SQVIGU-- Master & Wizards Pattern ActionThis indicator is a strictly filtered scanner that hunts for the precise Volatility Contraction and Momentum Anomalies popularized by legendary market wizards like Mark Minervini, Dan Zanger, Nicolas Darvas, and Kristjan Kullamägi.
Instead of cluttering your chart with arbitrary lines, this suite only triggers when the broader market regime is in a confirmed uptrend with exhausting volume.
⚙️ Core Innovations
• Smart Trade Plan Tooltips: Hover over or click any pattern label to instantly view the calculated 🟢 Entry Trigger, 🔴 Stop Loss, and 🎯 Target Strategy for that specific setup.
• Transparent Overlays: Uses Pine Script v6 to draw shaded boxes exactly over the historical footprint of the pattern, highlighting the structural zone.
• Strict Regime Filters: Eliminates false positives in choppy markets. Patterns only print if the asset is trending (Price > 20 EMA > 50 SMA) and volume is contracting.
🔍 The 5 Patterns Detected
1. Minervini’s VCP: Highlights sequential volatility contraction (e.g., depths of 25% ➔ 12% ➔ 4%). Buy the final pivot.
2. Zanger’s High Tight Flag (HTF): Detects a massive >90% "Pole" move followed by a tight flag consolidation (<25% drawdown).
3. Darvas Box: Maps the classic 3-day confirmed top and bottom accumulation zones for trend-following.
4. Kullamägi’s Episodic Pivot (EP): Flags high-volume, high-close gap ups (>5%). Wait for the 3-5 day tight flag to form before entry.
5. Crabel’s NR7 & ID/NR4: Identifies extreme micro-compression (narrowest range in 7 or 4 days) signaling an imminent 1-3 day volatility thrust.
How to use: Let the indicator find the coiled springs. Check the tooltip for your trade plan, wait for price to breach the trigger level on high relative volume, and always respect the structural stop loss. อินดิเคเตอร์
Conflux 4 | AnonycryptousConflux 4 | Anonycryptous
Description & user manual
Why this indicator is different
Most signal indicators fire on one condition. Price crosses a moving average. RSI hits a level. A candle closes above a line. One condition. One trigger. And because one condition alone is never enough, the signals come constantly — in trends, against trends, in chop, in news spikes — with no filter for whether the setup actually makes sense.
Conflux 4 works differently.
It does not fire on one condition. It requires four independent filters to agree at the same moment, in the same direction, before anything appears on the chart. Trend, momentum, volatility structure, and trend strength. All four. If one filter disagrees, nothing is drawn. Not a reduced signal. Nothing.
The result is an indicator that is quiet most of the time — and deliberate when it speaks.
When a signal does appear, Conflux 4 does not just mark a dot and leave you to figure out the rest. It draws a complete trade block automatically: entry, stop, and up to four take profit levels. The stop trails dynamically after the first target is reached, moving to breakeven and continuing from there. The trade is managed visually until it resolves.
The dashboard shows the live state of every filter at all times, so you always know why a signal appeared — or why it did not.
Important notice
Conflux 4 generates signals based on technical filter alignment.
These signals are not financial advice.
They do not predict the future.
They do not guarantee profitability.
All trading decisions are made entirely by the user.
Always manage your own risk. Always apply your own judgment.
1. Overview
Conflux 4 is a four-filter confluence signal indicator. A signal only fires when all four filters align simultaneously in the same direction. When that happens, a complete trade block is drawn including entry, stop, and take profit levels.
What it includes:
- Four-filter confluence engine: trend, momentum, volatility structure, and trend strength
- Four presets: scalp, daytrader, swing, and manual
- Three stop modes: Supertrend trailing, ATR cap, and fixed percentage
- Automatic trade block with up to four take profit levels
- Dynamic trailing stop that activates after TP1 and moves to breakeven
- Live dashboard showing the state of every filter in real time
- Configurable signal cooldown, bar coloring, and background shading
- Alerts for bullish and bearish signal events
2. The four filters
A signal is only valid when all four conditions align.
2.1 Trend filter — VWMA and EMA alignment
Price must be above the volume weighted moving average and the fast EMA must be above the slow EMA for a bullish signal. Reverse for bearish. This confirms alignment with the prevailing macro trend before anything else is evaluated.
2.2 Momentum filter — RSI threshold
RSI must be above the configured bullish threshold (default 55) for long signals, or below the bearish threshold (default 45) for short signals. This filters out setups forming in low-momentum environments where follow-through is less reliable.
2.3 Volatility filter — Supertrend
The Supertrend indicator must confirm the same direction as the trend filter. Because Supertrend adapts to volatility using ATR, it naturally avoids triggering during minor fluctuations and choppy price action.
2.4 Trend strength filter — ADX
ADX must be above the configured threshold (default 25) to confirm a directional environment. Below this level, price is typically ranging and confluence signals carry less weight. The ADX filter can be disabled if you prefer to evaluate trend strength manually.
If any single filter is not in agreement, no signal is generated.
3. Presets
Conflux 4 includes four preset configurations that adjust the stop mode and risk/reward levels to suit different trading styles.
-Scalp
Designed for short timeframes and futures scalping.
Stop mode: ATR cap.
Take profit levels: 0.5R / 1.0R / 1.5R / 2.0R.
-Daytrader
Designed for mid-timeframe trading on 15 minute to 1 hour charts.
Stop mode: Supertrend trailing.
Take profit levels: 0.5R / 1.0R / 2.0R / 3.0R.
-Swing
Designed for higher timeframe trading on 4 hour and daily charts.
Stop mode: Fixed percentage.
Take profit levels: 1.0R / 1.5R / 2.5R / 3.5R.
-Manual
Full control over all parameters. No preset overrides apply.
4. Stop modes
4.1 Supertrend
The stop follows the Supertrend line dynamically for the duration of the trade. This allows the stop to trail price as long as momentum holds.
4.2 ATR cap
The stop is based on the Supertrend level but capped at a maximum distance defined by an ATR multiplier. This prevents the stop from becoming too wide in volatile conditions.
4.3 Fixed percentage
The stop is placed at a fixed percentage below the entry for long trades and above the entry for short trades. The distance does not change after entry.
5. Trade block logic
When a signal fires, the trade block is drawn automatically:
- Entry line at the signal bar close
- Stop line at the calculated level based on the active stop mode
- Up to four take profit lines at configurable risk/reward ratios
- Visual zone shading between entry and stop, and between entry and each take profit
Trailing behavior:
Before TP1 is reached, the stop holds its initial position. After TP1 is reached, the stop moves to breakeven and begins trailing dynamically. The stop only moves in the direction of the trade — it never moves against it.
The trade block remains active until the stop is hit or the Supertrend flips direction. After resolution, the block is cleared and the indicator is ready for the next setup.
6. Dashboard
The dashboard displays the live state of every filter and the current trade situation. It updates on every bar close.
Rows displayed:
- Trend — overall direction from VWMA and EMA alignment
- VWMA — whether price is above or below the VWMA
- EMA — whether the fast EMA is above or below the slow EMA
- RSI — current RSI value and whether the momentum threshold is met
- Supertrend — current Supertrend direction
- ADX — current ADX value and whether the trend strength threshold is met
- Confluence — number of filters currently in agreement
- Stop mode — active stop mode in use
- Last signal — how many bars since the last signal fired
- Cooldown — whether the cooldown period is still active
- Trade — current trade state: none, long, or short
- TP progress — which take profit levels have been reached
The dashboard header color reflects the current trend direction.
7. Settings
Trend filters
- VWMA length: period of the volume weighted moving average used as the primary trend filter
- Fast EMA / Slow EMA: periods of the two exponential moving averages used for secondary trend confirmation
- Show EMA lines: toggle EMA visibility on the chart
- EMA colors and line width: visual styling options
Momentum
- RSI length: period for the RSI calculation
- Bullish threshold: RSI must be above this level for a long signal (default 55)
- Bearish threshold: RSI must be below this level for a short signal (default 45)
Volatility and Supertrend
- ATR length: period for the ATR calculation used by the Supertrend
- Supertrend multiplier: sensitivity of the Supertrend — higher values produce fewer flips
- Show Supertrend line, fill, and color options
ADX
- Enable ADX filter: toggle the trend strength requirement on or off
- ADX length: period for the ADX calculation
- ADX threshold: minimum ADX value required for a signal (default 25)
Signal settings
- Signal cooldown: minimum number of bars between two signals
- Show signals, signal text, background shading, and bar coloring
Trade block
- Show trade block: toggle the full trade block visualization
- Stop mode: Supertrend, ATR cap, or fixed percentage
- ATR cap multiplier and fixed percentage stop size
- Take profit levels: four configurable RR ratios
- Visual styling for stop, entry, and take profit lines
Dashboard
- Position: top left, top right, bottom left, or bottom right
- Size: tiny, small, or normal
- Visibility toggle
8. How to use
Select a preset or switch to manual and configure the filters to match your trading style and timeframe.
Choose a stop mode. Supertrend is best for trending markets where you want the stop to follow price. ATR cap limits the maximum stop size. Fixed percentage suits swing trades where a known maximum loss matters more than trailing.
Set your risk/reward take profit levels.
Monitor the dashboard. When all four filters align, the confluence count reaches four and a signal fires. The trade block is drawn automatically.
A green marker indicates a bullish signal. A red marker indicates a bearish signal.
The trade block shows the full setup from entry to each take profit level. Decision-making remains entirely with the user.
9. Notes
Low signal frequency is intentional. Four filters aligning simultaneously is a selective condition. Signals will not appear on every bar or even every session. That is by design.
Higher timeframes generally produce more stable signals. On lower timeframes the ADX threshold may need to be lowered or disabled to account for faster price structure.
Signals are more meaningful when they form at key structural levels such as support, resistance, or liquidity zones. Conflux 4 does not evaluate those levels — that context comes from the trader.
The ADX threshold can be adjusted for markets that tend to range. Lowering it increases signal frequency. Raising it makes the filter more selective.
10. Disclaimer
This indicator is provided for educational and informational purposes only.
All outputs are based on historical price action calculations and do not guarantee future results.
Trading financial instruments involves significant risk of loss.
Past performance does not indicate future results.
Use at your own discretion.
อินดิเคเตอร์
Squeeze Box About This Script
The Squeeze Box indicator is designed to detect periods of price compression where volatility contracts and price begins to coil into a tight range. These areas often precede expansion moves, breakouts, trend continuation, or volatility events.
Unlike traditional squeeze indicators that rely mainly on Bollinger Bands or Keltner Channels, this script focuses directly on the structure of consolidation itself.
The indicator automatically identifies tight trading ranges and draws visual “squeeze boxes” around them, helping traders spot:
Volatility contraction
Quiet accumulation/distribution
VCP-style tightening
Darvas-like consolidation zones
Pre-breakout pressure buildup
Pause-and-go continuation patterns
The script includes two optional squeeze-detection engines:
ATR Range Compression
Measures whether the total height of the consolidation zone is small relative to ATR.
Regression Residual Compression
Measures how tightly price hugs its regression line, helping identify orderly compression rather than random chop.
These methods can be used individually or together to filter for higher-quality setups.
Features
Automatic squeeze box detection
Dynamic box extension while compression remains active
Optional midline display
Adjustable sensitivity settings
ATR-based compression filtering
Regression-based “tightness” filtering
Customizable colors and transparency
Control over how many historical boxes remain visible
Optional seed markers for early squeeze detection
Best Uses
This indicator works especially well for:
Momentum continuation setups
VCP (Volatility Contraction Pattern) style trading
Breakout traders
Episodic Pivot follow-through
Swing trading
Identifying low-risk consolidation areas before expansion
General Interpretation
Tight, narrow boxes often represent decreasing volatility and reduced selling pressure.
A breakout above the box may signal renewed momentum or institutional accumulation.
Failure to break out or rejection from the upper boundary may indicate unresolved supply.
The script is intended as a structure and pressure visualization tool rather than a standalone buy/sell system.
Suggested Settings
ATR Multiplier: ~0.6 to 1.2
Regression Multiplier: ~0.20 to 0.50
Minimum Bars in Box: 3+
Lower values create more selective squeezes, while higher values identify broader consolidation zones.
Seed Dots
Optional dots beneath price indicate early compression conditions before a full squeeze box is confirmed. These dots act as an early warning that volatility and price movement are beginning to tighten.
In many cases:
Seed Dot → Squeeze Box → Expansion
They are intended to help traders monitor developing consolidation structures and potential breakout setups.
Philosophy Behind the Indicator
Markets often move from:
Expansion → Contraction → Expansion
This script focuses on the contraction phase — the “quiet zone” where pressure builds before movement expands again.
The goal is not simply to find volatility squeezes, but to locate areas where price becomes compressed, orderly, and structurally tight before a potential directional move. อินดิเคเตอร์
Hawkes Flow Ignite [forexobroker]Hawkes Flow Ignite models order-flow clustering with a self-exciting Poisson (Hawkes) process. Each volume burst raises the intensity lambda(t), which then decays exponentially with user-set half-life. Sustained activity = sustained intensity. Signals fire on strong directional bars within a cluster regime.
🔶 ALGORITHM
1. Burst event: volume > sma(volume, N) + k * stdev(volume, N).
2. Intensity update: lambda = decay * lambda + (burst ? 1 : 0), where decay = exp(-ln(2) / halflife).
3. Cluster regime active when lambda > sma(lambda, 100) + k * stdev(lambda, 100).
4. Strong bar detection: |close - open| > k * ATR, with sign giving direction.
🔶 SIGNAL LOGIC
- Buy: cluster active AND (close - open) > k * ATR AND not already long AND cooldown elapsed AND barstate.isconfirmed.
- Sell: cluster active AND (close - open) < -k * ATR.
- Position-lock state machine.
🔶 INPUTS
- Volume Window (default 20)
- Burst k (default 1.5 sigma)
- Decay Half-Life (default 15 bars)
- Intensity Threshold k (default 1.0)
- Bar Strength x ATR (default 0.30)
- Cooldown Bars (default 4)
- Visual: dashboard, glow, buy / sell colors
🔶 ALERTS
HFI Buy, HFI Sell, HFI Any Signal, HFI Cluster Start, HFI Cluster End, HFI Burst, HFI Strong Up Bar, HFI Strong Dn Bar, HFI Webhook JSON.
🔶 LIMITATIONS
- Forex tick volume is broker-aggregated and noisy; performance is best on instruments with reliable volume (futures, crypto, equities).
- Half-life is a fixed parameter; real Hawkes processes use a learned kernel that varies by event type.
- Cluster gate plus strong-bar gate is conservative; for higher cadence reduce bar-strength k.
- Burst threshold uses fixed sigma; some sessions naturally have higher z-scores than others.
อินดิเคเตอร์
S&P 500 Weighted Advance/ DeclineThis indicator reads the internal health of the S&P 500 by tracking all 11 State Street sector ETFs (XLK, XLF, XLV, etc.) in real time. Instead of just watching price, it tells you who is driving the market and how broad the move really is.
The Two Lines
Histogram (teal/red bars) = "Big Companies that drive the market"
This is a cap-weighted view of all 11 sectors. Each sector is weighted by how big it is in the S&P 500 — so Tech (XLK) at ~31% carries far more influence than Materials (XLB) at ~2%. When the bars are teal, the cap-weighted market is positive from today's open. When red, it's negative. This tells you what the index itself is doing.
White Line = "All sectors get equal vote" This is a simple average of all 11 sectors with equal weight — every sector gets one vote. This tells you what the average sector is doing, regardless of size. This is your breadth reading.
Divergence Line (aqua/orange thin line) = The Gap
This plots the difference between weighted and Unweighted. When it's positive, the weighted are outpacing the unweighted — the index is being carried by a few large sectors. When it's near zero, everything is moving together.
How To Read It
✅ Healthy rally — Histogram is teal AND white line is also above zero, both close together. Broad participation. Safe to be long and trade in the direction of the move.
⚠️ Narrow rally (warning sign) — Histogram is teal but the white line is lagging below it. Only the big sectors (usually Tech or Financials) are carrying the index. The rally lacks breadth and is fragile. Avoid chasing breakouts.
🔄 Rotation signal — Divergence line flips from positive to negative. Money is likely rotating from growth/tech into smaller or defensive sectors. Watch for a trend change.
🔴 Healthy selloff — Histogram is red AND white line is also below zero, both close together. Everything is selling off uniformly. High conviction bearish environment. Avoid longs.
Important Notes
This is an intraday tool. All readings are based on % change from today's open, so the slate resets every session. Apply it to any chart (SPY, SPX, ES). The indicator ignores the chart symbol — it always pulls data from the 11 sector ETFs.
Use it as confirmation, not a trigger. A long setup from your own strategy is stronger when both generals and soldiers are positive. A setup where only generals are positive deserves caution.
On big gap days, the histogram will open far from zero. Focus on whether it's expanding or contracting as the day progresses, not the absolute level.
The single most important thing to watch is the relationship between the histogram and the white line. When they agree, trust the move. When they diverge, be skeptical.
Teal Above zero, close Strong broad rally — trust it
Teal Below zero or lagging Narrow, fragile rally — be careful
Red Below zero, close Broad selloff — stay defensive
Red Above zero Only large caps selling — possible rotation
Either Divergence line widening Breadth breaking down — watch for reversal อินดิเคเตอร์
ARFZTRK_5-8-13_SP500_BIST100_TARAMA🇹🇷 TÜRKÇE YAYIN METNİ
Başlık: ARFZTRK 5-8-13 Sıkışma ve Hacimli Patlama Tarayıcısı (Pro Scanner)
Açıklama:
Bu gelişmiş tarama motoru (Scanner), piyasadaki yüzlerce hisse arasından "yay gibi gerilmiş" ve patlamaya hazır olanları saniyeler içinde bulmak için tasarlanmış saf bir Price Action aracıdır.
Sistem; grafik üzerinde gereksiz çizgiler veya karmaşık hesaplamalarla göz yormaz. Yalnızca tek bir kusursuz senaryoya odaklanır: Volatilite daralması (Baskı) ve ardından gelen Kurumsal Hacimli Kırılım.
🎯 Tarama Kriterleri (Sistemin Mantığı):
Baskı (Squeeze): Fiyatın, sizin belirlediğiniz gün sayısı boyunca (örn: 2 gün) 5, 8 ve 13 periyotluk Hareketli Ortalamaların (MA) tamamen altında ezilmiş olmasını şart koşar. Enerji toplama evresidir.
Kırılım (Breakout): Fiyatın aniden bu 3 ortalamanın (5-8-13) tamamının üzerine çıkarak kapanış yapmasını arar.
Gerçek Hacim (RVOL): Bu kırılımın sahte (bull trap) olmaması için, kırılım mumundaki hacmin son 20 günlük ortalama hacmin belirlediğiniz çarpan (örn: 1.2x) üzerinde olmasını zorunlu kılar.
🔥 Eşsiz Teknik Mimari (Sıfır Uyarı - Sıfır Hata):
Pine Script'te request.security fonksiyonu döngüler (for) içinde kullanıldığında genellikle hesaplama hataları veya meşhur "Scope" uyarılarını verir. ARFZTRK Tarama Motoru, bu limiti aşmak için "Global Scope Unrolling" (Şartsız Küresel Çağrı) mimarisiyle özel olarak kodlanmıştır. Bu sayede hiçbir Pine Script uyarısı vermeden, seçilen gruptaki 30 hisseyi eksiksiz, hatasız ve anında tarar.
Nasıl Kullanılır?
Ayarlardan ABD Majör, ABD Hype veya BIST 100 gruplarından birini seçin.
İsterseniz "Yedekler" kısmına kendi favori sembollerinizi (virgülle ayırarak) ekleyin.
Tarama Periyodunu (1G, 4S, 1S) stratejinize göre belirleyin ve ekranın köşesindeki dinamik antrasit tabloda beliren patlamaya hazır hisseleri yakalayın!
🇬🇧 İNGİLİZCE YAYIN METNİ (ENGLISH)
Title: ARFZTRK 5-8-13 Volatility Squeeze & Volume Breakout Scanner
Description:
This advanced screening engine (Scanner) is a pure Price Action tool designed to instantly identify assets that have been "coiled like a spring" and are breaking out with massive momentum.
The system doesn't clutter your chart with lines or complex noise. It focuses purely on one perfect setup: Volatility Contraction (The Squeeze) followed by an Institutional Volume Breakout.
🎯 Scanning Criteria (The Engine Logic):
The Squeeze: It requires the price to be completely suppressed below the 5, 8, and 13-period Moving Averages (MAs) for a user-defined minimum number of consecutive days. This identifies the energy accumulation phase.
The Breakout: It searches for the exact moment the price violently closes above all three MAs (5-8-13) simultaneously.
Relative Volume (RVOL): To avoid fake-outs (bull traps), the breakout candle's volume must be significantly higher than the 20-period average volume by a customizable multiplier (e.g., 1.2x).
🔥 Unique Technical Architecture (Zero Warnings):
In Pine Script, using request.security inside for loops often triggers history referencing warnings and causes scanners to drop symbols. The ARFZTRK Scanner bypasses this limitation by utilizing a custom "Global Scope Unrolling" architecture. This ensures 100% reliable, warning-free, and lightning-fast scanning of up to 30 symbols per group simultaneously.
How to Use:
Select one of the pre-defined groups (US Majors, US Hype, or BIST 100) from the settings.
Alternatively, paste your own custom ticker lists into the "Reserves" text areas.
Choose your scanning timeframe (1D, 4H, 1H) and watch the dynamic, clean anthracite dashboard highlight the tickers that are ready to explode! อินดิเคเตอร์
ARFZTRK_5-8-13_SONU PATLAMA🇹🇷 TÜRKÇE YAYIN METNİ
Başlık: ARFZTRK 5-8-13 Volatilite Sıkışması ve Hacimli Patlama Motoru
Açıklama:
Bu indikatör, fiyatın hareketli ortalamalar (MA 5, 8, 13) altında baskılanarak enerji topladığı "volatilite daralması" evrelerini ve bu daralmanın ardından gelen "yüksek hacimli kırılımları" (Breakout) tespit etmek için tasarlanmış gelişmiş bir Price Action ve Quant tarama motorudur.
Sistem, fiyatın sadece MAların üzerine atmasına bakmaz; bu patlamanın hacimle desteklenip desteklenmediğini, geride bir kurumsal iz (FVG) bırakıp bırakmadığını ve trendin gücünü detaylı filtrelerle analiz eder.
🔥 Temel Özellikler:
Volatilite Sıkışması: Fiyatın, kırılımdan önce belirlediğiniz gün sayısı kadar tüm hareketli ortalamaların (5, 8, 13) altında ezilmiş olmasını şart koşar. (Yay ne kadar gerilirse, patlama o kadar sert olur).
Hacim Filtresi: Kırılım mumunun, son 20 günlük ortalama hacmin belirlediğiniz çarpan (örn: 1.2x) kadar üzerinde olmasını sağlar. "Boğa Tuzaklarını" (Bull Trap) eler.
SMC & FVG Onayı: İsteğe bağlı olarak, kırılımın bir "Fair Value Gap" (Boşluk) bırakarak gerçekleşmesini arar. Akıllı paranın tahtaya girdiğini doğrular.
Dinamik Stop-Loss Motoru: Sinyal geldiği an, kırılım mumuna göre belirlediğiniz % oranında (örn: %2) otomatik bir Zarar-Kes çizgisi çizer ve bunu ayarladığınız bar süresince ekranda tutar.
Gelişmiş Debug (Hata Ayıklama) Modu: Sinyal gelmediğinde grafiğe renkli noktalar basarak hangi şartın (Mavi: Baskı, Sarı: Kapanış, Mor: Hacim) eksik kaldığını gösteren eşsiz bir teşhis aracıdır.
Kullanım Tavsiyesi:
Günlük (1D) grafiklerde swing trade işlemleri için optimize edilmiştir. Eğer dipten gelen ilk sert dönüşleri yakalamak istiyorsanız ayarlardan "MA Sıralaması (5>8>13)" filtresini kapalı tutun.
🇬🇧 İNGİLİZCE YAYIN METNİ (ENGLISH)
Title: ARFZTRK 5-8-13 Volatility Squeeze & Volume Breakout Engine
Description:
This indicator is an advanced Price Action and Quant screening engine designed to detect "volatility contraction" phases—where price is suppressed below key moving averages (MA 5, 8, 13)—followed by explosive, high-volume breakouts.
The system does not merely look for price crossing above MAs; it uses strict logical filters to verify if the breakout is supported by anomalous volume, if it leaves an institutional footprint (FVG), and if the trend structure is valid.
🔥 Key Features:
Volatility Squeeze Logic: Requires the price to be trapped entirely below all three MAs (5, 8, 13) for a user-defined number of minimum days before the breakout occurs. (The tighter the spring is compressed, the harder it pops).
Relative Volume Filter: Ensures the breakout candle's volume is significantly higher than the 20-period average by a customizable multiplier (e.g., 1.2x), effectively filtering out bull traps.
SMC & FVG Confirmation: Optional Smart Money Concept filter that requires the breakout candle to leave a Fair Value Gap (Gap Up), confirming aggressive institutional buying.
Dynamic Stop-Loss Engine: Upon a valid breakout, it automatically calculates a Stop-Loss line based on your desired risk percentage (e.g., 2%) below the breakout close, keeping it plotted for a specific number of bars.
Advanced Debug Mode: A unique diagnostic tool. If a signal doesn't trigger, turning on Debug Mode plots colored dots under the candles to tell you exactly which condition failed (Blue: Squeeze, Yellow: Close, Purple: Volume).
Usage Tip:
Highly optimized for daily (1D) charts and swing trading strategies. If you want to catch early bottoms and aggressive reversals, keep the "MA Alignment (5>8>13)" filter turned OFF in the settings. อินดิเคเตอร์
อินดิเคเตอร์
Options Flow Narrative [ZOM]Options Flow Narrative is an educational framework designed to approximate how dealers, hedging flows, volatility positioning, and sentiment alignment can influence price behavior.
The script combines three concepts into one simplified narrative model:
- Delta sentiment proxy (buying vs selling pressure)
- Gamma-style support/resistance zones around VWAP
- VIX alignment for broader volatility confirmation
The goal is not to replicate institutional options data directly, because TradingView does not provide full real-time options chain exposure, dealer positioning, dark pool inventory, or true market-wide gamma calculations. Instead, this indicator uses price, volume, VWAP, volatility expansion, and VIX behavior to build a probabilistic narrative framework that traders can interpret visually.
Bullish conditions occur when:
- buying pressure strengthens,
- volatility softens,
- and price reclaims projected support zones.
Bearish conditions occur when:
- selling pressure strengthens,
- volatility expands,
- and price rejects projected resistance zones.
The shaded zones represent volatility-adjusted “ gamma wall ” approximations around VWAP. These are not true institutional gamma levels and should not be interpreted as exact dealer positioning. They are modeled zones intended to help visualize potential reaction areas where liquidity, hedging behavior, or mean reversion may occur.
Narrative labels appear only when multiple conditions align:
- Delta sentiment
- VIX momentum
- Price interaction with projected zones
Narrative Ribbon (The "Bias"):
At the very bottom of your chart, there is now a continuous Bias Ribbon. This allows you to see the "Delta + Vanna" sentiment at a glance without cluttering your price action.
- Green: Full Bullish Alignment (Delta Bull + VIX Falling).
- Red: Full Bearish Alignment (Delta Bear + VIX Rising).
- Blue: Neutral/Divergent.
Because TradingView has limited access to real options flow, dealer inventory, and exchange-level positioning data, this script should be viewed as an approximation tool rather than a direct representation of institutional order flow.
This indicator is best used alongside:
- market structure,
- higher timeframe context,
- liquidity analysis,
- VWAP,
- volume profile,
- or broader volatility studies.
No indicator can fully predict market direction, and all signals can fail during strong trend expansion, news events, or abnormal volatility conditions.
Built primarily for educational and analytical purposes.
Not financial advice. อินดิเคเตอร์
Wick Reversal SIM V2 Fixed Wick Reversal SIM is a price-action-based reversal + trade simulation tool designed to identify high-probability turning points using wick dominance and then instantly map out a complete trade plan (entry, stop loss, and multiple take profits).
It combines pure candlestick psychology with automated risk management visualization, making it both:
a signal generator
and a trade execution framework
What It Is Made Of (Core Components)
1. Wick Strength Engine
At its core, the indicator measures:
Body size → |close - open|
Upper wick
Lower wick
Then compares wick size vs body using:
Wick ÷ Body ≥ Threshold (e.g., 2.0x)
This identifies rejection candles:
Large lower wick → buyers stepped in → potential LONG
Large upper wick → sellers stepped in → potential SHORT
2. Confirmation Logic (No Blind Entries)
It does NOT enter on the wick candle itself.
Instead:
Waits for the next candle to confirm direction
LONG setup:
Previous candle = strong lower wick
Current candle = bullish close + breaks previous close
SHORT setup:
Previous candle = strong upper wick
Current candle = bearish close + breaks previous close
This reduces fake-outs and increases signal quality.
3. Trade Simulation Engine
Once a signal triggers, the indicator automatically plots:
Entry price
Stop loss (fixed %)
TP1 (partial take profit)
TP2 (runner target)
It visually draws:
Horizontal levels (entry, SL, TP1, TP2)
Risk/Reward zones (red = risk, green = reward)
Optional projected move path (arrow)
4. Risk/Reward Visualization
You instantly see:
Position structure
Risk vs reward balance
Trade quality before entering
This is huge for discipline + prop firm trading
5. Chart Signals & Visual Cues
Stars = wick setups forming
Arrows = confirmed entries
Gold candles = high rejection candles
How to Use It (Simple but Powerful)
Step-by-Step Workflow
1. Wait for a Wick Signal (Star)
Look for strong rejection (gold candle + star)
2. Wait for Confirmation
Don’t jump early — let the next candle confirm
3. Enter on Signal Arrow
LONG or SHORT appears
4. Follow the Trade Map
Entry already defined
Stop loss already calculated
TP1 + TP2 plotted
5. Manage Trade
Scale out at TP1
Let runner go to TP2
Optional: move SL to breakeven after TP1
Best Timeframes
-
Optimal:
5M → scalping (fast, high frequency)
15M → best balance (recommended)
1H → stronger confirmations, fewer trades
Less Effective:
1m → too noisy
Daily+ → signals too rare for this strategy
What to Trade With It
This indicator performs best on liquid, high-volume markets:
Top Choices:
Crypto (especially trending pairs)
BTCUSD
ETHUSD
LTCUSD (great with this setup)
Also Works Well:
Indices
NASDAQ (NQ)
S&P 500 (ES)
Good Option:
Forex
EURUSD
GBPUSD
XAUUSD (Gold — very strong with wick logic)
Why This Indicator Works
It’s based on real market behavior:
Wicks = failed moves / liquidity grabs
Large wick = trapped traders
Confirmation candle = true direction revealed
You’re essentially trading:
“Stop hunts → reversal → continuation”
- Key Rules (Don’t Ignore These)
-Don’t enter without confirmation
-Avoid ranging/choppy markets
-Don’t fight strong trends blindly
-Best used after liquidity sweeps
-Combine with structure (support/resistance)
-Trade during active sessions (NY / London)
-Pro Tip (This Changes Everything)
Use it with:
Market structure (higher highs / lower lows)
Key levels (previous highs/lows)
Session timing
The A+ setup is:
Wick rejection + structure level + confirmation = high probability trade
Bottom Line
Wick Reversal SIM is not just an indicator — it’s a full trade execution system.
It gives you:
Entry logic
Risk management
Trade visualization
Confirmation filtering
If used correctly, it eliminates:
Emotional entries
Poor risk management
Guesswork อินดิเคเตอร์
GBM Projection Cone (Ito)GBM Projection Cone (Itō)
A geometric Brownian motion probability cone derived analytically from Itō's lemma — no random simulation required, no path-to-path variance, identical output on every reload. The cone shows where price should be in the future under a GBM model fitted to the recent log-return distribution.
The output is three concentric ±σ bands (68%, 95%, 99.7%), the arithmetic-mean path, and the Itō-corrected median path. The visible gap between mean and median is the Jensen gap — the systematic divergence that pure-arithmetic forecasting hides and lognormal compounding requires you to acknowledge.
How it works
Applying Itō's lemma to f(S, t) = ln(S):
d(ln S) = (μ − σ²/2) dt + σ dW
so under GBM the log-price is normally distributed:
ln(S_t) ~ N(ln S₀ + (μ − σ²/2)·t, σ²·t)
Drift μ and volatility σ are estimated from the most recent N bars of log-returns (sample mean and sample standard deviation). Percentile bands at ±kσ come straight out of the normal CDF in log-space and exponentiate back to price-space, giving the asymmetric cone characteristic of GBM.
Two center lines are computed because they answer different questions:
Arithmetic mean path — E = S₀·exp(μ·t). The ensemble average across all GBM paths.
Itō-corrected median path — S₀·exp((μ − σ²/2)·t). The most probable single trajectory.
The mean is always above the median by Jensen's inequality, with the gap widening as volatility rises. Both are plotted so the gap is always visible.
An optional Monte Carlo overlay simulates independent GBM paths via Box-Muller normal sampling. It's there for pedagogical comparison against the closed form, not for production analysis — Monte Carlo paths re-roll on every reload. Off by default.
How to read it
The cone shows the analytical confidence regions of the projected price distribution:
±1σ (68.3%) — the central body of likely outcomes
±2σ (95.4%) — out to the edge of normal-regime expectations
±3σ (99.7%) — beyond which an excursion would be unusually extreme under the assumed GBM dynamics
Inner bands are drawn thicker and more saturated; outer bands are thin and translucent. Endpoint labels at the right edge mark the projected price at each ±σ level at the cone's terminal bar.
The two center paths — mean (default amber) and median (default off-white) — diverge as time and volatility accumulate. Reading the divergence: a wide Jensen gap means the asset is in a high-volatility regime where ensemble-average forecasts overstate where any individual trajectory is likely to land. The median is the more honest answer for a single realised path.
The bottom-right parameter table reports estimated μ, σ, the Itō correction (−σ²/2), and the resulting Itō drift (μ − σ²/2). When the Itō drift turns negative while μ is still positive, volatility drag is overwhelming directional drift — the asset is positive-EV in expectation but negative-EV in the most-probable case.
Inputs
Estimation window — bars used to estimate μ and σ from observed log-returns. Default 20. Smaller windows track the recent regime; larger smooth out noise.
Projection bars — how many bars ahead to project. Default 20. Cone width grows with σ√t — longer horizons fan out faster under high volatility.
Bands — toggle ±1σ, ±2σ, ±3σ independently. Defaults: 1σ and 2σ on, 3σ off.
Mean path — show the arithmetic expected-value path. Default on.
Median path — show the Itō-corrected median path. Default on.
Endpoint labels — price labels at the right edge of each band. Default on.
Parameter table — bottom-right μ/σ/Itō readout. Default on.
Monte Carlo overlay — draw N random GBM realisations for comparison. Default off, non-deterministic.
Path count — number of MC paths when overlay is on. Default 20.
Colors — cone, mean path, median path.
Built-in alerts
Volatility spike — σ rises above 1.5× its rolling average
Drift turned negative — μ crosses below zero
Drift turned positive — μ crosses above zero
Itō drift crossed below zero — μ − σ²/2 turns negative (volatility drag now outpaces drift)
Itō drift crossed above zero — μ − σ²/2 recovers above zero
The Itō-drift alerts are the more practically useful pair. A positive arithmetic μ with negative Itō drift describes the textbook scenario where a volatile asset has positive expected return but a negative typical return — the regime where naïve EV calculations mislead position sizing.
Notes
GBM is a model. Real returns aren't truly lognormal — they exhibit fat tails, autocorrelation, and volatility clustering that GBM's i.i.d. assumption can't capture. The cone is calibrated to what the recent N bars would project forward if returns continued behaving as estimated; the more the underlying violates the model's assumptions, the less the cone reflects realised probabilities.
That said, GBM remains useful as a baseline. Most options-pricing intuition, microstructure tooling, and risk-management frameworks assume GBM-like dynamics. The cone gives you the model's own opinion about where price is likely to go — informative even when the model is wrong, because the direction and magnitude of disagreement between cone and realised price is itself signal.
The closed-form derivation is deterministic on purpose. Two reloads of the same chart produce identical cones; two reloads with the Monte Carlo overlay produce visibly different paths. For production analysis, leave Monte Carlo off. To teach yourself how MC converges to the closed form, turn it on and watch the random paths fill the bands as you increase path count.
The Itō correction (−σ²/2) is small for low-volatility assets and dominant for high-volatility ones. On a daily chart of a major equity index it's a fraction of a basis point per day; on a high-frequency crypto chart it can outweigh the directional drift entirely. The parameter table makes this visible.
This is a diagnostic tool, not a signal generator. It tells you what GBM thinks the next N bars look like.
Five years of work on a trading system left me with dozens of indicators that ultimately didn't earn a place in the final build. They're not failures — they're tools that solved problems I no longer needed solved. So instead of shelving them, I'm publishing the majority of them open-source.
If you're a discretionary trader, take what's useful. If you're a systems builder, the source is yours to dissect, modify, and improve. The best return on five years of work is for it to keep working — for someone.
If you use this script — or part of it — in your own work, please credit the original with a link back to my profile.
Note: these indicators have been updated to Pine Script v6 — some manually, some with AI assistance. อินดิเคเตอร์
Volatility Covenant Ribbon [JOAT]Volatility Covenant Ribbon
Introduction
Volatility Covenant Ribbon is an open-source volatility-state overlay that measures expansion, compression, and directional persistence using ATR percentile behavior, directional range separation, layered ribbon bands, event boxes, and an optional TP/SL scaffold when a fresh volatility expansion confirms.
The script is designed to answer whether the market is compressing, expanding, or expanding in a directional way. Many overlays show ATR or band width, but they do not separate directional expansion from neutral turbulence. Volatility Covenant Ribbon addresses that by combining percentile context with directional imbalance and basis location.
Core Concepts
1. ATR Percentile
ATR is compared against its own rolling history to determine whether the market is relatively compressed, neutral, or expanded.
2. Directional Range Separation
Bullish and bearish candle ranges are smoothed separately. Their imbalance helps distinguish upside expansion from downside expansion.
3. Layered Volatility Ribbon
Inner, middle, and outer ATR-based layers are rendered around a central basis to give the chart a volatility structure instead of a single line.
4. Event Boxes
Expansion and compression states are also visualized with forward boxes so the chart keeps a persistent visual record of the current volatility regime.
5. Volatility Scaffold
When a fresh expansion state confirms, the script can draw an informational TP/SL ladder based on ATR-defined risk distance.
Features
ATR percentile engine: Relative volatility classification from rolling ATR history
Directional range imbalance: Distinguishes bullish and bearish expansion pressure
Layered ribbon system: Inner, middle, and outer ribbons around the basis
Expansion and compression states: Separate confirmed conditions instead of one generic volatility reading
State boxes: Event-driven boxes for active expansion or compression
Optional TP/SL scaffold: Informational rails for fresh expansion phases
Top-right dashboard: Shows state, ATR percentile, volatility condition, basis location, direction, score, ATR, and scaffold status
How to Use This Indicator
Step 1: Check whether ATR is in expansion, compression, or neutral territory.
Step 2: Read directional imbalance. This helps distinguish bullish expansion from bearish expansion.
Step 3: Use the ribbon as context for whether price is extending with or against volatility pressure.
Step 4: Treat fresh expansion scaffolds as planning tools, not as certainty.
Indicator Limitations
ATR percentile depends on the selected lookback and can vary across instruments
Directional range separation is a price-derived estimate, not a true order-flow measurement
Compression can persist longer than expected in slow markets
The TP/SL ladder is informational and does not place orders
Originality Statement
Volatility Covenant Ribbon is original in the way it merges relative ATR behavior, directional range imbalance, layered ribbon architecture, event boxes, and execution-style scaffolding into one open-source volatility overlay. It is intended as a volatility context tool rather than a standalone signal generator.
Disclaimer
This indicator is provided for educational and informational purposes only. It is not financial advice. Volatility regimes can shift rapidly and may not lead to directional follow-through. Always use proper risk management and independent analysis.
-Made with passion by jackofalltrades
อินดิเคเตอร์
อินดิเคเตอร์
อินดิเคเตอร์
อินดิเคเตอร์
อินดิเคเตอร์
TrendSurfer Pro TrendSurfer Pro 🚀
TrendSurfer Pro is a multi-layer trading system built around a core principle: a signal is only valid when multiple independent methods agree. Each component serves a specific, non-redundant role in filtering market noise and identifying high-probability setups.
🧠 How the Components Work Together
The indicator is organized in three layers:
Layer 1 — Trend Context (background conditions)
All signals require alignment with the broader trend before firing. Three independent trend filters run simultaneously:
EMA 750 — long-term directional bias. Bullish signals fire only above it, bearish only below.
Butterworth Filter (2/3-pole) — a zero-lag smoothed trend line that reacts faster than a standard EMA without the noise of raw price. It filters signals that are against the smoothed short-term direction.
VIDYA (Variable Index Dynamic Average) — adapts its smoothing speed to market momentum using a CMO-based efficiency ratio. It is more reactive during trending phases and slower during choppy markets.
These three together define the structural bias. No entry signal fires against all three.
Layer 2 — Entry Signals (timing)
Five signal types identify precise entry points, each using a different market mechanic:
-Master Trend (△▽) — triggers on EMA 4/5 crossover confirmed by RSI > 50 (bull) or < 50 (bear), with price above/below EMA 21, 50, 55, 89, and 750. Engulfing candles on the signal bar are highlighted separately (green/red) to indicate stronger momentum.
-KCandle / Boost (⠾⠻) — detects full engulfing candles where the current bar completely covers the prior bar's range, filtered by EMA 750 side. These identify momentum shifts at key levels and optionally project a "golden area" retracement zone.
-Triangle Signals (▲▼) — fire when the Butterworth Filter changes direction, price is on the correct side of EMA 750 and EMA 25, Stochastic K > 50 (bull) or < 50 (bear), and volume ratio exceeds the threshold. Volume is scaled 1–10 and displayed as a label on the signal bar.
-Order Block Rejections (🟩🟥) — identifies impulsive candles using Z-Score of price change (deviation from SMA of recent changes). When price re-enters the zone of the last opposing candle before the impulse and shows a rejection wick with body outside the zone, a signal fires.
-Liquidity Sweep (✕) — detects when price spikes beyond a pivot high/low (user-defined swing length) and closes back inside. Confirms smart money stop-hunting activity. Also available as a master filter: restrict all other signals to fire only within N bars after a sweep.
Layer 3 — Exit Signals
Take Profit System (🎯) — combines up to 8 indicators (RSI, MACD, Stochastic, Bollinger Bands, Supertrend, CCI, EMA cross, Price Action breakout). A TP signal fires only when the user-defined minimum number of confirmations are met simultaneously (default: 5 of 8). Bearish TP fires above price, bullish below.
Session Rejections (⚡ M) — after a Tokyo, London, or New York session box is drawn, price that breaks above/below the session high/low and then re-enters triggers an External Rejection (⚡). Price that touches and rejects off the session midline triggers an "M" label.
EMA 750 / BF / VIDYA Rejections (R 🟡 🟢🔴) — candles whose wick touches the respective line but whose body remains on the correct side fire a labeled rejection signal. These mark precise dynamic support/resistance touches.
🗂️ Filters
VWAP Filter — restricts signals to the correct side of the daily VWAP
ATR Volatility Score — scores current volatility 1–100 relative to a moving average of ATR. Optionally filter signals below a minimum score.
ATR Channel Mode — creates a dynamic channel around EMA 750 using a long-period ATR multiplier. Signals outside the channel are suppressed.
Yellow Box Filter — isolated stochastic-neutral candles (K between 48–52, not preceded or followed by another neutral candle) generate a yellow rectangle. Signals and KCandle lines are optionally restricted to appear only near these zones.
Time Filters (1/2/3) — three independent session time ranges. Signals fire only within the active windows.
📊 Dashboard Table
The top-right table shows in real time:
EMA 4 vs 5 direction, RSI level, price vs EMA 21/50/55/89/750
Time filter status and active sessions
Buy/Sell volume delta since last VIDYA trend change
ATR value and Vol Score
Overall trend state (VERY BULLISH / BULLISH / BEARISH / VERY BEARISH)
⚙️ How to Use
Set your timezone offset so session boxes align correctly with Tokyo (02:00–08:00 UTC), London (08:00–14:00 UTC), New York (14:00–02:00 UTC).
Choose which master filters to enable (EMA 750, BF, VWAP) based on your timeframe. On lower timeframes (1–5 min), all three recommended. On higher timeframes, BF filter alone may suffice.
Enable the Liquidity Sweep Master Filter if you want to trade only reactive moves after liquidity grabs. Set "Max bars after Sweep" to 3–5 for tight timing.
Use the TP System as an exit confirmation, not an entry. A 🎯 above price after a long entry is the exit signal.
Yellow Box Filter is most useful on 1–5 min charts to avoid trading in random mid-range areas.
Volume label color on Triangle signals: white = standard, orange = high volume (≥9), green = high volume AND price near VWAP — the highest-quality setup.
🔔 Alerts
All signal types have individual alert toggles. Alerts fire once_per_bar_close to avoid repainting. Available alerts: Triangle ▲▼, KCandle, Master Trend, OB Rejection, EMA750/BF/VIDYA Rejection, Session External/Midline Rejection, Liquidity Sweep, TP Bull/Bear, ATR Vol Score. อินดิเคเตอร์
อินดิเคเตอร์
Quarterly/Monthly/Weekly Performance | Astral Vision Quarterly/Monthly/Weekly Performance | Astral Vision 🌠💠
Price performance measured over fixed trailing windows (7, 30, and 90 bars) captures the momentum of Bitcoin's move at three structurally distinct timescales simultaneously.
Weekly performance reflects short-term trend pressure; monthly performance captures the medium-term cycle direction; quarterly performance reveals whether the broader macro trend is accumulating or distributing. Reading all three in a single panel eliminates the need to switch timeframes to understand where momentum stands across the full temporal structure.
This indicator plots trailing price performance as gradient-filled columns for each active window, with configurable overbought and oversold thresholds that identify statistically extreme moves. All three windows can be active simultaneously or independently, and each drives its own overlay on the price chart through candle coloring or background highlighting.
Calculation ⚙️
`Performance = (close − close ) / close × 100`
Where N is 7, 30, or 90 bars for weekly, monthly, and quarterly windows respectively. The result is a simple trailing percentage return expressed relative to the close N bars ago, with no smoothing applied — preserving the raw momentum read at each timescale.
Plots 📊
Performance columns for each active window (weekly, monthly, quarterly) with gradient fill, opaque at the column tip, fading toward zero
Zero baseline
Overbought and oversold threshold lines for each active window
Background highlight on the price chart when any active window's performance breaches a threshold (Background Color mode)
Candle coloring on the price chart by the sign of the active window's performance (Plot Candle mode)
Inputs 🎛️
`Overlay Mode`: Background Color, Plot Candle, or None for price chart output
`Show Weekly / Monthly / Quarterly`: independent toggles for each performance window
`Weekly OB / OS Threshold`: extreme levels for the 7-bar window (defaults +20 / −15)
`Monthly OB / OS Threshold`: extreme levels for the 30-bar window (defaults +35 / −20)
`Quarterly OB / OS Threshold`: extreme levels for the 90-bar window (defaults +50 / −30)
Colors 🎨
5 Astral Vision presets + custom override. Default: Hermes. Positive color applies when performance is above zero; negative color applies when performance is below zero. Both the column fills and the price chart overlays follow the same coloring logic.
Purpose 🎯
Standard momentum indicators process price through mathematical transformations (RSI, MACD, stochastic) that make their absolute values abstract and cycle-dependent. A trader looking for a direct answer to "how much has Bitcoin moved in the last month?" gets no clean output from any of those tools.
This indicator answers that question directly with no transformation, keeping the output in percentage terms that are immediately interpretable.
The three-window structure lets traders read weekly, monthly, and quarterly momentum in a single panel, identifying divergences between timescales, such as a strong monthly trend with an overextended weekly reading, that single-window indicators cannot surface.
The threshold system identifies when a given trailing return has reached historically extreme levels for that window, providing a contextual signal layer on top of the raw performance read.
Disclaimer ⭕️
It is not financial advice, not an investment recommendation, and not affiliated with any financial institution, research firm, or organization of any kind. All content is provided for educational and informational purposes only. Always conduct your own research before making any financial decision. อินดิเคเตอร์
Rolling Sharpe Ratio Oscillator | Astral Vision Rolling Sharpe Ratio Oscillator | Astral Vision 🌠💠
The Sharpe Ratio measures risk-adjusted return: how much excess return is being generated per unit of volatility. Applied as a rolling oscillator to Bitcoin's daily log returns, it answers a question that neither price nor momentum indicators address: is the current appreciation being earned efficiently relative to the risk being taken, or is it a volatile, noisy move that consumes large drawdowns to produce modest gains?
High rolling Sharpe values indicate sustained, low-volatility uptrends where return per unit of risk is structurally elevated, historically coinciding with the most efficient phases of Bitcoin's bull runs. Negative Sharpe values indicate periods where volatility exceeds returns, marking drawdowns and bear phases.
This indicator plots the annualized rolling Sharpe as a smoothed oscillator with configurable thresholds, and back-projects those thresholds onto the price chart as dynamic levels representing the price that would produce each Sharpe extreme given current return and volatility conditions.
Calculation ⚙️
`Log Return = log(close / close )`
`Rolling Sharpe = (SMA(Log Return, length) / StdDev(Log Return, length)) × √365`
The ratio is annualized by multiplying by the square root of 365, expressing it in standard annual terms. An EMA of configurable length is then applied to smooth the raw Sharpe before threshold evaluation and coloring.
The price bands invert the Sharpe thresholds back to price space:
`Band Price = close × exp(threshold × StdDev / √365 × length)`
This produces a dynamic price level representing what price would need to be, given current volatility, to produce the specified Sharpe value.
Plots 📊
Smoothed Sharpe oscillator line in the indicator panel, colored by regime or continuous gradient
Overbought and oversold threshold lines
Fill between oscillator and overbought threshold when breached (distribution zone)
Fill between oscillator and oversold threshold when breached (accumulation zone)
Dynamic overbought and oversold price bands on the price chart, EMA-smoothed
Candle coloring on the price chart by regime or gradient
Background highlight on the price chart when either threshold is active
Inputs 🎛️
`Lookback Period (days)`: rolling window for mean and standard deviation of log returns (default 365)
`Smoothing EMA Length`: EMA applied to the raw Sharpe before all output (default 30)
`Oversold Threshold`: Sharpe level marking risk-adjusted accumulation extremes (default −1.5)
`Overbought Threshold`: Sharpe level marking risk-adjusted distribution extremes (default 2.8)
`Use Gradient Color`: toggles between continuous gradient coloring across the −2 to +2 range and discrete regime-based coloring
Colors 🎨
5 Astral Vision presets + custom override. Default: Futura. In gradient mode, color transitions continuously from negative to positive across the Sharpe range. In discrete mode, positive color activates above the overbought threshold, negative below the oversold threshold, and neutral between them.
Purpose 🎯
Standard momentum indicators like RSI and MACD measure price direction and speed, but are blind to whether that directional move is being achieved efficiently. A 30% Bitcoin rally with 80% annualized volatility carries very different risk-adjusted implications than the same rally with 40% volatility, yet both look identical on a price or momentum chart.
The rolling Sharpe makes that distinction explicit. The price band back-projection eliminates the need to mentally translate Sharpe values into price context: the bands show directly on the chart what price level corresponds to each statistical extreme given current volatility, updating dynamically as the volatility regime evolves.
The gradient coloring option provides a continuous read of risk-adjusted efficiency across the entire oscillator range, not just at binary threshold crossings.
Disclaimer ⭕️
It is not financial advice, not an investment recommendation, and not affiliated with any financial institution, research firm, or organization of any kind. All content is provided for educational and informational purposes only. Always conduct your own research before making any financial decision. อินดิเคเตอร์
Convex Hull Channel [forexobroker]🔶 OVERVIEW
Convex Hull Channel forms a tight envelope from the rolling maximum of body-tops (max of open and close) and minimum of body-bottoms (min of open and close), filtering wick spikes that classic Donchian channels reward. An expansion regime, defined as channel width above its 50-bar average, gates breakout signals to high-volatility periods only.
🔶 ALGORITHM
1. body_high = max(open, close); body_low = min(open, close).
2. upper = ta.highest(body_high, N); lower = ta.lowest(body_low, N).
3. width = upper - lower; expansion regime when width >= width_avg * (1 + k).
4. Buy break: close crosses prior bar's upper envelope inside expansion regime.
5. Sell break: close crosses prior bar's lower envelope inside expansion regime.
🔶 SIGNAL LOGIC
- Buy: expansion AND close crosses upper AND not already long AND cooldown elapsed AND barstate.isconfirmed.
- Sell: expansion AND close crosses lower AND mirror conditions.
- Position-lock state machine.
🔶 INPUTS
- Envelope Window (default 20)
- Min Width Excess (default 0.20)
- Cooldown Bars (default 4)
- Visual: dashboard, glow, envelope bands, buy / sell colors
🔶 ALERTS
CHC Buy, CHC Sell, CHC Any Signal, CHC Expansion On, CHC Expansion Off, CHC Upper Cross, CHC Lower Cross, CHC Outside, CHC Webhook JSON.
🔶 LIMITATIONS
- Body-only envelope gives fewer false breaks than wick-inclusive Donchian, but can miss legitimate moves that close back inside the body range.
- Expansion regime is rolling-average relative; a long quiet period followed by even modest expansion will fire whereas absolute-width logic might not.
- Cross-of-prior-bar (upper ) introduces a 1-bar delay vs immediate-bar break; intentional, reduces noise.
- Defaults tuned for 15m-1H on majors and indices; very fast scalping timeframes may want a smaller window.
อินดิเคเตอร์
Bootstrap Confidence Break [forexobroker]Bootstrap Confidence Break flags bars whose return falls outside a 90 percent confidence interval on the rolling mean return. The CI uses the standard-error formulation that is asymptotically equivalent to the percentile bootstrap when N >= 30, but is fully deterministic — no random number generation, no repainting. Signals fire on EMA cross when the move is statistically significant.
🔶 ALGORITHM
1. r = close - close (single-bar return).
2. mu = sma(r, N); sd = stdev(r, N); se = sd / sqrt(N).
3. CI high = mu + 1.645 * se; CI low = mu - 1.645 * se (90 percent two-sided).
4. Outside-up regime when r > CI_high; outside-down when r < CI_low.
🔶 SIGNAL LOGIC
- Buy: outside-up AND close crosses EMA up AND not already long AND cooldown elapsed AND barstate.isconfirmed.
- Sell: outside-down AND close crosses EMA down.
- Position-lock state machine.
🔶 INPUTS
- Return Window (default 40)
- Pullback EMA Length (default 8)
- Cooldown Bars (default 4)
- Visual: dashboard, glow, EMA toggle, buy / sell colors
🔶 ALERTS
BCB Buy, BCB Sell, BCB Any Signal, BCB Outside Up, BCB Outside Down, BCB EMA Up, BCB EMA Down, BCB 2-Sigma, BCB Webhook JSON.
🔶 LIMITATIONS
- Standard-error CI assumes approximately normal returns; heavy-tailed distributions widen the true tail risk and make this more conservative than a true percentile bootstrap.
- 90 percent interval is a reasonable default; adjust the multiplier (1.645) for stricter or looser cutoffs by editing the script.
- Signal cadence depends entirely on volatility regime; quiet markets produce few outside-CI bars.
- Combining CI break with EMA cross dampens whipsaws but slightly delays entry vs raw CI break.
อินดิเคเตอร์
Percentile SD OscillatorPercentile SD Oscillator
Percentile SD Oscillator is a momentum oscillator that measures the distance between price and its own dynamic reference levels — derived from percentile bands and a volatility-adjusted standard deviation filter. Rather than using fixed overbought/oversold levels, it continuously adapts to recent price behavior and only confirms a directional state when price demonstrates genuine statistical strength beyond its own boundaries.
The result is a histogram that oscillates around a zero line — positive and blue when the market is in a confirmed bullish state, negative and red when bearish.
How It Works
A moving average of your choice is calculated on a configurable source and length. Two percentile bands are then derived from this MA — an upper band and a lower band — defining the statistical range of recent price behavior.
A standard deviation of the close price is then calculated and added to the lower percentile band, creating a volatility-adjusted long reference level called sd_long. Price must close above both the upper percentile band AND sd_long to confirm a long — requiring double confirmation before entering a bullish state.
For the short side, a simple and fast condition is used — price only needs to close at or below the lower percentile band. Once a short state is confirmed, the oscillator measures the distance between the close price and the upper percentile band plus standard deviation as the bearish momentum value.
An EMA of the oscillator value acts as a confluence filter — the final signal only confirms when the oscillator is not only positive or negative but also above or below its own EMA. This ensures the oscillator only shows a confirmed state when momentum is genuinely building in that direction.
Why This Approach Works
Most momentum oscillators use fixed thresholds that do not adapt to changing market conditions. By combining percentile bands with a close-based standard deviation filter, the Percentile SD Oscillator requires price to break beyond levels that are dynamically calculated from both recent price structure and current volatility.
The asymmetric design between long and short is intentional and reflects the structural reality of markets like crypto. Longs require double confirmation — price must clear both the upper percentile band and the volatility-adjusted SD level — ensuring only genuinely strong bullish moves trigger an entry. Shorts are deliberately simpler and faster — price only needs to break below the lower percentile band, allowing quick exits when support is lost. This asymmetry prevents premature long entries while ensuring fast risk-off behavior when the market weakens.
The bullish momentum is measured against the lower percentile band — this captures how far price has risen above its support zone, giving a direct measure of bullish momentum strength. The bearish momentum is measured against the upper percentile band plus standard deviation — this creates a wider reference that captures how far price has fallen from the resistance zone, giving a more meaningful picture of bearish momentum strength.
Settings
MA Type — Moving average type used as the basis for the percentile calculation: DEMA, EMA, SMA, WMA, HMA, RMA (default: DEMA)
MA Length — Lookback period for the moving average (default: 8)
MA Source — Price source for the moving average calculation (default: high)
Percentile Length — Lookback period for the percentile band calculation (default: 57)
Percentile Up — Upper percentile threshold defining the bullish boundary (default: 60)
Percentile Down — Lower percentile threshold defining the bearish boundary (default: 46)
SD Length — Lookback period for the standard deviation calculation (default: 19)
SD Multiplier — Controls the strength of the standard deviation filter. Set to 0 to disable the SD filter entirely (default: 1.0)
EMA Length — Lookback period for the EMA confluence filter (default: 48)
Background Transparency — Controls the transparency of the optional background color (default: 85)
Color Background — Enables background coloring of the chart based on the current state (default: false)
Use Bar Coloring — Colors bars based on the current state (default: true)
How to trade it
Long — when the histogram turns blue and rises above zero, a bullish state has been confirmed. This is the signal to look for long entries or to hold existing long positions
Short / Cash — when the histogram turns red and falls below zero, the bearish state has been confirmed. This is the signal to exit longs, move to cash, or look for short entries depending on your strategy
Avoid trading against the signal — if the histogram is red do not look for longs, if it is blue do not look for shorts
The EMA line acts as a dynamic reference — when the histogram is above the EMA momentum is building, when it crosses below the EMA momentum is weakening
Recommended Usage
Best used on the 1D timeframe for clean and reliable signal generation
Should not be used alone for trade entries — combine with a trend-following indicator for best results
Set SD Multiplier to 0 to rely solely on the percentile bands — useful when you want more frequent signals in trending markets
Higher SD Multiplier values increase signal quality at the cost of fewer signals — lower values make the indicator more reactive
The asymmetric design makes this oscillator particularly well suited for bullish-biased markets like crypto — long entries require double confirmation while short exits are fast and decisive
All signals are confirmed on bar close. อินดิเคเตอร์
