Market Profile TPO [vault]TPO is a market profile tool that shows where the market actually spent its time, not just where price printed a candle. It builds a time price opportunity profile for every day, week or month and marks the levels that keep mattering after the period closes.
How it works
The script splits each period's range into a configurable number of rows and counts how many bars traded inside every row. That count is the TPO score. The widest row is the Point of Control, the fairest price of the period and the level price keeps rotating back to. Around it the script expands the Value Area using the standard two row algorithm until it holds a chosen percentage of total TPO count, giving you the accepted range and its two edges.
Everything is calculated in a single pass over the period's bars instead of scanning every row separately, so the developing profile updates in real time without dragging the chart down, even on 100 rows and low timeframes.
Green area below, red above, no. This is not a signal tool. Value area high and low are the edges of accepted price, and trades that open outside value and reject back inside tend to rotate to the opposite edge. The POC is a magnet. Untouched POCs from previous periods are stronger magnets.
What it draws
- Full TPO profile per period, D, W or M, with adjustable row size and profile width
- Point of Control line, ties resolved toward the middle of the range so the POC never sticks to an extreme
- Value Area high and low with optional shaded background
- Initial Balance, the range of the first balance window of the session, with optional extension across the whole period
- Single prints, the thin one row areas left by one sided moves, top and bottom tails excluded by design
- Naked POC, previous POCs price never traded back into, extended right until they get hit and then removed automatically
Reading it
Value area edges are where acceptance starts and ends. Initial Balance tells you the shape of the day early: price holding inside IB all session is a rotation day, a break of IB high or low with follow through is the classic trend day tell. Single prints mark unfinished auction, the market moved too fast to trade there and usually comes back. A naked POC sitting above or below current price is an obvious target for the next rotation.
Additional settings
- Profile period: D for day trading, W or M for swing context
- Row size: higher for precision, lower for speed on long periods
- Value Area %: 70 is standard, some traders use 68 or 80
- IB session and timezone: defaults to 0930 to 1030 New York, the RTH open hour for US index futures. Set it to your own instrument's open
- Profiles kept on chart: old profiles are deleted as a whole group, so the script never hits TradingView drawing limits and never leaves half a profile behind
- Min rows per single print: filters out one row noise, 2 or 3 keeps only meaningful gaps
- Show developing profile: toggle the live, still forming profile
- Level labels with prices for POC, VAH and VAL
- Full color, width and line style control for every element
- Built-in alerts for prior POC, VAH and VAL crosses and for IB high and low breaks
- Works on any instrument, requires a chart timeframe lower than the profile period
지표
KERNEL BANDS [vault]KERNEL BANDS
A non-parametric kernel regression centreline wrapped in adaptive residual sigma bands, with a full trade management layer on top: filtered entries, an exit engine that reports results in pips, a reversal radar, a dead-zone shield, session and momentum context, and a multi-timeframe screener. Everything is confirmed on bar close and nothing repaints.
A moving average assumes price came from a fixed-form equation (linear in lag, weighted in lag, and so on). Kernel regression makes no such assumption. It lets the local density of the data decide where the centreline sits, which gives a smoother and more honest picture of where price actually is, without the corner cutting EMAs and HMAs do around pivots. The bands around it are not arbitrary ATR multiples but a statistical measure of how far price normally strays from the kernel before reverting.
1. The kernel
Every moving average is a kernel, just a rectangular one (or, for HMA, a chained weighted one). Kernel regression generalises the idea: you pick the shape of the weight curve based on how much you want each historical bar to matter. Three kernels ship:
- Gaussian: the textbook bell curve, K(u) = exp(-u² / 2h²). Heavy tails, smooth everywhere. The most stable default.
- Epanechnikov: compact-support parabola, K(u) = max(0, 1 - u²/h²). Mathematically optimal in the mean-squared-error sense, lightest tails, slightly more responsive at the leading edge.
- Tricube: LOWESS-style, K(u) = max(0, (1 - |u/h|³)³). Very smooth shoulders, great on noisy intraday data where you want a confident centreline rather than a chasing one.
All three feed the same Nadaraya-Watson estimator, ŷ = Σ K(i) · close / Σ K(i), computed one-sided over the lookback window so it never looks into the future. The kernel choice sets the personality of the line, the bandwidth h sets its memory.
2. Adaptive bandwidth (ATR-scaled)
A static bandwidth breaks in changing regimes. When realised volatility expands a fixed h lags badly, when it contracts the same h starts amplifying noise. Here h is scaled live by normalised ATR:
h_eff = h_base × (1 + ATR / close × factor)
so the kernel widens when the market is loud and tightens when it is quiet, and the line behaves the same across gold, indices, crypto and FX without per-symbol tuning.
A Bandwidth Regime Shift alert fires when h moves by more than a user-set fraction in a single bar. It is your early warning that the volatility surface just changed: it typically fires before either directional signal and tells you whatever play you had on a minute ago may need to be re-evaluated. The dashboard shows the % jump that triggered it.
3. Residual sigma bands
The bands are the rolling standard deviation of the residual (close - kernel MA), EMA-smoothed, then scaled by the sigma multiplier. This answers a real question: how much do we usually deviate from the kernel before reverting? When the answer is small, the bands hug the line and a breakout is statistically meaningful. When it is large, band breaks are normal and should be downweighted.
Band Floor is an addition to the original concept. The half-width can never be thinner than a chosen fraction of ATR (0.6 by default). Without it, volatility compressions produced razor-thin bands and hair-trigger state flips on every wick. With it, a quiet market still needs a real move to change state.
4. State engine
A confirmed close above the upper band latches the state to Bullish, a confirmed close below the lower band latches it to Bearish. State only flips on the opposite band, there is no neutral repainting in between. Confirmation Closes sets how many consecutive closes beyond the band are required (default 2), which is the single biggest difference between a clean chart and a noisy one.
The band colour, the fill, the dashboard Signal row and the MTF screener all read from this one state.
5. Signal engine (what changed versus a plain band cross)
A state flip is not an entry any more. A flip arms the signal, and the entry prints only once every condition lines up within the entry wait window (default 6 bars). If the state reverts before that happens, the armed signal is dropped silently and nothing is printed. The dashboard shows the armed side in gold so you always know a setup is pending.
Conditions an entry must pass:
- Kernel slope must agree: buy only while the kernel is rising, sell only while it is falling. This kills counter-trend spikes, the classic "one violent wick through the lower band in an uptrend" trap.
- Entry candle must agree: a buy needs a green close, a sell needs a red close.
- Max extension beyond band: if the flip candle closed too far past the band (default 1.5× the band half-width) the engine waits for a calmer candle instead of chasing the blow-off.
- Skip blow-off candles: no entry on a bar (or the bar before it) whose range exceeds a multiple of ATR.
- Min bars between entries: a cooldown so two entries cannot stack on top of each other.
- Dead-zone shield: no entries while the market is flagged as chop (section 7).
- Session filter (optional, off by default): restrict entries to London / New York windows if you want it.
Re-entries: after an exit, if the state is unchanged and price crosses back through the kernel MA in the direction of momentum, a fresh entry arms. Trends are ridden in segments, each one banked.
Entry labels carry the side and the exact close price so you can enter at the same level.
6. Exit engine
Every entry is closed by the indicator with an Exit label in the colour of the side it closes (cyan closes a long, magenta closes a short). The label shows the exit price and the result in pips. Pip size is auto-detected (mintick × 10, so 0.1 on gold) and can be overridden.
An exit fires on whichever comes first:
- Flip: the state confirms the opposite way.
- Reversal: a reversal candle prints at a band extension while the trade is in profit.
- Giveback: after the trade has reached a minimum peak, it has given back a set percentage of that peak (default 50%).
- Structure: close breaks the lowest low (long) or highest high (short) of the last N bars while in profit.
The dashboard shows live Position, Open P&L and peak P&L, and the exit alert reports entry, exit, result, peak, trigger and bars held. Your journal writes itself.
7. Dead-zone shield
Flat, low-volume chop is where band systems buy the top and sell the bottom of the range. The shield scores four conditions every bar: flat kernel slope, clustered state flips (weighted double, because a burst of flips is the strongest chop tell there is), tight range and weak volume. Above the trigger score the chart is tinted, entries are suppressed and the dashboard reads DEAD ZONE with the bar count. The first genuine breakout escaping the zone still arms an entry.
Two alerts, deliberately not session-filtered: Dead Zone Entered (with the score and which conditions tripped it) and Dead Zone Cleared (with how long it lasted). The second one is the one to set: it tells you when to be back at the screen.
8. Reversal radar
Reversal candles (doji, pin bar, engulfing) that print at a band extension are marked with a ⚠ Rev label: red at the upper band, cyan at the lower. The dashboard tracks the most recent one as TOP FORMING / BOTTOM FORMING with its age. Kernel momentum is read live as Rising, Rising & Fading, Falling or Falling & Fading, with directional alerts when it turns. Together they are your early tell that a move is exhausting, and the Reversal exit uses the same signal.
9. Divergence engine
A pure slope-comparison divergence runs in parallel: the kernel slope over a window against the price slope over the same window. Bullish divergence is registered when price is falling while the kernel turns up, bearish is the mirror. Both slopes have separate minimum thresholds (as a fraction of ATR × window) so flat regions never trigger noise divergences, and a cooldown spaces them out. Labels print ▲ Div / ▼ Div at the wick they fire from, and the dashboard shows the active divergence with its bar age.
10. MTF screener
A compact board that shows the kernel state on 5m / 15m / 1h / 4h. The top row is pinned to whatever symbol your chart is on and follows you when you switch, so your active trade is always on the board. Up to five more symbols can be added in settings. Each cell is an arrow in the state colour, brighter when the flip is fresh (within a user-set number of bars) so you can tell at a glance whether a setup is new or already ran. The Σ column counts aligned timeframes and prints A+▲ or A+▼ when all four agree.
The screener requests nothing on your behalf: only symbols you type in are ever requested, so alerts save on every data plan.
11. Three visual modes
The same kernel and sigma feed every mode:
- Bands: classic upper / lower envelope with toggleable fill. Best for mean-reversion and band-touch analysis.
- Single Line: kernel centreline with a gradient fill between the line and price. Best for pure trend-following.
- Trail: only the trailing band is drawn, in the active state colour, with an optional sin-modulated pulse alpha that gives a subtle breathing effect. Best for visual conviction in directional moves.
State candles and bar colouring are independent toggles, and the kernel line can be drawn on top of Bands or Trail if you want it visible everywhere. A full Colors group covers bull, bear, neutral, text, accent and dashboard background / frame.
12. Dashboard
A monospaced table, positionable to any of nine anchors, with a subtle vertical gradient. Rows: Signal, Kernel MA, Upper Band, Lower Band, Band Width σ, Bandwidth h (with adaptive tag), Kernel, Divergence, Regime, Session, Position (including armed setups), Open P&L with peak, Market (Trending / Dead Zone), Momentum and Reversal.
13. Alerts
Seventeen named alert conditions, every one evaluated on bar close: BUY, SELL, EXIT LONG, EXIT SHORT, Bullish Breakout, Bearish Breakdown, Bullish Divergence, Bearish Divergence, Bandwidth Regime Shift, Reversal at Top, Reversal at Bottom, Dead Zone Entered, Dead Zone Cleared, Momentum Shift Bullish, Momentum Shift Bearish, Momentum Shift (any), Kernel State Flip.
On top of that the script sends dynamic messages through alert(): entries carry entry price, TP / SL geometry, live momentum and session, exits carry entry, exit, result in pips, peak, trigger and bars held, dead-zone events carry the score and the reason. Attach a webhook to "Any alert() function call" and a bot reading the payload has the same confluence a human reads on the dashboard.
Each named condition has to be selected individually in the alert dialog. "Any alert() function call" delivers the dynamic messages, not the named conditions. That is a TradingView rule, not a setting in this indicator.
How to use it
Trend-following: Single Line or Trail mode, Tricube kernel, adaptive bandwidth on, Confirmation Closes 2, kernel slope confirmation on. Take entries in the direction of the higher-timeframe rows on the screener and let the exit engine manage the trade.
Mean-reversion: Bands mode, Gaussian or Epanechnikov, fade band touches that coincide with a ⚠ Rev label, a divergence label and a low Band Width σ reading. Use the Regime Shift alert as a heads-up that a reversion play just got riskier.
Scalping 1m-5m: keep Band Floor at 0.6 or above and Confirmation Closes at 2, otherwise the band flips on every wick. If you get too few entries, loosen Entry Candle Must Agree first, then Max Extension to 2.0.
Suggested settings
Defaults are tuned for 5m-1H on liquid futures, gold and crypto: Lookback 30, Base Bandwidth 8, Sigma Multiplier 1.0, Band Floor 0.6, Confirmation Closes 2. For 1m-3m drop Lookback to ~20 and Bandwidth to ~6. For daily and above raise Lookback to 50 and Bandwidth to 12. The kernel and bandwidth jointly control how much the line trusts the recent past, the sigma multiplier and band floor separately control how much movement you are willing to call normal.
Limitations
The kernel is recomputed each bar over the lookback window, so very long lookbacks on very low timeframes can feel heavy. State transitions, entries, exits and reversal labels are all confirmed on bar close, so a band touch that gets reabsorbed within the bar will not fire. This is deliberate and is what prevents intra-bar repainting. The MTF screener reads higher-timeframe values that in real time come from the still-open bar, so a cell can flicker until that bar closes. Divergence is non-repainting but carries the natural lag of comparing slopes over a window.
What was improved over the original concept and why
- Band floor: the original residual sigma alone produced paper-thin bands in compressions and a flip on every wick. A floor tied to ATR fixed that without touching the statistical meaning of the band in normal conditions.
- Confirmation closes: one close beyond the band is a wick, two is a decision.
- Arm-then-fire entries: entries were firing on the flip bar no matter what that bar looked like. Now the flip arms the setup and the entry waits (up to a few bars) for kernel slope, candle colour and extension to agree, and is dropped if the state reverts.
- Kernel slope agreement: the single biggest source of bad trades was a sell printed during a spike down while the kernel was still rising. Requiring slope agreement removes the whole class.
- Blow-off check on two bars: a spike often spans the flip bar and the one before it.
- Dead-zone weighting: a cluster of flips is the strongest chop signal there is, so it counts double and the shield activates on a burst of flips alone instead of needing a second condition.
- Session filter off by default: gold and indices produce clean moves outside London / NY too, and the filter was skipping them. It is still there if you want it.
- Kernel MA plotted in every mode and alertable via the standard Crossing / Greater Than rules, plus a toggle to draw it on top of Bands or Trail.
- Screener requests only what you type in, so alerts save on any data plan.
지표
HTF Candle Projection Dashboard [Quantum Edge]HTF Candle Projection Dashboard projects multiple higher-timeframe candle structures directly onto your active chart.
Instead of switching between timeframes, the indicator displays the latest six candles from five configurable higher timeframes in a clean, forward-projected dashboard:
• 1 Hour
• 4 Hour
• Daily
• Weekly
• Monthly
Each timeframe group contains five historical candles plus the current developing candle. The live candle updates as new price data becomes available, allowing traders to monitor higher-timeframe range, direction, and key OHLC levels while executing from a lower timeframe.
FEATURES
• Displays five independently configurable higher timeframes
• Shows six candles per timeframe: five completed candles and one live candle
• Projects all higher-timeframe candle groups to the right of current price action
• Uses true chart prices—no normalized or synthetic price scale
• Bullish and bearish candle coloring
• Adjustable live and historical candle transparency
• Optional timeframe headers
• Optional Open, High, Low, and Close labels for each live HTF candle
• Adjustable right offset, candle width, candle spacing, and group spacing
• Designed for clean multi-timeframe context on intraday execution charts
HOW TO USE
1. Apply the indicator to a lower-timeframe chart.
2. Choose the higher timeframes you want to track in the settings.
3. Use the projected candle groups to identify higher-timeframe direction, current range position, prior highs/lows, and developing candle behavior.
4. Combine the dashboard with your preferred market-structure, support/resistance, volume, or execution model.
EXAMPLE WORKFLOW
A trader using a 1-minute or 5-minute chart can keep the 1H, 4H, Daily, Weekly, and Monthly candles visible at once. This makes it easier to see whether a lower-timeframe move is occurring near a higher-timeframe high, low, open, or close—without leaving the execution chart.
NOTES
• The rightmost candle in each group is the currently developing higher-timeframe candle, so its high, low, close, color, and OHLC labels can change until that timeframe closes.
• For the clearest results, use the script on a chart timeframe lower than the smallest selected dashboard timeframe.
• This is a visual analysis tool, not a trading strategy and not financial advice.
Created by Quantum Edge. 지표
ICT Equal Highs & Lows (EQH/EQL) Liquidity PoolsICT Equal Highs & Lows (EQH/EQL) Liquidity Pools
What it does
This indicator marks the horizontal shelves that form when two or more confirmed swing highs, or swing lows, come to rest at almost the same price. Those shelves are where resting orders accumulate, and the script answers one question about each of them: is this shelf still untouched, has price wicked through it, or has price closed beyond it? Lines are drawn only where the swing anchors themselves are visible on the chart, so you can always see why a line sits where it sits.
How it works
Every swing point starts an invisible hypothesis: a shelf at that price, with a tolerance band around it. The hypothesis has to survive. If price leaves the band before a second qualifying swing arrives, the hypothesis is dead and a later similar price cannot bring it back. Only a hypothesis that survives long enough to collect the required number of swings becomes a visible pool.
Swing points are confirmed pivots, found from wicks or from candle bodies. A takeout is always measured on the wick, whichever mode you pick: price trading through the shelf is what takes it, however the swings themselves were found.
The tolerance is frozen with the volatility of the swing that started the shelf. A later change in volatility can never pair two old swings after the fact.
When a shelf is confirmed, every bar since its first anchor is replayed against it, oldest first. The first bar that went past its boundary decides both what happened and when, so a shelf that was already taken never appears as untouched.
Once a pool becomes visible, its level and its boundary are fixed. Further swings at the same price raise the counter on the label and nothing else.
The visible line sits on the extreme of the price group that confirmed it - the highest of the equal highs, the lowest of the equal lows, or the outermost body edge if you switched the swing source to Bodies - so it lies on a price that was actually traded and touches the structure it names. The boundary that decides a takeout sits past the outermost wick of that group, plus a buffer - a poke inside the band the shelf was defined with is noise rather than a takeout. That wick is first capped at the edge of the tolerance band, so a single oversized wick on the first swing cannot lift the boundary off the chart. Measuring the boundary from wicks matters under Bodies: a level is a body edge there, and the same bar's wick reaches past it, so a shelf would otherwise be taken by the very bar that confirmed it.
A wick beyond the boundary marks the pool as swept. A close beyond it marks the pool as broken.
How to use it
Add the script to a chart. It works on any symbol and any timeframe and reads only the bars of the chart you are on.
With the default line style, read the solid lines as untouched shelves and the dashed ones as shelves price has already taken. Pick another style and the untouched ones follow it; a shelf that has been taken always draws dashed. Switch on Highlight nearest untapped pools if you also want the closest untouched shelf on each side drawn one step thicker.
Check the anchors. Every line should start at a swing you can point at, and the price of that swing should sit within the tolerance you configured.
If the chart shows more lines than you can read, lower the tolerance or raise the minimum number of equal highs and lows before touching the retention cap.
Inputs
Swing length - bars required on each side of a swing point. Larger values give fewer and more significant shelves. Range 1-50, default 5.
Measure swings from - Wicks uses the high and low, Bodies uses the open and close and ignores single long wicks.
History searched - how long an unconfirmed hypothesis may wait for its second swing, and how far back a newly confirmed shelf is checked. Range 50-500, default 500.
Tolerance unit - ATR multiple, ticks, or percent of price.
Tolerance - how far apart two swings may sit and still count as equal. Default 0.10, which on a volatile index future works out around ten ticks.
ATR length - length of the volatility measure, used by the ATR mode only. Range 1-200, default 14.
Minimum equal highs/lows per pool - swings needed before a shelf becomes visible. Range 2-10, default 2.
Takeout buffer - distance beyond the edge of the shelf that price must exceed before the pool counts as taken, in units of the frozen tolerance. Range 0-3, default 0.25, which is small enough that a stop run of a few ticks registers.
Display group - show or hide each side, keep or drop swept and broken pools, retention cap per side, line width, line transparency, line style, labels and label size. Broken pools are dropped by default, so switch that on if you want all three states on the chart.
Show EQH/EQL text and Show number of equal highs/lows - the label reads EQH 3x with both on, which is the default. Either can be switched off on its own.
Line style - solid, dashed or dotted for the intact shelves. A shelf that has been taken always draws dashed, because that is its state and not a preference.
Label background - off by default, so only the label text shows. Turn it on where a label sits over the candles and the bare text is hard to read.
Highlight nearest untapped pools - draws the nearest untouched shelf on each side one step thicker. Off by default: a line that is thicker for a reason the chart does not explain is harder to read, not easier.
Colors group - one colour each for buyside, sellside, swept and broken pools.
Signals and alerts
Buyside pool formed and Sellside pool formed - fire when a shelf becomes visible and is still untouched.
Buyside pool swept and Sellside pool swept - fire when a wick crosses the boundary and the bar closes back inside.
Buyside pool broken and Sellside pool broken - fire when a bar closes beyond the boundary.
All six fire on the close of the bar that produced the change. A shelf that the replay finds already taken raises no formation alert, because it was never visible as untouched.
Repainting
State changes only on a closed bar. On the live bar no shelf is added, removed or reclassified, so what you see on history is what you would have seen in real time. One thing does follow the live bar, and it rewrites nothing: the right edge of an untouched line. A second follows it only if you switch on Highlight nearest untapped pools - which line is marked as the nearest one ahead of price. Swing points are confirmed pivots and are therefore known a fixed number of bars after they happened; the script does not pretend otherwise, and it replays every bar since the shelf's first anchor, so a shelf cannot appear untouched at a price that was already traded through. Once a pool is visible its level and boundary are never rewritten.
Limitations
The very first swing of a shelf is the one bar never replayed against the shelf itself - it cannot be, or under Bodies a long wick on that bar would invalidate its own shelf before it exists. Under Bodies a small share of shelves therefore start on a bar whose wick already reached past the boundary. The cap on the boundary keeps that bounded; under Wicks it cannot happen at all.
A swing is confirmed only after the configured number of bars have passed, so a shelf always becomes visible later than it formed. That delay is inherent to pivots and cannot be removed without looking ahead.
On very quiet or thinly traded symbols the tolerance can be wide relative to the actual range, which pairs swings a trader would not group together. Lower it or switch to the tick mode.
The script reads only the bars of the chart timeframe. It does not look at higher timeframes, at intrabar data, or at volume.
It describes shelves that exist and what happened to them. It does not rank them, score them, or suggest entries, exits or targets.
Shelves are dropped once the retention cap per side is exceeded. Taken shelves go first; a shelf that still holds is only dropped when no taken one is left, and then the oldest goes. Deep history is not kept on the chart.
A shelf can be taken before its second swing exists. It is then drawn from its first anchor to the takeout and marked as taken, which puts the second swing to the right of where the line ends while the touch count still includes it.
Swing points must stand out from the bars around them. Two highs at the same price no further apart than the swing length cancel each other out, so a tight double top can go unmarked. Lower the swing length if you want those.
This script is a charting tool for educational purposes. It does not provide financial advice and does not predict future price movement. Trading carries risk; decisions and their outcome remain yours. 지표
Sattam | option-scalpVolatility Projection Zones
Every 52 bars the indicator takes a reading of the market and projects where
price could travel next, based on how volatile the market actually is right now.
WORKS ON EVERY MARKET — AND HOLDS UP ON OPTIONS
There is not a single fixed value anywhere in this script: no pip counts, no
point targets, no price assumptions. Every distance it draws is derived from the
instrument's own volatility, so it behaves the same way on futures, forex,
indices, crypto, stocks — and on options contracts, which is where most
ATR-based tools quietly fall apart.
Options are a hostile case: premiums move in cents, a contract can lose half its
value in three bars, sessions are full of gaps, and plenty of bars print with no
trade at all. A pure ATR projection lags badly through moves like that and draws
targets far too tight. This script handles it by taking the LARGER of two
measures — the ATR projection, or the range of the anchor window itself. On
liquid futures the ATR is always the larger one and the floor never shows; on an
option, when a window holds a collapse, the window wins and the projection stays
honest.
HOW IT WORKS
At each cycle the script looks at the last 3 bars and finds the extreme that
price has moved furthest away from — if price is sitting near the top of that
little range, the low becomes the anchor, and vice versa. From that anchor it
projects a distance equal to 3 x ATR(14), or the range of those 3 bars when that
is wider.
Four lines are drawn per cycle:
- Two thick lines — the anchor and the full projection target
- Two thin lines — the 50% and 61.8% marks in between
Each set extends 49 bars, stopping just before the next cycle begins, and the
last 8 sets stay on the chart.
HOW TO READ IT
The direction of the projection is the cycle's bias. A set projecting upward
means the anchor sits below price as support, with the levels above as upside
reference. The two thin lines are the natural partial targets; the far thick
line is the full measured move.
Because the projection scales with volatility, the levels widen in fast
conditions and tighten in quiet ones automatically.
SETTINGS
Cycle length - bars between projections (default 52)
Anchor window - bars used to pick the anchor (default 3)
ATR length/mult - the projection distance (default 14 / 3.0)
Inner ratios - the two intermediate levels (0.5 / 0.618)
Cycle anchor - where the cycle starts counting: Session, Week, or a
manual phase
Display - colors, widths, line length, sets kept
NOTES
This is a levels framework, not a signal system. It draws on every cycle
regardless of trend or range conditions, and it has no entry filter of its own —
combine it with your own read of structure and context.
Not financial advice. Test on your own instruments and timeframes before relying
on it.
خطوط الهدف حسب حركة السوق
المؤشر كل ٥٢ شمعة يوقف ويقيس لك السوق، وبعدين يمد أربعة خطوط تقول لك
وين ممكن يوصل السعر. والمسافة مو رقم كتبته أنا، هي من حركة السوق نفسه
في ذيك اللحظة — سوق هايج يعطيك خطوط بعيدة، وسوق هادي يعطيك خطوط قريبة.
يشتغل على كل الأسواق — وأقوى شي على الاوبشن
ما فيه في المؤشر ولا رقم ثابت. لا نقاط ولا بيبس ولا أهداف محفوظة. كل
مسافة يرسمها يطلعها من حركة الأداة اللي أنت فيها. عشان كذا نفس الشغل
يمشي على الذهب والفوركس والمؤشرات والعملات الرقمية والأسهم، ويمشي على
عقود الاوبشن كمان — وهذي بالذات وين أغلب المؤشرات تخرب وأنت ما تدري.
ليش الاوبشن صعب؟ لأن سعر العقد يتحرك بالسنتات، وممكن العقد يطيح نص
قيمته في ثلاث شموع بس، والجلسات فيها فجوات كثيرة، وشموع تعدي بدون ولا
صفقة. مقياس ATR لحاله يتأخر على حركة زي كذا، فيرسم لك أهداف قريبة ما
تسوى شي.
الحل اللي فيه: يقارن بين شيئين وياخذ الأكبر — إما مسافة ATR، وإما مدى
الشموع الثلاث اللي طلعت منها نقطة البداية. في الأسواق العادية ATR يطلع
أكبر دايماً وما تحس بهالشي أصلاً؛ وفي الاوبشن لما تصير طيحة قوية، مدى
الشموع يطلع أكبر وياخذه المؤشر — فتطلع الخطوط واقعية مو مضحكة.
كيف يشتغل بالضبط
كل دورة يشوف آخر ٣ شموع، ويشوف السعر حالياً قريب من فوق ولا من تحت:
- السعر قريب من فوق؟ ياخذ القاع نقطة بداية ويمد الخطوط طالعة
- السعر قريب من تحت؟ ياخذ القمة نقطة بداية ويمد الخطوط نازلة
يعني دايماً يبدأ من الطرف الأبعد عن السعر.
ومن نقطة البداية هذي يقيس المسافة (٣ أضعاف ATR أو مدى الشموع الثلاث،
أيهم أكبر) ويرسم:
- خطين سميكين: واحد عند نقطة البداية، وواحد عند الهدف الكامل
- خطين رفيعين بينهم: عند ٥٠٪ و ٦١.٨٪ من المسافة
كل مجموعة خطوط تمشي ٤٩ شمعة وتوقف قبل ما تبدأ المجموعة الجديدة، ويبقى
لك على الشارت آخر ٨ مجموعات.
كيف تقراه
- الخطوط طالعة فوق؟ الدورة ميولها صعود، ونقطة البداية تحت تصير دعم
- الخطوط نازلة تحت؟ الدورة ميولها هبوط، ونقطة البداية فوق تصير مقاومة
- الخطين الرفيعين: أهداف أولى وثانية، مكان طبيعي تجني فيه جزء
- الخط السميك البعيد: الهدف الكامل للحركة
الإعدادات
Cycle length - كل كم شمعة يرسم مجموعة جديدة (الافتراضي ٥٢)
Anchor window - كم شمعة ياخذ منها نقطة البداية (٣)
ATR length/mult - مقياس المسافة (١٤ و ٣ أضعاف)
Inner ratios - الخطين الرفيعين (٠.٥ و ٠.٦١٨)
Cycle anchor - من وين تبدأ الدورة: مع الجلسة، مع الأسبوع، أو يدوي
Display - ألوان وسماكات وطول الخطوط وعدد المجموعات
كلام لازم يتقال
المؤشر يعطيك مستويات، مو إشارات دخول وخروج. يرسم كل دورة سواء السوق
ترند أو عرضي، وما فيه فلتر يقول لك ادخل الحين. استخدمه مع قراءتك أنت
للسوق.
وهذا مو توصية شراء ولا بيع. جربه على أدواتك وفريماتك قبل لا تعتمد عليه بصفقاتك. 지표
지표
Institutional Quant Correlation Grid Suite Slide 1: Title
Institutional Quant Correlation Grid Suite
Pine Script v6 Indicator
Purpose: A professional-grade quantitative analysis tool that evaluates a ticker's relationship to a benchmark (e.g., SPY) across multiple dimensions — correlation, volatility, momentum, and risk-adjusted performance — all presented in an intuitive visual dashboard.
Author: Quant Trading Team
Version: 6.0
Slide 2: Problem Statement & Solution
The Challenge:
Retail traders lack institutional-grade quant tools inside TradingView.
Evaluating a stock's true relationship to the market (or sector ETF) requires looking beyond simple price correlation.
Key metrics (Beta, Alpha, Z-scores, Relative Strength) are scattered across different indicators.
Our Solution:
An all-in-one indicator that computes, visualizes, and alerts on:
Multi-asset correlations (Price, RSI, ATR, Volume, Volume-Weighted)
Risk metrics (Beta, Annualized Alpha)
Mean-reversion signals (Spread Z-Score)
Relative strength momentum (RS Ratio)
Timeframe returns (1D, 1W, 1M)
Automated Buy/Hold/Sell conditions
Slide 3: Core Inputs – Quant Settings
Input Default Description
Lookback Window 30 bars Rolling window for all correlations & statistics. Adjustable 10–500.
Reference Symbol SPY Benchmark ETF. Dropdown includes 40+ sector/thematic ETFs (XLF, SMH, ARKG, GDX, JETS, etc.)
Correlation Metric Close Which data series to screen against the benchmark (Close, Open, High, Low, Volume, RSI, ATR).
Correlation Threshold 0.70 Minimum absolute correlation to be considered "aligned".
Z-Score Extremes Threshold 2.00 Level at which the spread is considered overextended (mean-reversion signal).
Slide 4: Oscillator & Indicator Parameters
The suite uses standard technical indicators for its multi-dimensional analysis:
Indicator Parameter Default
RSI Length 14
MACD Fast / Slow / Signal 12 / 26 / 9
Stochastic Length / Smooth 14 / 3
CCI Length 20
Williams %R Length 14
ATR Length 14
These are used to compute correlations across different market regimes (momentum, volatility, volume) — not just price.
Slide 5: Core Calculations – Correlation Suite
The indicator computes 6 distinct correlation metrics against the reference symbol over the lookback window:
Correlation Methodology
Price Corr Standard Pearson correlation of Close prices.
Selected Metric Corr Correlation of the user-chosen metric (e.g., RSI, Volume) against the benchmark's equivalent.
RSI Corr Correlation of RSI values.
ATR Corr Correlation of Average True Range (volatility alignment).
Volume Corr Correlation of raw volume (detects relative liquidity/interest).
VW-Corr Volume-Weighted correlation — weights daily returns by volume, giving more importance to high-volume days.
Slide 6: Core Calculations – Risk & Performance
Beta & Alpha (Annualized)
Beta = Covariance(asset, benchmark) / Variance(benchmark)
Alpha = (Mean_Asset_Return - Beta × Mean_Benchmark_Return) × 100 × 252
Interpretation: Beta > 1 = higher volatility than benchmark; Alpha > 0 = outperformance.
Relative Strength (RS) Momentum
RS Ratio = Close_Asset / Close_Benchmark
RS Momentum = (RS_Ratio / SMA(RS_Ratio, length) - 1) × 100
Positive = asset is strengthening relative to benchmark.
Spread Z-Score (Mean-Reversion)
Log Spread = ln(Close_Asset / Close_Benchmark)
Z = (Log_Spread - Mean(Log_Spread)) / StdDev(Log_Spread)
Extreme positive = asset is overextended vs benchmark (sell signal).
Slide 7: Grid 1 – Quant Heatcard (Visual Dashboard)
Position Options: 9 positions (Top/Bottom + Left/Center/Right)
Text Size: Tiny, Small, Normal
Top Row (6 cards):
Card Display Color Logic
Beta Value vs 1.0 Green if ≥ 1.0
Alpha (Ann.) Annualized % Green if positive, Red if negative
Price Corr Correlation Green if ≥ threshold
VW-Corr Volume-Weighted Corr Gold if ≥ threshold
RS Momentum % vs benchmark Green if positive, Red if negative
Spread Z-Score Z value Gold if ≥ Z-threshold (overextended)
Slide 8: Grid 1 – Quant Heatcard (Continued)
Bottom Row (6 cards):
Card Display Color Logic
Return 1D % change Green if positive, Red if negative
Return 1W % change (weekly close) Green if positive, Red if negative
Return 1M % change (monthly close) Green if positive, Red if negative
Quant Signal "ALPHA PASS" or "NEUTRAL" PASS if: corrClose ≥ threshold AND RS Momentum > 0 AND Beta > 0.8
Benchmark Symbol text (e.g., "SPY") Cyan highlight
Lookback e.g., "30 bars" Muted display
Slide 9: Grid 2 – Detailed Breakdown Table
Position Options: 9 positions (separate from Grid 1)
Text Size: Tiny, Small, Normal
Row Col 0 Col 1 Col 2 Col 3
Row 0: Correlations Price Corr RSI Corr ATR Corr Volume Corr
Row 1: Structure Beta Alpha Spread Z-Score RS Momentum
Row 2: Selected Metric Selected Metric Name Correlation of Selected Metric PASS/FAIL (≥ threshold) Lookback (e.g., "30B")
Color Coding:
Green = Strong/Positive
Red = Weak/Negative
Cyan = Informational
Gold = Extreme/Warning
Slide 10: Plots & Screener Exports
The indicator also plots directly on the chart pane (below price):
Plot Color Display
Price Correlation (%) Blue (linewidth 2) Main chart pane
VW-Correlation (%) Yellow (linewidth 1) Main chart pane
Threshold Upper/Lower Green/Red dashed lines ±70% bands
Beta Teal Data Window + Status Line
Alpha (%) Green Data Window + Status Line
RS Momentum (%) Purple Data Window + Status Line
Z-Score Orange Data Window + Status Line
Return 1D/1W/1M Purple/Orange/Red Data Window + Status Line
These enable screeners and multi-ticker comparisons using TradingView's Data Window.
Slide 11: Alert Conditions – Automated Signals
The indicator generates 3 distinct alert conditions for automated trading notifications:
Signal Condition
BUY / Accumulation corrClose ≥ threshold AND corrVW ≥ threshold AND RS Momentum > 0 AND Beta > 0.8 AND Z-Score < zThreshold
HOLD / Neutral corrClose ≥ threshold AND RS Momentum ≤ 0.5 AND Z-Score < zThreshold
SELL / Divergence RS Momentum < 0 OR corrClose < 0.20 OR Z-Score ≥ zThreshold
Alert Messages include: Ticker name and clear reasoning (e.g., "High correlation, positive RS momentum against benchmark, and stable Z-score.")
Slide 12: Use Cases & Applications
Scenario How the Indicator Helps
Sector Rotation Compare a stock to sector ETF (e.g., AAPL vs. XLK). High correlation + positive RS = sector leader.
Pair Trading Z-Score tells you when spread is overextended — mean-reversion entry/exit points.
Risk Management Beta tells you if stock is riskier than market; ATR correlation shows volatility alignment.
Factor Screening The "Quant Signal" (ALPHA PASS) quickly flags stocks with strong fundamentals vs benchmark.
Momentum Investing RS Momentum identifies stocks gaining relative strength.
Earnings / Event Analysis 1D/1W/1M returns show immediate impact vs benchmark.
Slide 13: Technical Implementation Highlights
Lookahead Handling: Uses barmerge.lookahead_off for reference security to avoid repainting.
Rolling Windows: All statistics use TradingView's ta.correlation, ta.sma, ta.stdev for consistency.
Volume-Weighted Correlation: Custom computation using volume-weighted returns for more robust correlation.
Dynamic Tables: Uses table.new with position constants, allowing users to place grids anywhere on screen.
Alerts: Built-in alertcondition() for automated strategy integration.
Compatibility: Requires Pine Script v6. Works on all timeframes (1min to monthly).
Slide 14: Customization Options Summary
Group Parameter Options
Core Quant Lookback, Reference Symbol, Correlation Metric, Thresholds 10-500, 40+ ETFs, 7 metrics, 0.05 steps
Grid 1 (Heatcard) Show/Hide, Position, Text Size 9 positions, 3 sizes
Grid 2 (Details) Show/Hide, Position, Text Size 9 positions, 3 sizes
Oscillators RSI, MACD, Stochastic, CCI, Williams, ATR lengths User-adjustable
Result: A fully configurable tool adaptable to any trading style — from day trading to long-term investing.
Slide 15: Demonstration – Example Output
Ticker: AAPL
Benchmark: SPY
Lookback: 30 bars
Metric Value Signal
Beta 1.12 High volatility
Alpha +2.3% Positive outperformance
Price Corr 0.85 Strong alignment
VW-Corr 0.81 Volume-confirmed correlation
RS Momentum +1.2% Gaining relative strength
Z-Score +0.45 Within normal range
Quant Signal ALPHA PASS Bullish
Alert: BUY condition triggered.
Slide 16: Summary & Value Proposition
What this indicator delivers:
✅ Institutional-grade quant dashboard in a single script
✅ Multi-dimensional analysis — not just price, but volatility, volume, momentum, and risk
✅ Visual clarity with two customizable data grids
✅ Actionable alerts for systematic trading
✅ Screener-ready outputs via Data Window
✅ Fully configurable to fit any strategy or timeframe
Ideal for: Swing traders, sector rotators, pair traders, risk managers, and quantitative researchers using TradingView.
FOR EDUCATIONAL PURPOSES ONLY
NOT A FINANCIAL ADVICE 지표
MACD Trend Continuation Filter [algotim]MACD Trend Continuation Signals with Trend Strength and Session Validation is a trend-following indicator designed to reduce false MACD crossover signals by requiring confirmation from market direction, trend strength, and trading session activity before generating a signal.
Instead of treating every MACD crossover equally, the indicator applies a sequential validation process so that signals are only produced when momentum develops in the direction of the prevailing trend during active market sessions.
Problem Statement
Standard MACD crossover strategies often generate numerous signals during ranging markets, weak trends, or periods of reduced market participation. While many of these crossovers satisfy the basic MACD conditions, they frequently lack the broader context needed to support a higher-probability continuation move.
This indicator addresses that issue by combining momentum, trend direction, trend strength, and session timing into a single validation workflow. The objective is not to increase the number of signals, but to improve their selectivity by filtering out conditions that commonly produce lower-quality entries.
Methodology
The indicator evaluates each setup through four consecutive validation stages.
Stage 1 – Momentum Trigger
The process begins with a traditional MACD crossover.
A bullish setup requires the MACD line to cross above the signal line while both remain below the zero line, indicating that bullish momentum is emerging from previously negative momentum.
A bearish setup requires the MACD line to cross below the signal line while both remain above the zero line, indicating weakening bullish momentum before potential downside continuation.
Stage 2 – Trend Direction
After a valid MACD crossover is detected, price location relative to the selected EMA determines the higher-level trend.
Long signals require price above the EMA.
Short signals require price below the EMA.
This prevents taking counter-trend MACD crossovers.
Stage 3 – Trend Strength
The indicator then evaluates ADX.
Signals are only accepted when ADX exceeds the user-defined threshold, indicating that directional movement has sufficient strength. When enabled, this filter attempts to reduce signals generated during low-volatility consolidation periods.
Stage 4 – Session Validation
Finally, signals are restricted to the selected trading sessions.
By default, only London and New York sessions are considered valid. These periods generally coincide with higher market participation and increased liquidity compared with quieter trading hours.
Only when all four stages agree is a signal plotted.
Signal Workflow
Bullish Signal
MACD crosses above its signal line.
MACD remains below zero.
Price trades above the EMA trend filter.
ADX exceeds the minimum strength threshold (optional).
The current bar occurs during an enabled trading session (optional).
A bullish signal is displayed.
Bearish Signal
MACD crosses below its signal line.
MACD remains above zero.
Price trades below the EMA trend filter.
ADX exceeds the minimum strength threshold (optional).
The current bar occurs during an enabled trading session (optional).
A bearish signal is displayed.
Why This Indicator Is Different
Many MACD-based scripts generate signals immediately after every crossover.
This indicator instead applies a layered validation process where each filter serves a distinct analytical purpose:
MACD identifies the momentum shift.
The EMA confirms the broader directional bias.
ADX measures whether the market is exhibiting sufficient directional strength.
The session filter limits signals to predefined periods of higher market activity.
Rather than operating as independent indicators displayed together, these components form a sequential decision process where each stage must validate the previous one before a signal is produced.
Inputs
The indicator allows customization of:
MACD fast, slow, and signal periods
EMA length
ADX length
Minimum ADX threshold
London session
New York session
Enable/disable ADX filtering
Enable/disable session filtering
Alerts
Built-in alert conditions include:
Bullish Signal
Bearish Signal
Alerts trigger only after all enabled validation stages have been satisfied.
Practical Usage
The indicator is intended for traders who prefer trading with the prevailing market direction rather than reacting to every MACD crossover.
Because multiple filters must align, signal frequency is intentionally lower than a standard MACD indicator. Traders may use the signals alongside their own price action analysis, support and resistance levels, or risk management rules.
Limitations
Signals are generated only after bar confirmation.
Strong trends may still produce losing trades during rapid market reversals.
Session filtering may exclude valid opportunities occurring outside the selected trading hours.
ADX measures trend strength but does not indicate future price direction.
The indicator is designed as a confirmation tool and should not be relied upon as the sole basis for trading decisions.
Notes
This script is intended for educational and analytical purposes. It visualizes a structured validation process that combines momentum, trend direction, trend strength, and trading session timing into a single signal-generation workflow. As with any technical indicator, outputs should be evaluated within a broader trading plan that includes appropriate risk management. 지표
FCP | HL Levels | Daily Weekly Monthly Multi Timeframe High LowHL Levels draws the high, low and midpoint of each completed higher-timeframe candle directly on your chart, so you can see where the market reacted without switching timeframes.
What it plots
For every closed candle of the selected timeframe, three horizontal segments are drawn across the range of that period:
High — the peak of the previous period
Low — the trough of the previous period
Midpoint — the 50% level between them, drawn as a dotted line
Each segment spans only its own period, so the chart reads as a sequence of ranges rather than a cluster of endless rays.
Timeframes
Three fixed groups are available out of the box:
Daily — previous day's high, low and midpoint
Weekly — previous week's high, low and midpoint
Monthly — previous month's high, low and midpoint
Each can be toggled independently and given its own colour and line width.
Custom timeframe
A fourth group lets you pick any timeframe you want. It is off by default. Turn it on, choose a timeframe, and set how many candles back to draw.
This is aimed at intraday traders who work on low timeframes but need a mid-level reference — for example a 5-minute chart showing 4-hour highs and lows. Its look-back is measured in candles, not days, because the timeframe is yours to choose and a day-based count would produce thousands of objects on a 1-minute setting.
Look-back
The three fixed groups share a single look-back measured in days (default 60). The indicator converts that into the right number of candles for each timeframe automatically, so one setting controls all three consistently.
Notes
A group is skipped when its timeframe is lower than the chart's own timeframe, since those levels would change faster than the bars drawn beneath them.
Higher-timeframe data is requested with lookahead_on applied to high and low — that is, only fully closed candles are read. Nothing repaints.
The script respects Pine's 500-line drawing budget. Older periods are removed as new ones form.
How to use it
Previous-period highs and lows are among the most watched levels in any market. Price approaching a prior daily high often meets sellers; a prior weekly low often attracts buyers. The midpoint marks the equilibrium of that period and frequently acts as support or resistance in its own right.
These are reference levels, not signals. Combine them with your own analysis and risk management. 지표
EVA Ai + POC, Liquidity & Smart Money## Overview
**EVA Ai+ Volume Profile — POC, Value Area & Liquidity** is a market-structure and volume-distribution indicator designed to analyze where trading activity is concentrated across price.
Its primary purpose is to combine price-based Volume Profile information with confirmed liquidity structure in one analytical framework.
The script calculates a horizontal volume distribution, Point of Control (POC), Value Area, High-Volume Nodes (HVN), Low-Volume Nodes (LVN), directional volume estimates, and confirmed buy-side/sell-side liquidity pools.
These components are not intended to function as independent entry signals. They are combined to help answer a specific analytical question:
**Where is price currently being accepted, where is participation relatively low, and where does confirmed unswept liquidity remain in relation to that auction structure?**
The indicator does **not** generate automatic LONG or SHORT recommendations and does not execute trades.
---
## Purpose of the combined architecture
Volume Profile and liquidity analysis describe different aspects of market behavior.
Volume Profile measures how the available volume data is distributed across price.
Liquidity structure identifies confirmed areas around comparable swing highs and lows that have not yet been fully cleared according to the script's rules.
EVA combines these concepts because either one viewed in isolation can omit relevant context.
For example:
* POC and Value Area describe the center and boundaries of accepted value;
* HVNs identify local concentrations of calculated participation;
* LVNs identify comparatively low-volume regions;
* directional volume provides context about the composition of the calculated profile;
* confirmed BSL/SSL pools identify unresolved liquidity structures;
* distance and quality calculations place those structures in relation to current volatility and price.
The intended result is a single auction map showing **value, participation, low-volume structure, and confirmed liquidity context together**.
This interaction is the principal reason these components are included in one script.
---
## Volume Profile
The script distributes the available volume across horizontal price rows within the active calculation range.
The profile is intended to show where the selected market spent comparatively more or less trading activity.
### Point of Control — POC
POC is the price row containing the largest amount of calculated profile volume.
It represents the highest-volume row of the current profile calculation.
It should not be interpreted as an automatic support, resistance, entry, or reversal signal.
### Value Area
The Value Area contains the configured percentage of calculated profile volume surrounding the profile's primary volume concentration.
A commonly used setting is 70%.
The script displays:
* **VAH** — Value Area High;
* **VAL** — Value Area Low.
Price inside the Value Area indicates that it is trading within the profile's calculated value region.
Price above VAH or below VAL indicates that it is outside that region, but this condition alone does not imply continuation or reversal.
---
## HVN and LVN structure
### High-Volume Nodes — HVN
HVNs are local concentrations within the calculated profile where neighboring rows contain comparatively high volume.
They can be used to identify areas of previous acceptance or repeated participation.
Possible market behavior around an HVN can include rotation, consolidation, retesting, support/resistance behavior, or no meaningful reaction at all.
The script does not assume that an HVN must hold.
### Low-Volume Nodes — LVN
LVNs are local low-volume regions between areas of greater calculated participation.
They can highlight portions of the profile where historical acceptance was comparatively limited.
Price may sometimes traverse these areas more quickly, but an LVN does not guarantee acceleration or determine direction.
HVN and LVN structures remain components of the calculated profile and can change when the active profile range changes.
---
## Directional volume context
When lower-timeframe data is available, the script classifies lower-timeframe volume according to candle direction and aggregates that information into the profile.
The resulting values are displayed as:
* Up Volume;
* Down Volume;
* Delta.
**Delta in this indicator is the difference between the script's classified Up Volume and Down Volume.**
It is important to distinguish this from exchange-level bid/ask order-flow delta.
Pine Script does not provide the script with a complete historical exchange order book or universal historical bid/ask footprint data.
Therefore, EVA does not claim to reconstruct those datasets.
Directional volume is an approximation derived from the available lower-timeframe OHLCV data.
---
## BSL and SSL liquidity structure
The liquidity component identifies confirmed structures around comparable pivot highs and lows.
### BSL — Buy-Side Liquidity
BSL structures are created above qualifying comparable swing highs.
### SSL — Sell-Side Liquidity
SSL structures are created below qualifying comparable swing lows.
The script does not label every swing high or swing low as liquidity.
A liquidity structure requires multiple confirmed pivot observations that satisfy the script's similarity, spacing, volatility, and quality conditions.
This filtering is intended to reduce the number of insignificant structures displayed on the chart.
Liquidity terminology in this script represents a technical model based on price structure. It does not imply direct observation of hidden orders or stop orders in an exchange order book.
---
## Liquidity Quality
Each qualifying liquidity structure receives a quality value based on several measurable properties of the detected structure.
Depending on the active configuration, these properties include factors such as:
* relative volume;
* rejection characteristics;
* spacing between qualifying pivots;
* volatility-adjusted geometry.
The quality value is used for filtering and ranking detected structures.
It is a relative analytical score created by this script. It is **not a probability of a profitable trade or a prediction that a liquidity level will be reached or swept**.
---
## Liquidity states
Detected pools can move through several states.
### FRESH
The qualifying structure has been confirmed and has not yet met the script's test or sweep conditions.
### TESTED
Price has interacted with the structure according to the configured testing rules without completing the full sweep condition.
### OFF
The structure remains internally valid but falls outside the configured volatility-adjusted working radius and is therefore not displayed as an active nearby structure.
### SWEPT
Price has crossed the structure's defined far boundary.
Once this condition is confirmed, the corresponding active pool drawings are removed.
The state system prevents historical liquidity structures from remaining visually active after the script considers them resolved.
---
## Nearest structural references
The dashboard identifies nearby calculated structures such as:
* BSL;
* SSL;
* HVN;
* LVN.
Distances can be normalized using ATR so that the displayed distance is comparable across instruments with different nominal prices and volatility.
These values describe **location**, not trade expectancy.
A nearby BSL, SSL, HVN, or LVN should not be interpreted as a recommendation to enter a position.
---
## Profile modes
The script supports several ways to define the profile range.
### Visible Range
The profile is calculated from the chart region used by the script's visible-range logic.
Changing the visible chart area can therefore change the profile.
This behavior is intentional.
A Visible Range profile is dynamic and should not be interpreted as an immutable historical signal.
### Session
The profile is calculated using the selected session boundaries.
This mode can be used to examine session-specific POC, Value Area, and volume distribution.
### Fixed Range
The profile is calculated between user-defined time boundaries.
This mode can be used to inspect a specific impulse, consolidation, expansion, or other manually selected market segment.
---
## Adaptive configuration
The optional adaptive mode adjusts selected calculation parameters according to chart conditions.
Depending on configuration, this can include:
* lower-timeframe selection;
* profile row density;
* HVN/LVN sensitivity;
* pivot sensitivity;
* liquidity-zone width;
* minimum liquidity-quality threshold;
* volatility-adjusted display radius.
The purpose of this mode is to maintain usable analytical resolution across different chart timeframes and price scales.
Adaptive configuration does not optimize for future profitability and does not predict future market direction.
Users can disable adaptive behavior and use manual settings where required.
---
## Dashboard
The dashboard summarizes the current calculated state of the indicator.
Depending on the selected configuration, it can display:
### Auction
The location of current price relative to VAH, VAL, and the calculated Value Area.
### Range / Source
The active profile mode and the data source currently used by the calculation.
### Rows × Step
The effective number of price rows and the price increment represented by each row.
### Up / Down / Delta
The directional volume classification generated from the available data.
### POC / Distance
The current POC and price distance from it.
### Nearest BSL / SSL
The nearest qualifying liquidity structure together with distance, quality, and state.
### Nearest HVN / LVN
The nearest calculated high-volume and low-volume structures.
### Structure
A descriptive classification of the current volume distribution.
### Status
Information concerning the current calculation mode and available data.
The dashboard summarizes calculated information; it does not produce trading instructions.
---
## How to interpret the map
### Price inside Value Area
Price inside VAH and VAL is trading within the profile's calculated value region.
POC and HVNs can help locate concentrations of historical participation.
This does not necessarily imply a ranging market or predict that price will remain inside the Value Area.
### Price above VAH
Price above VAH is outside the upper boundary of the calculated Value Area.
Whether the move continues or returns into value depends on subsequent market behavior.
VAH alone is not a breakout confirmation.
### Price below VAL
Price below VAL is outside the lower boundary of the calculated Value Area.
VAL alone does not confirm bearish continuation.
### Interaction with an LVN
An LVN identifies a region of comparatively low calculated participation.
It can be used to observe how price behaves when entering a low-volume region, but it does not guarantee rapid movement through that area.
### Interaction with liquidity
When price reaches a BSL or SSL structure, users can observe whether the level remains active, becomes tested, or satisfies the script's sweep condition.
A sweep is a structural event only.
**A liquidity sweep does not by itself imply a reversal or continuation.**
---
## Data handling and confirmation
Where available, lower-timeframe OHLCV data is used to improve the allocation of volume within higher-timeframe chart candles.
When the requested lower-timeframe sample is unavailable or insufficient for the selected calculation, the script can use its documented fallback calculation instead of presenting an incomplete lower-timeframe profile as if it were complete.
Liquidity structures are based on confirmed pivot events.
Because a pivot requires subsequent bars for confirmation, a newly confirmed liquidity structure can appear later than the historical bar on which the pivot itself occurred.
The script does not interpret this confirmation delay as advance knowledge.
Developing profiles can change as additional data arrives.
Visible Range profiles can also change when the chart viewport changes.
These behaviors are inherent to dynamic profile calculations and should not be interpreted as historical trade signals being rewritten.
---
## Originality and design rationale
The script uses established analytical concepts such as Volume Profile, POC, Value Area, pivots, ATR normalization, and liquidity terminology.
It does not claim that those individual concepts are proprietary.
The distinctive functionality of this implementation is their integration into a unified state-based analytical system.
Instead of independently displaying several unrelated indicators, EVA:
1. builds a common price-row volume model;
2. derives POC and Value Area from that same distribution;
3. identifies local HVN/LVN structure within the profile;
4. estimates directional volume from lower-timeframe data where available;
5. independently confirms comparable pivot structures;
6. applies volatility-, geometry-, and participation-based filtering to those structures;
7. maintains lifecycle states for active liquidity pools;
8. relates nearby volume and liquidity structures to current price using a common dashboard and normalized distance model;
9. provides explicit fallback behavior when detailed source data is unavailable.
The purpose of the integration is to provide one coherent representation of **auction value, relative participation, low-volume structure, and unresolved price-based liquidity** rather than a collection of independent signals.
---
## Why the source code is protected
The source code is protected to preserve the implementation of the script's integrated profile construction, adaptive parameter logic, node-classification methods, liquidity-quality filtering, state transitions, data-fallback handling, and visualization architecture.
Closed-source visibility is not intended to prevent users from understanding the indicator's behavior.
This description therefore documents the script's purpose, inputs, main calculations, interpretation, data limitations, and expected dynamic behavior without exposing implementation-specific formulas and thresholds.
---
## Important limitations
Users should understand the following limitations before using the indicator:
* The script only has access to data supplied to Pine Script by TradingView and the active symbol's data provider.
* Volume characteristics differ between markets and symbols.
* On some Forex instruments, the available volume can represent tick volume rather than centralized exchange volume.
* The script does not have access to a complete historical exchange order book.
* It does not know the location of actual individual traders' stop orders.
* BSL and SSL are price-structure models, not observations of hidden orders.
* Directional volume is derived from available candle data and is not equivalent to true exchange bid/ask footprint delta.
* Confirmed pivots necessarily introduce confirmation delay.
* Visible Range calculations can change when the chart viewport changes.
* Developing profiles can change as new bars or intrabars become available.
* HVNs, LVNs, POC, VAH, VAL, BSL, and SSL do not predict future price behavior.
* No individual component should be interpreted as a guaranteed support, resistance, breakout, reversal, entry, or target.
* Different symbols, sessions, timeframes, and data feeds can produce materially different profile structures.
---
## Intended use
EVA is intended as a **market-reading and contextual-analysis tool**.
A typical workflow is:
1. identify the current Value Area and POC;
2. inspect the shape of the volume distribution;
3. locate nearby HVN and LVN structures;
4. identify confirmed active BSL and SSL structures;
5. compare those structures with current price and volatility;
6. observe subsequent price and volume behavior;
7. perform an independent trade and risk assessment.
The indicator deliberately does not convert this information into automatic LONG or SHORT instructions.
---
## Risk disclosure
This script is an analytical indicator and does not execute orders.
It does not provide financial advice, guarantee trading outcomes, or predict future market behavior.
Historical structures and previous market reactions do not establish how price will behave in the future.
Users remain responsible for independent analysis, position sizing, execution decisions, and risk management.
지표
ADX / DMI(+)(-) TRENDICATOR## Draft Description
**ADX / DMI(+)(-) TRENDICATOR** is a responsive trend-strength and directional-momentum indicator designed to complement an **8 EMA / 20 EMA trading system**.
It combines:
- **ADX** to measure trend strength
- **DI+** to measure bullish directional pressure
- **DI−** to measure bearish directional pressure
- **20 and 40 ADX levels** to identify developing and strong trends
- **Angel Crosses** when DI+ crosses above DI−
- **Death Crosses** when DI− crosses above DI+
- Confirmed-candle alerts designed to avoid intrabar repainting
The default calculation settings use an **8-period DI length** and **8-period ADX smoothing** for a faster response to recent price candles. All calculation settings remain adjustable for different markets and timeframes.
The indicator includes customizable:
- ADX, DI+, and DI− visibility
- ADX and DI line widths
- Line, stepline, and circle plot styles
- Indicator colors
- Horizontal level visibility and styles
- ADX alert threshold
- Directional DI fill
Use ADX to determine whether a market is trending, then use DI+ and DI− to identify the dominant directional pressure. For example, a bullish EMA alignment combined with DI+ above DI− and ADX above 20 may indicate strengthening bullish momentum.
## How It Differs From Typical ADX/DMI Indicators
### 1. Confirmed-candle behavior
Many indicators react to changing intrabar values, causing temporary crosses or signals that can disappear before the candle closes. This indicator commits ADX, DI+, and DI− values only after candle confirmation, helping prevent intrabar signal repainting.
### 2. Designed for faster EMA-based systems
The default **8/8 settings** are intended as a responsive starting point for an **8 EMA / 20 EMA trend system**, rather than relying exclusively on the traditional slower 14/14 settings.
### 3. Clearer trend-strength framework
The fixed **20 and 40 levels** provide a simple visual framework:
- Below 20: weak or ranging conditions
- Above 20: trend development or moderate strength
- Above 40: strong trend conditions
### 4. More complete customization
Instead of only changing colors, users can control visibility, line widths, plot styles, level styles, and directional fills directly from the settings panel.
### 5. Expanded alert system
The indicator includes confirmed alerts for:
- Angel Crosses
- Death Crosses
- ADX crossing above or below 20
- ADX crossing above or below 40
- ADX crossing the custom alert threshold
### 6. Direction and strength are separated
Unlike systems that treat ADX as a buy or sell signal, this indicator keeps the concepts separate:
- **ADX = strength**
- **DI+ / DI− = direction**
- **8 EMA / 20 EMA = trend structure**
This helps reduce the common mistake of interpreting a rising ADX alone as a bullish signal. 지표
iNaka 3-Bar SequenceiNaka 3-Bar Sequence marks every place a three-bar candlestick sequence that YOU define completes. You set what the 1st, 2nd and 3rd bar must each be - Bull Bar, Bear Bar, Hammer, Shooting Star, Doji, or Any Bar for "I do not care what shape this one is" - and the script marks the bar that finishes that sequence. Around it sit six optional gates that decide whether a completed sequence counts here.
Two things here are uncommon, and they are the reason it exists. The sequence is defined ACROSS ALL THREE POSITIONS independently, with an Any Bar wildcard on each, so the same script expresses a two-bar pair, a three-bar reversal or a single candlestick without changing anything but the dropdowns. And the RSI test is a SEPARATE BAND PER POSITION rather than one reading at the signal bar - momentum is checked as a shape running through the sequence, not as a threshold at the end of it.
WHY THIS IS ONE TOOL AND NOT A PILE OF INDICATORS
The three-bar sequence is the only thing the six gates can fire. Bollinger Bands, the two moving averages, RSI, the price window and the time window produce no signal of their own: none of them plots a cross, an arrow or an alert, and none of them can trigger anything by itself. They are AND-gates on the same event, and each answers a different question about the SAME three bars:
- RSI, read separately at each of the three bar positions: what momentum was doing THROUGH the sequence. This is not "RSI is overbought" - it is a band per bar, so you can say "already extended two bars ago, more extended one bar ago, still up here" and reject the same candlestick shape when it appears with flat momentum.
- Bollinger band width: was the market wide enough for a three-bar sequence to mean anything. The same three candles inside a dead flat band are noise.
- Bollinger band touch: did the sequence complete AT an extreme rather than in the middle of the range.
- Fast and slow moving average: did it complete with the prevailing trend or against it.
- Price window: is price in the area you are willing to trade at all.
- Time window: is the bar inside the date range you are testing.
Every gate is off by default, so the script starts as a plain pattern detector and you add context one gate at a time. That is the design: a candlestick shape is not a setup until you have said where and when it counts, and each gate is one clause of that sentence.
WHAT IT DRAWS
- A red triangle above every bar that completes the sequence, plus a green background tint on that bar.
- A green numbered label above the bar each time an alert is allowed through. The number is a running count of alerts on the chart. With Silent Minutes left at 0 every detection is numbered.
- A red numbered label below the bar where a Silent-Minutes mute window ended, carrying the number of the alert that started it - so a muted stretch reads as a matched green/red pair.
- Optionally the Bollinger Bands, the two moving averages, and the New High / New Low lines. All three are off by default. Drawing the bands or the moving averages changes nothing at all; the New High / New Low toggle also arms that pair of alerts, which is described in its own section below.
HOW A BAR IS CLASSIFIED
- Bull Bar: close above open, with an optional minimum body size in POINTS (1 point = 1 tick, so the value follows the feed's precision: on a 2-decimal XAUUSD feed 100 points = $1.00, on a 3-decimal one 1000 points = $1.00). Bear Bar is the mirror.
- Hammer: lower shadow longer than Hammer Shadow % of the bar's high-low range, upper shadow no more than (1 - Hammer Body %) of it, and body no more than Hammer Body % of it.
- Shooting Star: the same test with the shadows swapped, using its own body and shadow percentages.
- Doji: body no more than Doji Body % of the range.
- Any Bar: no bar-type constraint at this position. Its RSI band and bar-comparison rule, if you enabled them, still apply.
HOW THE SEQUENCE IS TESTED
The 1st bar is two bars back, the 2nd is one bar back, and the 3rd is the current bar. All three are tested on every bar, so the sequence is reported the moment its last bar completes it. On top of the type test, two optional rules can be attached:
- Bar Comparison, separately for the 2nd and the 3rd bar: require that bar's close to be higher or lower than the open, high, low or close of a bar a chosen number of bars before it. This is how you turn "Bull, Bull, Shooting Star" into "Bull, Bull that closed above the bar before it, Shooting Star".
- The RSI band for that position, if RSI detection is on.
THREE THINGS THAT WILL SURPRISE YOU IF NOBODY SAYS THEM
1. Any Bar switches off the bar-TYPE test for that position and nothing else. Its RSI band and its Bar Comparison rule, if you enabled them, still apply. That is the point: "any shape here, but momentum had to be in this range" is a setup you can actually express.
2. If you tick both Near Upper BB and Near Lower BB, Near Upper wins and Near Lower is ignored. The same applies to Detect Above MA and Detect Below MA: ticking both is treated as Above.
3. Use MA Detection with NEITHER Above nor Below ticked blocks every signal. That is deliberate rather than an oversight - the gate is on and you have not told it which side - but it looks like the script has stopped working, so it is worth knowing.
SETTINGS
Sequence - the master switch and the three bar types. Bar Definitions - what each type means: minimum bull/bear body in points, and the body and shadow percentages for Hammer, Shooting Star and Doji. Bar Comparison - the optional higher/lower rules for the 2nd and 3rd bars. Momentum (RSI) - one RSI length, then a min/max band for each of the three positions. Bollinger Context - length, basis MA type, source, standard deviation; whether to draw the bands; the width filter in points; and the Near Upper / Near Lower band-touch gate. Trend (Moving Averages) - fast and slow type and length, which side to require, and whether to draw them. Price & Time Window - an absolute price range and a date range. Note the price range defaults to 0-100, which blocks everything on any instrument priced above 100, so set it before switching it on. New High / New Low - a separate pair of alerts, described below. Alerts & Display - the triangle and highlight toggles and their colours, Silent Minutes, and the numbered markers.
NEW HIGH / NEW LOW - READ WHAT IT ACTUALLY TESTS
This is an independent pair of alerts, not part of the sequence and not a gate on it. New High fires when the close is at or above the highest high of the last N bars including the current one. Because a bar's close can never exceed its own high, that can only be true when the bar closes exactly at its high AND that high is the highest of the window. It is therefore a good deal stricter than "price made a new high", and on most instruments it fires rarely. New Low is the mirror.
Why it ships in this script rather than as a separate one: the sequence engine describes SHAPES, and this is the one piece of context a shape cannot express - the moment price closes at the extreme of the last N bars. It shares the same Silent Minutes throttle and the same numbered labels, so one alert stream covers both, and a sequence alert on the same bar takes precedence over it. Leave Use New High / New Low switched off and it draws nothing and fires nothing.
SILENT MINUTES
After an alert is allowed through, all further alerts from the script are suppressed for this many minutes. Detection is never suppressed: the triangles and the highlight keep appearing, so the chart still shows you everything that happened while the alerts were muted. 0 disables it.
HOW TO USE IT
- Start with the pattern alone, every gate off, on the timeframe you actually trade. Find out how often your shape occurs before you start filtering it.
- Add ONE gate at a time and watch what it removes. If a gate removes nothing, it is not doing work; if it removes everything, it is the wrong gate for that market.
- Add the RSI bands last, and set them from what you observe on the chart rather than from the usual 70/30 habits. The three bands are a shape, not a threshold.
- If you use this for alerts on a fast timeframe, set Silent Minutes rather than tightening the pattern: you keep seeing every occurrence on the chart and stop getting told about each one.
LIMITATIONS, WHICH YOU SHOULD READ BEFORE USING IT
- The 3rd bar of the sequence is the CURRENT bar. The triangle, the background tint and the alert condition are evaluated on a bar that is still forming, so they can appear and disappear until it closes. Closed bars never change. Set every alert to "Once Per Bar Close". The numbered labels are drawn only on confirmed bars and never repaint. The New High / New Low lines, if you switch them on, also move while the current bar forms.
- Apart from the RSI bands, which are read at each bar's own position, the gates read the CURRENT bar's state. The band-touch gate compares all three bars against the current bar's Bollinger Bands, and the band-width, MA, price and time gates are all evaluated on the bar that completes the sequence.
- Candlestick classification is threshold arithmetic on one bar's four prices. It has no notion of context, and the same shape on a 1-minute chart and a daily chart is not the same event.
- Only the most recent 500 numbered labels are kept. Scroll back far enough and the older ones have been deleted; the triangles and the highlight are not affected and go back as far as the chart data.
- The default percentages for Hammer, Shooting Star and Doji are conventional starting values, not optimised or validated ones. Every instrument has its own shadow distribution and you should expect to change them.
- This is a detection tool. It does not generate entries or exits, does not size or manage a position, and makes no claim about profitability.
ALERTS
Three conditions: "3-Bar Sequence Detected", "New High" and "New Low". All three respect Silent Minutes. Set them to "Once Per Bar Close".
The chart above is not on default settings. The sequence is set to 1st Bar = Bear Bar, 2nd Bar = Bear Bar, 3rd Bar = Bull Bar. Use Bar Comparison for 3rd Bar is on, so the closing bar must also close above the OPEN of the first bar of the sequence (Comparison Type = Higher, Compare Against = Open, Lookback Period = 2). Use RSI Detection is on with a different band at each position - 1st Bar 1-30, 2nd Bar 1-40, 3rd Bar 1-50. Read together that is: two down bars completing from deeply oversold, reclaimed by an up bar that closes back above where the move began, with the momentum requirement widening one step at a time across the three bars. Everything else is at its default.
Published open-source under the Mozilla Public License 2.0. 지표
The Trap IndicatorThe Trap Indicator
WHAT IT IS
The Trap Indicator is a structure-based tool that automatically detects and marks a specific market sequence known as "the trap": a Change of Character (CHoCH) that catches one side of the market off guard, followed by a Break of Structure (BOS) that catches the opposite side, before price turns to sweep the liquidity left behind by both groups. Instead of drawing every structure break on the chart, it isolates this particular chained sequence and highlights only the CHoCH, the BOS, and the liquidity pool that sits between them.
WHAT IT IS BASED ON
The indicator is built on core Smart Money Concepts (SMC) / ICT-style ideas: market structure shifts (CHoCH and BOS), and liquidity resting above and below swing points as pools of stop orders that price tends to gravitate toward. The specific sequence it looks for is a practical extension of those building blocks: a structure break in one direction traps traders who enter on it, the market then reverses and breaks structure in the other direction, trapping a second, opposite group, and only after that combined liquidity has been swept does the underlying move tend to unfold with less resistance. The individual concepts (CHoCH, BOS, liquidity) are standard SMC/ICT vocabulary; the way they are chained together here into one tracked pattern is this indicator's own interpretation of that idea.
WHAT IT IS MADE OF
The indicator works from three consecutive swing points, labeled A, B and C:
- Swing A: a confirmed pivot (high or low) taken as the starting reference.
- Swing B: the swing right after A, in the opposite direction.
- Swing C: the swing right after B, in the same direction as A, but going further than A (a lower low for a bullish resolution, a higher high for a bearish resolution). This is what confirms the CHoCH — structure breaking against the initial A-to-B move, trapping whoever entered on it.
From there:
- BOS line: plotted when price closes back beyond swing B, confirming a Break of Structure in the opposite direction and trapping a second group of traders who act on that break.
- Rebound Zone: a box drawn across the price range between swings A and C — the pool of liquidity left behind by both trapped groups. The box grows bar by bar for a set number of bars after the BOS confirms, then disappears automatically, leaving only the CHoCH and BOS marks on the chart.
Swing detection uses standard pivot highs/lows, with an optional ATR-based minimum-amplitude filter to ignore minor, noise-level swings.
HOW TO USE IT
Add the indicator to any symbol and timeframe. When a valid CHoCH forms, an orange line appears at the level that was broken, labeled "CHoCH." If price then breaks structure the other way, a second line (green for a bullish resolution, red for a bearish one) appears at that level, labeled "BOS," together with the Rebound Zone box marking the liquidity range between swings A and C. That box is the area to watch: it represents the combined liquidity from both trapped groups, which price often revisits before the larger move plays out. Once the configured number of bars has passed, the box disappears on its own, while the CHoCH and BOS lines remain as a permanent record of the structure shift.
Settings worth adjusting:
- Pivot lookback/lookahead and the amplitude filter control how sensitive swing detection is — lower values catch more (and smaller) swings, higher values focus on more significant structure.
- Rebound zone duration (bars) sets how long the liquidity box stays visible before it is removed.
- Bullish/bearish resolutions can be toggled independently, and all colors, line width and label size are configurable.
This indicator only marks structure — it does not plot entries, targets, or stop levels, and it does not predict that price will necessarily reverse inside the Rebound Zone. It is meant to help visualize where this specific liquidity-trap sequence is forming, so it can be combined with the trader's own confirmation (price action, volume, or other tools) before making any decision. It is provided for educational and analytical purposes only and does not constitute financial advice. 지표
Volume Tide [JOAT]Reads participation like an ocean tide — from drained to institutional surge — and carves volume-weighted zones during the bursts.
◆ WHAT IT IS
Volume Tide reframes volume as a tide : it measures how strongly current participation is running against its own long-term baseline and classifies the market into four intuitive states. It is a pure market-context tool — it maps where real activity is entering the market and builds structure from it. It does not print buy/sell signals.
This is 100% original code, written from scratch. It is not a repackaged volume oscillator.
◆ HOW IT WORKS
1. The tide ratio. A short-term volume average is divided by a long-term baseline. This ratio — incoming wave versus sea level — tells you whether participation is expanding or draining, independent of the raw volume scale of the symbol.
2. Four tide states. The ratio is banded into:
• EBB — participation drained out
• RISING — filling back up
• FLOOD — active participation
• SURGE — institutional-scale bursts
All four are painted as a seamless aquatic gradient in the lower pane.
3. Tide pools. When a SURGE begins, the tool carves a tide pool onto the price chart across the traded range. As price continues to trade inside that pool, it accumulates volume by price overlap and computes:
• a volume-weighted anchor line (a natural magnet level), and
• a live buy/sell pressure split with a total-volume readout.
◆ WHAT YOU SEE
• A gradient tide histogram with Ebb / Flood / Surge threshold guides
• Tide pools on the price chart during surges, each with a volume-weighted anchor and live buy/sell delta stats
• A resizable dashboard showing the tide state and direction (coming in / going out), the tide ratio with a wave meter, fast-versus-baseline volume, live pool count, the newest pool's volume and delta, and surge history
◆ HOW TO USE IT
• Use the tide state as a conviction filter : breakouts and trends that develop during FLOOD or SURGE have real participation behind them, while moves during EBB are thin and prone to reversal.
• The volume-weighted anchor inside a tide pool often acts as support/resistance when price returns to it.
• The buy/sell delta inside a pool shows which side did the heavy lifting during the surge.
• Works on all symbols and timeframes that provide volume.
◆ NOTES & LIMITATIONS
Volume Tide requires a genuine volume feed — on symbols without one the tide ratio is not meaningful. It describes participation conditions and structure; it is not financial advice and does not predict direction on its own. Use it alongside a directional method and your own risk management.
— made with passion by officialjackofalltrade
지표
Absorption Bubbles [vault]Absorption Bubbles
Absorption Bubbles is a tool for spotting high volume absorption at swing highs and lows, showing where aggressive orders pushing into an extreme were absorbed before the move gives it away.
How it works
The script measures every candle's volume against its own standard deviation (Threshold STDEV Length), so thresholds adapt automatically to any instrument and timeframe instead of relying on fixed volume numbers. A bubble prints only when three conditions line up on the same candle: price makes a local swing high or low, the candle closes with a rejection wick at that extreme, and scaled volume clears the selected threshold multiplier. On top of that, volume below its moving average (Threshold EMA Length) never prints, which filters out low-activity noise by design.
Green bubbles under swing lows signal buyers absorbing sell pressure. Red bubbles above swing highs signal sellers absorbing the push up. Absorption at an extreme tells you where the fight happened — the move that follows is usually the confirmation.
Bubble tiers
- Small, Medium, and Large bubbles, each with its own independent toggle and threshold multiplier (default 2x / 3x / 4.5x)
- Bubble size scales with absorption intensity, so weak, moderate, and heavy prints are visually distinguishable at a glance
- Optional Strength Gradient Color keys the bubble color to absorption intensity instead of flat buy/sell colors
Additional settings
- Bubble Positions: right at the wick or slightly offset above/below the extreme
- Bubble Size: Compact, Normal, or Large display presets
- Appearance Delay: shifts the bubble by N candles for confirmation
- Show POC: draws a line at the absorption price that extends until the next print, usable as a level to trade back into
- Timeframe-Adjusted Settings: independent STDEV/EMA lengths and threshold multipliers for 5m, 15m, 1H, and 4H — the script switches automatically based on the chart timeframe
- Built-in alerts for buy-side and sell-side absorption
- Works on any timeframe and any instrument with volume data
Disclaimer:
This is a context tool, not a signal service. Nothing here constitutes financial advice. 지표
CRT Engine [vault]CRT Engine
CRT Engine is a complete Candle Range Theory toolkit built around one idea: the higher timeframe candle sets the range, the lower timeframe shows you how that range gets manipulated and delivered. The script tracks the HTF range, detects sweeps of the previous high or low, confirms the shift with an order block or a CISD, and follows the model until it either reaches its target or gets invalidated. Around that core it adds HTF fair value gaps, previous period highs and lows, SMT divergence, multi timeframe moving averages and a compact dashboard, all sharing one color palette so the chart stays readable.
HOW THE CRT MODEL WORKS
Every new HTF candle opens a new range. Its high and low are tracked live on the chart timeframe. When the HTF candle closes, the script compares it to the previous HTF candle:
• Sweep of the high: the candle traded above the previous high and closed back below it. Bias flips to bearish, the previous low becomes the target.
• Sweep of the low: the candle traded below the previous low and closed back above it. Bias flips to bullish, the previous high becomes the target.
• Double purge: both sides were taken in the same candle. Bias is decided by the candle direction (bullish close = bullish bias) and the sweep is labeled D-Purge.
From that point the model is Active. It becomes Success when price reaches the target side of the previous range and Invalidated when price breaks back through the swept level. Status is reflected on the range box border and on the HTF candle panel.
MODEL 1 VS MODEL 2
Model 1 is the faster version. The sweep is detected in real time on the chart timeframe, not only at HTF close. As soon as price breaches the previous high or low and closes back inside, the sweep line, the target line and an order block line are drawn. The order block is the low of the candle that set the swept high (or the high of the candle that set the swept low). If price later trades through the sweep level, everything is cleared and the model resets.
Model 2 is the confirmation version. After the sweep candle closes, the script looks back through the consecutive same-direction candles that built the manipulation leg and stores the opening price of that series. A CISD (change in state of delivery) prints when a chart timeframe candle closes through that level. The sweep candle is labeled C1 and the CISD candle is labeled C3, matching the classic three candle CRT structure.
A bias filter lets you run the model long only, short only, or neutral.
TIMEFRAME PAIRING
Auto mode picks the HTF from the chart timeframe: 1m to 15m, 3m to 30m, 5m to 1H, 15m to 4H, 1H to 1D, 4H to 1W, 1D to 1M. Presets are available for 1H-1D, 4H-1W, 1D-1M and 1W-3M, and a custom HTF can be set for anything else. The script validates that the HTF is higher than the chart timeframe and stays idle otherwise.
HTF CANDLE PANEL
On the right side of the chart the script draws the last few HTF candles as mini candles with wicks. Above them sits the HTF label with a live countdown to the next close, below them the current model bias. Sweeps between panel candles are marked with a small line and a sweep label, and the candle borders change color with the model status (neutral while active, bull color on success, bear color on invalidation). Offset, spacing, width and candle count are adjustable.
HTF FAIR VALUE GAPS
Fair value gaps are detected on a higher timeframe, either automatically chosen from the chart timeframe or set manually. Each gap is drawn as a box that starts at the close of the first candle of the three candle pattern, which is where the imbalance actually forms, and extends to the right with an optional midline and a label showing the HTF. A gap is removed once the HTF candle closes through it. You can cap how many gaps stay on the chart.
HTF LEVELS
Previous day, week, month, quarter and year highs and lows, with the previous open as an optional third line. Lines start at the bar where the level was formed and stop exactly where price first touches them, so a mitigated level is still visible but no longer projected forward. Labels use the PDH / PDL / PWH / PWL convention. Line style, width and label size are shared across all timeframes.
SMT DIVERGENCE
The script compares the chart symbol with a correlated instrument and flags divergence in two ways: at HTF close (one symbol made a higher high while the other did not, with a matching candle direction) and on chart timeframe pivots (a new higher high on the chart while the paired symbol printed a lower high, or the mirror for lows). Divergence is drawn as a line between the two swing points with the pair name as a label. Auto pairing covers index futures (NQ, ES, YM, RTY and their micros), CFD indices, major and cross forex pairs, currency futures, gold, silver, oil products and BTC/ETH. A manual pair can be set for anything else. Optionally only the latest bullish and bearish SMT are kept.
MOVING AVERAGES
Five configurable moving averages (SMA, EMA, RMA, WMA, HMA, VWMA), each with its own length and timeframe. Lines are hidden by default and can be toggled with one switch. When enabled, all lines automatically hide once the chart timeframe is higher than the highest MA timeframe in use, so a 15m EMA never gets drawn on a daily chart. The dashboard trend rows keep reading the first three MAs whether the lines are visible or not.
DASHBOARD
A small table showing the chart and HTF pairing, the active model and bias filter, the current bias, an aggregated MA trend (bullish, bearish or mixed) with per-MA arrows, the SMT pair in use and the date. Position and text size are configurable.
COLOR SCHEMES
Seven schemes, each defining the bull, bear, neutral, text and accent colors that every element on the chart uses:
• Vault Dark: teal and rose on a dark background, the default
• Light: near black text and lines with blue and red accents, made for white charts
• Midnight: blue and pink
• Neon: bright green and magenta
• Ember: orange and red
• Mono: greyscale
• Custom: set all five colors yourself
Box transparency is controlled with a single slider.
ALERTS
• Model formed: a new HTF candle closed and the model state was evaluated
• Sweep: a sweep of the previous high or low was detected
• Double purge: both sides of the previous range were taken
• Model success: the target was reached
• Model invalidated: the sweep level was broken
NOTES
The model logic does not repaint. HTF data is requested without lookahead and the Model 1 real time sweep is confirmed on candle close. Drawings such as the panel, the labels and the level extensions are repositioned on the last bar for display only.
The script is a context and structure tool. It does not generate trade signals and nothing in it should be treated as financial advice.
지표
Gradient Ribbon | EMA Ribbon Slope-Acceleration SystemMost EMA ribbon strategies only check if the moving averages are stacked in order — but a ribbon can stay stacked long after the actual trend has run out of steam. Gradient Ribbon looks past the stacking and measures the slope of each EMA directly, only signaling when the ribbon is actively accelerating apart. It catches trend ignition early and flags deceleration before the EMAs ever cross.
Features
5-EMA ribbon (8/13/21/34/55) with per-line slope calculated as % change over a configurable lookback
Fan-open detection: all slopes must be same-direction and increasing in magnitude from slowest to fastest EMA — true acceleration, not just alignment
Long and short logic, fully symmetrical
RSI confirmation filter tuned to each direction, avoiding both weak momentum and overbought/oversold extremes
Volume filter requiring above-average participation, so fans opening on thin volume get filtered out
ATR-based stop loss with equity-percentage position sizing — size automatically adapts to current volatility
Fixed R-multiple take profit
Compression-based exit: closes the trade when the fan starts flattening back toward parallel, ahead of an actual EMA cross
Gradient-intensity fill between the fastest and slowest EMA — barely tinted when flat, vivid teal (bullish) or fuchsia (bearish) when fanning hard, so acceleration is visible at a glance
Entry/exit background highlights for quick visual confirmation on the chart
Explanation
The core idea is that trend strength isn't binary — it has an angle. A ribbon that's flat-stacked from an old move looks the same as one that just started accelerating, if all you check is order. By measuring each EMA's slope and requiring the spread between fastest and slowest slope to be expanding, the script isolates the moments where a trend is genuinely gaining momentum, not just persisting. Exits work the same way in reverse — instead of waiting for a lagging crossover, the script reads the fan closing back up as an early deceleration signal.
Tips
The fanEnterThresh value is highly instrument- and timeframe-dependent. Start with the default and walk it up/down while backtesting rather than trusting it blindly.
Shorter slopeLookback reacts faster to fresh acceleration but is noisier on choppy instruments; lengthen it for smoother, higher-timeframe use.
On low-liquidity instruments, consider loosening or disabling the volume filter — thin markets can have naturally erratic volume that isn't meaningful.
Watch the gradient fill even without a signal — a fan that's steadily brightening (even pre-threshold) is often a useful early heads-up.
Pair with a higher-timeframe trend filter if you want to trade only in the direction of the larger structure; this script is direction-agnostic by design.
전략
Prism [vault]Prism
Prism takes eight independent reads of the market and fuses them into one confluence score. Instead of watching ten indicators and guessing which one matters, you get a single dashboard that tells you what the trend is, who is in control, where the liquidity sits and whether enough conditions line up to justify a trade.
How it works
Eight engines run on every bar. Each one votes bullish, bearish or neutral. The votes are counted and a signal fires only when one side clearly outweighs the other and the total score clears your threshold.
1. Momentum: Laguerre RSI, Fisher Transform, TSI, MFI, VFI, OBV and CMF blended into one normalized Momentum Index. Positive and rising = bullish vote.
2. Structure: supply and demand zones from volume-confirmed pivots, fair value gaps, mitigation tracking (wick, close or average fill). Price inside demand or above an FVG = bullish vote.
3. Wave: ALMA-smoothed momentum against five EMA basis levels. All basis levels aligned or momentum beyond 2 standard deviations = vote. Spread shows expansion or exhaustion.
4. Liquidity: buy side (BSL) and sell side (SSL) levels from swing points. A sweep is a wick through the level with a close back inside. Bullish sweep = bullish vote.
5. Trend matrix: Hull MA, SuperTrend, ADX, EMA 9/21/50 and SMA 100/200 combined into five regimes from Strong Bear to Strong Bull. Counter-trend setups (CTR dots) flag momentum turning against a weak trend at the Hull MA.
6. Divergence: price pivots checked against RSI, MACD, TSI and Stochastic. Regular divergence (solid line) needs at least two oscillators to agree. Hidden divergence drawn dashed.
7. Volatility: Bollinger inside Keltner = compression. Breakout direction on release becomes a vote. Volatility percentile ranks the regime as Low, Normal or High.
8. Flow: CMF, MFI, OBV and A/D tracked as a Flow Index with five phases from Strong Distribution to Strong Accumulation. Also feeds a sentiment gauge (Fear / Greed).
Two extra votes come from value (discount or premium relative to the 100-bar range) and volume surges on directional candles.
Signals
LONG fires when bullish votes reach the minimum score and beat bearish votes by at least the set margin, with price above the Hull MA. SHORT is the mirror. Strength: Weak (under 4), Moderate (4), Strong (5), Very Strong (6 to 7), Extreme (8+). A minimum bar gap between signals prevents clustering.
On the chart
- Hull MA colored by regime, SuperTrend band, gradient fill between them that gets denser as ADX rises
- SUP / DEM boxes, FVG boxes, BSL / SSL dashed levels
- Equilibrium line with discount and premium markers
- Optional candle coloring by flow phase or momentum
- Background tint for strong trends and compression
- Volume surge squares on the bottom
Dashboard
Three blocks: Context (trend, ADX, flow, volatility, value, structure), Engines (momentum, Laguerre, Fisher, CMF, MFI, wave, divergence, liquidity) and Confluence (score, sentiment). Live signal and strength sit in the header. Four color schemes, three text sizes, four positions.
How to trade it
1. Read Context first. Sideways plus Compression means wait for the breakout, do not chase.
2. Look for alignment: bullish trend, accumulation, discount value, price at demand.
3. Take LONG / SHORT labels only at Strong or better, and only in the direction of the higher timeframe.
4. Enter at the zone, stop beyond it, so risk is defined by structure not by feel.
5. Exit on the opposite signal or when Flow flips phase against you.
Alerts
Buy, Sell, Strong Bull, Strong Bear, Squeeze Breakout, Bullish Divergence, Bearish Divergence, Strong Accumulation, Strong Distribution, Bullish Sweep, Bearish Sweep, Extreme Greed, Extreme Fear.
Limits
Best on liquid instruments with real volume. On symbols without volume the flow and volume votes stay neutral, so max score drops. Signals describe current conditions, they do not predict. Use a stop every time.
Disclaimer
Educational tool, not financial advice. Trading carries substantial risk. Past signals do not guarantee future results. You are responsible for your own decisions. 지표
ICT Everything v2ICT Everything v2 is an open-source intraday charting toolkit for ICT-style time, liquidity, and displacement analysis.
The script combines related tools in one chart workflow. Sessions identify relevant trading windows, opening prices and prior-period levels provide liquidity context, gaps mark displacement areas, and SMT compares confirmed swings with a correlated market.
What it shows
London, New York, London Close, afternoon, Asia, and custom sessions
Midnight, New York, equities, afternoon, weekly, and monthly opening prices
CBDR, FLOUT, and Asia ranges with configurable standard-deviation extensions
Fair Value Gaps with consequent encroachment and fill handling
New Week and New Day Opening Gaps with optional midpoint lines
Previous week and previous month highs and lows
Confirmed-pivot SMT divergence against a comparison symbol
Day separators, day labels, session boxes, and selected confirmed-bar alerts
Why these tools are combined
The components share the same session and timezone context. This avoids building a chart from several unrelated scripts that may use different boundary definitions.
Sessions establish when activity occurs. Opening prices and prior-period levels mark reference liquidity. FVG, NWOG, and NDOG objects show displacement and reopening gaps. SMT adds relative-strength context by comparing the chart symbol with a correlated instrument over the same swing window.
This is a charting toolkit, not an entry system or strategy.
How to use it
The default configuration is intended for intraday charts. The script hides its drawings above a configurable ceiling, which defaults to 31 minutes.
The default timezone is New York and follows daylight-saving time automatically. Fixed UTC offsets are also available.
Most added modules are disabled by default. Enable only the features needed for the current analysis. Weekly and monthly opens, prior-period levels, FVGs, opening gaps, SMT, and session boxes can be enabled independently.
For SMT, select a positively correlated comparison symbol with similar trading hours. For example, NQ and ES generally provide cleaner comparisons than instruments with unrelated sessions.
Alerts use confirmed bars. TradingView alerts store the script version and settings that existed when the alert was created, so alerts should be recreated after a script update.
Boundary behavior
Continuous futures use locally captured evening-session boundaries for weekly and monthly opens. Crypto uses the standard UTC calendar boundaries: Monday 00:00 UTC for the week and the first day at 00:00 UTC for the month.
Broker sessions can differ, so users should verify opening levels against the instrument and feed they trade.
Meaningful changes in v2
The retained session and range foundation from the original script is credited below. V2 materially changes and extends that foundation with:
Pine Script v6 support
DST-aware New York session handling and additional timezone options
Reworked weekly and monthly boundaries for futures and crypto
Mechanical FVG, NWOG, and NDOG modules with bounded object retention
Previous week and month high/low tracking
Confirmed-pivot SMT using a same-window comparison method
Session-box and high-low rendering modes
Independent deviation counts for CBDR, FLOUT, and Asia
Confirmed-bar alerts for range breaks, gaps, and prior-period sweeps
Drawing cleanup and redraw changes that prevent stale objects and reduce unnecessary recalculation work
Open-source origin and credit
Based on ICT Everything by coldbrewrosh, formerly itsroshlol:
Contains code from ArdOfCrypto's ICT Index Futures Vertical Lines:
The original publication credited Shanxia as inspiration and thanked I_Am_ICT. Those acknowledgements are preserved.
This is an independently maintained derivative work. The credited authors do not endorse this publication. The source is published openly under the Mozilla Public License 2.0.
Limitations
This script does not predict market direction or promise trading performance. SMT depends on the selected comparison instrument and its available trading hours. Fixed-offset session choices do not adjust for daylight-saving time. Users remain responsible for confirming that the configured sessions match their market and data feed.
This publication is not affiliated with or endorsed by Inner Circle Trader, TradingView, or the credited authors. 지표
MYND Fractal Support/Resistance Density Map [v1.4]MYND Fractal Support/Resistance Density Map
A decayed, multi-scale support/resistance DENSITY map - not a single pivot-line tool. It detects swing highs/lows at 3 configurable pivot scales, scores every confirmed pivot into a rolling price-bin array (volume-weighted), and decays that score every bar so old, stale levels fade out instead of piling up forever. The Top-N highest-density bins are surfaced as ranked, cluster-merged S/R zones - with early-warning alerts, reject-vs-break classification across all tracked zones, an optional full heatmap view, on-chart labels, and now a dashboard that shows distance-to-#1-zone, the single nearest zone to price, and when a zone's density really represents several folded-together levels.
WHAT IT DOES
Three pivot scales (short/medium/long) independently detect confirmed swing highs and lows. Every confirmed pivot adds a weighted density score to whichever price bin it touches - longer, more significant scales contribute more, and a pivot's own relative volume scales its contribution further. All accumulated density decays by a fixed factor every bar, so a level that mattered years ago but hasn't been touched since gradually fades. Near-adjacent candidate bins fold into one merged zone rather than showing as near-duplicates. The highest-density bins are ranked and surfaced as the tool's Top-N zones.
HOW TO USE IT
Treat higher-density zones as levels more likely to produce SOME reaction - a bounce, a rejection, a pause - not as levels guaranteed to hold. Use the Approaching-Zone alerts (Zone #1-specific or the all-zone aggregate) as your cue to start watching closely, then read the Reject/Break tag once price actually resolves. Check the new Nearest Zone to Price row for what's immediately relevant right now, separate from which zone ranks #1 by density overall. Raise Zone Cluster Merge Distance if nearby zones keep reading as near-duplicates - and watch for the "merged Nx" tag as a reminder that a zone's density may represent several folded levels, not one. Raise Minimum Touches to Show if you only want to act on zones that have already proven themselves. Turn on HTF Confluence for extra cross-timeframe conviction, and the Density Heatmap to see the whole structure at a glance.
KEY FEATURES
A live dashboard showing each Top-N zone's price, density, freshness, merge status, and touch-threshold status, plus distance-to-#1-zone and the single nearest zone to price. On-chart zone price labels. Volume-weighted, cluster-merged density scoring. Fully adjustable zone line width/style/color (per rank), table border width/color, and heatmap color. Full cross-tool export for all 5 possible zones plus distance-to-#1-zone. 10 individual alerts plus 1 combo bundle.
SETTINGS WORTH TUNING FIRST
Per-Bar Decay Rate is the core dial on how fast old levels fade. Enable Volume-Weighted Density is on by default - turn off if a ticker's volume data is unreliable. Zone Cluster Merge Distance controls how aggressively nearby candidates get folded together (and how often you'll see a "merged Nx" tag). Minimum Touches to Show is 0 by default - raise it to filter out unproven levels. Enable HTF Confluence Check is off by default.
WHAT THIS TOOL DELIBERATELY DOES NOT DO
Density is a proxy for level significance, not a guarantee a zone will hold. HTF Confluence compares against the HTF's own recent swing high/low, not a second full density map - a disclosed simplification. The touch count keeps accumulating in the background regardless of the Minimum-Touch filter setting. Zone lines, labels, and the heatmap only reflect the most recent bar's selection, not a full historical record. The new merge-count and nearest-zone-to-price data are dashboard-only - not yet exposed via the Cross-Tool Signal Export plots.
ALERTS
10 individual alerts (Price Entered Top-N Zone, Price Exited All Top-N Zones, Top Zone Reshuffled, Price Approaching #1 Zone, Zone #1 Rejected/Bounce, Zone #1 Broken Through, Zone #1 Aligned with HTF Level, Any Zone Approaching, Any Zone Rejected, Any Zone Broken Through) plus 1 combo bundle (ALL Fractal S/R Signals).
FEEDBACK WELCOME
If you've tweaked a setting, found a combination with another indicator that works well, or have an idea for what would make this more useful, I'd genuinely like to hear about it - drop a comment below (it helps other users too), or send a direct message if you'd rather keep the details private.
This tool identifies patterns in past price and structure - it is not a guarantee of future performance. This tool is provided for informational and educational purposes and does not constitute financial advice. Trading involves risk; past performance and historical patterns do not guarantee future results. 지표
Overnight Range & Trend-Day Probability Overnight Range & Trend-Day Probability
Grades the coming cash session before it opens. It measures the overnight block, compares it to the instrument's average daily range, and answers one question: has today's expansion already happened overnight, or is it statistically still ahead?
The bias read
The overnight block runs from the Asia open to the cash open and freezes there. Its height is compared against the average daily range (ADR) to produce a trend-day grade:
A small overnight range relative to ADR means the day's expansion is statistically still ahead — graded HIGH.
A mid-sized overnight range grades MEDIUM.
A large overnight range means the move may have already been spent overnight, favouring range-bound or reversal conditions — graded LOW.
The grade always prints with the number that produced it, so the read is verifiable at a glance rather than a bare word. A directional lean accompanies it, taken from where price trades relative to the open anchors — all above reads bullish, all below reads bearish, split reads mixed, with the vote count shown. An optional modifier flags when the week has already consumed most of its average weekly range.
What it draws
The overnight range block — grows through the night, freezes at the cash open.
Open-anchor lines — Midnight Open, News Open, Cash Open — each on its own custom time, extending to the cash close.
AR projection lines — the anchor open ± ADR, with optional 1/3 and 2/3 ADR levels and optional ± AWR lines. The anchor is selectable: Midnight Open, Cash Open, or Asia Open.
An on-chart bias label with the full read in one line.
A compact table: the trend-day verdict first, then the lean, the overnight range, and the Asia share of the overnight block. Threshold arithmetic lives in the cell tooltips.
The chart carries one day at a time — the previous day's drawings clear the moment a new session begins.
Asia decomposition
The overnight block merges Asia, the dead zone, London, and pre-NY. This engine isolates the Asia kill zone portion and reports it as a share of the whole block, classified as Normal, Elevated, or Inverted against adjustable thresholds. An inverted reading — Asia doing the expansion leg instead of accumulating — is readable directly from the table. The verdict resolves at the cash-open freeze, since the share is undefined while Asia still is the whole block.
Settings
Every session time is a custom input: the overnight block bounds, each open anchor, the Asia kill zone clock, and four optional session range boxes (Asia, London KZ, dead zone, NY AM KZ) — each drawn only across its own session high-low with its name on top, never as a full-height background tint. All off by default, each with its own colour.
ADR and AWR lookbacks are adjustable.
The probability thresholds, the Asia decomposition thresholds, and the exhaustion alert level are all adjustable.
Alerts
Trend-day probability finalised at the cash-open freeze.
Price crossing the Midnight Open or the Cash Open.
Overnight range exhaustion against ADR.
All session logic runs on New York time with daylight saving handled automatically. Detection runs on confirmed bars only, so nothing repaints. Works across all instruments and timeframes — designed for price delivery analysis on MNQ, MES, MYM, XAU/USD, and related markets.
Disclaimer
This indicator is a chart analysis tool, not financial advice. It identifies price levels and statistical tendencies; it does not predict the market or generate trade signals. Always do your own analysis and manage your own risk. 지표
MYND Structure Shift v1.3MYND Structure Shift
A market-structure tool: HH/HL/LH/LL swing labeling, Break of Structure (BOS) and Change of Character (CHoCH) detection, and a liquidity-sweep engine that only confirms a reversal once a swept swing point is followed by a genuine displacement candle and a volume spike - now with the signal-suppressing alignment gate turned into an informational tag, a grace period for confirmations, and a base-rate tally so frequency is tunable with real data.
WHAT IT DOES
This indicator tracks market structure the way price actually prints it: every confirmed swing high/low is classified as a Higher High, Higher Low, Lower High, or Lower Low, and every break of a swing level is tagged either BOS (continuation) or CHoCH (a potential structural reversal). Separately, a liquidity-sweep engine watches for wicks that pierce a swing point and close back inside it, and only treats it as a real signal once validated by a strong-range, strong-close, high-volume displacement candle within a confirmation window.
HOW IT WORKS
Swing points confirm once enough bars have passed on both sides. A close-based break of the most recent swing level is BOS if it agrees with standing structure bias, CHoCH if it reverses it. Independently, a wick piercing a swing point and closing back inside it opens a confirmation window (extended once by the Grace Period if it would otherwise expire without Invalidating); only a subsequent displacement candle within that window turns the sweep into a Confirmed Reversal, which as of v1.3 fires regardless of Structure Bias by default.
KEY FEATURES
A live dashboard showing Structure Bias, Last Break Event, Sweep Status (with a grace-used indicator), Last Sweep Outcome, Last Signal Quality, the new Sweep Outcome Tally, Equal High/Low context, and HTF Bias/prior levels. A "(vs Structure)" tag on any confirmed reversal that runs counter to the structural bias. Independent label size/color controls. Invisible signal-export plots for wiring into other MYND tools.
HOW TO USE IT
Only act on the BUY/SELL Confirmed Reversal triangle - note whether it's tagged "vs Structure" (countertrend, weigh accordingly). If signals still feel rare, check the Sweep Outcome Tally: a lot of Expired suggests loosening the displacement/volume/window thresholds; a lot of Invalidated suggests this ticker/timeframe may not suit the tool's sweep-and-reverse premise as well as others would.
SETTINGS WORTH TUNING FIRST
Enable Confirmation Grace Period / Grace Extension Bars - gives pending sweeps more room; watch the Tally to see the effect. Require Confirmed Reversal to Align With Structure Bias (Blocking) - off by default now, only turn on if you specifically want countertrend reversals blocked outright. Enable Signal Cooldown, Filter Out Low-Quality Signals - the remaining quality/noise levers, unchanged from v1.2.
WHAT THIS TOOL DELIBERATELY DOES NOT DO
Order Block and Fair Value Gap zones remain purely visual. The Setup Quality Score is a heuristic, not a backtested probability. The Sweep Outcome Tally counts from whenever the indicator was added or its inputs last changed - it's not a fixed historical backtest total.
ALERTS
16 alerts total, unchanged from v1.1/v1.2 - v1.3 changed which signals reach those alerts (by removing the blocking gate), not the alert types themselves.
FEEDBACK WELCOME
If you've tweaked a setting, found a combination with another indicator that works well, or have an idea for what would make this more useful, I'd genuinely like to hear about it - drop a comment below (it helps other users too), or send a direct message if you'd rather keep the details private.
This tool identifies patterns in past price, volume, and structure - it is not a guarantee of future performance. This tool is provided for informational and educational purposes and does not constitute financial advice. Trading involves risk; past performance and historical patterns do not guarantee future results. 지표
NRTR Adaptive Trailing Reverse [MarkitTick]💡 An adaptive trailing-stop and reversal system built around the Nick Rypock Trailing Reverse (NRTR) algorithm, extended with a configurable smoothing engine, ADX confluence filtering, automatic risk-based trade level projection, and a live position-sizing dashboard. Rather than applying NRTR to raw closing price, this tool lets the trailing calculation run on top of one of eight selectable smoothing methods, giving traders control over how reactive or how filtered the underlying trend estimate is before the trailing stop is derived from it.
✨ Originality and Utility
The classic NRTR trailing stop is normally computed directly from price. This script decouples the "source" the trailing calculation reacts to from raw price by routing it through a selectable adaptive filter stage first — SMA, EMA, RMA, Double WMA, Triple VWMA, HMA, a custom LLAMA slope-projection filter, or a Kalman filter. This means the trailing envelope itself can be smoothed, decoupled from tick-level noise, or shaped to lag less than a conventional moving average, without changing the core NRTR ratchet-and-flip mechanic.
Beyond the trailing engine, the script closes the loop between "signal" and "trade management," which most trailing-stop tools leave to the user. Once a trend flip is confirmed, it automatically derives a stop-loss from the NRTR level itself and projects three risk-multiple take-profit targets, tracks whether each has been hit, calculates a suggested position size from a risk percentage or fixed-dollar risk model, and optionally suppresses new signals for a cooldown period after a stop-out. An ADX confluence filter can additionally require a minimum trend strength reading before a flip is treated as valid. The combination is justified because each component consumes the output of the one before it: the adaptive filter conditions the source, the NRTR logic converts that source into a trailing stop and flip signal, the ADX filter validates the flip's context, and the risk/sizing engine turns the validated flip into an actionable, fully quantified trade plan — a single coherent pipeline rather than an arbitrary bundling of unrelated indicators.
🔬 Methodology and Concepts
• The Adaptive Source Filter
Before any trailing-stop math happens, closing price is optionally passed through one of these transformations, selected from the "Adapt Filter" input:
SMA / EMA / RMA — standard moving averages, included as familiar baselines.
Double WMA — a Weighted Moving Average applied twice in succession (a WMA of a WMA), which produces a lower-lag response than a single WMA of the same length.
Triple VWMA — a Volume Weighted Moving Average cascaded three times, folding volume-weighting into a lower-lag smoothing chain.
HMA — the Hull Moving Average, using weighted-moving-average differencing to reduce lag relative to standard smoothing.
LLAMA — a proprietary two-part filter that combines a simple moving average of the source with a linear slope term measured over the same lookback (the rate of change between the current source value and the value from `length` bars ago, divided by `length`). The slope is scaled by half the filter length and added to the SMA, producing a trend-projected estimate that leans ahead of a plain average in the direction of the recent slope.
Kalman Filter — a lightweight recursive estimator that updates a running estimate of the "true" price using a prediction/correction cycle. It maintains an internal error estimate and a gain term derived from the ratio of process noise (set by the inverse of the filter length) to measurement noise, blending each new price observation into the estimate proportionally to that gain.
None — the trailing logic operates directly on closing price.
When "None" is selected, the tool behaves as a standard price-based NRTR. Any other selection substitutes that smoothed series as the "source" for every downstream calculation.
• NRTR Trailing Calculation
The script offers two modes for sizing the trailing offset, chosen via "NRTR Mode":
Percent — the offset is a fixed percentage of the (lagged) adaptive source value.
ATR — the offset is a multiple of the Average True Range over a configurable lookback, scaling the trailing distance to current volatility rather than a fixed percentage.
In an uptrend, the script tracks the highest adaptive-source value reached since the last flip (the "extreme") and subtracts the offset from it to produce a trailing level that can only rise or stay flat — never fall — while the trend persists. In a downtrend, the mirror logic tracks the lowest extreme and adds the offset, producing a level that can only fall or stay flat. A trend flip occurs the moment the prior bar's adaptive source closes beyond the trailing level: closing below it in an uptrend flips the state to a downtrend (and vice versa), at which point the extreme and trailing level reset and begin tracking in the new direction. Because the ratchet only ever tightens toward price, this produces the classic NRTR "stair-step" trailing behavior rather than a smooth curve.
• Confirmation and Non-Repainting Behavior
The trend-state comparison that triggers a flip always references the previous bar's confirmed adaptive-source value, and every alert condition is additionally gated behind `barstate.isconfirmed`. This means a signal only fires once its triggering bar has fully closed — the trailing level and trend state do not repaint once a bar is confirmed, and alerts cannot fire prematurely intrabar.
• ADX Confluence Filter
When enabled, a flip is only accepted as a valid trading signal if the prior bar's ADX reading (calculated over the same configurable length for both DI and ADX smoothing) is at or above the threshold input. This is intended to suppress flips that occur while the market lacks directional strength, where trailing-stop whipsaws are most common.
• Cooldown Guard
When enabled, a stop-loss hit on one side of the market starts a bar-count cooldown during which a new signal in that same direction is suppressed, intended to reduce immediate re-entry into a level that has just failed.
• Trade Level Projection and Position Sizing
On a valid signal, the entry is taken at the current close, the stop-loss is set to the NRTR trailing level at that moment, and the initial risk distance (entry-to-stop) is multiplied by three independently configurable multiples to project TP1, TP2, and TP3. Each target and the stop are tracked bar-by-bar for whether price has traded through them, updating their on-chart labels accordingly. A suggested position size is calculated from either a percentage of a user-defined account size or a fixed dollar risk amount, divided by the entry-to-stop distance in price, giving a size that risks a consistent dollar or percentage amount regardless of current volatility.
🎨 Visual Guide
NRTR Line — a grey step-line plotting the current trailing-stop level.
Heatmap Candles — the chart's candles are recolored using the Bull/Bear color inputs (teal/red by default) to reflect the current trend state directly on price, rather than requiring a separate indicator pane.
Cooldown Background — a shaded background tint appears while a directional cooldown is active after a stop-out, using the Cooldown BG color.
Trade Level Lines and Labels (on signal) — a solid red Stop Loss line, a dashed blue Entry line, and three dashed green Take Profit lines (TP1 lightest, TP3 most opaque) extend from the signal bar. Each carries a right-aligned label showing its exact price; once a target or stop is touched, its label updates in place to show the hit and the resulting percentage gain or loss from entry.
Risk/Reward Shading — a light red fill shades the zone between Entry and Stop Loss (the risk side), and a light green fill shades the zone between Entry and TP3 (the full reward side), giving an immediate visual sense of the trade's risk-to-reward geometry.
Dashboard Table — a corner-anchored panel (position configurable) summarizing, in real time: current trend direction, Lock status, the live NRTR level, active entry/stop/TP1 prices, the current ADX reading (colored by pass/fail against the threshold), the active adaptive filter, cooldown status and remaining bars, the calculated risk amount, the suggested position size, and a filled bar-graph showing how close price currently sits to the trailing stop as a percentage of the total offset distance.
📖 How to Use
A flip from red to teal candles (and the NRTR line stepping below price) signals a potential long entry; the mirror flip signals a potential short.
Use the auto-drawn Entry, Stop Loss, and Take Profit lines as a starting risk/reward framework — the SL is anchored to the trailing level at the moment of the flip, not an arbitrary distance.
Enable the ADX Filter if you want flips confirmed only during periods of measurable trend strength, which reduces (but does not eliminate) signals generated in choppy, low-ADX conditions.
Enable Cooldown Guard if you want to avoid immediate re-entry into a direction that was just stopped out — useful in ranging conditions prone to repeated whipsaws.
Enable Lock Signal to freeze the currently displayed trade levels in place (rather than having them update to the latest signal), useful for reviewing a specific historical setup without it being overwritten by newer signals.
Watch the "Dist Trail" bar in the dashboard as a quick visual read of how far price currently sits from the trailing stop relative to the configured offset — a nearly full bar means price is close to triggering a flip.
The built-in alert payloads are formatted as JSON and include action, ticker, timeframe, direction, entry, stop, and target fields, making them usable directly as webhook bodies for external automation without additional parsing.
⚙️ Inputs and Settings
NRTR Mode — switches the trailing offset calculation between a fixed Percent of price and a volatility-adaptive ATR multiple.
NRTR % / ATR Len / ATR Mult — control the magnitude of the trailing offset in each respective mode; larger values produce a looser trail with fewer, later flips, smaller values produce a tighter trail with more frequent flips.
Use ADX Filter / ADX Len / ADX Thresh — toggle and configure the trend-strength confluence filter described above.
Adapt Filter / Adapt Len — select the smoothing method applied to price before the NRTR calculation, and its lookback length.
Cooldown Guard / Cooldown Bars — toggle and configure the post-stop-out re-entry suppression window.
Lock Signal — freezes the currently plotted trade levels rather than letting them advance to the newest signal.
Position Sizing / Sizing Mode / Risk % Trade / Fixed Risk $ / Account $ — configure whether suggested size is derived from a percentage of account equity or a fixed dollar risk figure, and the inputs feeding that calculation.
TP1/TP2/TP3 Mult — the risk multiples applied to the entry-to-stop distance to project each take-profit level.
Heatmap Candles / NRTR Line / Trade Levels — independently toggle each visual layer on or off.
Dash Pos / Show Dash — position and visibility of the dashboard table.
Alert Action fields (Long/Short/Close Long/Close Short) — customize the "action" string embedded in each webhook JSON payload, useful for matching the field names expected by a specific external automation system.
Color inputs — independently customize every plotted and dashboard color.
🔍 Deconstruction of the Underlying Scientific and Academic Framework
The NRTR mechanic itself belongs to a family of stop-and-reverse trailing systems related conceptually to Wilder's Parabolic SAR and to chandelier-style trailing stops: all three share the property that the trailing level is a one-directional ratchet — it can only move in the direction that tightens toward price — which is what mechanically prevents the trailing stop from ever "giving back" more than the configured offset once a trend is underway. Where NRTR differs is in decoupling the ratchet from a fixed acceleration curve (as in Parabolic SAR) and instead deriving it directly from a percentage or volatility-scaled offset off a tracked local extreme, which is closer in spirit to a Donchian- or Chandelier-style trailing construction.
The ATR-based offset mode draws on Welles Wilder's concept of using recent true-range volatility, rather than a fixed percentage, to size a trailing distance — the rationale being that a constant percentage offset is too tight in high-volatility regimes (generating premature stop-outs) and too loose in low-volatility regimes (giving back excess profit), while an ATR-scaled offset expands and contracts with the instrument's own recent behavior.
The Double WMA and Triple VWMA filters are cascaded-smoothing constructions in the same family as Hull's differencing approach: repeatedly passing a series through a weighted average and recombining the outputs is a general technique for pushing a smoothing filter's group delay down without simply shortening its lookback (which would otherwise increase noise sensitivity). The Kalman filter option applies a simplified, single-state version of the classic recursive Bayesian estimator from control theory, where each new observation is blended into a running estimate according to a gain term balancing assumed process noise against assumed measurement noise — conceptually the same estimation framework used in tracking and signal-processing applications outside of finance. The custom LLAMA filter combines a central-tendency estimate (a simple moving average) with a first-order trend term (a discrete slope measured over the same window), an approach related in principle to linear trend-projection and regression-based smoothing techniques that attempt to reduce lag by explicitly modeling the direction a series is moving rather than only its recent average level.
The ADX component derives from Wilder's Directional Movement System, in which ADX quantifies the strength (not direction) of a trend by smoothing the divergence between positive and negative directional movement — using it as a confluence filter reflects the broader technical-analysis principle that trend-following and trailing-stop methods perform better in the specific market regime (trending, directional) they are designed for, and using a strength filter is one common approach to distinguishing that regime from a ranging one.
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