ICT Setup DetectorICT SETUP DETECTOR (ICT-SD)
A mechanical, bias-gated ICT setup scanner for NQ and ES futures intraday
(built and tuned on the 1-minute chart). It marks liquidity, draws the key
daily/session levels, grades directional bias across three timeframes, and
arms four ICT trade setups with fixed targets, stops, and alerts.
This is an INDICATOR, not a strategy — it places no orders. It draws on the
chart and fires alert() messages so you can act (or forward them to a bot).
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WHAT IT DRAWS
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LEVELS
- PDH / PDL — previous day high & low
- Overnight H / L — 18:00 to 09:30 ET range
- Midnight Open (00:00 ET) and RTH Open (09:30 ET)
- ORG — Opening Range Gap zone (prior RTH close to today's RTH open)
- Prior Week H / L
BIAS ENGINE (top-right table)
- Reads three timeframes (default 4H / 1H / 15m) plus the ORG gap state
- Modes: Structure (pivot HH/HL), Momentum (EMA 20 vs 50 + close), or Hybrid
- Produces a gate: "Longs OK", "Shorts OK", or "NO TRADE"
- When the gate is on, setups only arm in the permitted direction
KILLZONES (shaded)
- London 03:00-04:00, NY AM 10:00-11:00, NY PM 14:00-15:00 (NY time, DST-aware)
LIQUIDITY SWEEPS
- BSL/SSL grabs of PDH/PDL/ON H/L (breach within N bars + close back through)
- Red "BSL" / green "SSL" triangles
TRADE SETUPS (each has arm -> entry -> exit with TP / SL / time-stop)
- Silver Bullet — sweep, then FVG + displacement inside a killzone
- OTE — 62-79% fib retrace of a swept leg
- OB+FVG — order-block 50% mitigation behind a displacement FVG
- Sweep Reversal (SR) — simple sweep-and-fade scalp (yellow SR-L / SR-S)
15-MINUTE FVG IDENTIFIER
- 3-bar Fair Value Gaps from the 15m timeframe, drawn on your chart
- Non-repainting (only confirmed/closed 15m candles create a box)
- Teal = bullish gap, red = bearish gap, with a dashed CE (mid) line
- Boxes extend right until price fully fills the gap, then freeze/grey
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HOW TO USE
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1. Add to an NQ or ES chart on the 1-minute timeframe (point sizing is
auto-detected from the ticker; other symbols fall back to NQ values).
2. Check the bias table (top-right) for the current gate state before acting.
3. Wait for a setup flag/label to arm in the gate-allowed direction. Each
setup shows its FVG/zone box, dashed entry (CE), dotted stop, dotted TP.
4. Targets default to +20 pts (NQ) / +15 pts (ES). Setups auto-skip when the
required stop is wider than the configured max.
5. To get notified: create an alert on this indicator and choose the
"Any alert() function call" condition. Enable the alert types you want
in the Alerts group (armed / entry / exit / bias-flip / new 15m FVG).
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KEY SETTINGS
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- Bias gate on/off, and Bias mode (Structure / Momentum / Hybrid)
- Enable/disable each setup individually
- Displacement filter: x ATR(20) and optional volume-spike requirement
- Sweep breach window (how many bars a wick may lead the close-back)
- Targets and "skip if stop >" caps (per NQ / ES)
- Killzone session times, colors, and visualization toggles
- 15m FVG: timeframe, min gap size, CE line, extend-until-mitigated,
remove-vs-grey on fill, max active gaps, and per-direction colors
TUNING
- Too few signals: set Bias mode to Momentum, turn the bias gate off, or
lower the displacement volume multiplier toward 1.0
- Too many signals: raise Displacement x ATR to ~2.0, raise the volume
multiplier to 1.5-2.0, or raise the minimum FVG size
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NOTES
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- Designed for NQ/ES on the 1m chart; other symbols/timeframes are untested.
- Live intrabar markers (especially Sweep Reversal) can update until the bar
closes; all alerts fire on bar close, so alerts are stable.
- Educational tool. Not financial advice. Test before trading live.
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Want me to:
- **Trim it to a short version** (a few lines) for the tooltip/one-liner, or
- **Save it to a file** in the repo (e.g. `pine/ICT-SD-description.txt`) alongside the source? Gösterge
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GC 08-02 ZonesGC 08-02 Zones — Gold Futures Round-Level Map
This indicator automatically maps out horizontal reaction zones around gold's round-number price levels — the "xx8 to xx2" bands that often act as short-term support/resistance on GC and MGC futures.
How it works
The script rounds the current price to the nearest $10 level and plots a series of shaded zones above and below it, each spanning from the round number +2 to −2 (e.g. a zone around $3350 would run from 3352 down to 3348). These bands are drawn symmetrically around price and automatically re-center as price moves, so you always have a consistent map of nearby round-number levels without manually drawing lines.
Features
Adjustable number of zones displayed above/below price (1–50)
Customizable zone fill color, border line color, style (solid/dashed/dotted), and width
Optional price labels on each zone boundary
Adjustable right-side offset and left-extension of lines
Built-in warning label if applied to a symbol other than GC/MGC
Why round numbers matter
Round price levels tend to attract order flow — stops, limit orders, and psychological decision points cluster around them. Having these zones pre-mapped can help with spotting potential reaction areas, planning entries/exits, or simply keeping round-number context visible without cluttering the chart with manual drawings.
Usage notes
This tool is designed specifically for gold futures (GC/MGC) given their $10 round-level structure. It is a visual reference only and does not generate buy/sell signals — always combine with your own strategy, market structure analysis, and risk management. Gösterge
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HTF C2 Sweeps & Candles (v6 Streamlined)First and foremost, huge thanks and full credit to the original creator, wintonbanks, for the foundational logic and concept of this indicator. This script is a modified and optimized version of their excellent work. You can find the original, feature-rich indicator here:
This version has been published to offer a more streamlined, visually minimal experience while upgrading the backend to Pine Script v6.
Key Changes from the Original:
Pine Script v6: Upgraded the code to v6, including logic optimizations to prevent compiler warnings and improve performance.
Simplified Global Styling: Removed the individual timeframe line settings. Sweep lines are now controlled via a single "Global Styling" menu for a faster setup and cleaner settings panel.
Dynamic Sweep Labels: Added a custom labeling engine. Instead of drawing lines with side labels, this version dynamically calculates the center of active sweep lines and places clean, customizable labels (with background and text color options) directly on them.
Decluttered Chart: Completely removed the Previous High/Low lines, line extension toggles, and timeframe dots. This version focuses strictly on core sweeps and PO3 candles.
Custom Alert Sessions: Replaced the hardcoded London/New York session alert toggles with native Pine Script session inputs, allowing you to define your exact custom alert windows and timezones. Gösterge
Order Blocks by @numberxbtOverview
This indicator automatically detects and plots Bullish and Bearish Order Blocks based on SMC and ICT principles. It helps traders identify high probability naked supply and demand zones, tracks their mitigation status, and automatically removes invalidated zones to keep your chart clean.
Key features
Automatic detection - Instantly identifies valid bullish and bearish order blocks based on a strict 3-candle displacement pattern.
Auto Invalidation - Automatically deletes order blocks if the price closes completely through them.
Equilibrium Midlines - Optional 50% midlines drawn through the center of each order block for precise, sniper-like entries.
Chart Clutter Control - Configurable limits on the maximum number of unmitigated and mitigated zones displayed.
Mitigation Tracking - Monitors price action to track when an order block has been tapped (mitigated).
Settings
Show Bull/Bear OB: Toggle the visibility of Bullish (Demand) and Bearish (Supply) Order Blocks.
Colors: Customize the background transparency and border colors for both Bullish and Bearish zones.
Hide Mitigated: Check these boxes to automatically hide Order Blocks once they have been tapped, keeping your chart focused only on fresh zones.
Max Unmitigated / Max Mitigated: Set the maximum number of active and mitigated zones allowed on the chart. Older zones will be deleted once the limit is reached.
Show Midline: Toggles the 50% equilibrium line inside the Order Blocks.
How it works
The indicator uses a classic 3-candle sequence to define institutional footprints:
Bullish Order Block: Formed by a bearish candle, followed by a bullish candle, followed by a strong bullish continuation. The zone is drawn over the initial bearish candle.
Bearish Order Block: Formed by a bullish candle, followed by a bearish candle, followed by a strong bearish continuation. The zone is drawn over the initial bullish candle.
Note: This indicator focuses purely on Order Blocks. Breaker blocks and other complex features have been removed to provide a clean, lightweight, and highly focused trading tool.
Disclaimer
This indicator is for educational and informational purposes only. It does not constitute financial advice. Trading involves risk, and past performance is not indicative of future results. Always do your own research and manage your risk accordingly. Gösterge
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RichmondHillCM - Liquidity Stress Index V 1.2RichmondHillCM - Liquidity Stress Index V 1.2
The LSI tracks the spread between SOFR (Secured Overnight Financing Rate — the cost of borrowing cash overnight against Treasuries in the repo market) and IORB (Interest on Reserve Balances — the risk-free rate the Fed pays banks on reserves held at the Fed), expressed in basis points.
Why it matters
IORB acts as a soft floor for money-market rates: a bank has little incentive to lend cash below what it can earn risk-free at the Fed. So the position of SOFR relative to IORB is a direct read on how scarce cash is in the funding system.
LSI below 0 (aqua): SOFR trades under the IORB floor. Reserves are abundant, repo plumbing is easy, funding conditions are comfortable.
LSI above 0 (red): SOFR is bid above the floor. Cash is getting scarce, balance-sheet and repo capacity are starting to bind, and reserves are sliding from "abundant" toward "scarce."
Sustained positive prints are a classic early-warning signal of funding stress — the September 2019 repo blow-up being the textbook example. Watching this spread helps anticipate when the Fed's reserve backdrop is tightening enough to force a policy response (standing repo facility usage, balance-sheet adjustments, or an end to QT).
How to read it
Zero line = the IORB floor.
Dashed line = a configurable stress threshold (default 5 bps). When LSI breaks above it, the background shades red to flag an elevated-stress regime.
The further and longer LSI stays positive, the more acute the funding pressure.
Inputs
Smoothing (SMA length): 1 = raw daily spread; raise to filter day-to-day noise.
Stress threshold (bps): the level above which funding stress is flagged.
Notes
SOFR and IORB are sourced from FRED and published daily, with IORB stepping only on FOMC decisions — so on intraday charts the daily values hold flat. The daily timeframe is the honest resolution for this gauge. Each leg is requested separately and differenced in-script for robust alignment rather than relying on a spread symbol.
Original concept credit: @gstoyanov. Released under the Mozilla Public License 2.0. Gösterge
HTF Candle PO3 AMD SessionsHTF Session Dashboard (Higher Timeframe Candles)
Core idea: This indicator allows you to view the price action of a Higher Timeframe (HTF) drawn as full candles directly on your current lower timeframe chart. It's designed to keep you aware of the macro market structure without needing to constantly switch timeframes.
How It Works
Instead of just showing standard HTF levels, this indicator dynamically builds and projects the current day's higher timeframe candles (e.g., 4-Hour candles) off to the right side of your active chart (e.g., a 1-minute or 5-minute chart).
The candles are constructed in real-time. As price moves on your lower timeframe, the active "current" HTF candle will grow its wicks and adjust its body live.
Key Features
Live HTF Candle Projection: Displays the sequence of HTF candles that make up the current trading day, spaced neatly to the right of the current price action.
Session Extremes: Automatically draws dotted reference lines stretching across your chart to highlight the absolute High, Low, Body High, and Body Low of the entire current session.
Live Countdown Timer: Shows a dynamic timer above and below the candle cluster indicating exactly how much time is left until the active HTF candle closes.
Hour Labels: Every HTF candle has a small label indicating its open hour (with an adjustable timezone offset setting) to help you quickly identify Kill Zones within the macro candles.
Visual Customization: Fully adjustable body width, transparency, spacing, offset distance, and bull/bear color schemes.
Clean Daily Reset: The indicator automatically clears the prior day's candles at midnight (exchange time) and begins building the new sequence, keeping your chart uncluttered.
Why Use This?
When trading intraday (like on a 1m chart), it's easy to get lost in the noise and trade right into a major 4-Hour support or resistance level. By projecting the 4-Hour candles directly onto your 1-minute chart, you always know exactly where you are relative to the higher timeframe narrative and structure.
Recommended Settings
HTF Setting: 240 (4 Hours) or 60 (1 Hour) when trading on a 1m–15m chart.
Hour Label Offset: Adjust this (e.g., +1 or -1) if you want the candle hour labels to match a specific local time zone (like EST) rather than exchange time.
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FVG & OB Quality ScorerICT FVG & OB Quality Scorer
Core idea: Not all Fair Value Gaps and Order Blocks are created equal. This indicator answers the question "Which FVG or Order Block will actually work?" by scoring every detected zone on 10 confluence pillars derived from ICT's (InnerCircleTrader) 2022–2024 Mentorship methodology.
How It Works
Every time an FVG or Order Block forms on the chart, the indicator runs it through a 10-factor scoring engine (each factor scored 0–10, total 0–100):
# Pillar What It Checks
❶ Displacement / CISD Was the move impulsive? Body > 70% of candle range = institutional candle. Also checks for Change in State of Delivery (close crossing prior candle's open).
❷ Liquidity Sweep Was BSL or SSL taken before the zone formed? Checks swing pivots, Prior Day High/Low, and IPDA 20-day levels.
❸ Premium / Discount Bullish zones in discount (< 50% of range) score high. Bearish zones in premium (> 50%) score high.
❹ Market Structure Is the zone aligned with the current trend (BOS)? With-trend = 10, counter-trend = 1.
❺ HTF Bias Does the Daily (configurable) candle direction agree with the zone? Misalignment = low probability.
❻ OTE Fibonacci Is the zone inside the 62%–79% Optimal Trade Entry retracement? The 70.5% "sweet spot" scores perfect 10.
❼ FVG + OB Overlap Is there a confluence zone where an FVG and Order Block exist at the same price level? This is ICT's highest-probability setup.
❽ Volume Was displacement volume above the 20-bar average? 3x+ average = clear institutional activity.
❾ Kill Zone Timing Formed during London KZ, NY AM KZ, or Silver Bullet windows? "Time supersedes price."
❿ Freshness First-touch zones score highest. Zones decay in score and fade in color as they age.
Grading Scale
Score Grade Meaning
86–100 S Elite — high conviction, full size
71–85 A/A+ Strong — tradeable with confirmation
51–70 B/B+ Above average — needs extra confluence
26–50 C/C+ Below average — watch only
0–25 D Weak — skip entirely
What You See On The Chart
Color-graded zones: Red (weak) → Orange → Gold → Green → Bright Green (elite)
FVGs = solid-border boxes labeled BISI / SIBI
Order Blocks = dashed-border boxes labeled +OB / -OB
CE line = dotted midline (Consequent Encroachment — ICT's 50% level)
MT line = solid midline on OBs (Mean Threshold — ICT's precision entry)
Score labels with letter grade — hover for full 10-pillar tooltip breakdown
Dashboard table ranking all active zones by score with market context (Structure, HTF Bias, Kill Zone status)
Zones fade in color as they age (freshness decay) and are removed/dimmed on mitigation
Key Settings
Min Score to Display — Set to 60+ to only see B+ and above (recommended for clean charts)
Mitigate On — Wick vs Close (ICT uses Close for higher conviction)
HTF Timeframe — Defaults to Daily; change to 4H for swing setups
IPDA Reference Lines — Toggle 20-day high/low institutional levels
Kill Zone sessions — All configurable in NY time Gösterge
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IRL ERL Liquidity Model (FINAL FIX) okesherl irl model base indicator creat by okesh matreLibrary "CurrentlyPositionIndicator" Currently position indicator run(_index, _price, _stoploss, _high, _low, _side, _is_entered, _colors, _position_left, _box_width) Currently positions indicator Parameters: _index (int) : entry index _price (float) : entry price _stoploss (float) : stoploss price _high (float) : range high _low (float) : range low _side (int) _is_entered (bool) : is entered _colors (color ) : color array _position_left (int) : Left position _box_width (int) : box's width Returns: TODO: add what function returns
by boitoki
Updated Oct 15, 2023
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SMT w AlertsThis script is a Smart Money Tool (SMT) Divergence Indicator written in TradingView's Pine Script v6. It automatically detects and visualizes instances where highly correlated assets (like NQ, ES, and YM) fall out of sync at major price swings.
Here is a breakdown of how the script works and its key features:
1. Core Logic (Pivot Tracking)
The script uses ta.pivothigh and ta.pivotlow to identify swing highs and swing lows on your main chart based on a window of bars (default 3 bars left and right). It remembers the most recent pivot and the one right before it so it can compare the two.
2. Dual-Symbol Comparison
When a pivot is confirmed on your main chart, the script immediately looks at the price action of two comparison symbols (e.g., MNQ and MES) at that exact same time.
Tolerance Window: Because assets like NQ and ES don't always peak on the exact same 1-minute or 5-minute candle, the script includes a "Comparison Tolerance" input. It looks a few bars before and after the pivot on the comparison symbols to find their true peak/valley.
3. Divergence Detection
The script compares the slope of the pivots on your chart against the comparison symbols:
Bearish SMT (Highs): If your chart makes a Higher High, but the comparison symbol makes a Lower High (or vice versa). This indicates underlying weakness in the buying pressure.
Bullish SMT (Lows): If your chart makes a Lower Low, but the comparison symbol makes a Higher Low (or vice versa). This indicates underlying strength in the selling absorption.
It checks both comparison symbols simultaneously — if an SMT forms against either of them, it triggers the signal.
4. Visuals & Aesthetics
The SMT Bracket: When an SMT is detected, it draws a clean bracket (or "bridge") connecting the two diverging pivots. It draws horizontal tick marks at the pivots, vertical lines extending outward, and a horizontal bridge connecting them with a small "SMT" label. The bracket dynamically sizes itself using ATR (Average True Range).
Unused Pivots: Pivots that do not result in an SMT divergence are optionally connected with subtle grey dashed lines so you can see the market structure.
Bar Coloring: The candle where the SMT is officially confirmed is highlighted with a subtle background color.
5. Dashboard & Alerts
Dashboard: A clean table in the top right corner tracks how many Bearish and Bullish SMTs have occurred on the chart, and how many bars ago the most recent one fired.
Alerts: The script exposes alert conditions (alertcondition) that you can hook into TradingView's alert system to receive notifications when a Bullish or Bearish SMT forms. Gösterge
Liquidity PoolsThis script is an automated liquidity mapping tool based on ICT concepts. It actively hunts your chart for zones where retail stop losses and pending breakout orders are clustered.
Here is a breakdown of how the script functions and visualizes liquidity on your chart:
1. Automatic Pivot Detection (Old Highs & Old Lows)
The script continuously monitors price action to find major structural turning points (swing highs and swing lows).
When a confirmed swing high forms, it registers it as Buy-Side Liquidity (BSL) and draws a blue line projecting to the right. This marks a zone where retail traders have placed their buy-stop loss orders above the high.
When a confirmed swing low forms, it registers it as Sell-Side Liquidity (SSL) and draws a red line projecting to the right. This marks a zone where sell-stop loss orders are resting.
2. Equal Highs (EQH) and Equal Lows (EQL) Detection
In ICT methodology, the most powerful magnets for price are "Relative Equal Highs" or "Relative Equal Lows".
The script actively measures the distance between a newly formed pivot and an old active pivot.
If a new pivot forms within a few ticks of an old one (customizable in settings), the script recognizes it as highly engineered liquidity!
It automatically thickens the line, changes its color to bright orange, and updates the text label to EQH or EQL, signaling an extremely high-probability draw on liquidity.
3. Smart Text Labeling
To ensure you never have to guess what a line means, the script pins a text label (BSL, SSL, EQH, or EQL) directly at the starting point of every liquidity pool.
4. Sweep Detection & "Stop-Hunting" Tracking
Liquidity pools are only valid until they are traded through.
The script tracks every live tick. The exact moment price sweeps through a liquidity line, it stops extending the line.
It drops a small "X" right where the line was broken. This gives you a permanent historical footprint on your chart of exactly where and when "Smart Money" swept stops.
5. Memory Management
Because liquidity lines could theoretically build up infinitely and crash your chart, the script has built-in garbage collection. It only keeps track of the 15 most recent unswept pools (you can change this number in the settings) so your chart always stays clean and fast. Gösterge
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Ease Fractal Reclaim [ZOM]Ease Fractal Reclaim is an open-source structure and reclaim tool built around Ease of Movement flow, recent fractal range context, CCI impulse, and ATR/body thrust confirmation.
The script is designed to show when price is attempting to reclaim or reject a recent structure zone while movement becomes easier and momentum begins to confirm. The visual style uses sparse fractal rails and price-anchored markers instead of a heavy cloud, with a compact mini dashboard for quick context.
Core components:
- Ease of Movement flow / resistance read
- Recent fractal range rails and reclaim/reject context
- CCI zero-line impulse filter
- ATR/body thrust confirmation
- Cooldown-aware watch and confirmed signals
- Compact mini dashboard with mode, EOM flow, fractal map, CCI impulse, bias, and quality score
- Alerts for bullish and bearish watch/confirmed conditions
The Quality Score is a compact confluence read, not a prediction. It summarizes whether flow, structure, impulse, thrust, and cooldown conditions are aligned enough to support the current signal context.
This is not financial advice or a standalone trading system. Use it with broader market structure, risk controls, and your own confirmation process. Gösterge
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Fractal Regime Engine (FRPE)🚀 Fractal Regime Engine (FRPE)
The FRPE (Fractal Regime Engine) is an advanced, quantitative market regime oscillator designed to identify structural transitions between trend expansion, mean reversion compression, and neutral market equilibrium in real time. Built on a multi-scale fractal scaling framework, volatility-normalized logarithmic relationships, and adaptive statistical compression, this indicator reconstructs market behavior through regime dynamics rather than price direction alone.
Unlike conventional momentum oscillators that rely on lagging price derivatives, FRPE models the *structural complexity of market behavior* by comparing fractal scaling differences across multiple time horizons. This allows the detection of regime shifts that occur before they become visually apparent on price charts.
The result is a bounded, adaptive regime signal that clearly distinguishes when the market is expanding directionally, compressing into equilibrium, or transitioning between structural phases of uncertainty.
💡 Key Features
🧠 Multi-Scale Fractal Engine:
FRPE evaluates market structure across short, mid, and long-term windows simultaneously. By measuring fractal scaling divergence between these timeframes, the system isolates structural drift in market behavior rather than simple price movement.
📊 Fractal Drift Model:
The core signal is derived from the differential relationship between short-term and long-term fractal scaling behavior. This creates a robust measure of regime imbalance that reflects the underlying geometry of market activity.
🔬 Volatility-Normalized Log Scaling:
Price range behavior is normalized against ATR-based volatility scaling using logarithmic transformation. This ensures that the signal remains consistent across different asset classes and volatility regimes.
⚡ Adaptive Oscillator Compression:
All raw outputs are transformed into a bounded oscillator (-100 to +100) using dynamic scaling logic. This enables consistent interpretation across all market conditions without recalibration.
🛡️ Percentile-Based Dynamic Thresholds:
Instead of fixed levels, FRPE uses rolling percentile bands to define regime boundaries. This ensures that signal sensitivity adapts automatically to changing market environments.
📉 Three-State Regime Classification:
FRPE categorizes market behavior into three structural phases:
* Expansion Regime (Trend Continuation / Directional Imbalance)
* Compression Regime (Mean Reversion / Liquidity Equilibrium)
* Transition Regime (Structural Uncertainty / Regime Shift Zone)
🔬 Mathematical Logic and Structure
FRPE is built on a multi-layer fractal decomposition model that transforms raw market data into a structured regime oscillator.
The process begins by calculating a fractal scaling proxy based on the logarithmic relationship between price range expansion and volatility-adjusted ATR scaling. This creates a normalized measure of how efficiently price is expanding relative to its underlying volatility structure.
To capture structural differences across time horizons, the system computes fractal scaling values across short, mid, and long windows. The divergence between short-term and long-term behavior forms the core “fractal drift” signal, which represents directional structural imbalance in market dynamics.
This drift signal is then amplified and normalized into a bounded oscillator space (-100 to +100), allowing direct interpretation of regime intensity. Positive values indicate structural expansion and trending behavior, while negative values indicate compression and mean-reverting pressure.
To eliminate noise and microstructure distortion, the signal is smoothed using exponential moving averaging, ensuring that only statistically relevant regime transitions are preserved.
Finally, adaptive percentile-based thresholds dynamically define regime boundaries based on recent historical distribution. This removes dependency on static parameters and ensures robustness across different volatility environments.
In essence, FRPE does not track price direction. It reconstructs the *structural evolution of market complexity across time scales* and translates it into a unified regime map of expansion, compression, and transition.
🛠️ How to Use
1. Expansion Regime (Positive Extremes):
Indicates strong directional structure and increasing trend persistence. Breakout continuation strategies are statistically favored.
2. Compression Regime (Negative Extremes):
Represents equilibrium or absorption phases where mean reversion behavior dominates. Range-bound strategies tend to perform better.
3. Transition Regime (Neutral Zone):
Signals structural uncertainty and regime instability. Market conditions are non-directional and require caution.
🎛️ Settings
* Short Window (10): High-frequency structural sensitivity
* Mid Window (30): Core regime stability filter
* Long Window (100): Macro structural reference baseline
* Smoothing Length (5): Signal stabilization layer
📌 Credits and Origins
FRPE is engineered by gunebak4n as a structural market regime framework built on multi-timeframe fractal scaling dynamics, volatility-normalized logarithmic relationships, and adaptive statistical compression. The model is designed to move beyond traditional momentum-based oscillators and instead reconstruct underlying market behavior through regime transitions driven by fractal divergence across time horizons.
The model is optimized for discretionary traders, quantitative analysts, and systematic trading workflows that prioritize regime awareness over directional prediction.
⚠️ Disclaimer
All outputs generated by FRPE are probabilistic and non-deterministic. This indicator does not predict market direction or guarantee outcomes. It is a structural analysis tool intended to support decision-making under uncertainty. Proper risk management remains essential at all times.
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