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Market State Router [Permutation + Eigenstructure]MSR-PX is an experimental quantitative market-regime and systemic-pressure framework designed to classify the environment surrounding price rather than operate as a conventional buy/sell oscillator. Instead of asking only whether price is rising or falling, MSR-PX evaluates several dimensions of market behavior: Is local price action ordered or disordered ? Is movement directionally efficient or rotational ? Are major cross-asset markets becoming systemically coordinated ? Is the c

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od Cheeseboard1991

Linearity V1.0 Linearity Research — Trend Quality & Move Detection This indicator finds clean, low-chop upward price moves ("linear" moves) and scores how good each one is, then rolls those scores up into a single Linearity Score so you can quickly judge whether a stock tends to trend smoothly or in choppy, unreliable swings. How a move is detected - A move begins when price closes above its EMA (default length 21). - It ends only after price closes back below the EMA and then makes a new low below t

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Price Gravity Research Engine [Effort and Displacement]Price Gravity Research Engine (PG-RE) is a market-state research indicator designed to measure how much normalized market effort is being consumed relative to the amount and efficiency of price movement that effort produces. The core idea is simple: Price becomes mechanically “heavy” when substantial effort produces little or inefficient displacement, and “light” when price travels efficiently with comparatively little resistance. Rather than generating traditional buy/sell signals, PG-RE

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od Cheeseboard1991

VIX Seasonal Analog Composite █ OVERVIEW VIX Seasonal Analog Composite draws three lines in a separate pane: the average seasonal path of all complete years of VIX history, a composite of the historical years whose year-to-date VIX path most closely resembles the current year, and the current year's own VIX path. The script requests CBOE:VIX daily closes directly, so it displays VIX seasonality on any chart symbol: applied to an S&P 500 chart, the pane still shows the VIX. All lines are expressed as a percentage of each y

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Dealer Gamma Regime Proxy ** Overview: The "Dealer Gamma Regime Proxy" provides a quantitative estimation of Market Maker / Dealer Gamma Exposure (GEX) dynamics by evaluating structural volatility compression and expansion cycles. In options markets, Dealer Gamma position dictates how market makers hedge their underlying Delta: - Long Gamma (+GEX): Dealers trade *against* the trend (buying dips, selling rallies), suppressing market volatility and creating mean-reverting environments. - Short Gamma (-GEX): Dealers tra

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od SadashiTrading

Institutional Breadth & Momentum Panel (ADD & TICK)** Overview The **Institutional Breadth & Momentum Panel (ADD & TICK)** is a specialized real-time order flow and intermarket dashboard designed for intraday traders operating index futures (ES, NQ, YM, RTY) and major equities. Rather than relying on traditional lagging momentum oscillators, this tool combines two core market internal metrics directly from the New York Stock Exchange (NYSE): 1. NYSE TICK ( USI:TICK ): Measures institutional aggression and order flow pressure in real time. 2.

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od SadashiTrading

Signal Pro 6.1 Signal Pro 6.1 — Trend Structure, ARSI Market State, and Volatility Breakout Engine Signal Pro 6.1 is a fully customizable trend analysis and signal engine designed to help traders identify directional momentum, avoid non trending environments, and adapt the indicator to any instrument or timeframe. It combines moving average trend structure, ARSI based market state detection, and Bollinger volatility breakouts to produce a clear, technical view of bullish, bearish, and neutral conditions. H

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Macro Regime Engine - Institutional Dashboard English Description: The "Macro Regime Engine" is an institutional-grade quantitative tool designed to identify market regimes using cross-asset intermarket dynamics. Rather than relying on traditional lagging technical indicators, this dashboard evaluates the Volatility-Adjusted Momentum Score (VAMS) across six key financial pillars: Equity Markets, Crypto Assets, Energy/Commodities, the US Dollar, Volatility, and Interest Rates. ** How It Works: The engine applies a non-repainting VAMS ca

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od SadashiTrading

Range Compression Percentile - Hour Ranked This indicator gives no directional signal. It answers a single question: will the amplitude of the coming hours be large enough to be worth paying a round turn? What makes it different Intraday amplitude on a futures contract varies by a factor of 3 to 4 across the trading day. Any absolute threshold — "range below 50 points means compression" — therefore mostly measures what time it is, not the state of the market. A quiet 10:00 in New York and a busy 02:00 can show the same raw range while

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Taught to Trade - Volatility Scanner (ATR%)Ranks a watchlist by daily volatility — 14-period ATR expressed as a percentage of price — and lists the most volatile names in an on-chart table, with Bitcoin as a reference row. Think of it as a "where is the movement right now" map, refreshed once per day from daily data. How to use: Keep the preloaded symbols or type in your own. A higher ATR% means a wider average daily range. Use it to decide where to point your attention, then do your own analysis on those names. Where it fails: Volatil

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od taughttotrade

Price Gravity Research Engine [Effort & Displacement]Price Gravity Research Engine (PG-RE) is a market-state research indicator designed to measure how much normalized market effort is being consumed relative to the amount and efficiency of price movement that effort produces. The core idea is simple: Price becomes mechanically “heavy” when substantial effort produces little or inefficient displacement, and “light” when price travels efficiently with comparatively little resistance. Rather than generating traditional buy/sell signals, PG-RE

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od Cheeseboard1991

Stockbee Anticipation Setup STOCKBEE ANTICIPATION SETUP Finds stocks that have already run, then gone quiet — tight range, drying volume, holding near the highs of a small base. It marks the coil BEFORE the breakout, while the stop is still small. THE IDEA Pradeep Bonde (Stockbee) trades short, violent moves: a stock breaks out and delivers most of its gain in three to five days. His Momentum Burst entry takes that breakout on the day it happens, typically a 4% up-day on expanding volume. Anticipation is the same trad

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od krzysztofja102

Stoploss and Target Suggestions This indicator puts a line at the Target level and the Stop Loss level set by the user. The lines change position real time as the current bar develops. In the inputs you can set the number of percents or ATR's, choose if these must be calculated from close of from hl2. You can also set the color of this line. To the right of the line is the suggested level. To the left is a label which states how the calculation is done and between brackets what the gain or risk is. gain and risk are always ca

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Return Dispersion Matrix Strategy [The Quant Science]This is a simple buy and sell strategy developed using the Dispersion Return Matrix indicator. Before proceed, if you are new to Dispersion Return Matrix About Dispersion Return Matrix: This strategy script highlights the potential of Pine Script, which makes it easy to incorporate quantitative ideas into your trading strategy. In this example, the algorithm decides which type of entry to choose based on the current market conditions. 🚦🟢 When Quadrant Q1 is dominant , the marke

Strategia

od thequantscience

Reballo Regime Detector - ER + RelVol + Autocorrelation What it measures Most indicators try to tell you which way price is going. This one asks a different question: is the market in a mood where trend-following works, or one where fading works? You get one number, the Regime Score, from 0 (ranging / choppy) to 1 (trending). Under the hood it blends three different ways of looking at price, each measured at three speeds (16 / 32 / 64 bars by default). The three components 1. Efficiency Ratio (Kaufman) How straight is the path? Net dist

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od Longtoonmaew

TF: Gold Macro Bias (GMB)TradingFlow: Gold Macro Bias (GMB) GMB is a macro model that reads the broader environment for gold using volatility, dollar strength, and real yields. It normalizes VIX, GVZ, DXY, and real yield data into a composite score, then uses a MACD-style momentum histogram to show whether the macro backdrop is improving or deteriorating for gold. Its purpose is to give a structured macro context so gold-related decisions can be made with a clearer view of the underlying drivers. The indicator is not

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od realanthonyc

ATR Dashboard Ultra V6.2 This script covers all information I found important when trade a simple strategy based on EMA(20). Instead having all indicators showing lines and values and for the traders with the basic plan what reduces the number of indicators this suits my needs when doing my analysis. It shows straight what I need to know without changing time frames. Basically we can see on the table is: -> Macro Trend: The macro trend is defined by the Monthly, Weekly and Daily trend. I just decided to look at the

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Intraday Volatility Clock The Concept A stop is a distance, and every distance is really a bet about how much the market can move before you are wrong. But intraday volatility is nowhere near constant — it is loud at the open, quiet through the middle of the session, and wakes up again into the close. On liquid intraday instruments the gap between the busiest and calmest half-hours is routinely four to five times in variance, which is roughly double in standard deviation. A stop set on the session's average volatility i

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Adaptive MA Ribbon [StrixEDGE]📊 WHAT IT DOES StrixEDGE Adaptive MA Ribbon plots three of the most advanced low-lag moving averages — Hull MA, Arnaud Legoux MA, and Kaufman Adaptive MA — with automatic period adjustment based on current volatility. A consensus score (0-6) instantly shows whether all three agree on trend direction. 🔬 WHY IT'S DIFFERENT Traditional MA ribbons use fixed periods that work in one market condition and fail in another. This ribbon automatically shortens its period when volatility spikes (for faster

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RC Tools - CUSUM Drift Detector ──────────────────────────────────────────────────────────────────── █ OVERVIEW Most trend tools measure a single bar or a moving-average deviation, so a slow, persistent drift that never produces one dramatic bar can slip under their radar. This tool applies CUSUM — Cumulative Sum Control Chart, a classical statistical process control technique — to detect exactly that: a sustained departure from "no drift" that accumulates over many small moves rather than one large one. █ WHAT IT DOES Tra

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ADR Pro - NY Session Anchors ADR Pro – NY Session Anchors projects Average Daily Range levels from selectable New York reference opens. It displays customizable upper and lower ADR zones, optional secondary levels, and a visual history filter for current or previous sessions. Designed for intraday charts.

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BTC IV Term Structure (60D - 30D)This indicator measures the spread between Bitcoin's 60-day implied volatility and its 30-day implied volatility. When the spread is positive (contango), the market is pricing more uncertainty further out than near-term, which is the default, calm-market state. When the spread goes negative (backwardation), near-term fear has overtaken longer-term fear, which typically signals a stress event is actively unfolding, whether that's a sharp selloff, a macro catalyst, or a liquidation cascade working

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Momentum Rotor | Basket Breakout & Leadership Rotation What it does Momentum Rotor ranks a basket of correlated symbols (default: AAPL, MSFT, NVDA, GOOGL, AMZN, META, TSLA, AVGO — fully user-editable) by N-bar rate-of-change momentum, recalculated every bar via request.security(). It only opens a long position on the chart's own symbol when that symbol is simultaneously the strongest performer in the basket (rank #1 by momentum) and breaking its own N-bar price high. If the held symbol later loses the #1 rank to another basket member, the strategy

Strategia

Volatility Storm Tracker [Quantum Algo]Volatility Storm Tracker ═══════════════════════════════════════════════ 🔶 OVERVIEW Volatility Storm Tracker treats volatility the way meteorologists treat weather: as a system with structure, pressure, and a lifecycle. Volatility clusters. It compresses before it releases. Its term structure inverts under stress. This indicator measures all of it with professional range-based estimators, locates current volatility inside its own historical cone, charges a Storm Pressure gauge while compres

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od Quantum-Algo