지표
Macro Fibo LookBackAuto Macro Fibonacci (
Overview
Drawing Fibonacci retracements manually on higher timeframes can often be subjective and tedious. The Auto Macro Fibonacci indicator automates this process by scanning a user-defined historical period (lookback) to identify the absolute macro peak and trough, instantly plotting a flawless, rule-based Fibonacci retracement.
Whether you are looking for deep pullbacks, harmonic pattern completion zones, or major structural support/resistance, this tool filters out the intraday noise and focuses on the big picture.
Key Features
Smart Lookback Engine: Scans the last X bars (default is 300) to find the true macro high and low. You can easily expand this to 500 or 1000 bars to capture multi-year trends.
Auto Trend Detection: The algorithm mathematically calculates which pivot happened first, automatically determining if the macro trend is bullish or bearish, and aligns the 0.0 and 1.0 anchor levels correctly.
Custom Directional Control: Prefer your Fibo anchors drawn differently? Use the settings menu to override the auto-detection and force the draw from "Left to Right" or "Right to Left" to suit your personal trading style.
Includes the 0.886 Level: By default, this indicator includes the 0.886 retracement level, a critical zone for Harmonic pattern traders (specifically the Bat form) and deep liquidity grabs.
Performance Optimized: Built with a custom garbage-collection system (memory management). It dynamically deletes old historical lines on every tick, ensuring it runs lightning-fast on live markets without lagging your chart or hitting TradingView's drawing limits.
Minimalist UI: Designed to keep your charts clean. A single color setting applies to the entire Fibonacci web and the macro dashed trendline, with carefully balanced transparency levels so it doesn't distract from price action.
How to Use
Lookback Period (Bars): Adjust this number to widen or narrow the indicator's field of vision. Smaller numbers (e.g., 100) will catch intermediate swings, while larger numbers (e.g., 500+) will catch major cycle highs and lows.
Fibo Direction: Leave it on "Automatic" for algorithmic trend plotting, or manually flip the 0.0 and 1.0 levels.
Lines Color: Pick one color to seamlessly theme the entire indicator.
Disclaimer: This script is for educational and analytical purposes only. Always use proper risk management. 지표
지표
QM Range (DAFE)Quasimodo Range Engine
A Systematic Framework for Liquidity, Structure, and Range Analysis
A Mechanical Approach to Decoding Market Microstructure and Order Flow.
🎓 THEORETICAL FOUNDATION
The Quasimodo Range Engine (QM-R) is a comprehensive analytical framework designed to map market structure by tracking the flow of liquidity. It is built on the premise that markets frequently engineer liquidity through temporary sweeps of established pivot points, trapping breakout participants before initiating a reversal that breaks local structure.
This specific sequence—a liquidity sweep followed by a structural failure—is classically known as the Quasimodo (QM) pattern. However, the QM-R engine goes beyond simply identifying isolated patterns. It utilizes these patterns as the foundational building blocks to define active trading ranges, track structural shifts (BOS/CHoCH), and project fading Supply and Demand zones.
Architectural Pillars
Pillar 1: 3-Candle Fractal (3CF) Liquidity Mapping
The engine continuously scans for 3-Candle Fractals to identify strict, algorithmic swing highs and lows. It projects horizontal "Liquidity Lines" forward in time from these pivots. These lines represent resting liquidity pools. When price intersects these lines, the engine monitors the reaction to determine if it is a genuine breakout or a liquidity sweep.
Pillar 2: Mechanical Quasimodo Detection
A QM pattern is registered only when a strict sequence of events occurs within a user-defined validity window (QM Break Lookback):
The Sweep: Price must cross a previously established 3CF Liquidity Line.
The Rejection: Price must reverse, closing back within the previous structure.
The Break: Price must then impulsively break the opposing fractal pivot that originated the sweep.
When this sequence completes, the engine draws the QM zone, labels the pattern, and plots a "Trap Vector" showing the mechanics of the sweep-and-break.
Pillar 3: Automated Equilibrium Range Formation
A single QM pattern is a localized event; two opposing QM patterns define a market regime. When a Bullish QM and a Bearish QM form within a specific proximity to each other (Max QM1-QM2 Gap), the engine links them. It establishes the high and low of this sequence as an active Equilibrium Range (ERL/ERH), framing the current consolidated price action.
Pillar 4: Structural Resolution (BOS / CHoCH)
Once a range is established, the engine monitors its boundaries. A confirmed candle close outside the Equilibrium Range signifies a structural resolution.
Break of Structure (BOS): A break in the direction of the dominant macro trend.
Change of Character (CHoCH): A break opposing the established range context.
Upon resolution, the active range is dissolved, and the broken boundary leaves behind a Ghost Line —a historical memory of broken structure that often serves as future, flipped support/resistance.
Pillar 5: Reactive Supply & Demand Origination
Immediately following a BOS or CHoCH, the engine traces back a user-defined number of bars (SD Formation Lookback) to locate the origin candle of the impulsive move. It automatically draws a Supply or Demand zone from this origin. Crucially, these zones feature a degradation mechanic: they fade in opacity with each subsequent price touch, visually representing the consumption of resting orders until they are completely invalidated.
Pillar 6: Footprint Delta Integration & Trap Validation
To validate the "liquidity sweep" phase of the QM pattern, the engine integrates real order flow. If Footprint data is enabled, it analyzes the tick-level delta during the exact candle that swept the pivot.
If a Bullish QM features heavy negative delta (selling) during the downward sweep, it confirms that sellers were successfully trapped.
If Footprint data is unavailable, the engine automatically deploys a sophisticated OHLCV synthetic delta fallback to estimate the intrabar pressure.
Pillar 7: Integrated Trade Evaluation Engine
The script includes an internal statistical engine that evaluates the hypothetical performance of every detected QM pattern based on user-defined Risk/Reward parameters (SL Ticks / TP Ticks). It calculates whether historical setups achieved the minimum required R:R, feeding this data into the dashboard to provide an objective win-rate metric for the current asset and timeframe.
🔧 COMPREHENSIVE INPUT SYSTEM
🔍 Detection Engine
QM Break Lookback: The maximum allowable bars between a liquidity sweep and the subsequent structural break. Prevents identifying drawn-out, unrelated price action as a QM.
Max QM1-QM2 Gap: The maximum bar distance between opposing QM patterns to form a valid Equilibrium Range.
SD Formation Lookback: How far back the engine searches to find the origin candle for a Supply/Demand zone after a structural break.
👣 Real Orderflow (Footprint)
Enable Real Footprint Delta: Toggles the use of TradingView Premium tick-level data for precise trap validation and dashboard metrics.
Ticks per Row / Value Area %: Granularity controls for the background footprint processing.
📐 Trade Evaluation (SL/TP)
Stop Loss / Take Profit (Ticks): The parameters used by the internal statistical engine to back-test the historical success rate of detected QM patterns.
Min R:R Ratio: The threshold required for the dashboard to classify a historical pattern as "Profitable."
⚡ Performance Settings
Max History Limits: Memory management controls (Max 3CF, Max QM, Max Zones) to ensure the indicator runs smoothly on deep charts without exceeding Pine Script limits.
* Zone Touch Limit: The exact number of times price can tap a Supply/Demand zone before it is permanently deleted from the chart.
🎨 Display Options
Granular toggles for every visual element: 3CF Markers, Liquidity Lines, QM Patterns, Range Boundaries, BOS/CHoCH Lines, Ghost Lines, and Fading SD Zones.
📊 ANALYTICS DASHBOARD
The script features a highly detailed, non-intrusive HUD (Heads-Up Display) that provides a real-time statistical overview of the market structure.
Macro Context (RCM Integration): Displays the current market regime (Pro-Trend, Counter-Trend, Neutral) and Structural Integrity via the imported Ricci Curvature Machine (RCM) library.
Footprint Data: Displays the live, tick-level Buy Volume, Sell Volume, Delta, Point of Control (POC), and Value Area (VAH/VAL) for the current developing bar.
QM Metrics & Range State: Tracks whether an Equilibrium Range is currently active. Displays the total count of Bullish and Bearish QMs, calculating their exact percentage weighting in the current market.
Structural Statistics: Maintains a running tally of Trapped Volume occurrences, Total Bull BOS, Total Bear CHoCH, Active SD Zones, and active Ghost Lines.
Performance Evaluation: Outputs the percentage of historical QM patterns that successfully achieved the user's defined Risk:Reward ratio, alongside the average delta recorded during those setups.
Narrative Footer: A dynamically updating text panel that translates the raw data into a readable market narrative (e.g., "Heavy directional dominance," "Order flow balanced").
🎨 VISUAL SYSTEM
The Quasimodo Range Engine is fundamentally a visual tool. Every line, box, and label drawn on the chart is a direct representation of the engine's analytical process. It is designed to tell a clear, objective story of how liquidity is being engineered and how market structure is evolving in response. Understanding these visual components is key to leveraging the engine's full analytical power.
Liquidity Mapping: 3CF Pivots & Lines
This is the foundational layer of the entire system.
3CF Markers (○): A small, colored circle marks every confirmed 3-Candle Fractal pivot. These are the raw, objective swing points that the engine identifies as potential liquidity pools.
Liquidity Lines (Dotted): A dotted horizontal line is projected forward in time from every 3CF Marker. This line represents the precise price level of untapped liquidity. The line continues to extend until price trades through it, at which point it stops, providing a clean visual confirmation that the liquidity at that level has been "swept" or "taken."
The Quasimodo Pattern: A Complete Visual Narrative
When a full QM pattern is confirmed, the engine draws a composite visual to provide a complete summary of the event.
The QM Zone (Box): A colored box highlights the entire price range of the QM pattern, from its origin pivot to the structural break. The color indicates its nature (Bullish or Bearish) and is brighter if a "trap" was detected, signaling higher conviction.
Sweep & Break Lines: Two horizontal lines provide the core narrative. The dashed line marks the liquidity level that was swept, while the solid, thicker line marks the structural level that was subsequently broken. This visually dissects the two key events of the pattern.
The Trap Vector (Arrow): A colored arrow connects the point of the liquidity sweep to the point of the structural break. This powerful visual illustrates the "trap-and-reverse" motion, graphically representing the path of the institutional move.
The QM Label: Provides critical context at a glance, identifying the pattern as "Bullish QM" or "Bearish QM" and, through its RCM integration, classifying it as "Pro-Trend," "Counter-Trend," or "Neutral."
Range Demarcation: Equilibrium Range (ERL/ERH)
When two opposing QM patterns form a valid range, the engine clearly demarcates it.
Swing Point Markers (⭕): Large, hollow circles are placed on the absolute highest high and lowest low of the price action that formed the range, marking the outer boundaries of the entire consolidation structure.
ERL/ERH Labels: "ERL" (Equilibrium Range Low/High) labels mark the specific structural break levels from the two QM patterns that define the range. These are the precise boundaries to monitor for a BOS or CHoCH.
Structural Resolution: BOS, CHoCH & Ghost Lines
This visual layer tracks the outcome of range-bound price action.
BOS/CHoCH Lines & Labels: When a range boundary is broken, a thick, solid line (green for Bullish BOS, red for Bearish CHoCH) is drawn at the broken level, accompanied by a clear label. This provides an un-missable confirmation that the market has shifted from balance to imbalance.
Ghost Lines (Faded, Dashed): After a BOS or CHoCH occurs, the broken structural line does not disappear. It remains on the chart as a faded "Ghost Line." This represents the market's memory of that broken structure, as these levels frequently act as future support/resistance flip zones.
Reactive Supply & Demand: Fading Zones
Following a structural break, the engine automatically draws the zone that originated the move.
Supply & Demand Boxes: A red box is drawn for a Supply zone (origin of a down-move) and a green box for a Demand zone (origin of an up-move).
Fading Mechanic: This is a critical visual feature. Each time price touches a zone, the box's opacity increases (it becomes more transparent). This visually represents the consumption of orders within the zone. After a user-defined number of touches (Zone Touch Limit), the zone is considered fully mitigated and is automatically removed from the chart.
The Analytics Dashboards
To keep the chart clean, the bulk of the data is presented in two distinct dashboard panels.
The Main Dashboard: Provides a comprehensive quantitative breakdown of all engine metrics, from real-time footprint data to the statistical performance of historical QM patterns.
The Trend Narrative Panel: This qualitative panel translates the complex data from the engine and its integrated RCM library into simple, human-readable sentences, providing an instant summary of the market's condition regarding Regime, Kinetics, Structure, and Order Flow.
⚖️ RESPONSIBLE USAGE & LIMITATIONS
Analysis, Not Execution: This engine is a descriptive analytical framework designed to map market structure. It is not an automated trading strategy. The drawn QM patterns are historical and structural observations, not guaranteed buy/sell signals.
Trade Evaluation is Hypothetical: The "Profitable QMs" metric displayed on the dashboard is a basic, rigid statistical evaluation based on fixed tick inputs. It does not account for slippage, commissions, spread, or dynamic trade management. It is designed to measure the general effectiveness of the pattern on a specific asset, not to simulate a live trading PnL.
Data Requirements: The Footprint functionality requires access to tick data (typically a Premium subscription). Without this, the script functions entirely normally using its built-in mathematical OHLCV synthetic delta approximation, but will lack exact tick precision for the "Trap Absorbed" metric.
🔮 CONCLUSION
The Quasimodo Range Engine brings a rigorous, mechanical approach to structural market analysis. By tracking the exact sequence of liquidity sweeps, structural breaks, and the subsequent formulation of trading ranges, it removes subjectivity from chart reading. It allows analysts to view price action as a continuous cycle of liquidity engineering, range expansion, and supply/demand mitigation, providing a deeply contextualized map of market behavior.
— Dskyz, Trade with insight. Trade with anticipation. (Don't follow the trend, be the trend) 지표
Daily Deviation Range and Gap Stats - NikaQuant
## What It Does
This indicator projects six pairs of deviation levels above and below a defined session range, draws a daily gap line at a configurable time, and shows a live stats panel with historical hit rates, mean-revert rates, gap fill statistics, and trade-decision suggestions.
The range itself is captured as the high and low of 5-minute closes during a configurable New York time window (default 19:30 to 20:30 NY). Once the window closes, the range is locked and six fibonacci-style deviation levels at multiples 1, 2.5, 5, 8, 13, and 19 of the range size are projected forward both upward and downward across the next trading day until a configurable cutoff (default 16:00 NY next day).
A separate gap line is captured at a configurable time (default 15:55 NY) using the close of that 5-minute bar. The gap line extends visually across the overnight session and is monitored for fill during the next session's open-to-close window (default 09:30 to 16:00 NY). When price crosses the gap level inside that window, the line is locked at the fill bar.
A live statistics table aggregates historical performance per day for the lookback period, showing per-level touch frequencies, mean-revert frequencies, close-inside-level frequencies, and gap fill statistics, then turns these into actionable trade-setup suggestions.
## Why It Is Original
Unlike a standard pivots or fibonacci-retracement indicator, this script is not a static price-level projection. It is a session-range deviation framework combined with an integrated gap tracker and a per-level historical statistics engine.
This script combines three distinct functional modules because each one addresses a different question about session structure:
(1) The range-multiple deviation levels answer "how far has price moved from session balance, in units of session range?" — analogous to standard-deviation channels but anchored to a user-defined range window rather than a rolling average.
(2) The daily gap line answers "is there an unfilled overnight reference price and what is the historical edge of trading toward it?" — different from standard gap detectors that only flag open-to-close gaps because it captures a specific price (the close at gap-time) and tracks fill behaviour inside a defined session window.
(3) The historical statistics engine answers "given today's structure, what has actually happened on past days when price reached the same levels or when a gap was open at this distance?" — turning the visual levels into probability-weighted decision inputs rather than just lines on a chart.
Together, the three modules produce something none of them would alone: a session-relative deviation map with quantified historical edge per level, plus a context-aware trade decision suggestion that combines current position, time remaining in the session, and historical revert behaviour.
The script also enforces a strict 5-minute internal data resolution regardless of chart timeframe (1-minute through 1-hour), so the levels and gap stay consistent whether the user is on a 5m chart or a 1H chart. This is accomplished via a dual-path data fetch that adapts to the chart's timeframe — pulling individual 5-minute samples on lower-timeframe charts and aggregating 5-minute closes per chart bar on higher-timeframe charts.
## How It Works
On each chart bar the script collects the 5-minute bars that have closed since the last update. For each 5-minute bar it checks whether the bar falls inside the range window, the extension window, the gap trigger time, or the gap fill window, and updates the relevant state.
When a 5-minute bar marks the end of the range window, the script locks in the highest and lowest 5-minute closes of the window, computes the range size and midline, and draws the deviation levels at multiples of the range above the high and below the low, projected forward to the configured extension-end time. A range-outline box is drawn over the range window for visual reference.
When a 5-minute bar matches the gap-trigger time, the script captures that bar's close as the gap price and starts drawing a horizontal line. On every subsequent 5-minute bar inside the next session's gap-fill window, the script checks whether the bar's high-low straddles the gap price. If so, the line is locked and the gap is recorded as filled.
Every time a deviation level is touched intraday — the 5-minute high reaches an upper level or the 5-minute low reaches a lower level — the script records that touch for the day. If price subsequently revisits the midline before the extension window ends, all touched levels for that day are also recorded as having reverted. When the extension window ends, the day's data is appended to a rolling history.
Each day's gap statistics (occurred, filled, minutes from fill-window open to fill) are appended at the next gap trigger, which ensures the gap is paired with its complete fill outcome before the next gap overwrites the live tracking state.
The stats table reads the history and renders per-level touch frequency, per-level revert frequency, close-inside-level frequency, gap fill rate, gap fill-time distribution (average, median, percent filled within 1 hour, percent filled within 4 hours), daily directional bias, range expansion vs contraction regime, day-type classification, time-elapsed in the active extension, and a context-aware trade-setup suggestion with stop and target prices for active fade setups.
The setup engine includes a time-remaining guard: when fewer minutes remain in the extension than the configured threshold, time-sensitive setups (fades and gap targets) are suppressed and the panel shows a "late session" status instead.
## How To Use It
- A range outline box appears over the range window once the window closes — this is the visual reference for the session range.
- Six pairs of lines extend forward from range-end to extension-end at multiples 1, 2.5, 5, 8, 13, and 19 of the range above and below the range high and low.
- Numerical labels at each level show the multiple — labels can be placed at the left or right end of the line via the "Level Label Side" setting.
- The gap line appears horizontally at the gap price after the configured gap time and extends until either price crosses through it during the fill window or the next day's gap is set.
- The live stats panel shows current price location vs midline (in range-multiples), today's range vs historical average, the current zone between two adjacent levels, the furthest level tagged today, per-level historical touch and revert rates, gap fill statistics, and a live setup suggestion.
Recommended timeframes: 1-minute through 1-hour. The script always uses 5-minute data internally, so behavior is consistent across chart timeframes.
Recommended markets: 24-hour markets such as index futures (ES, NQ), major FX pairs, and crypto majors, where overnight session structure matters and the configured NY-time windows align with meaningful session boundaries.
Avoid using when: less than 30 sessions of chart history are loaded (statistics will be unreliable) or on instruments that close before the configured range window (the range simply will not populate).
## Settings
- Max Deviation Days (default 11): how many past days to keep deviation levels visible. Older days are removed automatically.
- Show Deviation Levels: toggle the level lines.
- Normalize Range Size: when on, the range box and level distances use the average range over N past days instead of today's actual range.
- Normalize over N Days (default 500): number of past days to average for the normalization.
- Range Start and End Hour and Minute (default 19:30 to 20:30 NY): the window during which the range is captured.
- Extension Start and End Hour and Minute (default 20:30 to 16:00 NY next day): the window during which the deviation levels are drawn forward.
- Show Gap Level: toggle the gap line.
- Max Gap Days (default 11): number of past gap lines to keep visible.
- Gap Time Hour and Minute (default 15:55 NY): the 5-minute bar whose close becomes the gap price.
- Gap Close Start and End Hour and Minute (default 09:30 to 16:00 NY next day): the window during which gap fill is detected.
- Show Range Outline (default on): toggle the range outline box.
- Range Outline Color, Width, Style, Fill Transparency: visual settings for the box.
- Gap Width, Style, Color: visual settings for the gap line.
- Levels Width, Style: visual settings for the deviation lines.
- Level 1 through Level 6 (defaults 1, 2.5, 5, 8, 13, 19): numeric multiples of the range used for each level pair.
- Level 1 to 6 Color: per-level color.
- Level Label Side (default Left): place the level number labels at the left or right end of each line.
- Font Size (default 9): label font size.
- Show Stats Table (default on): toggle the live statistics panel.
- Stats Lookback in Days (default 5000): number of past completed days to include in historical statistics. Higher means more reliable percentages but requires more chart history loaded.
- Min Revert Percent for Fade Setup (default 55): a FADE setup is suggested only if the historical mean-revert rate at the touched level is at or above this threshold and the level was tagged at least 3 times in the lookback.
- Min Remaining Minutes for Setup (default 60): suppresses time-sensitive setups when fewer than this many minutes remain in the extension. Set to 0 to disable.
- Table Position (default Top Right): where the stats table is anchored.
- Table Size (default Normal): text size inside the stats table.
- Bull / Setup Color, Bear / Warning Color, Table Background, Table Text, Table Border: color settings for the panel.
## Alerts
Five alert conditions are exposed and can be selected from TradingView's "Add Alert" dialog:
- Range Locked: fires when the range window closes and the levels are projected.
- Level Tagged: fires the first time price reaches any deviation level on either side.
- Gap Set: fires when the daily gap level is captured.
- Gap Filled: fires when price crosses through an open gap during the fill window.
- Session End: fires when the extension window ends and stats are finalized.
## Notes
The script does not repaint after a 5-minute bar closes. The range, deviation levels, and gap line are drawn from confirmed data only. The live distance-from-midline and live setup suggestions update intrabar based on current price.
Future bar-index positions for projected lines and labels are estimated based on the chart timeframe's bar duration. On charts with weekend gaps the projected end positions may visually diverge from the configured extension-end time by a small amount, but the underlying logical end time is correct.
지표
Quantum Liquidity Map - VP, VWAP & CVD Confluence [NikaQuant]Info:
An overlay that combines three institutional order-flow methods — visible-range Volume Profile, session-anchored VWAP with standard-deviation bands, and Cumulative Volume Delta with divergence detection — into one coordinated tool for reading liquidity and order-flow conviction.
## Why This Combination Exists
Each of the three methods answers a different question about price, and none of them can answer the others alone. Volume Profile answers "where has the market actually traded?" — it locates the price levels participants have defended with size. Anchored VWAP answers "how far is the current price from the session's true volume-weighted average?" — it measures stretch from fair value. CVD divergence answers "is this move real?" — it exposes when a new price high or low is being printed on weakening order-flow pressure.
Used in isolation, each method produces false signals. A Value Area edge can be tagged without any participation. A VWAP band touch can continue for hours without mean-reverting. A CVD divergence can fire in a vacuum away from any structural level. The coordination is the entire point of this script: a Value Area edge touched while price is already two standard deviations stretched from VWAP, with a confirmed CVD divergence printing at the same bar — three independent systems agreeing — is a structurally different event than any one of them firing alone. The script exists to make that specific confluence visible in a single overlay without chart clutter or flipping between tools.
## How It Works
Volume Profile — The visible range is split into horizontal price buckets. Each completed bar's volume is distributed into the bucket containing its midpoint. The highest-volume bucket becomes the Point of Control (POC). From the POC outward, buckets are added alternately above and below (whichever neighbour carries more volume) until a configurable percentage of total volume is captured — 70% by default, following the CBOT value-area method. The upper and lower boundaries of that expansion become Value Area High (VAH) and Value Area Low (VAL). A previous-session POC that current price has not yet revisited is drawn as a "naked POC" — an untested volume cluster that tends to act as a magnet.
Anchored VWAP — The volume-weighted average price is calculated from scratch each time the anchor period resets (thirteen anchor options from one hour through yearly). Two standard-deviation bands are derived from the running variance of the weighted price distribution, with multipliers adjustable for both the inner and outer bands. Bands are deliberately suppressed for the first five bars of every new anchor period, because variance is mathematically unstable immediately after a reset and early spikes would be misleading.
CVD Divergence — Cumulative Volume Delta is estimated per bar using the close-location-within-range method: a bar that closes near its high is interpreted as predominantly buy-driven, one that closes near its low as sell-driven, and the net difference is summed across the session. Structural swing highs and lows are detected with equal left and right confirmation windows, which prevents repainting because a pivot is only recognised once both sides are closed. A divergence is flagged only when three conditions are met: (1) price prints a new swing extreme relative to the previous one, (2) the CVD value at that swing fails to confirm the new extreme, and (3) the swing itself exceeds 1.5 times the 14-bar Average True Range. The ATR gate is the key noise filter — it throws out minor pivots that would otherwise generate meaningless divergences during tight consolidations.
## How To Use It
- Start with the profile: locate POC, VAH, and VAL. These are the decision levels.
- Check the VWAP band zone (shown live in the dashboard). Inside ±1 standard deviation of VWAP, price is near fair value. Beyond ±2 standard deviations, it is statistically stretched and mean-reversion odds improve.
- Look for confluence at profile levels. A rejection candle at VAH while price is also outside the +2 standard deviation band on VWAP and a bearish CVD divergence has just fired is the highest-probability setup the indicator produces. The inverse applies at VAL.
- A naked POC tag accompanied by CVD trending in the same direction as the test is more likely to hold than one where CVD disagrees.
- Recommended timeframes: 5-minute through 4-hour for intraday; 1-hour through daily for swing. The VWAP anchor period should match the trading horizon — Session for intraday, Weekly or Monthly for swing.
- Recommended markets: liquid futures, major FX pairs, large-cap equities, and liquid crypto perpetuals — any market where per-bar volume is meaningful enough for the close-location-within-range buy/sell estimate to be informative.
- Avoid using on illiquid symbols where volume is sparse or spiky, and on non-standard chart types (Heikin Ashi, Renko, Kagi, Point & Figure, Range) — they distort both the profile inputs and the CVD calculation.
## Settings
- Profile Rows (default 60): number of horizontal buckets. Higher values give finer resolution at the cost of more noise per bucket.
- Value Area % (default 0.70): volume percentage that defines the value area, following the CBOT convention.
- Lookback Bars (default 48): how many completed bars of history feed the profile.
- Show Naked POC (default on): draws previous-session POCs that current price has not yet revisited.
- Profile Width (default 0.30): horizontal footprint of the heatmap as a fraction of the lookback window.
- CVD Pivot Lookback (default 5): bars required on each side to confirm a swing. Higher values produce fewer but stronger divergence signals.
- VWAP Period (default Session): anchor period from one hour through yearly.
- Inner SD Multiplier (default 1.0) and Outer SD Multiplier (default 2.0): standard-deviation band widths.
- Dashboard position, size, and dark-mode toggle: cosmetic only.
## Alerts
Four alert conditions are included, each with a JSON payload suitable for webhook routing:
- Price touches POC (within half an ATR)
- Price enters the VAH zone
- Price enters the VAL zone
- CVD divergence detected (bullish or bearish)
## Notes
- Non-repainting. Divergence signals fire only on confirmed (closed) bars and require both-sided pivot confirmation. The profile, VWAP and CVD values use historical bar data only, with no lookahead.
- The CVD estimate is range-based (close-location-within-range), not tick-based. On very short timeframes, where a single bar can contain many aggressive sweeps, this is an approximation of true order flow — it correlates well with tick CVD on liquid instruments but is not a substitute for it on sub-minute scalping.
- Overlay indicator, pinned to the right scale. Pine Script v6.
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지표
FX Round LevelsFX Round Levels — 整数位水平线
自动在图表上绘制心理价位（整数位）和中间位水平线，适用于外汇、指数、加密货币等所有品种。
功能特点
整数位（xx.00）：自动计算并显示当前价格附近的整数关口
中间位（xx.50）：可选显示整数位中间的半数关口
重要整数位高亮：自动识别 xxx000 / xxx500 等关键整百/整五百位，以不同颜色突出显示
价格标签：每条线旁显示精确价格，偏移量可调
全品种自适应：自动检测小数位数，兼容所有货币对及品种
完整自定义：颜色、线宽、线型（实线/虚线/点线）均可独立设置
显示数量可控：默认显示当前价格上下各 15 条，最多支持 200 条
适用场景：支撑/阻力分析、关键价位识别、价格区间参考
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English Version
FX Round Levels — Psychological Price Levels
Automatically plots round number levels and mid-point levels on your chart. Works on any instrument — Forex, indices, crypto, commodities.
Features
Round levels (xx.00): Auto-calculated whole-number price levels around current price
Mid levels (xx.50): Optional half-figure levels between round numbers
Significant level highlight: Distinguishes major levels (xxx000 / xxx500) with a separate color
Price labels: Precise price tag beside each line, with adjustable offset
Universal compatibility: Auto-detects decimal places, works on any symbol and timeframe
Full customization: Independent color, width, and style (Solid / Dashed / Dotted) for round and mid levels
Adjustable count: Default ±15 levels around price, up to 200 total
Use case: Support/resistance analysis, key price identification, range reference 지표
지표
Gann Sq9 Levels - @darshaksscGann Square of 9 (Sq9) is one of W.D. Gann's most powerful tools for identifying
price support and resistance levels. This indicator applies the core Sq9 formula —
stepping ±0.25 increments on the square root of a base price — to automatically
plot key levels directly on your chart.
𝗛𝗼𝘄 𝗶𝘁 𝘄𝗼𝗿𝗸𝘀:
The indicator takes a base price (session high/low midpoint, session open, previous
close, or manual input) and calculates symmetrical resistance levels (R1–R6) above
and support levels (S1–S6) below using the Gann Sq9 formula:
Level = (√Base ± n × 0.25)²
𝗙𝗲𝗮𝘁𝘂𝗿𝗲𝘀:
- Automatic Gann Sq9 support and resistance levels
- 4 base price modes: Session Mid, Session Open, Previous Close, Manual
- Clean dashboard showing R3 → LTP → S3 at a glance
- Price proximity alerts when approaching key levels
- Fully customisable colors and level count (1 to 10 each side)
- No repainting — all levels calculated and drawn on confirmed data
- Works on all instruments and timeframes (best on 5m, 15m, 1H intraday)
𝗛𝗼𝘄 𝘁𝗼 𝘂𝘀𝗲:
R1 and S1 are your primary levels for the session. Price respecting R1 = bearish
bias; price holding above S1 = bullish bias. Use R2/S2 as targets and R3/S3 as
extended targets or stop zones.
𝗕𝗮𝘀𝗲 𝗣𝗿𝗶𝗰𝗲 𝗚𝘂𝗶𝗱𝗲:
→ Session Mid (H+L/2) — recommended for intraday
→ Session Open — for gap-based analysis
→ Previous Close — for overnight/positional setups
→ Manual — for custom anchoring to any reference price
𝗧𝗶𝗺𝗲𝗳𝗿𝗮𝗺𝗲𝘀: Best on 5m / 15m / 30m / 1H
𝗜𝗻𝘀𝘁𝗿𝘂𝗺𝗲𝗻𝘁𝘀: Indices, Stocks, Futures, Forex, Crypto
⚠ This indicator is for educational and analytical purposes only.
It does not constitute financial advice. Always use your own judgment and
risk management when trading. 지표
Liquidity Reaction Market Context FrameworkDescription
Liquidity Reaction – Market Context Framework is a structured visual tool designed to provide traders with clear market context based on session behavior, time-based positioning, and key reference levels.
This script does not aim to generate signals. Instead, it builds a contextual framework that helps traders understand how price evolves across different trading sessions and how liquidity transitions occur throughout the day.
Core Concept
Markets do not move randomly — they evolve through time-based cycles, where each session contributes to liquidity creation, expansion, and rebalancing.
This indicator organizes that behavior into a unified structure, allowing traders to:
Identify where price is within the daily cycle
Understand how sessions interact with each other
Detect where liquidity is likely being formed or consumed
Track how price reacts to prior session ranges and reference levels
Components
1. Sessions (Day, Asia, London, New York)
Each session is represented as a dynamic range (high–low) that evolves in real time.
Purpose:
Define structural ranges
Highlight consolidation and expansion phases
Provide context for intraday positioning
2. Session Close–Open Relationship (Gap)
The script tracks the relationship between the previous reference close and the next session open.
Purpose:
Identify imbalance zones
Highlight potential rebalancing areas
Provide a key reference for intraday reactions
3. Time Zones (Background Context)
Background shading represents key trading windows in New York time.
Purpose:
Provide temporal orientation
Align price action with institutional trading hours
Improve session-based analysis
4. Extended Hours
Marks low-liquidity periods outside primary sessions.
Purpose:
Contextualize reduced participation
Identify transitions between active and inactive markets
5. SMA 200
A long-term moving average included as a structural reference.
Purpose:
Provide directional bias context
Help visualize broader market positioning
Why This Script Is Different
Unlike traditional indicators that focus on signals or isolated calculations, this script is built as a contextual framework.
It integrates multiple time-based elements into a single, coherent structure that reflects how markets actually operate:
Through sessions
Through time
Through liquidity transitions
How to Use
Use sessions to understand where price is developing structure
Observe how price behaves when entering or leaving a session
Use the gap as a reference for imbalance and potential reaction
Align execution with time zones rather than arbitrary signals
Use SMA 200 as a higher-level directional filter
Notes
This indicator is designed to be used directly on the main chart
For proper visualization, place it above in the object tree
Works best on intraday timeframes where session behavior is more relevant
Each component can be enabled or disabled and limited by timeframe
This script is intended for traders who prioritize context over signals, and who want to understand the structure behind price movement, not just its outcome. 지표
지표
지표
Stochastic Potential Zones
Stochastic Potential Zones
Most indicators try to tell you where price is.
This one tries to tell you where price is most likely to settle.
That is the whole point.
The math comes from stochastic stability and risk dominance.
In simple terms, a system can have two stable outcomes, but one of them is usually easier to reach and easier to defend. Over time, that easier state tends to dominate.
This script applies that exact idea to price.
The indicator builds two structural basins from recent pivots:
the bull basin forms around the latest meaningful swing low
the bear basin forms around the latest meaningful swing high
Those are not random zones. They are the two structural areas the market is most likely to coordinate around.
Then the script asks the important question:
Which side is easier for the market to coordinate around right now?
To answer that, each side gets a resistance score.
Bull resistance rises when:
price is still far from the bullish basin
short-term trend is leaning down
the current candle impulse is working against buyers
higher timeframes are not supportive
Bear resistance rises for the opposite reasons.
Volume can reduce that resistance.
That matters because if price is already pushing into a basin with participation behind it, the market has an easier time committing to that side.
So the script is not just checking location. It is checking how difficult it is for the market to “choose” each side.
Once those resistance scores are calculated, they are converted into stochastic potential:
lower resistance = higher potential
higher resistance = lower potential
That gives you two live readings:
Bull Pot
Bear Pot
These are the core outputs of the model.
From there, the indicator defines the current state:
if Bull Pot clearly exceeds Bear Pot, the market is in a Bull Convention
if Bear Pot clearly exceeds Bull Pot, the market is in a Bear Convention
if neither side has enough advantage, the market is Contested
This is where the indicator becomes practical.
It stops being a mathematical idea and becomes a market map.
The silver line is the separatrix.
That is the decision boundary between the two structural states.
It is the line that says: above here, the bullish basin has the easier path; below here, the bearish basin has the easier path; around here, the market is still arguing.
That is one of the most important visuals in the script.
The small flip markers show when the dominant basin changes.
These are not “buy” and “sell” buttons.
They are structural state changes.
That is a big difference.
A flip tells you the easier convention has changed. What you do with that information still depends on price action, context, and execution.
So how do you actually use it?
Use the basins as structural context.
Use the separatrix as a live decision boundary.
Use the table to see whether one side is genuinely dominant or whether the market is still contested.
And use the flip markers as confirmation that the structural preference has changed, not as a signal to trade blindly.
If i was to try and sum it up In one sentence:
Stochastic Potential Zones shows which structural side of the market is currently easier to sustain, and where the live boundary between those competing states sits.
Advice to myself for the future to become better:
I would love to hear your thoughts and opinions on this indicator. I tried going into detail through images on how the indicator may look like in certain states.
I know i used the bar replay and obviously cherry-picked certain conditions. However, it is just to give you an example of how the indicator would look like in real market time. 지표
Realtime Non-Repaint PathName:
Realtime Non-Repaint Path
Searchable Name:
Realtime Non-Repaint Path
Technical name:
Realtime Non-Repaint Percentage-Reversal Path
Short title:
RT NR Path
Summary
Realtime Non-Repaint Path is a standalone path-visualization and path-state script designed to show live non-repainting directional path structure and a simplified hidden path reveal. It uses a percentage-reversal path model to classify live path direction, maintain a live anchor/candidate structure, draw a live eased path, rebuild a simplified hidden path from reversal pivots, and display state labels, alerts, and a compact status table. Its strongest advantages are live path clarity, non-repainting state transitions on closed bars, simpler path interpretation, and visual structure that can complement entry-focused scripts. Its main known weakness is that it is not a full trading engine: it does not perform full pivot confirmation, trade management, advanced filtering, replay-state reconstruction, or broader regime/stat handling.
This script is best understood as a path-focused operational visualization and state-classification script rather than a complete trading engine. It is designed to be useful on its own while remaining simple enough to inspect, test, and modify.
How it works
The script begins with a simple percentage-reversal path model. It tracks a live anchor price, a live candidate extreme, and a current live path direction. When price moves far enough away from the current anchor by the user-defined reversal percentage, a live directional path is established. As long as price continues making new extremes in that direction, the live candidate continues updating. When price reverses enough from that candidate extreme by the same percentage threshold, the live path flips and a new anchor/candidate cycle begins.
The displayed live path is not drawn as a raw straight jump between points. Instead, it is eased between the current live anchor and live candidate so that the path remains visually readable while still staying tied to the current live state model. Because the live state is updated bar by bar using only information available so far, the live path is intended to function as a non-repainting path-state view on closed bars rather than as a hindsight-only reconstruction.
In addition to the live path, the script can also reveal a simplified hidden path. That hidden path is rebuilt from percentage-reversal pivots over a user-defined recent history window. It detects reversal pivots using the same percentage-reversal logic and then draws an eased pivot-to-pivot hidden path across the selected history range. This keeps the script path-focused, visually useful, and easier to interpret.
The script also displays optional confirmed turn labels, a last-bar live state label, path-up/path-down alerts, background coloring based on current path direction, and a compact status table showing the current live state, anchor, candidate, and percentage distances. These features make it useful as a visual path-state companion script rather than as a full signal-and-execution engine.
Path model note
This script’s path model is based on percentage reversal. That makes it intentionally simpler and easier to understand, but it also means it does not attempt to replicate the broader complexity of a full trading engine. The hidden path shown here should be interpreted as a simplified path reveal, not as a complete trade-selection or execution model.
Features
Live non-repainting path state machine
User-defined percentage reversal threshold
Live anchor and candidate path structure
Eased live path display
Simplified hidden path reveal over recent history
Confirmed path turn labels
Last-bar live state label
Background coloring by live path direction
Path-up and path-down alerts
Compact status table with anchor/candidate/path-distance information
Strengths
Path Clarity edge — provides a cleaner live view of path direction than raw candles alone.
Non-Repainting State edge — live path direction and flips are based on the current bar-by-bar percentage-reversal model rather than hindsight-only reconstruction.
Simplicity edge — simpler structure makes it easier to inspect, test, and modify.
Companion Script edge — pairs naturally with entry-oriented scripts by showing whether path direction is currently up, down, or neutral.
Visual Structure edge — live path, hidden path, labels, background, and status table make path structure easier to read quickly.
Interpretability edge — the script is straightforward enough to be useful as both a live visual aid and a path-study tool.
Weaknesses
Not a full trading engine weakness — does not include full trade management, entry/exit handling, or execution logic.
No advanced filtering weakness — does not include broader filtering or replay/stat reconstruction layers.
Threshold sensitivity weakness — path behavior depends heavily on the user-selected reversal percentage, so different settings can materially change the path and turn structure.
Path-state, not profit-state weakness — path direction does not guarantee profitable entries or strong follow-through.
Simplified hidden path weakness — the hidden path is intentionally simplified and should not be mistaken for a complete internal market model.
No regime/stat engine weakness — does not contain broader regime scoring, detailed replay diagnostics, or a larger state/stat engine.
Who it’s for
This script is best suited for traders and TradingView users who want a simpler live path script, users interested in non-repainting path direction on closed bars, users who want a visual companion to entry-focused scripts, users who want to inspect market path structure with less complexity than a full trading engine, and users interested in learning from or modifying a smaller path-focused script. It is especially suited for users who want a practical path/state layer rather than a complete trading engine.
Who it’s not for
This script is not best suited for:
users looking for a complete pre-built trading engine
users expecting advanced pre-entry classification
users expecting full entry/exit/trade management
users looking for advanced regime, replay, and state/stat reconstruction
users expecting this script by itself to solve the false-pivot or follow-through problem
users looking for a complete trade-selection and execution workflow rather than a smaller standalone path script
Known limitations
Realtime Non-Repaint Path is much better at showing live path direction and simplified path structure than it is at acting as a complete trading system. The live path is driven by a percentage-reversal state machine and the hidden path is rebuilt from simplified percentage-reversal pivots with eased pivot-to-pivot connections. Because of that, it should be viewed primarily as a path/state visualization and classification script, not as a complete trade-selection or execution engine. Different reversal-percentage settings can also materially change how often the path flips and how sensitive the script is to movement.
Final note
This is a standalone path script, not a guaranteed predictive system and not a full operational trading engine. Its strengths are concentrated in live path visibility, simplified hidden path structure, non-repainting state handling on closed bars, and quick visual interpretation. It is best used as a path-focused companion or as a simpler standalone script for studying live path behavior rather than as a substitute for a more complete engine. 지표
Statistical Zone Engine [JOAT]Statistical Zone Engine
Introduction
Statistical Zone Engine is an open-source overlay indicator that builds pivot-cluster support and resistance zones with walk-forward statistical scoring. Each zone is backed by a full expected value computation: the indicator counts historical touches and bounces from the zone's price range over a configurable lookback, computes a win rate, and derives an EV score in units of R. Zones are tiered into four strength categories — Weak, Moderate, Strong, and Institutional — based on their live touch count, with border thickness and fill opacity scaling proportionally to the EV and tier. Labels display R:R, win rate, EV, and touch count, all updated live each bar.
The core problem this indicator solves is that conventional support and resistance drawing tools are entirely qualitative — the trader decides what is significant by eye. The SZE replaces that subjective judgment with a quantitative framework: zone strength is computed from actual price behavior over the lookback window, not from the visual prominence of the swing. A zone that has been tested eight times with seven bounces carries an objectively different statistical weight from one that was tested twice with one bounce, and the SZE communicates that difference through its tier system, border rendering, and live EV label. Cluster merging prevents adjacent pivots at nearly the same price from spawning overlapping zones that would misrepresent true strength.
Core Concepts
1. Pivot Cluster Zones
The indicator uses ta.pivothigh and ta.pivotlow with a configurable swing length. When a new pivot high is confirmed and no existing resistance zone is within ATR * clusterTol of the pivot price, a new zone is created. The cluster merge check prevents nearby pivots from generating duplicate zones at the same structural level — if a zone already exists within the tolerance radius, no new zone is spawned. This means zones represent genuinely distinct price levels, not just the most recent pivot above an existing zone.
2. Walk-Forward Expected Value Computation
For each new zone, the indicator scans the prior lookback bars and counts every bar where the high-low range overlapped with the zone. For each touch, it checks whether the close exited the far side of the zone — if so, it counts as a bounce. Win rate = bounces / touches. EV = winRate * tpRR - (1 - winRate) * slRR. A positive EV means the zone has historically resolved in the bounce direction more often than not, weighted by the configured R:R ratio.
3. Four-Tier Strength System
Zone tier is determined by live touch count:
Weak: 1-2 touches — thin border (width 1), low opacity fill
Moderate: 3 touches — medium border (width 1), moderate opacity fill
Strong: 4-5 touches — thicker border (width 2), more opaque fill
Institutional: 6+ touches — widest border (width 3), most opaque fill
Both the border width and the border transparency scale with tier, producing a visual system where the most historically significant zones dominate the chart. The fill opacity also scales with EV — zones with positive EV are more opaque, zones with negative EV are more transparent.
4. Live Label Updates
Each zone carries a label at its right edge displaying: type (RES/SUP), tier name, touch count, win rate percentage, and EV in R units. The label is recalculated and updated every bar when price is inside the zone, ensuring the statistics reflect current behavior. The label text color also scales with tier — more significant zones use brighter text.
5. Sweep Detection
When price closes fully through a zone boundary — above the top for resistance, below the bottom for support — the zone is marked as mitigated. If volume exceeds 1.4x the SMA(20) at the mitigation bar, a BREAK label fires above or below the zone. The total sweep count accumulates in the dashboard. After a break, zone fill fades to near-transparent, clearly communicating that the level has been closed through.
Features
Pivot-Cluster Zone Detection: Swing-pivot based zone creation with ATR-cluster merge deduplication — nearby pivots do not spawn overlapping zones
Walk-Forward EV Computation: Historical touch/bounce counting over configurable lookback produces win rate and R-unit EV scores for each zone
Four-Tier Strength System: Weak / Moderate / Strong / Institutional tiers based on touch count — border width and opacity scale with tier
EV-Scaled Fill Opacity: Positive EV zones are more opaque, negative EV zones are more transparent — fill intensity communicates statistical quality
Live Label Updates: Type, tier, touch count, win rate %, and EV in R units update every bar when price is inside the zone
Sweep Detection with Volume Filter: BREAK label fires on zone close-through when volume exceeds 1.4x SMA(20)
Post-Break Zone Fade: Broken zones fade visually, clearly delineating active versus mitigated levels
Proximity Markers: Diamond plotchar fires when price first enters a zone neighborhood
Min Touches Filter: Only zones with at least the configured minimum historical touches are displayed, eliminating freshly-formed single-touch zones
Zone Trim Management: Oldest zones are removed when arrays exceed the maximum zone count, keeping memory bounded
9-Row Dashboard: Active resistance and support zone counts, near-zone states, total sweep count, TP and SL R:R ratios, ATR
4 Alertconditions: Zone entry for resistance and support, new zone creation for both sides
Input Parameters
Zone Detection:
Swing Length: Pivot confirmation lookback period — higher values detect fewer, more significant pivots (default 10)
Cluster ATR Tolerance: Pivots within ATR * this of an existing zone are merged rather than spawning a new zone (default 0.4)
Zone ATR Width: Half the zone height as an ATR multiple — controls vertical thickness (default 0.35)
Max Active Zones: Maximum concurrent zones per direction before oldest are trimmed (default 12)
Min Touches To Show: Minimum historical touches required to display a zone (default 2)
Statistics:
EV Lookback (bars): Historical bar window for touch/bounce counting (default 200)
TP R:R Ratio: Take-profit distance in R units used for EV calculation (default 2.0)
SL R:R Ratio: Stop-loss distance in R units used for EV calculation (default 1.0)
Visuals:
Toggles for zone labels, sweep labels, and dashboard
Resistance Color (default orange #f97316), Support Color (default sky blue #38bdf8)
How to Use This Indicator
Primary Setup — Statistical Zone Entry:
Look for Institutional or Strong zones with positive EV — these are the levels with the longest bounce history weighted by your R:R parameters. When price enters a zone, the live label shows the current win rate. Enter at the zone edge with a stop beyond the far edge and a target at your TP R:R ratio from entry.
EV as a Selection Filter:
Multiple zones may be on the chart simultaneously. Prioritize zones with positive EV labels (e.g., EV: 1.25R) over zones with negative EV. A zone with 4 touches and 75% win rate at 2R:1R produces an EV of +1.25R per trade — objectively worth trading. A zone with 3 touches and 33% win rate at the same R:R produces EV of -0.33R — not worth trading regardless of how prominent it looks.
Using the Sweep Count:
The total sweep count on the dashboard accumulates every time a zone break is detected with high-volume momentum. Rising sweep counts in one direction indicate the market is consistently breaking through levels on that side — a sign of trending pressure rather than range behavior. Adjust bias accordingly.
Cluster Merge and Fresh Zones:
When a new pivot forms near an existing zone and is merged rather than spawning a new zone, the existing zone's historical statistics remain unchanged. A fresh zone with no historical data will show EV close to 0 — treat these as unproven until more touches accumulate.
Indicator Limitations
EV computation scans up to the full lookback on every qualifying pivot — on very long lookback settings and active pivot instruments, this can increase calculation time
The walk-forward EV uses the same zone size (ATR * width at creation time) for historical counting. If ATR changes significantly between creation time and the historical scan, the touch count may include bars where the equivalent zone boundaries would have been different
Cluster merging uses the current ATR at detection time. In periods of sharply rising or falling ATR, two zones that appear to merge at one ATR level may have been distinct at a different level, potentially underrepresenting zone density
The touch count displayed on the label is the live count updated each bar. The historical bounce count used for EV is computed at creation time and is not re-scanned dynamically — the label win rate reflects creation-time statistics
The minimum touches filter removes zones with fewer historical touches than the threshold. On fresh instruments or small lookbacks, most zones may be filtered out, especially on less-traded timeframes
Originality Statement
This indicator is original in its walk-forward EV scoring framework, four-tier visual strength system driven by live touch counts, and the cluster merging deduplication approach. The publication is justified because:
Walk-forward EV computation in R units provides a quantitative quality signal not found in standard support/resistance tools — each zone is backed by a historically derived expected value, enabling objective zone selection
The four-tier visual system (border width and opacity scaling with tier and EV) embeds the statistical quality directly into the zone appearance, eliminating the need to read labels to gauge significance
ATR-cluster merge deduplication prevents pivot-dense markets from generating overlapping zones at the same structural level, producing a cleaner, more meaningful map than raw pivot-based zone tools
Live label updates during zone interaction show the evolving win rate and EV as each new touch is counted, providing real-time statistical feedback not present in static zone indicators
The post-break fade combined with the total sweep count dashboard provides a structural memory of how many levels have been invalidated, enabling a directional bias gauge derived from zone lifecycle data
Disclaimer
This indicator is provided for educational and informational purposes only and does not constitute financial advice or a recommendation to buy or sell any financial instrument. Past performance of any pattern or signal does not guarantee future results. All trading involves substantial risk. Always use proper risk management and conduct your own independent analysis.
— Made with passion by officialjackofalltrades
지표
지표
MTF Pivot Lines (1H / Daily / Weekly)This indicator displays pivot-based support and resistance lines from three higher timeframes — 1-Hour, Daily, and Weekly — directly on your chart, regardless of the timeframe you are currently viewing.
─── FEATURES ───
【 Multi-Timeframe Pivot Lines 】
Draws the most recent pivot high (resistance) and pivot low (support) from the 1H, Daily, and Weekly timeframes as persistent horizontal lines that extend across the entire chart.
【 Wick-Body Zone Fill 】
Optionally fills the range between the wick tip and the candle body at each pivot point, creating a visual zone that highlights the area where price is most likely to react.
【 Full Timeframe Control 】
Each timeframe (1H / Daily / Weekly) can be toggled on or off independently. Unlike typical MTF indicators, this script allows you to display the current timeframe's pivot lines as well — useful when you want all three levels visible simultaneously.
─── HOW TO USE ───
1. Enable the timeframes you want to monitor (1H, Daily, Weekly).
2. When price approaches a pivot line, watch for candlestick reactions as potential support or resistance.
3. Confluence of lines from multiple timeframes (e.g., 1H pivot aligns with Daily pivot) indicates a stronger level.
4. Adjust "Pivot Left Bars" to control how many bars must pass before a pivot is confirmed.
─── NOTES ───
• This indicator is for analytical purposes only and does not constitute financial advice.
• Past performance of any setup is not indicative of future results.
• Designed to complement the "Dow Theory and Price Action" indicator.
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【日本語説明】
現在表示している時間足に関わらず、1時間足・日足・週足の3つの上位時間足からピボット高値・安値ラインをチャート上に直接表示するインジケーターです。
─── 機能 ───
【 マルチタイムフレーム・ピボットライン 】
1時間足・日足・週足それぞれの直近ピボット高値（レジスタンス）とピボット安値（サポート）を、チャート全体に延長する水平ラインとして描画します。
【 ヒゲ-ボディゾーン表示 】
各ピボットのヒゲ先端とボディ端の間をゾーンとして塗りつぶすオプションです。価格が反応しやすいエリアを視覚的に把握できます。
【 時間足の個別制御 】
1H・日足・週足のそれぞれをON/OFFで個別に切り替えられます。一般的なMTFインジケーターと異なり、現在表示中の時間足のラインも表示可能なため、3つのレベルを同時に確認したい場面でも柔軟に対応できます。
─── 使い方 ───
1. 監視したい時間足（1H・日足・週足）をONにする。
2. 価格がピボットラインに近づいたとき、ローソク足の反応をサポート・レジスタンスの根拠として確認する。
3. 複数時間足のラインが重なる箇所（例：1Hピボットと日足ピボットが一致）は、特に強いレベルとして注目する。
4. 「Pivot Left Bars」を調整してピボット確定までのバー数を変更できる。
─── 注意事項 ───
• 本インジケーターは分析補助ツールであり、投資助言ではありません。
• 過去のパフォーマンスは将来の結果を保証するものではありません。
• 「Dow Theory and Price Action」インジケーターと組み合わせての使用を推奨します。
지표
Dow Theory and Price Action V2This indicator is the successor to "T-DOW-FLOW: Final Edition". The trend visualization has been redesigned in a Supertrend style, making it cleaner and easier to read, along with various other refinements.
This indicator integrates multiple analytical tools based on Dow Theory and price action concepts, designed to help traders identify trend direction, key support/resistance levels, and multi-timeframe structure.
─── COMPONENTS ───
【 Dow Theory Trailing Line 】
An ATR-based trailing line driven by ZigZag 1 swing structure. The line rises during uptrends and falls during downtrends, helping visualize the current trend phase according to Dow Theory (Higher Highs / Higher Lows = uptrend; Lower Highs / Lower Lows = downtrend).
【 ZigZag (1 & 2) with HH/LH/HL/LL Labels 】
Two independent ZigZag oscillators with configurable periods. Each swing point is automatically labeled as Higher High (HH), Lower High (LH), Higher Low (HL), or Lower Low (LL) to make Dow Theory structure immediately readable on the chart.
【 SR Type 1 – Pivot Lines & Zones 】
Detects pivot highs and lows on the current timeframe and draws horizontal support/resistance lines. Optionally displays a "Wick-Body Zone" — the range between the wick tip and candle body at each pivot — to highlight the precise supply/demand area.
【 SR Type 2 – Auto Channel Zones 】
Automatically clusters nearby pivot points into support/resistance channels. Strength scoring and filtering parameters allow you to display only the most significant zones and reduce chart noise.
─── HOW TO USE ───
1. Observe the Dow Trailing Line color and position to determine the current trend.
2. Use HH/HL labels to confirm an uptrend, and LH/LL to confirm a downtrend.
3. Look for price reactions at SR Type 1 pivot lines and Type 2 channel zones as potential entry or exit areas.
4. Adjust Left Bars / Right Bars to control pivot sensitivity to your trading style.
─── NOTES ───
• This indicator is for analytical purposes only and does not constitute financial advice.
• Past performance of any setup is not indicative of future results.
• Best used in combination with other confluence factors and proper risk management.
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【日本語説明】
以前公開した「T-DOW-FLOW：Final Edition」の後継インジケーターです。トレンドを表す雲がスーパートレンド風のデザインに刷新され、より視認性が向上しました。その他、細かい調整も加えています。
ダウ理論とプライスアクションに基づく複数の分析ツールを統合したインジケーターです。トレンド方向の把握、主要なサポート・レジスタンスレベルの特定、価格構造の分析をサポートします。
─── 構成要素 ───
【 ダウ理論トレイリングライン 】
ZigZag 1のスイング構造を基にしたATRトレイリングラインです。上昇トレンド中は切り上がり、下降トレンド中は切り下がることで、ダウ理論に基づくトレンドフェーズを視覚的に表現します（HH・HL＝上昇トレンド、LH・LL＝下降トレンド）。
【 ZigZag（1・2）＋ HH/LH/HL/LL ラベル 】
設定可能な2本の独立したZigZagに、各スイング高値・安値を自動でラベリングします。HH（高値切り上げ）・LH（高値切り下げ）・HL（安値切り上げ）・LL（安値切り下げ）を一目で把握できます。
【 SR Type 1 – ピボットライン＆ゾーン 】
現在の時間足でピボット高値・安値を検出し、水平なサポート・レジスタンスラインを描画します。各ピボットのヒゲ先端とボディ端の間にゾーンを表示するオプション（ヒゲ-ボディゾーン）で、より精密な需給エリアを確認できます。
【 SR Type 2 – 自動チャンネルゾーン 】
近接するピボット群を自動的にクラスタリングし、サポート・レジスタンスチャンネルとして表示します。強度スコアとフィルタリングパラメーターにより、重要度の高いゾーンだけを絞り込めます。
─── 使い方 ───
1. ダウトレイリングラインの色と位置でトレンド方向を確認する。
2. HH・HLラベルで上昇トレンドを、LH・LLラベルで下降トレンドを確認する。
3. SR Type 1のピボットライン・Type 2のゾーン付近での価格反応を、エントリー・エグジットの根拠として活用する。
4. Left Bars・Right Barsを調整してピボット感度を自分のトレードスタイルに合わせる。
─── 注意事項 ───
• 本インジケーターは分析補助ツールであり、投資助言ではありません。
• 過去のパフォーマンスは将来の結果を保証するものではありません。
• 他の根拠・リスク管理と組み合わせてご利用ください。
지표
지표
Price to Volume ChangePrice to Volume Change — All-Positive Ratio Lollipop Chart
A separate-pane indicator that measures the ratio between price change and volume change on consecutive completed bars. All values are positive — the ratio always shows how many times more the dominant side changed. Color indicates WHICH side is dominant (green = price, red = volume) and WHETHER price and volume agree on direction (bright = confirmed, dim = divergence).
What Makes This Original
All-positive scale — Unlike indicators that use positive/negative values, this chart plots the ratio as always >= 1 with the 1:1 line as the center. A reading of 3 means the dominant side changed 3x more. No zero line, no negative values — the chart is cleaner and easier to read at a glance.
Color encodes two dimensions — The hue (green vs red) shows which side is dominant: green = price moved more, red = volume moved more. The brightness shows direction agreement: bright = price and volume moved the same way (confirmed), dim = they diverged (warning). Four combinations give four distinct visual signals.
Lollipop chart with gradient intensity — Thin histogram stems with circle tips. Stronger ratios produce brighter, more saturated colors. Extreme ratios visually pop while moderate ones fade.
Completed bars only — All calculations compare the two most recently completed bars ( vs ). The current forming bar is excluded, so the display never flickers.
How to Read It
Bar height (ratio):
At 1 (white center line) — Equal change. Price and volume moved proportionally.
Above 1 — One side moved disproportionately more than the other. A reading of 3 means 3x more.
Above threshold (orange dashed) — Extreme disproportion. Default threshold is 3x.
Bar color (which side is dominant):
Green — Price dominant. Price changed proportionally more than volume.
Red — Volume dominant. Volume changed proportionally more than price.
Bar brightness (direction agreement):
Bright green — Price dominant + confirmed (price and volume moved same direction)
Dim green — Price dominant + divergence (price and volume moved opposite directions)
Bright red — Volume dominant + confirmed
Dim red/maroon — Volume dominant + divergence
How to Use
For breakout confirmation: A breakout with bright red bars (volume dominant + confirmed) means heavy volume participation driving the move — strong signal. A breakout with dim green bars (price dominant + divergence) means price is moving without volume support — suspect.
For accumulation/distribution: Tall bright red bars with small price changes indicate large volume activity with minimal price impact — potential institutional positioning.
For reversal warning: A shift from green to red bars (volume taking over from price as the dominant force) during a trend can signal exhaustion or a change in character.
For average context: The yellow MA line shows the average ratio. Bars above the MA indicate above-average disproportion between price and volume.
Details Table
An optional table shows the last completed bar's data:
Price Change % — percentage move in price
Volume Change % — percentage move in volume
Ratio — displayed as "3.2:1" (price dominant) or "1:2.5" (volume dominant)
Dominant — PRICE (green) or VOLUME (red)
Direction — Confirmed (green) or Divergence (red) or Flat (gray)
Important Notes
This indicator is designed for the 1-day (daily) timeframe. It requires volume data and will not produce meaningful results on assets without native volume (e.g., SPX index, some forex pairs). All calculations use completed bars only. Extreme ratios are capped at a configurable maximum (default 10) for chart readability. When either price or volume change is near zero (less than 0.01%), the ratio is displayed as n/a.
Recommended Timeframe: Daily (1D)
Default Parameters
Max Ratio Cap: 10.0
Ratio MA: SMA, Length 14
Threshold Line: 3.0
Details Table: Enabled, Top Right
지표
Price Volatility GaugePrice Volatility Gauge
A price-derived volatility indicator that measures realized price range behavior and presents it in four distinct modes. Unlike implied volatility indicators that require options data, PriceVol works on any asset by analyzing price action alone — making it universally applicable to stocks, indices, forex, crypto, and commodities.
What Makes This Original
This indicator introduces a novel approach to measuring volatility:
Standard deviation-adjusted price range — The core PriceVol calculation measures the distance between the highest adjusted price and the lowest adjusted price over a configurable lookback, where the adjustment uses standard deviation multiples (1x, 2x, 3x) applied to both the source and the low series.
Asymmetric skew measurement — The Volatility Skew Index mode computes the difference between upside and downside volatility by averaging the 1x, 2x, and 3x standard deviation adjustments separately for each direction. A positive skew indicates greater upside volatility; a negative skew indicates greater downside volatility.
Four display modes in one tool — A single indicator that can show raw volatility, ranked volatility, percentile volatility, or directional skew, eliminating the need for multiple separate indicators.
How It Works
PriceVol Raw:
Calculates the percentage range between the highest source price and the current low over the lookback period. This gives a raw measure of realized price range as a percentage.
PriceVol Rank:
Normalizes the raw PriceVol value against its own historical range over a longer lookback (default 252 bars). A reading of 80 means current volatility is in the upper 80th percentile of its historical range. Similar concept to IV Rank but derived entirely from price.
PriceVol Percentile:
Uses ta.percentrank() to calculate what percentage of historical readings fall below the current value. Provides a statistical percentile measure of current volatility relative to history.
Volatility Skew Index:
Computes the difference between upside-adjusted and downside-adjusted PriceVol values across three standard deviation multiples. Positive values indicate upside volatility dominance; negative values indicate downside dominance.
Color Coding
For Rank and Percentile modes:
Orange — Above 50 (inside high volatility regime). Markets are volatile; premiums are elevated.
Aqua — Below 50 (outside high volatility regime). Markets are calmer; premiums are lower.
Colors are configurable in settings.
Usage
For options traders: Use PriceVol Rank or Percentile as a proxy for implied volatility regime. Sell premium when the gauge is orange (high volatility), buy premium when aqua (low volatility).
For directional traders: The Volatility Skew Index reveals whether recent price action has been more volatile to the upside or downside, which can inform directional bias.
For risk management: PriceVol Raw provides a simple measure of recent price range that can be used to size positions or set stops relative to current market conditions.
Important Notes
This indicator measures realized price volatility using standard deviation adjustments. It is not implied volatility from the options market. The terms "Rank" and "Percentile" refer to the statistical ranking of the price-derived volatility measure against its own history — not options IV Rank or IV Percentile. This distinction is important for traders who use both price and options data.
Default Parameters
Source: Close
Display Mode: PriceVol Rank
PriceVol Length: 22
Rank/Percentile Length: 252
Inside High Volatility Color: Orange (above 50)
Outside High Volatility Color: Aqua (below 50)
Recommended Lookback Lengths
9 — Short-term (roughly 2 weeks)
22 — Medium-term (roughly 1 month, default)
66 — Quarterly
132 — Semi-annual
252 — Annual
지표
지표
Key Levels Lite by ProDeskTradesKey Levels Lite plots the four most important institutional price reference levels used by
professional traders, with real-time sweep tracking for each.
Levels plotted:
- PDH / PDL — Previous Day High & Low. Locked at the prior RTH session close. Most-watched daily
reference for institutional order flow.
- ORH / ORL — Opening Range High & Low. Formed during the first 15 minutes of RTH (9:30–9:45 AM ET).
Breakouts and rejections from the OR are a primary intraday setup.
- IBH / IBL — Initial Balance High & Low. Formed during the first 60 minutes of RTH (9:30–10:30 AM
ET). Wider range used to gauge session direction and extension targets.
- VWAP — Volume Weighted Average Price. Calculated from RTH open. Used by institutions as a benchmark
for execution quality and intraday bias.
How it works:
Each level is tracked bar-by-bar. When price closes beyond a level, it is marked as swept and the
sweep count increments. Lines change color on sweep so you can immediately see which levels have been
taken vs. which remain untested. During the OR and IB build windows, levels show a "building" status
until the session window closes and the level locks.
Live legend table shows each level's current price and status — active, building, or swept Nx —
updated on every bar.
Settings:
- Show/hide each level independently
- Line style: Solid, Dashed, or Dotted
- Line width: 1–4
- Table position: Top Right, Top Left, Bottom Right, Bottom Left
- Session times are configurable for non-US instruments
Best used on 1m, 5m, and 15m timeframes. Optimized for US equity index futures (ES, NQ, RTY, YM) and
their micros.
Not financial advice. Trading involves substantial risk of loss. 지표
