Self-Validating Elliott Wave EngineSELF-VALIDATING ELLIOTT WAVE ENGINE
A probabilistic Elliott Wave framework that does three things most wave tools do not: it weighs SEVERAL competing counts at once instead of asserting one, it CALIBRATES its own confidence against what actually happened on the instrument you are viewing, and it tells you honestly when no count is trustworthy. It is decision-support and context - not a signal generator, and never a claim of certainty.
WHY THESE PARTS BELONG TOGETHER (one engine, not a bundle)
Elliott Wave analysis is unavoidably ambiguous: the same swings can support an impulse, a zigzag, a flat or a triangle, and practitioners disagree constantly. A tool that draws one count and hides that ambiguity is misleading. This script is built as a single pipeline whose stages exist specifically to manage that ambiguity, and removing any one stage breaks it:
1. Structure - an alternating swing (ZigZag) series is built from confirmed pivots, and each pivot is tagged with momentum (RSI) and relative volume. This is the raw evidence every wave rule is tested against; without a clean swing series there is nothing to count.
2. Multi-count pattern engine - from that swing series the script forms several competing labelled hypotheses at once (impulse forming wave 3/4/5 or complete, zigzag, flat, contracting triangle). Because Elliott is ambiguous, evaluating alternatives is the whole point, not an add-on.
3. Scoring - each hypothesis is graded on Fibonacci fit, proportion and the alternation guideline (waves 2 and 4 should differ in form), and "wave energy" (does wave 3 thrust hardest, in trend direction, on rising volume?). These are combined deliberately: Fibonacci ratios alone mislabel corrections as impulses; momentum alone is directionless noise; only together do they discriminate real structure.
4. Regime context - a trend/range/compression read (from ADX and ATR) tilts the priors, because impulses are more likely in trends and corrections in ranges. It changes the odds, it does not override the structure.
5. Market-structure confirmation - an independent break-of-structure / change-of-character check raises or lowers the chosen count, so the wave read must agree with raw price action to score well.
6. Calibrated forecast - the forward zone is built from THIS chart's own distribution of historical retracement depths, not fixed ratios pulled from a textbook, so it reflects how the specific instrument actually behaves.
7. Outcome calibration - every forward call (target + invalidation + confidence) is logged and later checked: did price reach target before invalidation? Outcomes are bucketed by confidence, so the confidence number on screen can be mapped to a MEASURED hit-rate. This is the stage that makes the tool self-validating, and it is impossible without all the stages above feeding it.
So the components are not stacked for convenience - they form one loop: build competing hypotheses, score them on structure and momentum, tilt by regime, confirm against price structure, forecast from the instrument's own history, then grade that forecast against reality and report the measured reliability. That is why this is one indicator rather than seven separate overlays.
HOW IT WORKS ON THE CHART
- Wave labels and connecting lines draw the primary (highest-scoring) count's structure.
- A dashed projection line and a shaded forecast zone mark where the primary count expects price to go, with the zone width calibrated from the chart's own retrace history.
- A dashboard reports: the primary count with its probability share, its position and stage, the two best alternative counts, the raw confidence, the measured calibrated hit-rate once enough cases have resolved, the regime, the market-structure state (and whether it confirms or warns), the hard-rule pass/fail, wave energy, an opportunity read (confidence shaped by reward-to-risk and structure), and the target / invalidation levels.
HOW TO USE IT
- Read the ambiguity, not a single answer. The secondary and tertiary counts and their probabilities tell you how clear or murky the structure currently is.
- Trust "Calibrated" over "Confidence". Confidence is the raw structural score; the calibrated figure is the measured success rate for that confidence level on resolved cases - the honest number.
- Respect "stand aside". When confidence is below your threshold the panel says so instead of forcing a count. That is a feature.
- Use target and invalidation as context for your own plan. Invalidation is the level that would break the primary count; the forecast zone is where it expects to resolve. The script places no orders.
- Combine with your own method. The market-structure and regime rows are there so the wave read can be cross-checked against plain price action.
SETTINGS OVERVIEW
- Structure: swing sensitivity (pivot legs), max swings stored, and pivot source - wicks (high/low) or bodies (close), so it suits how you read a given market.
- Scoring weights: Fibonacci fit, proportion/look, wave-3 momentum.
- Context: ADX length and trend threshold.
- Forecast: inner/outer percentiles of the retrace distribution, minimum swings to calibrate, minimum resolved cases before the calibrated hit-rate is trusted.
- Display: minimum confidence for a "clean" count, label/zone/panel toggles, bull/bear colours.
- Alerts: new wave, count flip, invalidation breach, forecast-zone entry (via "Any alert() function call").
Pivot source is selectable and volume is used only when a symbol reports it, so the engine runs on futures, equities, forex, crypto and indices on any timeframe.
ORIGINALITY
Most Elliott tools draw a single count and stop. This one runs a bounded multi-count search, scores each hypothesis on structure plus momentum plus volume, tilts by regime and confirms against market structure, forecasts from the instrument's own retrace distribution, and - uniquely - measures its own realised hit-rate per confidence level so the number on screen is grounded in outcomes rather than asserted. It quantifies and reports its own reliability.
REPAINT NOTICE AND LIMITATIONS (honest)
- Swing detection uses confirmed pivots, which finalise a fixed number of bars after they form. The most recent leg is therefore always provisional and can change. This is inherent to Elliott structure detection and is disclosed deliberately, not hidden.
- Counts are probabilistic hypotheses, not predictions. Two analysts - and this engine on two settings - can read the same chart differently.
- Calibration is a long-run estimate over resolved cases on this chart; early on, and after a regime change, it needs samples before it means anything, and past hit-rate is not a future guarantee.
- This is context and decision-support. It is not a trading system and issues no orders.
DISCLAIMER
This script is for research and education only. It is not financial advice, not a recommendation, and not a solicitation to trade. It places no orders and guarantees no outcome. Markets carry risk; test any tool on your own data and timeframe and make your own decisions.
インジケーター
Trading Truth Volume================================================================================
📊 Trading Truth Volume
🎯 Wave Volume Analysis & Volume Slope Detection
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This companion indicator extends the Geometric Trading System by providing
advanced volume analysis—wave volume tracking, volume slope detection, and
multi-level standard deviation bands for identifying climax and exhaustion.
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🔷 CORE VOLUME CLASSIFICATION SYSTEM
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The system classifies each bar's volume relative to a Wilder's Moving Average,
creating a visual heatmap for instant volume intensity recognition.
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📊 VOLUME INTENSITY LEVELS
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💜 ULTRA HIGH VOLUME (2.2x+ avg)
→ Climax volume—major institutional activity or capitulation
→ Often marks reversals, breakouts, or exhaustion points
→ Color: Purple bars
🔴 VERY HIGH VOLUME (1.8x - 2.2x avg)
→ Strong institutional participation
→ Confirms major trend moves or distribution/accumulation
→ Color: Red bars
🟠 HIGH VOLUME (1.2x - 1.8x avg)
→ Above-average activity
→ Validates breakouts and trend continuation
→ Color: Orange bars
🟢 NORMAL VOLUME (0.8x - 1.2x avg)
→ Healthy trending volume
→ Standard market participation
→ Color: Green bars
🔵 LOW VOLUME (0.4x - 0.8x avg)
→ Weak conviction
→ Pullback or consolidation phase
→ Color: Blue bars
⚪ VERY LOW VOLUME (<0.4x avg)
→ Minimal liquidity—avoid entries
→ Holiday/weekend sessions or dead zones
→ Color: Silver bars
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🌊 WAVE VOLUME TRACKING SYSTEM
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The indicator tracks cumulative volume within each price wave using Renko-style
direction detection. This reveals whether buyers or sellers are in control.
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📈 UPWAVE VOLUME TRACKING
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When price creates higher highs (direction = UP):
→ Cumulative volume is tracked for the entire upwave
→ Labels show: V (% change | bars)
→ Example: "15420V (2.35% | 12)" = 15420 volume, 2.35% move, 12 bars
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📉 DOWNWAVE VOLUME TRACKING
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When price creates lower lows (direction = DOWN):
→ Cumulative volume is tracked for the entire downwave
→ Same label format with direction context
→ Compare upwave vs downwave volume for trend strength
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🔄 DIRECTION CHANGE DETECTION
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The system uses configurable methods to detect wave direction changes:
ATR Method (Default)
→ Uses Average True Range to filter noise
→ Value = ATR period (default: 14)
→ Best for: Volatile markets, crypto
Traditional Method
→ Fixed point value for direction change
→ Value = minimum points to change direction
→ Best for: Stable markets, indices
Part of Price Method
→ Percentage-based direction change
→ Value = divisor (price / value = threshold)
→ Best for: Scaling across different price levels
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📐 VOLUME SLOPE ANALYSIS (Advanced)
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The slope analysis reveals whether volume is INCREASING or DECREASING within
each wave—critical for identifying climax vs exhaustion.
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📈 SLOPE DETECTION METHODS
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🔷 SIMPLE METHOD
→ Draws line from lowest volume bar to highest volume bar in wave
→ Shows clear volume trend direction
→ Best for: Quick visual assessment
🔷 LINEAR REGRESSION METHOD
→ Fits a regression line through all volume bars in wave
→ Smoother, more statistically robust
→ Best for: Precise volume trend analysis
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🎨 SLOPE INTERPRETATION
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🟢 UPWAVE + RISING VOLUME SLOPE
→ Buyers increasing commitment
→ Strong trend continuation signal
→ Look for: Breakout confirmations
🟢 UPWAVE + FALLING VOLUME SLOPE
→ Buyers losing steam
→ Potential exhaustion warning
→ Look for: Pullback or reversal setup
🔴 DOWNWAVE + RISING VOLUME SLOPE
→ Sellers increasing pressure
→ Strong distribution or panic
→ Look for: Capitulation bottoms
🔴 DOWNWAVE + FALLING VOLUME SLOPE
→ Selling pressure diminishing
→ Potential bottoming pattern
→ Look for: Reversal setups
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📊 VOLUME STANDARD DEVIATION BANDS
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The system plots statistical bands around the volume moving average to identify
abnormal volume spikes and exhaustion zones.
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📏 BAND LEVELS
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⚪ VOLUME MA (Gray Line)
→ Base average volume level
→ Center of the statistical distribution
🔵 STDDEV 1 BAND (Light Blue)
→ 1 standard deviation above MA
→ ~68% of volume bars fall below this level
→ Moderate volume spike threshold
🔵 STDDEV 2 BAND (Medium Blue)
→ 2 standard deviations above MA
→ ~95% of volume bars fall below this level
→ Significant volume spike threshold
🔵 STDDEV 3 BAND (Dark Blue)
→ 3 standard deviations above MA
→ ~99.7% of volume bars fall below this level
→ EXTREME volume—climax or capitulation zone
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🎯 BAND TRADING SIGNALS
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📊 Volume Touching StdDev 1
→ Above average activity
→ Confirms trend strength
→ Normal for breakouts
📊 Volume Touching StdDev 2
→ Unusual volume spike
→ Institutional activity likely
→ Watch for continuation OR reversal
📊 Volume Touching StdDev 3
→ EXTREME volume event
→ Often marks major turning points
→ Climax tops or capitulation bottoms
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⚙️ TRADINGVIEW INPUT SETTINGS
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📊 BASIC VOLUME SETTINGS
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☑️ Show Volume Moving Average
Default: OFF
→ Plots Wilder's MA line on volume
→ Useful for seeing the dynamic average
📏 Length of MA applied on Volume
Default: 20
Range: 1-200
→ Period for volume moving average calculation
→ Lower = more responsive, Higher = smoother
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📈 VOLUME RATIO THRESHOLDS
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These ratios define the volume classification boundaries:
🔢 Ultra High Volume Ratio
Default: 2.2
→ Volume >= 2.2x MA = Ultra High (Purple)
🔢 Very High Volume Ratio
Default: 1.8
→ Volume >= 1.8x MA = Very High (Red)
🔢 High Volume Ratio
Default: 1.2
→ Volume >= 1.2x MA = High (Orange)
🔢 Normal Volume Ratio
Default: 0.8
→ Volume >= 0.8x MA = Normal (Green)
🔢 Low Volume Ratio
Default: 0.4
→ Volume >= 0.4x MA = Low (Blue)
🔢 Very Low Volume Ratio
Default: 0.4
→ Volume < 0.4x MA = Very Low (Silver)
💡 TIP: Adjust ratios based on your market's volatility. Crypto may need
higher thresholds (2.5x, 2.0x), while forex may need lower (1.8x, 1.5x).
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🌊 WAVE VOLUME SETTINGS
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🎨 Up Volume Color
Default: Black
→ Color for upwave volume labels
🎨 Down Volume Color
Default: Black
→ Color for downwave volume labels
📏 Size of Wave Line
Options: 1, 2, 3
Default: 2
→ Line thickness for wave markers
☑️ Plot Wave Volume
Default: OFF
→ Enable to show wave volume labels on chart
→ Shows cumulative volume per wave with % change
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🔧 RENKO DIRECTION SETTINGS
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📐 Renko Assignment Method
Options: ATR, Traditional, Part of Price
Default: ATR
ATR: Uses Average True Range for direction detection
→ Value = ATR period (e.g., 14)
→ Best for: Adaptive to volatility
Traditional: Fixed point threshold
→ Value = minimum points to change direction
→ Best for: Consistent markets
Part of Price: Percentage-based
→ Value = divisor (price / value = threshold)
→ Best for: Multi-asset strategies
🔢 Value
Default: 14.0
→ Meaning depends on method selected above
📊 Price Source
Options: Close, Open / Close, High / Low
Default: Close
→ Which price to use for direction detection
🔄 Use True Range instead of Volume
Options: Always, Auto, Never
Default: Auto
→ Auto: Uses True Range when volume data unavailable
→ Useful for indices or assets without volume
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📏 VOLUME DISPLAY SETTINGS
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📐 Size
Options: Tiny, Small, Medium, Large, Huge
Default: Medium
→ Size of wave volume labels
🔢 Volume Scale Down Factor
Options: 1, 10, 100, 1000, ... 1000000000
Default: 1
→ Divides volume figures for readability
→ Use 1000 for stocks, 1000000 for crypto
☑️ Show Pivot Markers
Default: OFF
→ Shows arrow markers at wave pivots
🎨 High Pivot Color
Default: Gray
→ Color for swing high markers
🎨 Low Pivot Color
Default: Black (50% transparency)
→ Color for swing low markers
☑️ Show Volume Candles
Default: OFF
→ Colors candles based on volume intensity
→ Green shades for up candles, Red for down
🔢 Volume EMA Period
Default: 20
→ EMA period for volume candle coloring
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📐 VOLUME SLOPE ANALYSIS SETTINGS
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☑️ Enable Volume Slope Analysis
Default: ON
→ Master toggle for slope detection features
📊 Slope Method
Options: Simple, Linear Regression
Default: Simple
Simple: Line between swing low/high volume points
Linear Regression: Fitted line through all wave bars
☑️ Show Volume Std Dev Bands
Default: ON
→ Displays the statistical deviation bands
🔢 Volume Std Dev Period
Default: 20
→ Period for standard deviation calculation
📏 Slope Line Width
Options: 1, 2, 3, 4
Default: 2
→ Thickness of slope lines
🎨 Upwave Slope Color
Default: Green (30% transparency)
→ Color for rising wave slope lines
🎨 Downwave Slope Color
Default: Red (30% transparency)
→ Color for falling wave slope lines
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🟢 BULLISH VOLUME SIGNALS
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Signal 1: Climax Volume at Support
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Setup: Ultra High volume (purple) at geometric support level
Interpretation: Capitulation selling—smart money absorbing supply
📥 Action: Look for bullish reversal candle
🎯 Target: Previous swing high or midpoint
📊 Confirmation: Volume slope turning up in new wave
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Signal 2: Rising Volume in Upwave
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Setup: Volume slope trending UP during upwave
Interpretation: Buyers increasing commitment—trend acceleration
📥 Action: Add to long positions on pullbacks
🎯 Target: Extended targets (TP3, TP4)
📊 Confirmation: Each swing low has higher volume than previous
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Signal 3: Decreasing Volume on Pullback
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Setup: Volume drops to Low/Very Low during downwave correction
Interpretation: Healthy profit-taking, no distribution
📥 Action: Prepare for continuation entry
🎯 Target: New highs
📊 Confirmation: Volume expands when uptrend resumes
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🔴 BEARISH VOLUME SIGNALS
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Signal 1: Climax Volume at Resistance
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Setup: Ultra High volume (purple) at geometric resistance
Interpretation: Blow-off top—smart money distributing
📤 Action: Look for bearish reversal candle
🎯 Target: Previous swing low or midpoint
📊 Confirmation: Volume slope turning down in new wave
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Signal 2: Rising Volume in Downwave
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Setup: Volume slope trending UP during downwave
Interpretation: Panic selling—trend acceleration down
📤 Action: Add to short positions on rallies
🎯 Target: Extended targets (TP3, TP4)
📊 Confirmation: Each swing high has higher volume than previous
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Signal 3: Decreasing Volume on Rally
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Setup: Volume drops to Low/Very Low during upwave bounce
Interpretation: Weak buying, no accumulation
📤 Action: Prepare for continuation short entry
🎯 Target: New lows
📊 Confirmation: Volume expands when downtrend resumes
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🎯 VOLUME + GEOMETRY CONFLUENCE
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The Volume indicator works best when combined with the main Geometric Trading
System indicator. Look for these high-probability setups:
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💎 CONFLUENCE SETUP 1: Angle + Volume Spike
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Condition: Price touches 1x1 geometric angle
+ Ultra High or Very High volume bar
+ Volume slope diverging from price direction
= HIGH PROBABILITY REVERSAL
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💎 CONFLUENCE SETUP 2: Midpoint + Volume Climax
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Condition: Price at HTF midpoint level
+ Volume touching StdDev 3 band
+ Wave volume 2x+ previous wave
= MAJOR TURNING POINT
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💎 CONFLUENCE SETUP 3: Time Cycle + Volume Exhaustion
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Condition: Price at geometric time cycle vertical
+ Declining volume slope in current wave
+ Volume below StdDev 1 band
= TREND EXHAUSTION / REVERSAL ZONE
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💎 PRO TRADING NOTES
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🎯 VOLUME ANALYSIS HIERARCHY
1. StdDev Bands → Identify abnormal volume events
2. Wave Volume → Compare buying vs selling pressure
3. Volume Slope → Confirm trend strength or exhaustion
4. Color Classification → Quick visual assessment
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📊 VOLUME DIVERGENCE PATTERNS
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Price Higher High + Volume Lower High = BEARISH DIVERGENCE
→ Weakening buying pressure, potential top
Price Lower Low + Volume Lower Low = BULLISH DIVERGENCE
→ Weakening selling pressure, potential bottom
Price Flat + Volume Expanding = BREAKOUT IMMINENT
→ Accumulation or distribution complete
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🌊 WAVE VOLUME COMPARISONS
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Upwave Vol > Downwave Vol = BULLISH BIAS
→ Buyers more aggressive than sellers
Downwave Vol > Upwave Vol = BEARISH BIAS
→ Sellers more aggressive than buyers
Equal Wave Volumes = CONSOLIDATION
→ No clear winner, wait for breakout
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📈 VOLUME SLOPE STRATEGIES
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Rising Slope + Rising Price = STRONG TREND (ride it)
Falling Slope + Rising Price = EXHAUSTION (prepare exit)
Rising Slope + Falling Price = PANIC (look for bottom)
Falling Slope + Falling Price = WEAK SELLING (potential bounce)
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🆘 TROUBLESHOOTING
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Q: Volume bars not colored correctly?
A: - Check that volume data is available for your symbol
- Some indices don't have volume—use True Range option
- Adjust ratio thresholds if all bars are same color
Q: Wave volume labels not showing?
A: - Enable "Plot Wave Volume" in settings
- Check that wave colors are not transparent
- Reduce "Volume Scale Down Factor" if numbers are 0
Q: StdDev bands too wide/narrow?
A: - Adjust "Volume Std Dev Period" (higher = wider bands)
- Very volatile assets may need shorter period
- Stable assets may need longer period
Q: Volume slope not visible?
A: - Enable "Enable Volume Slope Analysis"
- Check slope line width is 2 or higher
- Ensure slope colors are not too transparent
Q: Different from main price chart volume?
A: - This indicator uses Wilder's MA (exponential smoothing)
- Built-in TradingView volume uses SMA
- Both are valid—this is more responsive
Q: Works on all markets?
A: - ✅ Crypto (24/7 volume)
- ✅ Stocks (regular hours volume)
- ✅ Futures (tick volume)
- ⚠️ Forex (tick volume, less reliable)
- ⚠️ Indices (may need True Range option)
Q: Best settings for scalping?
A: - Reduce MA Length to 10-14
- Lower StdDev Period to 14
- Use "Part of Price" method with value 100-200
Q: Best settings for swing trading?
A: - Increase MA Length to 30-50
- Higher StdDev Period to 30
- Use "ATR" method with value 20-30
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📜 VERSION HISTORY
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v1.0 (Current - January 2025)
✅ Volume classification system (6 levels)
✅ Wilder's Moving Average calculation
✅ Wave volume tracking with labels
✅ Renko-style direction detection
✅ Volume slope analysis (Simple & LinReg)
✅ Standard deviation bands (1, 2, 3 sigma)
✅ Customizable ratio thresholds
✅ Volume candle coloring option
✅ Multi-method direction detection
✅ Scale factor for large volume numbers
Planned v2.0
🔜 Volume profile integration
🔜 VWAP deviation bands
🔜 Volume-weighted wave analysis
🔜 Automated divergence detection
🔜 Volume alerts (climax, exhaustion)
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🧠 THE SCIENCE BEHIND VOLUME ANALYSIS
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Core Volume Principles Applied
1. Volume Precedes Price
→ Major moves are preceded by volume expansion
→ Climax volume marks turning points
2. Volume Confirms Trend
→ Healthy trends have rising volume in trend direction
→ Declining volume = weakening trend
3. Exhaustion Patterns
→ Ultra-high volume at extremes = capitulation
→ Low volume at extremes = no conviction
4. Wave Volume Comparison
→ Compare effort (volume) to result (price movement)
→ High effort + low result = potential reversal
5. Standard Deviation Context
→ Statistical framework for "abnormal" volume
→ 3 sigma events are rare and significant
WHY THIS WORKS
- Smart Money Footprint: Large players can't hide volume
- Confirmation Tool: Volume validates or invalidates price moves
- Early Warning: Volume divergences precede price reversals
- Universal: Same principles work across all markets
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⚠️ RISK DISCLAIMER
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This indicator is an EDUCATIONAL TOOL for volume analysis. It does NOT
guarantee profits. Markets involve substantial risk of loss.
- Volume analysis is ONE piece of the puzzle
- Always combine with price structure analysis
- Use proper position sizing (1-2% risk per trade)
- Backtest strategies before live trading
- No indicator is 100% accurate
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🎓 LEARNING PATH
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BEGINNER
1. Start with just the colored volume bars
2. Learn to identify Ultra High and Very High volume events
3. Notice how price reacts after volume spikes
4. Track wave volume to see buyer vs seller strength
INTERMEDIATE
5. Enable StdDev bands to quantify "abnormal" volume
6. Use volume slope to confirm trend strength
7. Compare wave volumes for bias direction
8. Look for volume divergences with price
ADVANCED
9. Combine with Geometric Trading System angles
10. Trade volume climax reversals at geometric levels
11. Use wave volume ratios for position sizing
12. Develop volume-based entry/exit rules
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💬 FINAL WORDS FROM THE ARCHITECT
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"Price tells you WHAT happened. Volume tells you WHO made it happen. When
smart money moves, volume reveals their footprint. Learn to read the
volume story, and you'll see the market's intentions before they unfold."
Volume is the fuel that drives price. Without volume, moves are suspect.
With volume, moves are confirmed. Master volume analysis, and you'll
trade with conviction.
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📊 Volume is the Heartbeat of the Market
© 2025 AstroTrade_ | Invite-Only TradingView Script
================================================================================ インジケーター
インジケーター
Impulse Waves & Reversal Zones [MQLSoftware]Impulse Waves & Reversal Zones is a structural overlay that reads price as a chain of impulse and correction legs, then projects the zone where the dominant trend is expected to resume. Instead of auto-drawing a Fibonacci grid on the latest swing, it first decides whether a leg is a genuine impulse, frames the counter-trend pullback against it, and builds a managed reversal zone with targets, a stop, and a live status that retires the setup once it plays out. A compact right-side panel adds higher-timeframe bias, trend-conviction strength, an alignment score, and a plain-language plan.
This is a visual analytical tool intended for chart reading and structure mapping. It does not execute trades and does not provide financial advice.
Key Features
Impulse legs qualified by a self-calibrating quality score and drawn as bold trend channels; weaker legs stay as a faint wave skeleton
Active correction framed as an amber box labelled with its retracement depth versus the impulse it is correcting (an overrun beyond 100% is flagged as a deep retrace / structure break, not a clean correction)
Reversal zone built on the 0.382-0.618 retracement of the qualified impulse, with TP1 (x1.272) and TP2 (x1.618) extension targets and a stop with its R:R
Live setup status that moves through wait, in-zone, target hit, and stopped, and greys the zone out once it is resolved so a played-out setup never lingers as a live opportunity
Multi-timeframe panel: bias plus trend-conviction (ADX) strength for the chart and the next higher timeframes, an alignment score, and a plain-language plan
Higher timeframes selected automatically from the standard timeframe ladder based on the chart, with fewer rows near the top of the ladder (Daily, Weekly)
A plan that softens to "low conviction" when the bias is backed only by ranging higher timeframes, with the active setup flagged the same way so the panel never states two opposite things at once
Core Concept
Most reversal-zone and Fibonacci tools on TradingView take one of two approaches. They either auto-draw a retracement grid on the most recent swing pair (no quality filter, and the grid jumps every time the latest swing redraws), or they label market structure (swings, breaks of structure) without projecting a managed, self-invalidating trade zone. Both leave the reader to decide by hand whether the leg even mattered and where the level should sit.
This indicator builds on a different base: classify structure first, then project a zone only from legs that qualify, and track that zone until it resolves. It adds three specific algorithmic elements on top of that base.
1. Protected-Swing Structure Classification. Trend direction is tracked by a change-of-character state machine with protected swings: the trend only flips when price breaks the swing low or high that launched the prior impulse. Shallow pullbacks therefore stay classified as corrections instead of constantly flipping the trend, which is the common failure mode of naive zigzag and two-pivot tools.
2. Self-Calibrating Impulse Quality Score. Every leg is scored 0-100 as one half Efficiency Ratio (net move divided by the path travelled, i.e. how straight the leg is) and one half Displacement Percentile (the leg's size in ATR units, ranked against the recent distribution of legs). A leg is drawn as an impulse only if it is with-trend and clears the score threshold. Because the size component is ranked against recent legs rather than compared to a fixed pip or point value, the filter self-calibrates across instruments and timeframes with no magic numbers.
3. Conviction-Aware Bias and Reversal Zone. The reversal zone is anchored to the dominant-direction qualified impulse and managed with targets, a stop, and a live state. Higher-timeframe context uses ADX strength rather than a path-efficiency ratio, so a strong trend still reads as strong mid-pullback. When the bias is supported only by ranging higher timeframes, the panel reports the bias but softens the plan to "low conviction" and marks any active setup the same way, so the structural read and the suggested action stay consistent.
Anatomy of the Display
Trend channels are bold green or coral channels drawn only for legs that qualify as impulses. The wave skeleton is a faint thin backbone drawn under every leg, so the raw swing structure stays visible; where a leg qualifies as an impulse, the bold channel sits on top of it.
The correction box is an amber dashed outline on the active counter-trend pullback, labelled with the retracement depth as a percentage of the impulse it is correcting. A retracement beyond 100% is relabelled as a deep retrace because the structure that the zone relied on is now at risk.
The reversal (entry) zone is the filled box spanning the 0.382-0.618 retracement of the qualified impulse, with a dotted mid-line and a label carrying the R:R of the resulting setup. TP1 and TP2 are the 1.272 and 1.618 extensions; the stop sits beyond the impulse origin.
The status chip reads the live state of the setup: waiting for the zone, in the zone, target hit, or stopped. Once the zone is hit or the setup is stopped, the zone and its levels grey out and the chip says so, so a resolved setup is visually retired rather than left looking active.
The right-side panel lists, per row, the timeframe, its bias (Bull / Bear / Flat), and a trend-conviction strength bar. The chart's own row is marked "pullback" when its direction opposes the trading bias, so a green chart row inside a bearish plan reads as the rally you are selling, not as a long signal. Below the rows: an ALIGN score (filled dots for how many higher timeframes vote each way, with the side that has no votes greyed), a verdict (ALIGNED, BULLISH/BEARISH BIAS, or MIXED), and the plan line.
Multi-Timeframe Panel
The higher-timeframe rows are selected automatically from the standard timeframe ladder based on the chart timeframe. For example, a 5m chart reads 15m / 30m / 1H; a 1H chart reads 4H / 1D / 1W; a 4H chart reads 1D / 1W / 1M. Near the top of the ladder fewer than three higher timeframes exist, so the panel simply shows fewer rows (a Daily chart shows Weekly and Monthly; a Weekly chart shows Monthly only). A manual mode lets you pin three timeframes of your choice instead. Higher-timeframe values are read with `lookahead=barmerge.lookahead_off` and a one-bar offset, which is the standard non-repainting pattern for higher-timeframe context.
Notes on Repainting
Historical impulses and corrections do not repaint. They are built from confirmed pivots (`ta.pivothigh` and `ta.pivotlow` with a right-bars parameter), so once a leg is committed it stays anchored in place.
The active forming leg is explicitly labelled "forming" and updates as new bars print; the reversal zone itself is anchored to the confirmed pivots of the qualified impulse.
The setup state is latched. Once price tags the stop or a target, that resolution is recorded against the setup's anchor and does not revert if price later trades back into the zone. A stopped or completed setup cannot revive itself.
Pivot detection has an inherent delay equal to the right-bars parameter (default 3 bars). A pivot becomes visible only after that many bars close past it. This is a property of all pivot-based indicators, not specific to this script.
Multi-timeframe panel data uses `lookahead=barmerge.lookahead_off` with a one-bar offset, the canonical non-repainting pattern for higher-timeframe context.
Alerts are gated by `barstate.isconfirmed` and fire once per closed bar, never intra-bar.
Typical Analysis Workflow
A common analytical workflow may include:
Reading the panel verdict and plan line to anchor an overall directional view, and noting the conviction (a "low conviction" plan means the bias is real but the higher timeframes are only ranging)
Checking the ALIGN row and the per-timeframe rows to see whether higher timeframes agree or conflict
Waiting for the status chip to read in-zone in the direction of the plan (sell rallies into the zone in a down-bias, buy pullbacks in an up-bias)
Reading the zone label R:R and the TP1 / TP2 / stop levels to frame the trade, then managing it with other forms of analysis and risk management
Treating the deep-retrace flag and the greyed-out (stopped / target-hit) state as structural context that a setup has changed or ended
Configuration
ATR Length - lookback for the ATR used in the swing filter, channel width, and stop placement.
Swing Filter (ATR) - the main noise lever. Higher values keep fewer, larger swings; lower values keep more, smaller swings.
Pivot Left Bars / Pivot Right Bars - the pivot lookback. Right Bars also sets the confirmation delay (a pivot is confirmed this many bars after it forms).
Impulse Strength Min - the minimum quality score (0-100) a with-trend leg must reach to be drawn as an impulse rather than skeleton.
Channel Width (ATR) - the half-width of the impulse channels, in ATR.
Visuals - colors for impulse up/down, correction, entry zone, targets, and stop; toggles for the wave skeleton, entry zone, targets, stop / R:R, and labels.
Multi-Timeframe HUD - show / hide the panel; Auto (next higher timeframes) versus Manual (three chosen timeframes); the three manual timeframes; and panel position (any corner).
Markets and Timeframes
The indicator can be applied across multiple markets and timeframes:
Forex
Stocks and Indices
Commodities
Cryptocurrencies
Because the swing filter, channel width, and impulse-size ranking are all ATR-based, the visual behavior stays consistent across instruments and timeframes. The Swing Filter and pivot settings can be tuned per chart for the cleanest read on a given symbol and timeframe.
Alerts
Price entered entry zone - fires when price first closes inside the reversal zone
New Swing High - fires when a high pivot is confirmed
New Swing Low - fires when a low pivot is confirmed
All higher TFs bullish - fires when every higher-timeframe row is bullish
All higher TFs bearish - fires when every higher-timeframe row is bearish
All alerts evaluate on confirmed bars to avoid intra-bar oscillation. インジケーター
Institutional Fibonacci + Elliott WaveInstitutional Fibonacci + Elliott Wave — Indicator Description
Overview
This indicator combines three powerful technical analysis tools into a single overlay: Fibonacci retracement/extension levels, Elliott Wave detection, and a Volume Point of Control (POC) line. It is designed to help traders identify high-probability entry zones, validate wave structure, and project take-profit targets with institutional-grade precision.
Core Components
1. Fibonacci Retracement & Extension Levels
The indicator automatically detects the most recent confirmed swing high and swing low using a configurable pivot length, then draws the full Fibonacci grid from that range.
Retracement levels (entry/pullback zones):
0.236, 0.382, 0.500, 0.618 (Golden Ratio), 0.705 (Institutional), 0.786 (Deep), 0.886 (Extreme)
Extension levels (take-profit targets):
1.000 (TP1 — equal move), 1.272 (TP2 — Wave 3 target), 1.618 (TP3 — Golden Extension), 2.000 (TP4), 2.618 (TP5)
The Golden Zone (0.618–0.786) is highlighted with a shaded box — historically the highest-probability reversal area in trending markets. A TP1 zone box is also drawn around the 1.000 extension.
Direction is set automatically: if the most recent confirmed pivot was a high, the grid is drawn bullish (low → high); if a low, it draws bearish (high → low). Every level includes an optional price label and percentage distance from the 0.618 entry.
2. Elliott Wave Detection
The indicator scans recent pivot history for a valid 5-wave impulse pattern, applying the three core Elliott Wave rules:
Wave 2 never retraces beyond the start of Wave 1
Wave 3 is never the shortest impulse wave
Wave 4 does not overlap Wave 1's price territory
When a pattern is confirmed, it draws labeled wave points (W1–W5) connected by colored lines — solid cyan for impulse waves, dashed orange for corrective waves. It also projects forward targets:
W5 Min / W5 Max — expected completion range for Wave 5
ABC-C — the likely endpoint of the subsequent corrective wave
Both bullish and bearish impulse structures are detected.
3. Point of Control (POC)
The POC line marks the price level with the highest traded volume over a configurable lookback window (default: 300 bars). It is calculated by dividing the price range into buckets and finding the bucket with the most cumulative volume — similar to a simplified volume profile.
The POC acts as a strong support/resistance magnet. Price tends to revisit and consolidate around it, making it useful for:
Confirming Fibonacci entry zones when POC aligns with the 0.618–0.786 area
Identifying likely reversal points if price is extended far from POC
4. Information Table
A compact on-chart table (position configurable) displays:
All 7 key price levels (0.618 entry through 2.618 TP5) with current prices and % move from the 0.618 entry
Elliott Wave phase status (Scanning / Bullish Impulse / Bearish Impulse)
Wave rule validation confirmation
How to Use It
Entering a trade:
Watch for price to pull back into the Golden Zone (0.618–0.786). If the POC line sits inside or near that zone, confluence is strong. Look for a reversal candle or momentum confirmation before entering.
Setting targets:
Use the extension levels from the table as a tiered take-profit plan — partial exit at TP1 (1.000), scale out at TP2 (1.272), and let runners run toward TP3 (1.618) or beyond.
Elliott Wave confluence:
If the indicator detects a bullish impulse and you are entering near the Wave 4 zone (between W3 and W4 labels), the W5 Min/Max projections give you a forward price target range that aligns with the extension levels.
Alerts:
Five built-in alerts are available — Golden Zone entry, TP1/TP2/TP3 hits, Elliott Wave confirmation, and a POC touch — configurable directly from TradingView's alert system.
Key Settings
Setting Default Notes Pivot Swing Length21Higher = fewer, more significant swings EW Pivot Length21Match to Swing Length for consistency POC Lookback300 bars Increase for longer-term POC Price Buckets200Higher = more precise POC, heavier CPU load Show Golden Zone On Recommended to leave on Show % from Entry On Shows distance from 0.618 for each level
Best Practices
Works on any timeframe and instrument (stocks, forex, crypto, futures)
Higher timeframes (4H, Daily) produce more reliable pivot detections
Elliott Wave detection is most reliable in trending, impulsive markets — use with caution in choppy, ranging conditions
Confluence of a Fibonacci level + POC + Elliott Wave count is the strongest signal this indicator can produce インジケーター
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V20 Dashboard (High Volume Sniper Edition)Overview
The V20 Dashboard is a mathematically driven Trap Filter and Signal Management system. Designed for high-volume traders, it abandons traditional "indicator stacking" methods that often lure retail traders into market maker traps. Instead, it measures raw oscillator exhaustion and momentum extension to surgically filter out low-probability trades and highlight high-probability "Sniper" entries.
While it is heavily optimized to work alongside custom volume or momentum oscillators and signal algorithms, its input architecture allows it to use any user-defined data sources.
⚙️ The Core Mechanisms
The script relies on three primary calculations to evaluate market safety in real-time. It reads the raw data lines on your chart and converts them into actionable "Safe" or "Trap" evaluations.
1. The Exhaustion Filter (Volume/Oscillator Size Cap)
When momentum spikes too violently in a single candle, the move is often exhausted. Market makers use these massive spikes to trap breakout traders before aggressively reversing the price.
Mechanism: The script measures the exact physical body size of your input source (e.g., Primary Oscillator Open to Close). If that size exceeds your Size Cap, it immediately flags the setup as an Exhaustion Trap and warns you to skip the trade.
2. The Rubber Band Filter (Distance Cap)
Price and momentum act like a rubber band attached to a baseline. If the data stretches too far away from its baseline, it is destined to snap back violently, hitting tight stop losses.
Mechanism: The script measures the absolute distance between your primary data source (Primary Oscillator Close) and a secondary moving average (Confirmation Line). If this distance exceeds your Distance Cap, it flags the setup as an Overextended Trap.
3. The Master Key (Zero-Trap State Alignment)
Mechanism: The script checks if the physical direction of the current oscillator candle (Bullish/Bearish) perfectly matches the direction of your Buy/Sell signal. When these dynamically align while remaining under the size/distance caps, the dashboard upgrades your signal to a 🔥 SNIPER ENTRY.
📊 Understanding the Dashboard UI
The on-chart table provides a complete, top-to-bottom view of market safety:
Live Metrics (Rows 1-3): Displays the raw mathematical data for Oscillator Size, Distance, and the Current State (Bullish/Bearish). Metrics turn green if safe, and red if a limit is breached.
LIVE ⚡ (Row 4): Evaluates the exact current moment.
🔥 SNIPER ENTRY: Size and Distance are safe, and the state alignment is perfect.
🟢 STANDARD ENTRY: Size and Distance are safe, but state alignment is neutral. (Safe to trade).
🚨 TRAP LIMIT BREACHED: A size or distance cap is broken. High risk of immediate reversal.
1-BAR AGO ⏪ (Row 5): Displays the exact dashboard state from one candle ago. Highly useful for evaluating signals that fired exactly on the previous close.
5-BAR AVG 📊 (Row 6): Prevents fakes from single erratic candles by calculating momentum over the last 5 bars. It averages the size, averages the distance, and uses a "Majority Vote" to determine the smoothed trend direction.
LAST SIGNAL 🎯 (Row 7): The "Memory Lock." When your custom Buy/Sell signal actually fires, the dashboard freezes the exact market conditions at that exact second. It allows you to look back at the chart and see precisely why a previous trade was skipped or taken.
🔧 Settings & Configuration Guide
1. Data Sources
Connect the script to your chart data here.
Select Primary Oscillator (Open/Close): Route this to your primary volume, delta, or momentum indicator.
Select Confirmation Line (MA): Route this to your specific baseline or moving average trend indicator.
2. Signal Triggers
The universal checkbox system. Check the boxes (Buy 1, Sell 1, etc.) and link them to your external signal provider. The "LAST SIGNAL" memory lock will stay asleep until one of these inputs triggers.
3. V20 Trap Limits
Max Size (Exhaustion Trap Limit): The absolute maximum oscillator body size allowed before a trade is considered exhausted. (Default: 2.80).
Max Distance (Rubber Band Trap Limit): The maximum distance allowed between your primary oscillator and your confirmation line. (Default: 16.0).
4. UI Settings
Customize the position (Top Right, Bottom Left, etc.) and the text size of the dashboard to fit your screen perfectly.
5. Alert Settings
Instead of alerting you on useless line crosses, the alerts are actionable and tier-based:
Alert on 🔥 SNIPER ENTRY: Pings when a perfect alignment, zero-trap setup appears.
Alert on 🟢 STANDARD ENTRY: Pings when a safe, high-probability trade fires.
Alert on 🚨 TRAP BREACH: Pings when a signal fires but limits are breached (useful for actively monitoring avoided losses).
⚠️ Risk Disclaimer
Please Note: This indicator is intended strictly as an analytical guide and educational tool. It does not constitute financial or investment advice. Trading financial markets carries a high level of inherent risk, and no mathematical filter or indicator can guarantee future results or eliminate losses. The risk of trading is entirely your own, and you are solely responsible for your own trading decisions, entries, exits, and risk management. Always manage your capital responsibly. インジケーター
Empirical Mode Decomposition Trend Helix [forexobroker]Empirical Mode Decomposition Trend Helix applies a simplified EMD sift to separate price into a trend residual and a high-frequency intrinsic mode (IMF1). Rather than relying on a fixed-length moving average, the trend is built from the mean of local upper and lower envelopes, then re-sifted for smoothness. Trade signals fire only when the high-frequency component crosses zero in the direction of the larger trend slope. The unique angle is bringing a Huang-style adaptive decomposition concept into Pine using rolling extrema as a tractable envelope proxy.
🔶 ALGORITHM
1. Take rolling local maxima and minima of close over the extrema window (default 10) using highest/lowest.
2. Smooth each into an upper envelope and a lower envelope by SMA of the envelope smoothing length (default 5).
3. Mean envelope m_t = (upper + lower) / 2 is the trend residual for this iteration.
4. Repeat the sift the configured number of iterations (default 2), using the previous m_t as the input each round.
5. IMF1 (high-frequency component) = close minus the final trend.
6. Slope of the trend over the slope lookback (default 5 bars) defines direction; bullish if slope greater than zero (plus min-slope threshold), bearish if less than minus the threshold.
7. Signals: IMF1 zero-crossings aligned with trend direction.
🔶 SIGNAL LOGIC
- Buy: IMF1 crosses above zero AND trend slope is positive AND position is not already long AND session filter passes AND cooldown bars elapsed AND barstate.isconfirmed.
- Sell: IMF1 crosses below zero AND trend slope is negative AND position is not already short AND session filter passes AND cooldown bars elapsed AND barstate.isconfirmed.
Cross-direction confirmation prevents trading mean-reversion bounces against the underlying trend residual.
🔶 INPUTS
- EMD Sift group: extrema window default 10, envelope smooth default 5, sift iterations default 2, slope lookback default 5.
- Signal Logic group: cooldown bars default 15, min slope (price units) default 0.
- Filters group: session restriction default 0000-2400.
- Visual group: show trend helix, dashboard, 3-layer glow, helix gradient colors, buy/sell colors, dashboard background.
🔶 ALERTS
EMD Buy, EMD Sell, EMD Any Signal, EMD IMF1 Up, EMD IMF1 Down, EMD Trend Turn Up, EMD Trend Turn Dn, EMD Big Excursion, EMD Close Over, EMD Close Under, EMD Webhook JSON.
🔶 LIMITATIONS
- This is a simplified EMD: rolling extrema and SMA envelopes are not the cubic-spline envelopes of formal Huang EMD; expect smoother but less curvature-aware decomposition.
- The sift uses fixed iterations rather than a stoppage criterion, so it does not guarantee a true zero-mean IMF.
- Trend slope is a local linear estimate; long pauses or gaps can flip the slope sign transiently.
- The envelope smoothing introduces lag of roughly half the envelope window into the trend output.
- Signals require simultaneous IMF zero-cross and slope alignment, so during sideways markets the indicator will be quiet by design.
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Open Price Custom % Levels**Open Price % Levels With Session Gap**
This indicator plots the session opening price and automatically calculates percentage-based levels above and below it.
### Features
* Session Opening Price Line
* +0.5%, +1%, +2%, +2.5%, +3% Levels
* -0.5%, -1%, -2%, -2.5%, -3% Levels
* Customizable line colors and thickness
* Session-based plotting with automatic daily reset
* No line connection between trading sessions (clean session gaps)
* Works on all markets and timeframes
Useful for identifying key percentage expansion and retracement zones relative to the session open, helping traders track intraday price movement and potential reaction levels.
**Best suited for:** Index, Forex, Gold, Crypto, and Intraday Trading.
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Open Price % Levels With Session Gap by SMTThis indicator plots the session opening price and automatically calculates percentage-based levels above and below it.
Features
Session Opening Price Line
+0.5%, +1%, +2%, +2.5%, +3% Levels
-0.5%, -1%, -2%, -2.5%, -3% Levels
Customizable line colors and thickness
Session-based plotting with automatic daily reset
No line connection between trading sessions (clean session gaps)
Works on all markets and timeframes
Useful for identifying key percentage expansion and retracement zones relative to the session open, helping traders track intraday price movement and potential reaction levels.
Best suited for: Index, Forex, Gold, Crypto, and Intraday Trading. インジケーター
C-Delta Exhaustion DashboardHere is a professional, highly detailed, and compelling description you can copy and paste directly into TradingView when you publish your script.
It explains the math, the strategy, and exactly how users should set it up.
Title: C-Delta Exhaustion Dashboard
Description:
Are you catching a falling knife, or are you entering at the exact moment of exhaustion?
Trading reversal signals on lower timeframes (like the 1-minute chart) requires immense precision. The most powerful tool for confirming a reversal is Cumulative Delta (C-Delta), but trying to manually "eyeball" the exact difference between the Open and Close of a tiny delta candlestick in real-time is nearly impossible.
The C-Delta Exhaustion Dashboard solves this problem. It is a sleek, non-intrusive, real-time tracking panel that calculates the exact mathematical body size of your Cumulative Delta, out to 6 decimal places.
Based on a quantitative analysis of over 600+ mechanical reversal signals, this dashboard doesn't just show you numbers—it actively warns you when the market is setting up for an explosive, 100+ pip reversal.
🌟 Core Features:
Real-Time Delta Body Calculation: Instantly calculates the exact volume shift (C-Delta Close minus C-Delta Open) of the live bar.
Historical Context (Last 4 Bars): Displays the previous 4 minutes of delta data so you can visually track the buildup or exhaustion of order flow leading up to your entry.
Smart Visual Alerts: The live cell will flash Solid Yellow the exact moment the Delta body size enters the mathematically proven "Explosive Win" threshold zones, signaling a highly probable reversal.
Color-Coded Momentum: Bright green text/background for positive (Bullish) delta shifts, and bright red for negative (Bearish) delta shifts.
Fully Customizable UI: Change the position (Top/Bottom/Left/Right), adjust the text size, or tweak the background opacity so it perfectly fits your chart without blocking price action.
🧠 The Strategy: How to Trade the Dashboard
This dashboard is designed to separate "Traps" from "Home Runs" when taking reversal signals.
1. Taking BUY Signals (Hunting Bearish Exhaustion)
When looking for a bottom reversal, you want to see the sellers running completely out of gas.
❌ The Trap: If a Buy signal fires but the Live Bar on the dashboard is printing a massive, heavy red number (e.g., -0.00040), stay out. The selling pressure is still too aggressive.
✅ The Explosive Setup: If a Buy signal fires and the Live Bar is printing a tiny, shrinking red number, or has just barely ticked green (e.g., -0.00010 to +0.00015), enter the trade. The sellers are completely exhausted, leaving a vacuum for the price to rip upwards. (The dashboard will flash yellow when this happens!)
2. Taking SELL Signals (Hunting Bullish Blow-Off Tops)
When looking for a top reversal, the math is actually the opposite. You want to see buyers throwing everything they have at a brick wall.
❌ The Trap: If a Sell signal fires but the Live Bar is printing a tiny red or flat number, stay out. The buyers are just resting; they haven't climaxed yet.
✅ The Explosive Setup: If a Sell signal fires and the Live Bar is printing a massive, thick green number (e.g., +0.00025 to +0.00039), enter the trade. This is a volume blow-off top. Buyers have exhausted their liquidity, and the price is about to collapse. (The dashboard will flash yellow when this happens!)
⚙️ Setup Instructions (IMPORTANT):
Because this is a secondary dashboard, it requires an active Cumulative Delta indicator to be on your chart.
Add this script to your chart.
Open the Settings (Gear Icon) for the Dashboard.
Under the "Data Sources" inputs, click the dropdowns and select the Open and Close outputs from your preferred Cumulative Delta indicator.
Adjust the Alert Thresholds to fit your specific asset and timeframe! (The default thresholds are mathematically optimized for XAUUSD on the 1-minute chart).
Trade smart, trust the data, and stop guessing at exhaustion. インジケーター
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Entropic Regime Field [JOAT]Entropic Regime Field is an open-source market state classifier that uses three quantitative measures — Fractal Efficiency Ratio, a synthetic Hurst Exponent approximation, and a Garman-Klass volatility estimator — to classify each bar into one of three entropy states: LOW (predictable, directional structure present), TRANSITION (regime shift underway), and HIGH (chaotic, low-predictability environment). Directional signals from an Adaptive Momentum Oscillator are filtered to fire only during LOW entropy states, where momentum signals have historically more reliable edge than during random or chaotic market behavior.
The foundational premise is that markets alternate between periods of organized directional behavior and periods of disorganized random movement. Trading momentum signals indiscriminately across both environments degrades overall performance because the same signal that has edge in a trending market produces random outcomes in a chaotic one. By measuring the structural organization of price movement directly — rather than relying on ADX alone, which is a lagging momentum derivative — Entropic Regime Field attempts to identify when the market's behavior is organized enough for directional signals to have context.
Core Concepts
1. Fractal Efficiency Ratio (FER)
The FER measures how efficiently price has moved over a lookback period — the ratio of the net directional distance to the total path length of individual bar-to-bar changes. A value near 1.0 indicates straight-line directional movement; a value near 0.0 indicates constant reversals:
float ferNet = math.abs(close - close )
float ferPath = math.sum(math.abs(ta.change(close)), ferLen)
float ferVal = ferPath > 0.0 ? ferNet / ferPath : 0.0
2. Synthetic Hurst Exponent
The Hurst Exponent characterizes the memory of a time series. Values above 0.5 indicate persistence (trending), values near 0.5 indicate randomness, and values below 0.5 indicate anti-persistence (mean-reversion). A simplified Hurst estimate is computed using the variance ratio method:
float var1 = ta.variance(ta.change(close, 1), hurstWindow)
float var5 = ta.variance(ta.change(close, 5) / 5, hurstWindow)
float hurstEst= 0.5 * math.log(var1 / var5) / math.log(5) + 0.5
3. Garman-Klass Volatility Estimator
Standard ATR uses only the prior close and current high/low. The Garman-Klass estimator uses all four OHLC prices, producing a more statistically efficient estimate of true volatility:
gkBar = 0.5 * math.pow(math.log(high / math.max(low, syminfo.mintick)), 2.0)
- (2.0 * math.log(2.0) - 1.0) * math.pow(math.log(close / math.max(open, syminfo.mintick)), 2.0)
The GK estimate is averaged over a configurable period and normalized to a 0-100 percentile rank over the trailing 100 bars.
4. Three-Factor Entropy Classification
LOW entropy requires FER above a threshold AND ADX above a minimum AND Hurst estimate above 0.52. HIGH entropy is triggered when FER falls below a lower threshold OR ADX falls below a minimum. TRANSITION is the state between the two.
5. Adaptive Momentum Oscillator (AMO)
The AMO blends three momentum inputs with fixed weights: RSI(14) centered at 50 (40%), Stochastic(14) centered at 50 (35%), and Williams Percent Range(14) centered at -50 (25%). Directional signals fire only in LOW entropy when AMO crosses zero and KAMA confirms via crossover/under.
Features
Fractal Efficiency Ratio: Net directional move divided by total path length, configurable lookback
Synthetic Hurst Exponent: Variance ratio approximation identifying persistent vs. anti-persistent price behavior
Garman-Klass volatility: OHLC-based volatility estimator normalized to percentile rank over 100 bars
Three entropy states: LOW, TRANSITION, HIGH — each with distinct visual treatment
10-line entropy ribbon: EMA lines colored by entropy state for visual history of regime transitions
Adaptive Momentum Oscillator: RSI + Stochastic + WPR composite with fixed optimal weights
Entropy-gated signals: AMO + KAMA confirmation signals fire only in LOW entropy state
Regime background tint: Background tinted by entropy state, cleared after 10 bars
Trade block on signal: ATR-based TP and stop rendered as boxes on signal bars
12-row institutional dashboard: FER, Hurst estimate, GK volatility percentile, ADX, AMO, entropy state, signal, win rate, bars in current state
Non-repainting: All signals gated by barstate.isconfirmed; no future data referenced
Four color themes: Phantom, Neon, Classic, Solar
Input Parameters
Fractal Efficiency:
FER Lookback (default: 14)
LOW Entropy FER Minimum (default: 0.60)
HIGH Entropy FER Maximum (default: 0.35)
Hurst Exponent:
Hurst Window (default: 20)
LOW Entropy Hurst Minimum (default: 0.52)
Garman-Klass Volatility:
GK Averaging Length (default: 14)
ADX Gate:
Min ADX for LOW Entropy (default: 22)
Signal:
AMO Cross Threshold, KAMA Period, Cooldown Bars
TP ATR Multiple, SL ATR Multiple
How to Use This Indicator
Step 1: Read the Entropy State
Check the dashboard. LOW entropy means the market is behaving in an organized, directional way — this is when momentum signals carry more weight. HIGH entropy means the market is chaotic — avoid directional signals.
Step 2: Watch FER and Hurst Together
FER and Hurst are independent measures of market organization. When both agree (high FER AND Hurst > 0.52 simultaneously), the LOW entropy classification is more reliable.
Step 3: Enter on AMO + KAMA Confirmation
Signals fire only when the AMO crosses zero in the signal direction AND price crosses the KAMA level simultaneously. Both conditions must occur on the same confirmed bar in a LOW entropy environment.
Indicator Limitations
The Hurst approximation via variance ratio is a simplified estimate. It should be treated as a directional indicator of persistence, not a precise statistical measure
The FER computation on every bar may affect chart loading performance for very long lookback periods on large datasets
LOW entropy classifications can persist during slow grinding trends that produce high FER but low volatility. These environments may produce signals with narrower ATR-based targets
The GK estimator can return unreliable values when open equals close (as occurs on some synthetic instruments or during gaps)
This indicator classifies entropy state. It does not predict how long the state will persist or when it will change
Originality Statement
The combination of Fractal Efficiency Ratio, synthetic Hurst Exponent via variance ratio, and Garman-Klass volatility estimator as a three-factor entropy classification system gating AMO momentum signals is not replicated in any existing open-source Pine Script v6 publication as of this writing
The Garman-Klass estimator as a volatility input provides a more statistically efficient OHLC-based volatility measure that captures intraday range information not available in ATR
Gating a composite three-input momentum oscillator by an entropy state derived from completely different mathematical principles (efficiency, persistence, and OHLC volatility) rather than using a single lagging derivative like ADX as the sole filter is an original analytical architecture
Disclaimer
This indicator is provided for educational and informational purposes only. It is not financial advice. Trading involves substantial risk of loss. Entropy classifications are approximations based on historical price data and do not guarantee future market behavior will repeat. The Hurst approximation used is a simplified estimate, not a statistically rigorous computation. Past win rates do not predict future performance. The author accepts no responsibility for trading losses resulting from use of this indicator.
Made with passion by jackofalltrades
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PI Radius Energy (PRE)# PI Radius Energy (PRE)
PI Radius Energy (PRE) is a momentum and volatility fusion engine designed to transform traditional ATR data into a dynamic circular energy model.
Instead of treating ATR as a simple volatility measurement, PRE interprets ATR as a radius and converts it into an energy field using the mathematical relationship of a circle:
π × r²
This approach allows market volatility to be expressed as an expanding or contracting energy field rather than a linear value. The resulting energy is then combined with OBV momentum flow, creating a unique representation of market participation, pressure, and directional strength.
The core objective of PRE is not to chase trends after they have already developed, but to identify the moments when energy begins to build beneath the surface. By combining circular volatility expansion, volume flow acceleration, squeeze detection, and momentum confirmation, PRE attempts to highlight areas where market energy is transitioning from compression to expansion.
### Main Components
• PI Radius Engine (πr² volatility model)
• OBV Momentum Flow Integration
• Dynamic Energy Normalization
• Squeeze Compression Detection
• Energy Trend EMA Filter
• ATR Rank & Volume Rank Validation
• Momentum Z-Score Filtering
• 3D Aura Visualization
• Early Bottom Detection Pills
• Bullish Confirmation Signals
### How to Read PRE
**Green Aura**
* Energy is above its average.
* Market pressure is expanding.
* Bullish conditions are strengthening.
**Red Aura**
* Energy is below its average.
* Market pressure is weakening.
* Bearish conditions are dominant.
**Green Pills**
* Early signs of energy expansion.
* Potential transition from compression to movement.
* Designed to appear before major momentum phases whenever possible.
**Yellow Confirmation Pills**
* Additional confirmation that energy has crossed into a stronger bullish state.
**Purple Energy Trend Line**
* Long-term energy trend.
* Helps distinguish temporary spikes from sustained energy expansion.
### Philosophy Behind PRE
Most indicators measure price.
Some indicators measure volume.
PRE attempts to measure something different:
**Market Energy.**
By transforming volatility into a circular energy field and combining it with volume-driven momentum, PRE seeks to provide a different perspective on trend development, accumulation, expansion phases, and emerging directional pressure.
PRE is not intended to predict the future. Instead, it is designed to visualize how market energy evolves, contracts, and expands over time, helping traders identify potential opportunities before they become obvious to the broader market.
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