta
Volume Delta shows each candle's volume together with an estimate of whether buyers or sellers were in control of it. The delta (buying volume minus selling volume) is drawn inside the volume column, so you can compare the two at a glance.
SNAPSHOT: a 15m chart with the indicator in its pane, showing volume columns with delta columns inside them
Shown on the 15-minute chart
The snapshots use the 15-minute timeframe. On that chart, each candle's delta is built from its fifteen 1-minute candles, which gives enough detail to separate real buying or selling pressure from noise while staying readable.
How it works
Volume column: the full volume of the candle. It's green when the candle closed at or above its open and red when it closed below.
Delta column: drawn inside the volume column. Its height is the size of the delta, and its colour is the side that won: green when buying volume was greater and red when selling volume was greater.
How delta is estimated: each candle is broken into smaller candles from a lower timeframe. The volume of each smaller candle is counted as buying or selling according to its direction, and the delta is the difference between the two totals.
A large delta column means one side clearly dominated the candle. A small one inside a tall volume column means buying and selling were close to balanced, even though a lot traded.
Lower timeframe used
Seconds charts: 1 second
Minute and hour charts, including 15m: 1 minute
Daily charts: 5 minutes
Weekly and monthly charts: 1 hour
The lower timeframe is picked for you from the chart's timeframe:
= ta.requestVolumeDelta(lowerTimeframe)
SNAPSHOT: a 15m close-up where a tall volume column has a small delta column, next to one where the delta fills most of the column
Settings
Render Mode: Delta Highlight (default) draws volume with the delta inside it. Standard draws volume columns only.
Limitations
Delta is an estimate built from lower-timeframe candles, not from individual trades, so it can differ from order-flow tools that use tick data.
TradingView limits how much lower-timeframe data a script can load, so delta may be missing on older candles, especially on higher timeframes.
The symbol must have volume data. If the data vendor provides none, the indicator shows an error instead of an empty pane.
Example chart: BYBIT:BTCUSDT.P
This indicator estimates buying and selling pressure. It's not a trading signal on its own, so combine it with your own analysis and risk management.
インジケーター
Bitcoin CME Gaps [PhantomCipher]Bitcoin CME Gaps
Bitcoin trades around the clock, but CME Bitcoin futures stop trading over the weekend. When CME reopens, its chart often opens away from Friday's close, leaving a "CME gap". This indicator draws the CME closing level on your Bitcoin chart for the whole weekend, so you can see how far price has moved from it while CME is closed.
SNAPSHOT: a 15m Bitcoin chart over one weekend, with the blue CME line and the shading between it and price
Recommended timeframe: 15 minutes
The weekend window is worked out from each candle's opening time, so the line needs candles small enough to start when CME closes and end when it reopens. The 15-minute chart is what this indicator is designed and tested for.
How it works
Weekend window: from Friday 21:00 UTC to Sunday 22:00 UTC. That matches CME Bitcoin futures hours while US daylight saving time is in effect. In winter, CME closes and reopens one hour later.
CME line: a blue line at the price where the weekend began. It's drawn only during the weekend and stops when CME reopens.
Shading: the area between the line and price is green while price is above the line and pink while it's below, so you can see the direction of the gap as it forms.
The weekend window check, with the day and hour in the chart's timezone (UTC for crypto):
(hour >= 21 and dayofweek == 6) or (dayofweek == 7) or (hour < 22 and dayofweek == 1)
SNAPSHOT: close-up of Sunday's reopen, with the line ending where CME resumes trading
Settings
Chart Price | CME Price: on by default, and the line uses your chart's own price at the start of the weekend. Turn it off to use CME:BTC1!'s last price instead, which can differ from spot or perpetual prices.
Only Show Weekend Gaps: on by default, and the line appears only in the weekend window above. Turn it off to draw a line whenever CME:BTC1! has no candle, which also covers CME's daily one-hour break and exchange holidays, at the cost of a busier chart.
Show +/-1% From Close: off by default. Adds yellow lines 1% above and 1% below the CME line.
Limitations
With "Only Show Weekend Gaps" on, lines appear only on crypto charts, index charts and charts in the UTC timezone.
The weekend window uses fixed UTC hours, so in winter it starts and ends one hour before CME's actual close and reopen.
The line marks the level while CME is closed. It does not keep drawing gaps that are still unfilled after CME reopens.
Example chart: BYBIT:BTCUSDT.P
This indicator marks where CME closed. It's not a trading signal on its own, and a gap is not guaranteed to fill, so combine it with your own analysis and risk management.
インジケーター
Elliott Wave StructureElliott Wave Structure is a visual market-structure tool that identifies potential Elliott Wave sequences using confirmed swing highs and lows.
The indicator connects confirmed pivots to create a clear wave structure and labels the most recent sequence as 1–2–3–4–5 and A–B–C when sufficient swing points are available.
Impulse Waves
Wave 1 — The initial move that begins a potential new trend.
Wave 2 — A corrective retracement of Wave 1 that does not completely invalidate the new trend.
Wave 3 — Typically the strongest impulse phase, as participation in the developing trend increases.
Wave 4 — A corrective pause following Wave 3 before the potential final impulse.
Wave 5 — The final impulse wave of the sequence, often occurring with weaker momentum than Wave 3.
Corrective Waves
Wave A — The initial move against the preceding five-wave trend.
Wave B — A temporary counter-move that attempts to resume the previous trend.
Wave C — The final leg of the correction, completing the potential A–B–C structure.
How It Works
The indicator uses confirmed pivot points to identify significant market swings. The **Pivot Length** input controls how sensitive the swing detection is:
* Lower values detect smaller and more frequent swings.
* Higher values focus on larger and more significant swings.
Because pivots require confirmation, the most recent wave structure can change as new price action develops.
Important Note
Elliott Wave analysis involves interpretation and multiple valid wave counts can exist on the same market. This indicator provides a **visual representation of potential wave structure** based on confirmed market swings; it does not determine the definitive Elliott Wave count.
Disclaimer
This indicator is provided for **educational and informational purposes only**. It does not constitute financial, investment, trading, or other professional advice.
Past market behavior does not guarantee future results. Trading financial markets involves substantial risk, and you should conduct your own research and use appropriate risk management before making any trading decisions.
The author makes no guarantee regarding the accuracy, completeness, or future performance of any signals, wave counts, or interpretations generated by this indicator.
インジケーター
Trding Session Levels + Pre-Market H/LA clean, visual mapping tool for intraday session structure.
Marks pre-market, regular (RTH), and after-hours session boundaries
with vertical dashed dividers, then plots the pre-market High and
Low as horizontal reference lines that extend through the regular
session. Also draws an opening-range High/Low (first N minutes of
RTH · default 30 min) and yesterday's close as reference lines.
FEATURES
- Vertical dashed dividers at pre-market open, RTH open, RTH close,
and after-hours close (each independently toggleable)
- Pre-market High and Low lines · captured during pre-market,
frozen at RTH open, held through RTH close
- Opening-range High/Low · configurable window (1-120 minutes)
- Yesterday's close reference line
- Configurable timezone (America/New_York default · 6 zones supported)
- Full brand palette · matches the rest of the Trding.ai script family
HOW TO USE
1. Set your timezone (default America/New_York for US equities)
2. Toggle which session dividers and reference lines you want visible
3. Adjust the opening-range window if 30 min isn't your rhythm
Pairs naturally with any VWAP, ATR-based risk planner, or entry
system. Educational only · not financial advice · does not generate
buy/sell signals. インジケーター
インジケーター
COD - Discount - Reclaim# COD - Discount - Reclaim (v3.1) — Institutional Market Structure, Value Area & Discount Engine
**Script Type:** Overlay Indicator (Pine Script v6)
**Best For:** Crypto, Futures, Forex, Equities (All Timeframes: 1m Scalping → 4H Swing → Daily/Weekly Macro)
---
## 📌 Overview
**COD - Discount - Reclaim** is an institutional market structure and auction market framework designed to eliminate FOMO breakout chases and replace them with high-expectancy discount reclaims.
Instead of buying highs or chasing breakout candles, this indicator combines three institutional disciplines:
1. **Market Structure (Craig Percoco Model):** Dynamic Higher Highs/Lows (HH/HL) and Lower Highs/Lows (LH/LL), strict single-fire **Change of Character (CHoCH)** trend shifts, and symmetrical **Break of Structure (BOS)** trend continuations.
2. **Auction Market Theory (Peter Steidlmayer Model):** Session-based and rolling 70% Volume Profiles mapping **Value Area High (VAH)**, **Value Area Low (VAL)**, and the **Point of Control (POC)**.
3. **Smart Money Concepts / ICT Retrace Engine:** 3-candle imbalance **Fair Value Gaps (FVG)** with auto-mitigation, alongside the **0.705–0.886 Macro Discount Pocket**.
It includes an interactive, customizable on-chart **HUD Status Dashboard** that translates complex orderflow and auction theory into clear, real-time market reads.
---
## 🎯 The Core Philosophy: "BOS vs. CHoCH"
* **CHoCH (Change of Character):** Fires **only on the first decisive break against the prevailing trend** (the trend reversal). It flips market bias from Bearish to Bullish or Bullish to Bearish.
* *Rule:* Never market-buy or FOMO the CHoCH breakout candle. A CHoCH is institutional confirmation that the cycle has shifted—the high-probability entry comes on the subsequent pullback.
* **BOS (Break of Structure):** All subsequent structural breaks **in the direction of the established trend** (the trend continuation).
* In a Downtrend: Breaking below the prior Lower Low (`lastLL`) prints a red **BOS ↓**.
* In an Uptrend: Breaking above the prior Higher High (`lastHH`) prints a green **BOS ↑**.
---
## 📊 Chart Visuals: How to Read the Zones
### 1. The Blue Box — Value Area (Normal Fair Price)
* **Boundaries:** Value Area Low (VAL) to Value Area High (VAH).
* **Meaning:** Represents the Steidlmayer 70% volume bell curve where the majority of trading volume occurred.
* **Interpretation:**
* **Price inside the Blue Box:** Fair Value / Market Equilibrium. Expect rotational chop around POC.
* **Price above VAH:** Macro Premium (Expensive / Overbought). Risky area for new long entries.
* **Price below VAL:** Macro Auction Discount (Bargain territory).
### 2. The Green Box — Deep Discount Pocket (The Bargain Zone)
* **Boundaries:** Fibonacci 0.705 to 0.886.
* **Meaning:** The sweet spot institutional accumulation pocket anchored from the cycle sweep low to the impulse peak.
* **Interpretation:** High-probability zone to hunt for reclaim reversals. If price closes a full candle below the 0.886 floor, the setup is invalidated.
### 3. Fair Value Gaps (FVGs) & Auto-Claim Lifecycle
* Dynamic 3-candle imbalances plotted as translucent rectangular zones.
* **Reclaimed:** Highlights orange/teal when price re-enters discount and prints a reversal candle.
* **Claimed & Cleaned:** Once price pierces or completely exits the opposite side of the gap, the box turns neutral gray, freezes, and tags as **"Claimed"** to prevent chart clutter.
---
## 🖥️ Interactive HUD Dashboard
The on-chart dashboard tracks real-time market conditions without requiring manual level checks:
| Row | What it Shows | Simple Meaning |
| :--- | :--- | :--- |
| **Market Trend** | `BULLISH`, `BEARISH`, or `SIDEWAYS (Chop)` | Current market bias and CHoCH/BOS state. |
| **Active Move** | `Swing Low → Swing High` | The active impulse leg anchoring the setup. |
| **Current Price** | `FAIR VALUE`, `DISCOUNT`, or `PREMIUM` | Location relative to the Steidlmayer Blue Box. |
| **Bargain Zone** | `READY`, `INSIDE POCKET`, or `ABOVE VALUE` | Location relative to the Green Discount Box ($76,465–$77,158). |
| **Chart Gap** | `OPEN FVG` or `NONE OPEN` | Status of unmitigated imbalance zones. |
| **Setup Rating** | `★★★ A+ RECLAIM` or `★★ RECLAIM` | **A+:** Retrace into BOTH Green Discount Box and FVG.**Standard:** Retrace into either zone. |
| **Risk to Stop** | Live Stop Loss Distance % | Risk calculated from current close to structural floor. |
| **Trade Health** | `ACTIVE (Floor Safe)` or `DEAD (Invalidated)` | Real-time health of the 0.886 invalidation line. |
| **Normal Fair Range**| ` NYSE:VAL – $VAH` | Boundary coordinates of the Blue Value Area Box. |
---
## ⚙️ Key Settings & Customization
Open **Indicator Settings (⚙️ Gear Icon)**:
### 1. Dashboard Controls (Move & Resize)
* **`Table position (Move around)`:** Position the HUD at any of the 9 anchor points (`bottom_right`, `bottom_left`, `top_right`, `top_left`, `middle_center`, etc.).
* **`Table size (Scale / Resize)`:** Scale font and footprint across 4 sizes:
* `Tiny`: Minimalist footprint for split charts or laptops.
* `Small` *(Default)*: Clean, balanced view.
* `Normal`: Large, clear view.
* `Large`: Presentation mode for 4K / high-res displays.
* **`Table layout`:** Toggle between **`3 Columns (Friendly Guide)`** (includes beginner explanations) and **`2 Columns (Simple Text)`** (slims width by ~35%).
### 2. Chart Box Alignments
* **`Value Area box anchor`:**
* `Next to last HH/LL (Match Fib)` *(Default)*: Aligns the Blue Box horizontally next to the active swing at the exact same bar as the Fib lines and Green Box.
* `Session / Week start`: Stretches the Blue Box across the full week/session history.
* **`Chart zone boxes right offset`:** Adjusts how far both boxes project forward into the right margin.
### 3. Multi-Timeframe (MTF) Automation
* **`Auto from chart`:** Intelligently maps parent context:
* **1m** chart $\rightarrow$ **15m** parent context (Scalping)
* **5m** chart $\rightarrow$ **1H** parent context (Intraday orderflow)
* **4H** chart $\rightarrow$ **Daily (D)** parent context (Swing trades)
* **Daily** chart $\rightarrow$ **Weekly (W)** parent context (Macro trend)
---
## 📋 The 5-Phase Execution Checklist
1. **Sweep & Displacement:** Market sweeps a swing level with strong displacement candles.
2. **CHoCH Confirmation:** Candle body closes beyond the opposing swing (trend state flips).
3. **Retrace into Discount:** Price pulls back into the **0.705–0.886 Green Box** or unmitigated **FVG** below Value Area Low (`< VAL`).
4. **Setup Quality:** Dashboard displays `★★ RECLAIM` or `★★★ A+ RECLAIM`.
5. **Invalidation & Risk:** Stop Loss placed below the swing floor / 0.886 line (`886 Invalidation: VALID`). Targets set toward POC, VAH, and prior HH.
---
## ⚠️ Disclaimer
This indicator is published strictly for educational and informational purposes. It does not provide financial, investment, or trading advice. Past performance and simulated levels do not guarantee future results. Always practice proper risk management, test thoroughly in paper trading, and consult a licensed financial advisor before risking capital. インジケーター
Three-Session Volume ProfileOverview
Three-Session Volume Profile divides intraday trading into three independently configurable sessions: Asia, London, and New York. Instead of combining the entire trading day into one profile, the indicator resets its calculations at the beginning of each session and displays a separate Volume Profile, Point of Control, Value Area, VWAP, and optional deviation bands for each period.
This structure is intended for traders who analyze how price and volume distribution change as market participation moves between global trading sessions. Each session is treated as its own auction, making it possible to compare where volume was accepted during one session with how price behaves during the next.
The default schedules use the America/New_York time zone:
Asia: 18:00–03:00
London: 03:00–09:30
New York: 09:30–16:00
All schedules and the time zone are configurable. The America/New_York setting automatically accounts for daylight-saving changes.
Why the components are combined
The Volume Profile, session VWAP, and deviation bands are not calculated as unrelated indicators. They all use the same independently resetting session windows.
The Volume Profile describes how the session’s volume was distributed across price. VWAP provides the session’s volume-weighted mean price, while the deviation bands describe dispersion around that mean. Together, they provide two complementary views of the same session:
Volume Profile identifies price areas with relatively high or low participation.
POC identifies the profile row containing the most allocated volume.
VAH and VAL define the boundaries of the selected value area.
VWAP represents the session’s volume-weighted average price.
Deviation bands provide context for how far price is trading from the session’s weighted mean.
The purpose of this combination is to provide a consistent session-based framework rather than merge unrelated studies.
Volume Profile calculation
For each active session, the indicator tracks the session high, low, and volume. The complete session range is divided into a configurable number of equally sized price rows.
Because standard chart data does not provide the exact price of every transaction, each chart bar’s volume is allocated across the profile rows intersected by that bar’s high-low range. The allocation is proportional to the amount of the bar’s range overlapping each row. A bar with no measurable range has its volume assigned to the row containing its representative price.
The profile is recalculated when the session’s price range expands. This keeps the rows distributed across the complete developing session range.
The Rows setting controls profile resolution and supports values from 12 to 200. More rows provide finer price segmentation but also increase calculation requirements. The profile is based on chart bars rather than tick-by-tick or lower-timeframe transaction data, so changing the chart timeframe can change the resulting distribution.
POC and Value Area calculation
The Point of Control , or POC, is the midpoint of the profile row containing the greatest allocated volume.
The Value Area begins at the POC row. The calculation then compares the next available row above and below the current Value Area and adds the side containing more volume. This process continues until the selected percentage of total session volume has been included.
The resulting levels are:
VAH: Upper boundary of the Value Area
VAL: Lower boundary of the Value Area
POC: Midpoint of the highest-volume profile row
The default Value Area contains 70% of session volume, but this percentage can be adjusted.
Developing and completed levels
While a session is active, the developing VAH , VAL , and POC can be displayed. These levels update as new price and volume information enters the session.
When the session ends, the final profile and levels are stored as completed session values. The number of completed profiles retained for each session can be controlled from the settings.
Developing values are expected to move. A new session high or low changes the profile range and can cause all rows to be redistributed. Completed levels remain fixed unless the chart data, timeframe, symbol, session schedule, or indicator settings are changed.
Session VWAP and deviation bands
The optional VWAP calculation resets independently at the beginning of each session. It uses HLC3 as the representative bar price and weights it by volume.
The session VWAP is calculated as:
Volume-weighted price sum ÷ Session volume sum
The standard deviation calculation is also volume-weighted. The selected multiplier is applied above and below VWAP to produce the upper and lower bands.
These bands are descriptive measurements of session dispersion. They are not automatic overbought or oversold signals.
Profile placement
Each profile can be positioned on either side of its own session:
Left: Anchors the profile to the session opening edge and extends it to the right.
Right: Anchors the profile to the session closing or current edge and extends it to the left.
This setting refers to the boundaries of each session, not the far-left or far-right edge of the visible chart.
The Maximum width setting controls the profile’s horizontal display width in chart bars. It changes only the visual width and does not affect the underlying volume calculations.
How to use the indicator
1. Configure the time zone
Select the time zone used to interpret all three schedules. America/New_York is suitable when session times should follow Eastern Time and adjust automatically for daylight saving.
Use a fixed UTC offset only when daylight-saving adjustment is not desired.
2. Configure the sessions
Set the opening and closing time for Asia, London, and New York. Overnight schedules, such as 18:00–03:00, are supported.
The sessions may overlap if desired. When they overlap, each session continues to calculate independently.
3. Select profile resolution
Increase the number of rows for more detailed price segmentation. Lower values produce broader profile levels and require fewer calculations.
Profile precision also depends on the chart timeframe. Lower chart timeframes generally provide more granular source bars, while higher timeframes provide a broader approximation.
4. Select the Value Area percentage
The standard default is 70%. Increasing the percentage produces a wider Value Area, while reducing it produces a narrower area around the POC.
5. Choose completed or developing levels
Developing levels can be used to observe how the current session’s distribution changes. Completed levels provide fixed references from prior sessions.
Traders may examine whether price:
Accepts or rejects a previous session’s Value Area
Rotates around a prior POC
Moves from one session’s value region toward another
Holds above or below a prior VAH or VAL
Trades near or away from the active session VWAP
These are contextual observations rather than predefined entry or exit signals.
6. Enable VWAP and deviation bands if needed
VWAP can provide a session-weighted reference price alongside the distribution-based profile. Deviation bands can be enabled to visualize dispersion around that reference.
Interpretation
A wide section of the profile represents a row receiving relatively more allocated volume. A narrow section represents relatively less allocated volume.
POC and Value Area levels identify areas of historical participation, but they do not guarantee future support or resistance. Their interpretation depends on market structure, volatility, liquidity, instrument type, and the trader’s broader methodology.
On centralized futures markets, the script uses the exchange-reported volume available on the chart. On markets where only tick volume is available, the profile reflects that data instead of centralized transaction volume.
Recalculation and limitations
The indicator does not request future data or use lookahead calculations. Completed sessions are based only on bars belonging to those sessions.
Developing profiles and levels update during the active bar as its high, low, and volume change. This is normal real-time recalculation and should not be interpreted as a fixed signal.
The profile is an approximation created from chart-bar ranges and volume. It is not a tick-level bid/ask profile, footprint chart, or reconstruction of individual transactions. Results can differ from volume-profile tools that use lower-timeframe or transaction-level data.
This indicator is an analytical tool and does not provide trade entries, exits, profit projections, or guarantees of future performance. インジケーター
3 Sister's KISS RTH Gap + Statistics DashboardRTH Gap Statistics & Directional Bias is designed to analyze the gap between the previous Regular Trading Hours (RTH) close and the current 9:30 AM New York open.
The indicator provides a visual representation of the RTH gap while adding statistical and directional context to help traders determine whether the opening environment favors mean reversion toward the gap or continuation away from it.
The gap is divided into four retracement levels:
25% Gap
50% Gap / Midpoint
75% Gap
100% Gap / Previous RTH Close
The 50% Gap Midpoint is highlighted because partial gap retracements can occur considerably more frequently than complete gap fills.
Gap Context
The indicator evaluates several characteristics of the current opening gap:
Gap Direction
Gap Up
Gap Down
Gap Size relative to Daily ATR
Tiny
Small / Medium
Large
Extreme
Using ATR normalization allows the gap to be evaluated relative to current market volatility rather than using a fixed number of points.
09:30 Open Location
The opening price is compared with the previous RTH range:
Inside Previous Range
Above Previous High
Below Previous Low
This provides additional context because an opening outside the previous session's range may behave differently from a gap occurring inside that range.
Opening Bias
The indicator combines the available gap information to classify the opening environment into categories such as:
Strong Mean Reversion
The statistical/contextual environment strongly favors price moving back toward the previous RTH close.
Moderate Mean Reversion
Gap retracement is favored, but the statistical advantage is less pronounced.
Balanced
Neither gap fill nor continuation has a sufficiently strong advantage.
Continuation Favored
The opening structure favors price moving away from the previous close rather than filling the gap.
Strong Continuation
The characteristics of the gap strongly favor continuation.
Directional Bias
To make the information easier to use during live trading, the indicator translates the gap behavior into a simple directional bias:
BULLISH ▲
BEARISH ▼
NEUTRAL
For example:
Gap Up + Mean Reversion = BEARISH
because price must move lower to fill the gap.
Gap Down + Mean Reversion = BULLISH
because price must move higher toward the previous close.
Conversely:
Gap Up + Continuation = BULLISH
Gap Down + Continuation = BEARISH
A Neutral reading indicates that the gap does not currently provide a sufficiently clear directional advantage.
First 15-Minute Confirmation
The indicator also evaluates whether the first 15 minutes after the 9:30 AM open move:
→ Toward Gap Fill
or
→ Away from Gap
This provides additional confirmation of whether the market is beginning to accept or reject the initial gap.
How I Use It
This indicator is intended primarily as a directional/context filter, not as a standalone entry signal.
For example, when the indicator displays:
BEARISH Directional Bias
I personally favor bearish execution signals such as bearish displacement, market structure shifts, liquidity sweeps, or other bearish confirmations.
When it displays:
BULLISH Directional Bias
I favor bullish confirmations.
When the bias is:
NEUTRAL
I prefer to wait for additional market structure confirmation rather than forcing a directional trade.
This allows the RTH gap to provide the market context, while lower-timeframe price action provides the actual trade execution.
Important
The indicator is designed around the New York RTH session (09:30–16:00 ET).
Historical statistics depend on the amount of chart history available through TradingView and may vary depending on the symbol, timeframe, data provider, and available historical data.
For statistical analysis, 5-minute or 15-minute charts can provide substantially more historical sessions than 1-minute charts, depending on the TradingView subscription and available data.
This indicator does not predict future market direction and should not be considered financial advice. It is designed as a market-context and statistical analysis tool to complement an existing trading methodology. インジケーター
CME Institutional Order Flow & AMT Lens📜 Attribution & Open-Source Lineage
Mandatory Lineage Notice: This script is an open-source technical derivative and mathematical expansion building upon the continuous Gaussian volume-at-price decomposition architecture created by @ata_sabanci.
Original Script: Volume Footprint: Measuring Classical Indicators by Math & Geometry, Introduction by @ata_sabanci (Licensed under Mozilla Public License 2.0).
We gratefully attribute and cite the foundational works underpinning this suite:
• 🏛️ J. Peter Steidlmayer (CBOT, 1985) & James Dalton (Mind Over Markets, 1990; Markets in Profile, 2007): Pioneers of Market Profile and modern Auction Market Theory (AMT), establishing the classical profile distribution archetypes ( Balanced, Buying Drive, Liquidation Drive, and Double Distribution), the 80% Rule, and Value Area boundary analysis.
• 📐 @ata_sabanci (Ata Sabanci): Author of the open-source continuous Gaussian kernel density decomposition on TradingView under MPL 2.0. His dual-curve probability density function framework is integrated to project smooth buyer/seller volume distributions cleanly on the right chart margin.
• 🔬 Richard D. Wyckoff: The Law of Effort vs. Result, Volume Spread Analysis (VSA), stopping volume, and institutional limit order absorption of aggressive market sweeps at key structural boundaries.
• 🧮 Milton Abramowitz & Irene Stegun (Handbook of Mathematical Functions, National Bureau of Standards Applied Mathematics Series 55, 1964, Formula 7.1.26): High-precision rational Chebyshev polynomial approximation of the complementary error function erfc(x) (|ε(x)| ≤ 1.5 × 10⁻⁷), enabling O(1) constant-time calculation of the Normal Cumulative Distribution Function (CDF) without iterative series loops.
• 🌐 CME Group (Chicago Mercantile Exchange): Level 3 Market-By-Order (MBO) futures microstructure specifications, standardized tick sizes, and 24-hour session conventions across E-mini and Micro index futures (NQ, ES, YM, RTY, MBT, GC).
1. The Core Problem & Philosophy
Retail trading charts are overwhelmingly burdened by lagging moving averages, unpartitioned 24-hour volume histograms, and noisy retail footprint price ladders.
Squinting at hundreds of tiny numbers across individual candle bars creates cognitive fatigue and obscures what institutional algorithms are doing in real time. Furthermore, conventional volume indicators suffer from the "Candle Color Fallacy": if a bar closes green, 100% of its volume is labeled "buying", completely blinding the trader to passive institutional absorption (e.g. smart money absorbing aggressive market sellers on limit bids during a down bar).
The CME Institutional Order Flow & AMT Lens replaces this fragmentation with an integrated, high-performance visual cockpit:
• ⚡ Tick-Precision Footprint Tape Delta (request.footprint): Directly accesses exchange trade tape execution at tick granularity to separate actual ask-lifted buys from bid-hit sells.
• 🧱 True Stacked Imbalance Shelves with Native Footprint Parity: Automatically scans consecutive price tiers for 300%+ diagonal order flow imbalances, with strict zero-ignoring parity matching TradingView's native footprint engine.
• 📈 Right-Margin Continuous Gaussian Volume Profiles: Decomposes buyer and seller volume curves into smooth, continuous mathematical distributions projected cleanly on the right margin with zero price obstruction.
• 🏛️ Dalton Auction Market Theory Archetypes: Automatically classifies auctions into D-Shape, P-Shape, b-Shape, and B-Shape profiles with live Value Area High/Low (VAH/VAL) and Virgin Point of Control (VPOC) tracking.
• ⚖️ Structural Macro Pivots: Visualizes the Overnight Half-Back (50% midpoint equilibrium), Prior Day Cash Value Area, and Multi-Session Confluent Iron POC zones.
2. Order Flow & Auction Engine Pipeline
│ Pine Script v6 Native Footprint (request.footprint)
├── 🟢 True Ask-Lifted Buy Volume (Aggressive Market Buyers)
└── 🔴 True Bid-Hit Sell Volume (Aggressive Market Sellers)
│
▼
│ Ata Sabanci Dual-Curve Analytical Mathematics
├── 🧮 Rational Chebyshev Error Function Integration (Abramowitz & Stegun 7.1.26)
└── 📈 Right-Margin Continuous Volume Decomposition (Buyer Curve vs. Seller Curve)
│
▼
├── 🏛️ Dalton Profile Archetype Classification ( , , , )
├── 🧱 300% Stacked Imbalance Shelves with Native Footprint Parity ("Ignore Zeroes")
├── 🌌 Low Volume Node (LVN) Liquidity Vacuum Corridors & Forward Retests
├── ⚖️ Overnight Half-Back (50% Range) & Multi-Session Confluent Iron POCs
└── 🕯️ Wyckoff Effort vs. Reward Candlesticks (Buyer/Seller Absorption vs. Drives)
3. Visual Anatomy & Signal Guide
Quick reference for identifying real-time order flow and auction structures on your chart:
• 🟡 Buyer Absorption (Demand Exhaustion):
Color / Style: Gold Candle & Outer Glow
Order Flow Meaning: Aggressive market sellers absorbed by passive institutional limit bids at swing lows.
Tactical Interpretation: Trapped sellers; look for bullish reversal or long defense.
• 🟣 Seller Absorption (Supply Exhaustion):
Color / Style: Purple Candle & Outer Glow
Order Flow Meaning: Aggressive market buyers absorbed by passive institutional limit asks at swing highs.
Tactical Interpretation: Trapped buyers; look for bearish reversal or short defense.
• 🟢 Initiative Bull Drive:
Color / Style: Neon Green Bar
Order Flow Meaning: High-volume directional expansion (RVOL ≥ 1.50, Body ≥ 70%).
Tactical Interpretation: Active institutional buyers driving price; align with trend.
• 🔴 Initiative Bear Drive:
Color / Style: Vivid Red Bar
Order Flow Meaning: High-volume directional liquidation (RVOL ≥ 1.50, Body ≥ 70%).
Tactical Interpretation: Active institutional sellers pressing tape; align with trend.
• 🌫️ Dead Volume / Chop:
Color / Style: Dark Slate Candle
Order Flow Meaning: Low relative volume (RVOL < 0.70) or micro-range consolidation.
Tactical Interpretation: Low-liquidity chop; avoid initiating new breakout trades.
• 🧱 Bullish Imbalance Shelf:
Color / Style: Gold Horizontal Ribbon
Order Flow Meaning: 300%+ stacked aggressive buying across ≥ 2 consecutive tiers.
Tactical Interpretation: Institutional demand shelf; serves as high-probability support retest.
• 🧱 Bearish Imbalance Shelf:
Color / Style: Purple Horizontal Ribbon
Order Flow Meaning: 300%+ stacked aggressive selling across ≥ 2 consecutive tiers.
Tactical Interpretation: Institutional supply shelf; serves as high-probability resistance retest.
• ⚪ Prior Cash VPOC:
Color / Style: White Horizontal Ray
Order Flow Meaning: Highest volume price node of prior Regular Trading Hours (09:30–16:00 EST).
Tactical Interpretation: Primary mean-reversion gravity target (revisited in >70% of sessions).
• 🧊 Cash VAH / VAL (Value Area):
Color / Style: Ice Cyan Solid Lines
Order Flow Meaning: Value Area High and Low containing 70% of prior cash session volume.
Tactical Interpretation: Key institutional auction boundaries. Fade in range; follow on breakout.
• ⚖️ Overnight Half-Back (50% Range):
Color / Style: Cyan Dashed Ray
Order Flow Meaning: Exact 50% midpoint of the Overnight Globex range (18:00–09:30 EST).
Tactical Interpretation: Master equilibrium line; early directional bias barometer at cash open.
• ⚡ Confluent Iron POC Cluster:
Color / Style: Soft Orchid Line / Zone
Order Flow Meaning: Prior Day Cash VPOC and Overnight VPOC clustering within tight tolerance.
Tactical Interpretation: Powerful multi-session institutional price agreement and heavy defense wall.
• 🌌 LVN Vacuum Corridor (B-Shape):
Color / Style: Magenta Shaded Corridor
Order Flow Meaning: Low Volume Node valley separating twin distributions in B-Shape profiles.
Tactical Interpretation: Liquidity void; price accelerates rapidly through the corridor.
• 🎯 Unfinished Auction Magnets:
Color / Style: Dotted Horizontal Ray
Order Flow Meaning: Poor High or Poor Low where non-zero volume traded at the outer tick.
Tactical Interpretation: Incomplete auction magnet; high probability of future sweep and repair.
4. Mathematical & Algorithmic Foundations
A. Continuous Gaussian Kernel Density Estimation (Right-Margin Curves)
Rather than discretizing volume into arbitrary rectangular histogram bars that jump abruptly between price levels, volume at price is treated as a continuous probability density function:
text
f(p) = (1 / (σ * √(2π))) * exp(-(p - μ)² / (2σ²))
To calculate cumulative volume integrals in constant O(1) time without performance-draining numerical loops, the cumulative distribution function is solved via Abramowitz & Stegun Formula 7.1.26:
text
P(Z ≤ z) = 1 - (1 / √(2π)) * exp(-z² / 2) * (a1*t + a2*t² + a3*t³ + a4*t⁴ + a5*t⁵) + ε(z)
where t = 1 / (1 + p*z) and |ε(z)| ≤ 1.5 × 10⁻⁷. This enables the indicator to project smooth, mathematically rigorous buyer and seller curves on the chart's right margin with zero execution lag.
B. True Footprint Diagonal Imbalance Parity
Institutional order flow imbalances occur when aggressive market orders lifting the ask at price tier P overwhelm passive limit orders on the bid at price tier P by a specified dominance ratio (e.g. 3:1 or 300%):
text
Buy Imbalance: Ask_Volume(P_i+1) >= Ratio * Bid_Volume(P_i)
Sell Imbalance: Bid_Volume(P_i) >= Ratio * Ask_Volume(P_i+1)
• 🎯 Strict "Ignore Zeroes" Parity: In TradingView's native footprint engine, when "Ignore zeroes" is active, any diagonal pair where either side has 0 traded contracts is strictly disqualified from being an imbalance. The indicator enforces this parity rule by default, eliminating false edge-of-candle anomalies at highs and lows.
• 🎯 Calibrated Contract Floors: The volume floor is calibrated to 1.0 contract on CME futures to capture genuine institutional prints on smaller-lot contracts like RTY and YM, and 10.0 shares on US Equities to filter retail odd-lot dust.
• 🎯 Bounded Tier Span Geometry: Caps shelf thickness strictly to the stack depth span imbDepth * tick_group_pts, preventing shelves from expanding into giant monolithic slabs.
C. Dalton Profile Shape Archetypes & Empirical Resolutions
Audited across continuous CME index futures sessions, daily auctions resolve into four distinct structural shapes:
• 🏛️ Rotational Balance (25.1% frequency): Symmetrical bell curve indicating institutional consensus on fair value. High mean-reversion probability between Value Area High (VAH) and Value Area Low (VAL).
• 🚀 Initiative Buying Drive (14.1% frequency): Top-heavy volume distribution with a thin lower tail, signaling aggressive short-covering or institutional buying drives. Reversals into b-shape occur in less than 5% of sessions; edge lies in buying pullbacks to developing VPOC.
• 🩸 Initiative Liquidation Drive (8.5% frequency): Bottom-heavy volume distribution with a thin upper tail, signaling long liquidation or aggressive selling. Reversals into P-shape occur in less than 5% of sessions; edge lies in selling rallies to developing VPOC.
• 🗜️ Double Distribution (52.3% frequency): Two distinct high-volume distributions separated by a Low Volume Node (LVN) liquidity vacuum corridor. Price rapidly traverses the central LVN void (spending < 12% of session time inside it) moving from one balance area to the other.
5. Comprehensive Settings Dictionary (Explaining Every Parameter)
The settings dialog is cleanly divided into 10 structured groups matching the on-screen hierarchy:
⚙️ Group 0: Execution Performance & Replay Mode
• ⚡ Fast Replay / Lightweight Mode:
Purpose: Optimizes the indicator for TradingView Bar Replay and lower-memory systems.
How it works: Switches the calculation from tick-precision native footprint sampling to instantaneous Geometric Proxy delta (zero network/memory latency), reduces profile lookback to 300 bars, and streamlines profile bins to 30.
Default: false (keep unchecked for live charts with sub-bar tick precision).
🎨 Group 1: Candle Display & Visual Palette
• Candle Display Style:
Purpose: Selects the visual presentation of candlesticks on the chart.
Options:
Ghost Glow (Semi-Transparent Body + Solid Wicks): 75% body transparency allows underlying native TradingView footprint numbers and delta grids to remain 100% visible while keeping solid wicks for price action analysis.
Full Solid HD Candlestick: Opaque, vibrant institutional candles for standard charting.
Hollow (Wicks & Solid Borders Only): Outlined borders with 100% transparent centers.
Direct Native Barcolor: Applies colors directly to TradingView's default candle series.
Disabled: Hides custom candle rendering completely.
Default: Ghost Glow.
• Color Effort vs. Reward Candles:
Purpose: Toggles Wyckoff-based candle coloring (Demand, Supply, Initiative, Muted).
Default: true.
• Buyer Absorption (Demand) Color:
Purpose: Highlights bullish buyer absorption at lows (aggressive sellers absorbed on limit bids). Also styles bullish imbalance shelves and buyer volume profiles.
Default: Gold (#FFD700).
• Seller Absorption (Supply) Color:
Purpose: Highlights bearish seller absorption at highs (aggressive buyers absorbed on limit asks). Also styles bearish imbalance shelves and seller volume profiles.
Default: Purple (#AB47BC).
• Initiative Bull & Bear Colors:
Purpose: Highlights high-volume directional expansion drives (body ≥ 70%, RVOL ≥ 1.50).
Defaults: Neon Green (#00E676) and Vivid Red (#FF1744).
• Standard Bull & Bear Bar Colors:
Purpose: Colors standard non-absorption bars.
Defaults: Green (#00E676) and Red (#FF1744).
• Dead Volume / Chop Color:
Purpose: Colors candles that occur during micro-range consolidation or low relative volume (RVOL < 0.70). Gated strictly to confirmed bars to prevent premature shading on live candles.
Default: Slate (#373C4B).
• Show Unfinished Auction Magnets (Poor Highs / Lows):
Purpose: Projects horizontal dotted rays from candle extremes where volume executed at the outer tick with zero excess, representing unfinished inventory magnets.
Default: true.
• Auto-Suppress Intraday Overlays on Macro/HTF:
Purpose: Automatically cleans Daily and Weekly charts by hiding intraday rays, overnight boxes, and micro-shelves, preventing WebGL stutter.
Default: true.
🧱 Group 2: Stacked Imbalance Shelves
• Project Stacked Imbalance Shelves:
Purpose: Projects forward-extending support/demand shelves from stacked order flow imbalances until price retests or penetrates the zone.
Default: true.
• Ratio Multiplier:
Purpose: Diagonal volume dominance ratio required to trigger an imbalance.
Default: 3.0 (300% dominance, matching standard institutional footprint configurations).
• Stack Depth:
Purpose: Number of consecutive price tiers required to confirm an institutional shelf.
Default: 2 tiers.
• Ticks Per Row (Tier Size, 0 = Auto):
Purpose: Price tier bucket size in ticks. Set to 0 for Auto-Adaptive (automatically matches optimal row density across all assets and timeframes). Set to any positive integer (e.g. 8 for 2.00 pt on NQ, 4 for 4.00 pt on YM, 2 for 0.20 pt on RTY, 20 for 20 cents on NVDA) to force a fixed tier size.
Default: 0 (Auto).
• Ignore Zeroes (Native Footprint Parity):
Purpose: When enabled, price tiers with 0 volume on the opposite side are ignored, strictly matching TradingView native footprint behavior. Disable to allow trades against 0 to trigger imbalances.
Default: true.
• Shelf Line Width & Line Transp (%):
Purpose: Controls the thickness (1–4px) and opacity of the shelf baseline price ray.
Default: Width 1, Transp 100% (hides the harsh line for an ultra-clean ribbon).
• Shelf Box Transp (%):
Purpose: Controls background opacity of the shelf rectangle.
Default: 84% (soft background ribbon).
• Max Active Retest Shelves:
Purpose: Caps the maximum number of unmitigated imbalance shelves preserved across historical peaks, guaranteeing peak chart performance.
Default: 30.
🏛️ Group 3: Key Institutional Levels & Styling
• Show Prior Cash Levels (VAH / VAL / VPOC):
Purpose: Displays Prior Day RTH Cash (09:30–16:00 EST) Value Area High, Value Area Low, and Point of Control.
Default: true.
• VPOC Color, Width, Style, and Transp (%):
Purpose: Full visual customization of the Point of Control line.
Default: White (#FFFFFF), Width 2, Style Solid, Transp 0%.
• VAH & VAL Color, Width, Style, and Transp (%):
Purpose: Full visual customization of Value Area boundary lines.
Default: Ice Cyan (#00E5FF), Width 1, Style Solid, Transp 35%.
• Prior Level Origin Anchoring:
Purpose: Controls where historical levels start. Cash Open (New Day Only) starts cleanly at the 09:30 cash open; Session Origin (Full Span) anchors back to historical bars.
Default: Cash Open (New Day Only).
• Show Overnight Half-Back (50% Midpoint):
Purpose: Projects the exact 50% midpoint of the overnight range (18:00 to 09:30 EST), serving as a primary structural equilibrium balance line during the Cash Open.
Default: true, Cerulean Cyan (#00E5FF), Width 2, Dashed.
• Highlight Confluent Iron POC Cluster:
Purpose: Automatically detects when Prior Day Cash VPOC and Overnight VPOC cluster closely together, indicating powerful multi-session institutional price agreement.
Default: true, Soft Orchid (#CE93D8), Width 2, Solid.
• Show Overnight Shaded Box (18:00 - 07:00 EST):
Purpose: Renders a muted box preserving overnight inventory territory.
Default: false.
• Extend to 08:30 Pre-Market:
Purpose: Extends the overnight box cutoff from 07:00 EST to 08:30 EST to capture pre-market macroeconomic releases.
Default: false.
🔬 Group 4: Volume Delta Engine & Lower Timeframe
• Tick Grouping Mode:
Purpose: Enforces the Row-Density Invariance Law across all timeframes and assets, dynamically targeting 11–16 rows per candle.
Options: Auto-Adaptive (Row-Density Invariance) or Manual Ticks.
Default: Auto-Adaptive.
• Manual Ticks (if Selected):
Purpose: Fixed tick count when Manual Ticks mode is active.
Default: 4.
• Use Time-of-Day RVOL on 1-Hour Charts:
Purpose: Normalizes 1h volume against the historical average for that specific hour (0–23 EST), eliminating diurnal bias where morning bars appear artificially high and overnight bars appear low.
Default: true.
• Volume Engine (when Replay Mode is Off):
Purpose: Selects volume delta calculation when Fast Replay is unchecked:
Native Footprint (Tick Precision): Pine Script v6 native request.footprint() for true tick-level trade tape execution without lower-timeframe interpolation.
Geometric Proxy: Instant mathematical proxy for Bar Replay.
Intrabar (1m Low Memory): Fast 1-minute sub-bar sampling.
Intrabar (Sub-Minute): Sub-minute granularity for live intraday trading.
Default: Native Footprint (Tick Precision).
• Intrabar Lower Timeframe:
Purpose: Sub-bar resolution when Intrabar mode is active (Auto, 1S, 5S, 15S, 30S, 1, 5).
Default: Auto.
🌐 Group 5: Session Volume Profiles & AMT Scope
• Show Session Volume Profiles (Right Margin & Anchor):
Purpose: Enables the developing volume profile on the right margin and completed historical profile succession.
Default: true.
• Profile Scope Horizon:
Purpose: Controls the institutional auction cycle:
Auto-Adaptive: Sub-Session (<= 15m), Daily Full Cycle (30m–4h), Weekly (Daily charts), Monthly (Weekly charts).
Or force fixed Sub-Session, Daily Full Cycle, Weekly, or Monthly.
Default: Auto-Adaptive.
• Completed Sessions to Display:
Purpose: Number of completed historical session profiles to render across the chart (e.g. 10 sessions = 5 Full Trading Days of Cash + Overnight).
Default: 15.
• Show Session VAH / VAL Lines:
Purpose: Toggles session Value Area High and Value Area Low boundary lines.
Default: true.
• Show Dalton Profile Shape Badges ( , , , ):
Purpose: Identifies and stamps Dalton profile shape badges at session extremes.
Default: true.
• Extend Completed Virgin POC to Live Bar:
Purpose: Extends unvisited Virgin POCs forward as horizontal attractor lines until retested.
Default: true.
• Wait for 1 Bar Close on Session Open:
Purpose: Waits for the opening candle of a new session to fully close before initiating the developing profile on the right margin. Prevents opening-tick jitter, zero-range artifacts, and profile flashing.
Default: true.
📐 Group 6: Profile Curve Geometry & Shading
• Profile Width Scaling:
Purpose: Controls how far volume profiles expand horizontally into the session.
Options: Expressive (50% Span), Balanced (35% Span), Wide (65% Span), Compact (20% Span), or Fixed Bars.
Default: Expressive (50% Span).
• Fixed Width (Bars) & Offset off Candle:
Purpose: Fine-tunes profile width in fixed-bar mode and right-margin clearance off the live candle.
Defaults: 36 bars and 3 bars offset.
• Profile Shading Style:
Purpose: Selects visual color treatment for volume profile curves (Bid/Ask Dual-Tone, Monochrome Slate, Monochrome Gold, Monochrome Cyan).
Default: Bid/Ask Dual-Tone.
• Buy Vol Curve & Sell Vol Curve Colors:
Purpose: Independent palette selectors for buyer and seller curves.
Defaults: Gold (#FFD700) and Purple (#AB47BC).
• Fill Transp (%) & Outline Transp (%):
Purpose: Controls background fill opacity (default 92% provides a soft watermark) and contour outline opacity (default 5% gives a crisp border).
Defaults: Fill 92%, Outline 5%.
• Profile Label Size:
Purpose: Scales font size of session shape badges and POC price labels (Tiny, Small, Normal, Large).
Default: Small.
🏷️ Group 7: Level Labels & Dark Knockout Shield
• Level Labels Style:
Purpose: Visual presentation of VAH, VAL, and POC text:
Subtle Acronym (On Line): Clean, transparent floating text (POC 29484.75, VAH 29550.00) sitting directly on the line without bulky background badges.
Session Acronym (C-POC / ON-POC): Prepends session identifier.
Compact Acronym Only: Shows only the letters (POC, VAH, VAL) without price.
Bulky Badges: Legacy high-contrast opaque pill badges.
Hidden: Suppresses text for pure minimalist lines.
Default: Subtle Acronym (On Line).
• Level Labels Position:
Purpose: Horizontal placement along the level line (Right Edge Inside Box, Right Edge Outside Box, Center of Session, Left Edge Inside Box).
Default: Right Edge (Inside Box).
• Dark Knockout Shield Pill:
Purpose: Wraps acronym labels in a dark cutout container (#0C0F18) to shield text from candle wicks passing through the level.
Default: true.
• Shield Opacity (%):
Purpose: Background shield opacity (0% = solid dark container, 15% = subtle dark glass).
Default: 15%.
🔲 Group 8: Session Framing Outlines & LVN Corridors
• Show Session Framing Outlines:
Purpose: Frames each completed and developing Cash RTH and Overnight auction in a clean, high-contrast outline that connects seamlessly to the next session.
Default: true.
• Frame Border Style & Width:
Purpose: Border style (Solid/Dashed/Dotted) and width (1–3px).
Default: Dotted, Width 1.
• Cash Frame & ON Frame Colors:
Purpose: Distinct frame border colors for Cash RTH (Gold) vs. Overnight Globex (Purple).
• Outline Transp (%) & Fill Transp (%):
Purpose: Opacity of outer frame border (30%) and internal session shading (98% = transparent wireframe with zero candle tinting).
Defaults: Outline 30%, Fill 98%.
• Show LVN Vacuum Corridor (B-Shape):
Purpose: Displays the Low Volume Node (LVN) liquidity vacuum corridor for B-Shape (Double Distribution) profiles.
Default: true.
• LVN Presentation:
Purpose: Visual style (Both Corridor Box + Centerline, Shaded Corridor Box, or Inflection Line Only).
Default: Inflection Line Only.
• LVN Forward Extension:
Purpose: Extend Until Mitigated projects the corridor forward until retested or penetrated; Session Span Only confines it within session boundaries.
Default: Extend Until Mitigated.
• LVN Color, Style, and Box Fill Transp (%):
Purpose: Visual customization of the LVN corridor.
Defaults: Magenta (#E040FB), Dotted, 92% box fill transparency.
📊 Group 9: Institutional Heads-Up Display & Educational Table
• HUD Display Mode:
Purpose: Selects dashboard presentation (Full Educational Dashboard, Compact Status Pill, or Disabled).
Default: Full Educational Dashboard.
• Dashboard Position:
Purpose: Screen corner placement (Bottom Right, Bottom Left, Top Right, Top Left).
Default: Bottom Right.
• Detect Imbalances at Key Levels:
Purpose: Real-time audio/visual alert scanning active order flow imbalance shelves and alerting when stacked absorption coincides with key levels (VAH, VAL, VPOC, or Overnight Half-Back).
Default: true.
6. Tactical Execution Playbook
1. Pre-Market Balance Orientation (08:30 – 09:30 EST)
• ⚖️ Identify the position of price relative to the Overnight Half-Back (50%).
• ⚡ Scan for Confluent Iron POC alignments between yesterday's Cash VPOC and the Overnight VPOC.
• 🏛️ Check the prior session's Dalton archetype badge: Is the market balanced ( ) or trending ( or )?
2. Opening Drive & Judas Swing Mitigation (09:30 – 10:00 EST)
• 🛑 Stand aside during the opening 15 minutes to protect capital from opening whipsaws and liquidity gaps.
• 🪤 Watch for a false opening drive (Judas Swing) sweeping overnight extremes into an unmitigated Stacked Imbalance Shelf.
• 🟡🟣 Confirm absorption via Effort vs. Reward Candle Colors (Gold for Buyer Absorption, Purple for Seller Absorption).
3. High-Confluence Setups by Dalton Archetype
• 🔄 Rotational Days: Fade Value Area boundaries (VAH and VAL) targeting the VPOC mean.
• 🌌 Double Distribution Days: Trade the breakout through the LVN Vacuum Corridor, capturing rapid price displacement toward the secondary distribution's POC.
• 🚀 Initiative Days: Never fade the morning drive. Align with trend pullbacks into the developing right-margin VPOC and stacked imbalance shelves.
7. Educational & Compliance Disclaimer
This indicator is published under the Mozilla Public License 2.0 (MPL 2.0) strictly for educational, research, and analytical purposes. It does not provide trade recommendations, signals, or financial advice. Trading futures, equities, and options carries substantial risk of capital loss. Past performance and quantitative models do not guarantee future market outcomes. Always exercise rigorous risk management. インジケーター
Adaptive Market Structure & Fair Value### Adaptive Market Structure & Fair Value
Adaptive Market Structure & Fair Value combines three complementary market measurements:
**Adaptive market structure**, using efficiency-adjusted pivot confirmation;
**Adaptive KAMA trend state**, using price efficiency and normalized KAMA progression;
**Session VWAP fair value**, using the direction and efficiency of VWAP migration.
The indicator is designed to distinguish structural price movement from short-term market noise rather than produce instantaneous turning-point signals.
### Adaptive Pivot Structure
Potential pivot highs and lows are identified when price exceeds the selected number of bars to the left of the candidate.
Unlike a fixed pivot algorithm, the number of right-side bars required for confirmation changes with price Efficiency Ratio (ER).
Efficient directional movement permits faster confirmation, while inefficient or noisy movement requires additional right-side evidence.
A pending candidate can therefore either:
* become a confirmed structural pivot after its required confirmation bars have elapsed, or
* disappear if price makes a more extreme high or low before confirmation.
**Pivot Caveat:** Confirmed pivots necessarily appear after the actual pivot bar. This is intentional confirmation delay, not repainting of a previously confirmed pivot. Pending candidates should not be treated as confirmed structure.
The Pivot Range Depth setting selects which surviving unbroken high/low pair defines the displayed structural zones. Increasing depth references progressively older and generally broader market structure.
### Adaptive KAMA
KAMA provides the indicator's short-term directional component.
Its responsiveness changes according to price Efficiency Ratio. Efficient movement causes KAMA to respond more quickly, while inefficient or sideways movement causes greater smoothing.
KAMA direction is not determined from price position alone. The script measures the linear-regression progression of KAMA and normalizes that movement against current market noise. Efficiency Ratio is then used to qualify how much confidence should be assigned to that progression.
The resulting states are:
* Bull High Efficiency
* Bull Directional
* Bull Transition
* Range
* Bear Transition
* Bear Directional
* Bear High Efficiency
The table displays the current state, its duration in bars, KAMA ER and normalized KAMA slope, together with the completed previous state.
### KAMA Confirmation Delay
KAMA is intentionally a confirmation tool rather than a prediction of the next price bar.
Several components contribute to its response time:
1. Efficiency Ratio is calculated across a historical lookback.
2. ER is smoothed before controlling KAMA responsiveness.
3. KAMA itself is an adaptive recursive average.
4. KAMA progression is measured using a short linear-regression slope.
5. When the optional KAMA Color Filter is enabled, major directional transitions also require price acceptance.
With the filter enabled, transitions from RANGE into a directional state and bullish-to-bearish or bearish-to-bullish reversals require price to exceed the accepted closing-price range established by the existing KAMA state.
This intentionally prevents a single minor change in slope from immediately reversing the displayed trend state.
Changes in efficiency within the same direction are not subjected to this additional acceptance delay, and deterioration back to RANGE is allowed immediately.
Consequently, the KAMA state should be interpreted as **confirmed trend condition**, not as an exact turning-point signal.
### Session VWAP Fair Value
VWAP resets at the selected session anchor and represents volume-weighted session fair value.
The indicator currently supports London and New York session anchoring.
In addition to plotting session VWAP, the script measures:
* VWAP Efficiency Ratio;
* normalized VWAP displacement;
* statistical strength of that displacement.
This allows VWAP to distinguish between simple movement in fair value and sustained directional migration.
### VWAP Warm-Up and Delay
The underlying VWAP calculation begins with the selected session and updates as new price and volume are received.
The **VWAP trend classification**, however, intentionally requires historical observations.
Early in the session, before enough bars are available for the full ER and statistical-strength calculations, the indicator uses the direction of VWAP displacement as an early directional estimate.
After sufficient observations accumulate, the classification becomes more selective and requires both:
* sufficient VWAP directional displacement; and
* VWAP Efficiency Ratio above its qualification threshold.
Therefore, the VWAP line itself should not be confused with the slower VWAP trend classification.
Higher VWAP ER lengths and smoothing values produce more stable classifications but require more bars before the full calculation becomes available.
### Important Interpretation
The Pivot, KAMA, and VWAP modules should not be expected to change simultaneously.
They measure different aspects of market behavior:
**Pivots** confirm structure after future bars establish that a swing survived.
**KAMA** confirms the quality and direction of recent price progression.
**VWAP** measures the migration of session fair value and requires session history before its stronger statistical classification is available.
A pivot may therefore form before KAMA confirms a directional change, or KAMA may become directional before VWAP has accumulated enough session data to confirm persistent fair-value migration.
This disagreement is not necessarily an error. It can represent a developing transition in market structure.
### Practical Use
The indicator is best used as a layered decision framework:
**Structure:** Where are the surviving pivot zones?
**Trend:** Is KAMA ranging, transitioning, directional, or highly efficient?
**Fair Value:** Is session VWAP migrating with the move or remaining relatively neutral?
Agreement between the three components provides stronger contextual confirmation than any individual component alone.
### Limitations
This indicator is descriptive and confirmatory. It does not predict future price movement.
Adaptive calculations necessarily introduce varying amounts of delay. Increasing ER lookbacks, smoothing lengths, pivot confirmation requirements, KAMA slow length, or structural depth will generally produce more stable information at the cost of slower response.
Pending pivots can disappear before confirmation. Confirmed pivots are historical structural references and should not be interpreted as signals that would have been known on the original pivot bar.
KAMA states may remain in the prior direction while a reversal is developing, particularly when the KAMA Color Filter is enabled.
VWAP trend classifications require sufficient bars after the selected session begins and should be considered immature during the early-session warm-up period.
The indicator should therefore be used as market context and confirmation rather than as a standalone entry or exit system.
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