Lorentzian Classifier AI - Prediction Accuracy [Dots3Red]🧭 LORENTZIAN CLASSIFIER AI - PREDICTION ACCURACY TRACKER
Lorentzian distance is a way of measuring how similar two market states are that doesn't let a single outlier feature dominate the comparison. This script uses it to find historical moments that genuinely resembled right now, has them vote on direction — and then keeps an honest, running record of whether those votes have actually been right.
✨ WHY THIS MATTERS
Most similarity-based classifiers measure "how alike" two moments are using plain squared differences — the market equivalent of a ruler. The problem: if one feature briefly spikes (a volatility burst, a momentum blow-off), a ruler-based measurement can wrongly flag two genuinely similar moments as very different, just because of that one temporary outlier.
Lorentzian distance compresses that effect. Two market states that matched closely overall still get recognized as similar, even when one feature happened to spike on one of them. The practical result is a comparison method that's less easily fooled by noise.
📊 Accuracy: 58% (n=214)
It's a scoreboard. Out of 214 predictions this classifier has made on this specific chart, 58% turned out correct. It updates continuously as more predictions resolve.
⚙️ HOW IT WORKS
📐 Four features — RSI, CCI, a directional strength measure (from DMI), and a momentum reading (ROC), each normalized to a comparable scale. Every bar's combination of these four values is treated as a "market state."
🔍 Lorentzian comparison — instead of squared Euclidean distance, similarity between the current state and every past state is measured using log-space differences: log(1 + |difference|) per feature, summed. This is the mechanism that reduces the influence of any single feature being temporarily far apart.
🗳️ K-nearest-neighbor vote — the most similar historical states (configurable count) vote on what happened next: did price rise or fall over the following bars? The vote split becomes the current lean, shown as a percentage.
🎯 Rolling, honest grading — every prediction is stored at the exact moment it's made and only graded once its outcome window has fully closed, using the vote as it stood at that time — never recalculated afterward with the benefit of hindsight. This is what makes the accuracy stat trustworthy rather than circular.
🔒 Non-repainting — predictions and their grading both happen strictly on confirmed bars.
🧭 HOW TO USE
1️⃣ Wait for the training sample to build. Early on a fresh chart, the dashboard shows "Training…" instead of a vote — the classifier needs a real base of past states before comparisons mean anything.
2️⃣ Check the Accuracy stat before weighting any single vote. A 65% accuracy over 200+ predictions is meaningfully different from 65% over 15 — the sample size tells you how much to trust the number itself.
3️⃣ Use Min Vote Confidence to filter noise. Labels only appear when the vote split is sufficiently lopsided (60%+ by default) — a near-coin-flip 52% lean isn't flagged, since that's not a meaningful signal either direction.
4️⃣ Treat the vote as a lean, not a forecast. It's an answer to "what happened after similar past moments," not a guarantee about this specific one.
5️⃣ Let the accuracy stat itself guide your confidence in the tool. If it's tracking meaningfully above 50% over a large sample, the method is finding something real on this chart. If it's hovering near 50%, that's honest information too — this particular market state may not carry much predictive signal here.
⏱️ WHICH TIMEFRAMES WORK BEST
This method needs a genuinely large history of past market states to compare against, which makes 15-minute through 4-hour the most effective range.
On very short timeframes (1-3 minute), the training sample grows quickly, but each individual state is closer to noise — indicator readings barely settle before the next bar arrives. On daily or higher timeframes, the states themselves are more meaningful, but building even a modest training sample takes considerably longer in real time. 15-minute to 4-hour balances the two: enough distinct market conditions cycle through regularly to build a genuine sample within a reasonable window, while each state still reflects settled, meaningful market behavior.
🛠️ SETTINGS
📐 Features — independent lengths for RSI, CCI, DMI, and ROC
📊 Lorentzian Engine
• Prediction Horizon — how many bars ahead each prediction looks, and the outcome used to grade it
• K Neighbors — how many similar past states vote on the current one
• Max / Min Training Samples — memory cap and the minimum before votes display
• Min Vote Confidence to Signal — how lopsided the vote must be before a label appears
🎨 Visualization — prediction labels, optional background tint by current lean, independent bullish/bearish colors
🖥️ Dashboard — show/hide, position — current vote split, training sample progress, accuracy with sample size, prediction horizon, and K neighbor count
📝 NOTES
The accuracy stat is specific to this chart, this timeframe, and these settings — it does not transfer to other instruments or configurations. A classifier that performs well on one chart may perform differently on another; the honest way to know is to let it run and check the accuracy stat for the specific setup you're using.
⚠️ DISCLAIMER
This is an analytical and visualization tool. It does not generate trade signals and does not constitute financial advice. Historical prediction accuracy does not guarantee future performance. Gösterge
Structure Break Volume Profile
Structure Break Volume Profile combines confirmed market structure breaks with a volume profile of the structure completed before a Change of Character (CHoCH).
The indicator detects confirmed swing highs and lows, classifies structural breaks as BOS or CHoCH, and analyzes the volume distribution of the previous completed market structure. It then identifies the structure’s most relevant volume areas, including:
Point of Control — POC
High Volume Nodes — HVN
Low Volume Nodes — LVN
Estimated Ask/Bid pressure
Bullish and bearish structure transitions
The main objective is to provide additional context after a structural reversal. Instead of evaluating CHoCH only as a price event, the indicator shows where volume was concentrated within the structure that existed before the break.
Market Structure Logic
The indicator uses confirmed pivot highs and pivot lows to determine market structure.
Structural breaks are classified as:
BOS — Break of Structure: A continuation break in the current structural direction.
CHoCH — Change of Character: A break against the previous structural direction, suggesting a potential transition or reversal.
The volume profile is generated only when a CHoCH occurs.
A BOS does not create a new profile and does not delete the active CHoCH profile.
Previous Structure Selection
When a bearish CHoCH occurs, the indicator analyzes the completed bullish structure.
It tracks:
The highest confirmed pivot of the bullish structure
The lowest confirmed pivot of the bullish structure
All eligible volume activity before the bearish CHoCH bar
When a bullish CHoCH occurs, the same process is applied to the completed bearish structure.
This allows the volume profile to represent the full price range of the structure that existed before the directional transition.
Volume Profile
The profile divides the completed structure’s price range into configurable rows and distributes historical volume across those price levels.
The default number of rows is 50.
Two visual architectures are available:
Ask/Bid
This is the default profile style.
Each volume row is divided into:
Green estimated buyer/Ask pressure
Red estimated seller/Bid pressure
The estimated pressure split is derived from the candle close location within its high-low range.
Total Volume
This mode displays each row as a unified total-volume histogram without separating estimated buyer and seller pressure.
The profile can be aligned to either side of the completed structure:
Left
Right
The default profile position is Left.
Point of Control — POC
The POC represents the price row with the highest total volume inside the completed structure.
The POC:
Is calculated from total row volume
Is projected toward the latest candles
Updates its right endpoint as new bars appear
Uses the configurable Bars to Right distance
Includes a label with its direction and numerical price
Can be used as a potential retest, reaction, acceptance, or rejection level
Bullish and bearish POC retest alert conditions are included.
High Volume Nodes — HVN
HVNs represent significant local volume peaks outside the POC row.
These areas may indicate:
Strong historical participation
Price acceptance
Consolidation zones
Potential support or resistance
Areas where price may slow down or rotate
HVNs are displayed as horizontal projected columns. Each column begins at its corresponding profile row and extends toward the latest candles.
HVN settings include:
Maximum HVN count
Minimum volume relative to POC
Minimum row spacing
Column color
Column transparency
Label visibility
Label size
Label offset
Each HVN label includes its rank and numerical price.
Low Volume Nodes — LVN
LVNs represent significant local volume troughs inside the completed structure.
These areas may indicate:
Low historical participation
Price rejection
Inefficient auction zones
Potential acceleration areas
Levels price may move through quickly
LVNs are displayed as horizontal projected columns with dotted borders.
Their color follows the CHoCH direction:
Bullish CHoCH: green LVN columns
Bearish CHoCH: red LVN columns
LVN settings include:
Show or hide LVN columns
Maximum LVN count
Maximum volume relative to POC
Minimum row spacing
Column transparency
Label visibility
Label size
Label offset
Each LVN label includes its rank and numerical price.
LVN columns are disabled by default to keep the chart clean.
Labels
All primary labels include numerical price values:
BOS price
CHoCH price
POC price
HVN price
LVN price
Independent size controls are available for:
BOS/CHoCH labels
POC labels
HVN labels
LVN labels
All label sizes default to Normal.
Important Settings
Fractal Length
Controls the pivot confirmation window.
The default input is 12. Because the internal pivot window is normalized to an odd value, an even input is automatically increased by one.
Larger values detect broader market structures but produce fewer and later signals. Smaller values react faster but detect more minor structures.
Break Confirmation
Two break modes are available:
Close beyond the level
Wick beyond the level
Close-based confirmation is enabled by default.
Bars to Right
Controls how far POC, HVN, and LVN elements extend beyond the latest candle.
The default value is 5.
Profile Source Bars
Controls the maximum historical storage used to calculate the latest CHoCH profile.
Increasing this value may help with very large structures but requires more processing.
Suggested Workflow
Identify the latest bullish or bearish CHoCH.
Observe the completed structure’s volume distribution.
Use the POC as the primary high-volume reference.
Use HVNs as potential acceptance or rotation areas.
Use LVNs as potential rejection or acceleration areas.
Compare the CHoCH direction with the profile’s estimated buyer and seller pressure.
Wait for price to revisit POC, HVN, or LVN areas.
Combine the reaction with trend, liquidity, momentum, volatility, or higher-timeframe context.
Watermark
An optional erdensedat watermark is displayed at the bottom center of the chart.
It is enabled by default and can be disabled from the Display settings.
Data and Calculation Notes
The indicator uses confirmed pivots, meaning structure detection occurs only after the required right-side bars are available. This reduces pivot repainting but introduces confirmation delay.
Standard Pine Script OHLCV data does not provide true exchange-level bid and ask execution data. Therefore, the Ask/Bid profile is an approximation based on candle structure and close location. It should not be interpreted as true footprint, order-flow delta, or exchange aggressor-side volume.
On symbols without reliable volume data, the script may use bar activity as a fallback so the profile can still be displayed.
For close-confirmed signals, users should consider creating alerts with Once Per Bar Close to avoid acting on an unfinished realtime candle.
Disclaimer
This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, trading, or professional advice. Market structure, volume profiles, POC, HVN, LVN, and estimated Ask/Bid pressure do not guarantee future price behavior. Historical performance and past reactions are not indicative of future results. Always conduct your own research, use appropriate risk management, and consult a qualified financial professional before making trading or investment decisions. Gösterge
Gösterge
Auto Trendlines [ITA]🟠 OVERVIEW
Auto Trendlines draws the current rising and falling trendlines from confirmed swing points, and counts how many times price has actually come back to each one.
A line through two points is not a trendline, it is a line. Every automatic trendline tool draws one the moment two pivots exist, and a lot of what ends up on the chart is exactly that - a line connecting two arbitrary highs that price has never once returned to.
What separates the two is how many times price came back to the line and turned away from it. A line with five touches is being respected by the market. A line with none is a drawing. So the count sits on the line itself rather than being left for you to work out by eye.
🟠 CONCEPTS
* Swing Point - A high or low with a set number of bars either side that did not exceed it. The line is built from confirmed swings only, so it does not move once drawn.
* Touch - Price reaching the line, not closing through it. Measured in ATR so the same setting behaves the same way on a five dollar stock and a seven hundred dollar index.
* Touch Spacing - A minimum number of bars between touches, so that one slow approach sitting on the line for several bars is counted once rather than several times.
* Break - A close beyond the line by more than the touch tolerance. The line stops extending, turns grey, and stays on the chart with the touch count it finished on, so you can see how respected it was before it gave way.
🟠 FEATURES
🔹 Rising and falling lines built from confirmed swing points, each with its own colour
🔹 A touch count carried on the line, so a respected line and an untested one are told apart at a glance rather than by memory
🔹 Optional fading of lines under a chosen touch count, which pushes untested lines into the background and leaves the tested ones standing out
🔹 Touch tolerance measured in ATR rather than points, so one setting works across symbols and timeframes
🔹 A minimum bar spacing between touches, so a single approach is not counted several times over
🔹 Breaks marked at the bar where the close crossed, with separate alerts for each direction
🔹 Broken lines stay on the chart, greyed, with their final count. A line that held five touches and then broke is worth seeing, and it can be switched off for only the two live lines
🔹 A line price has simply walked away from, without ever breaking it, is retired rather than drawn across years of chart
🟠 HOW TO USE
Swing Lookback is the setting that decides everything else. Raise it for fewer, larger and more significant lines. Lower it for more lines that react faster and mean less.
Read the touch count before you read the line. Two touches is the minimum any line has by construction, since it is drawn through two swings. It is the third and fourth that tell you the market is paying attention to it.
Set Fade Lines Under to 3 and the chart sorts itself. Lines nobody has tested recede, and the ones price keeps returning to are the ones you see.
Touch Tolerance controls how forgiving the count is. Too low and clean touches are missed because price turned a fraction early. Too high and everything nearby counts. Half an ATR is a reasonable starting point.
A break ends the line rather than flipping it. What price does after breaking a trendline it respected four times is a different question from what it does after breaking one it never touched, and the count is still on screen when it happens.
🟠 CONCLUSION
Drawing a line between two pivots is the part every tool does. Whether that line has ever mattered is a different question, and it is answerable with a number rather than an opinion. Gösterge
Gösterge
Quantum STS Lite📊 WHAT IS QUANTUM STS LITE?
Quantum STS Lite is a session-based chart mapping tool built around session level fakeouts.
Price frequently sweeps beyond session highs and lows before reversing. Quantum STS Lite maps each session's range and draws reference levels at configurable offsets beyond the session high and low — giving you a visual plan for where to watch for entries.
Created to help traders pass prop firm challenges with default settings sized for MNQ1. Works on any futures instrument on funded or real accounts.
🚀 KEY FEATURES
Session Boxes
Five fully configurable sessions — Asia, London, NY Pre-Open, NY AM, and NY PM. Each session draws a clean background box with its own color, name, timezone, and start/end time. All times are entered in the session's local timezone. No conversion needed.
Session Entry Levels
When a session closes, reference levels are drawn for the next session — one short level anchored to the session high and one long level anchored to the session low, each with its own point offset. Configure your offsets to position the levels where you expect the fakeout to exhaust. All settings live inside the session group you're trading.
Session H/L Extensions
When a session closes, its high and low extend as dotted lines until the same session opens again. Color matches the session automatically. Toggle per session. Keeps the previous session's range visible as a reference without cluttering the chart.
Key Static Levels
Built-in reference levels — Previous Day High/Low, Previous Week High/Low, Previous Month High/Low, Day Open, Week Open, Month Open, and optional Round Numbers with a configurable interval. Each level has its own color picker and is independently toggleable.
Session Box Levels
Each session box can show its 25%, 50% (midline) and 75% levels, with individual colors and a shared line style and width. Midline on by default, quartiles off. Levels update live, freeze at session close, and follow the History setting. Optional labels and an Extend Levels toggle to project them past session close.
Opening Range
Marks the first N minutes after any enabled session's open, with break or retest signals, long and short direction toggles, multi-session support, box history, and alerts. Boxes are bound to session times and frozen at each session's end.
Trend Cloud
Adjustable fast/slow EMA cloud for trend context — blue bullish, pink bearish.
snapshot
Anchored VWAP
Optional single-line VWAP anchored to session, day, week, or month.
Alerts
Alerts for session starts, session closes, Opening Range breaks, VWAP crosses, and individual level touches. Level touch alerts persist for the full session duration — not just while the visual line is visible — so you get notified whenever price reaches a level regardless of when it happens.
Gösterge
ATK/DEF Temporal Session Swing State EngineATK/DEF — Temporal Session Swing Structure is a quantitative market observation framework built around **Session + Factors + Structure**.
The system organizes market structure into three hierarchical levels:
* **MAJOR Structure** — 4-Hour
* **MINOR Structure** — 1-Hour
* **MICRO Structure** — 15-Minute
These three structural layers are evaluated across **Asia, London, and New York sessions**, allowing the dashboard to display how market conditions are distributed across different structural levels.
### Core Framework
**Session + Factor + Structure**
The system combines session context with multiple quantitative factors, including:
* Multi-timeframe price position
* Swing structure
* Volume relationships
* Liquidity ratios
* ATR expansion and contraction
* Swing frequency
* Swing alternation
* Swing efficiency
* Swing testing structure
* Swing acceptance
* Session high / low structure
* Session breakout states
The dashboard organizes these factors into a structured view rather than relying on a single timeframe or isolated market condition.
### Major / Minor / Micro Structure
The three structural levels provide a hierarchical representation of market movement:
**MICRO → MINOR → MAJOR**
Each layer represents a different structural scale, while the dashboard presents their relationships together with the current session environment.
This framework is designed to reduce isolated timeframe interpretation by combining multiple structural observations into a quantitative display.
### Session Structure
Asia, London, and New York are treated as independent market environments.
For each session, the system records and evaluates:
* Session High
* Session Low
* Session Open
* Session Close
* Session range
* Session breakout state
* Session structural conditions
Session information is displayed together with the Major, Minor, and Micro structural layers.
### Quantitative Dashboard
The dashboard integrates the calculated factors into several observation layers, including:
**Position → Swing Structure → Frequency → Efficiency → Testing → Acceptance → Volatility**
The framework focuses on how price interacts with defined session ranges and structural bol, while the dashboard provides the corresponding multi-timeframe context.
### Market Observation
This indicator is designed for **market observation, quantitative analysis, and defined decision making**.
**For market observation, quantitative analysis, and defined decision making only.**
Gösterge
Strong Contrarian Zones | ProjectSyndicateStrong Contrarian Zones maps the one thing a reversal trader actually wants to see — where the crowd is exhausted and about to be flushed — and grades it before price turns. Every meaningful swing high and low is a place a crowd committed; the indicator measures how stretched, how climactic and how one-sided that commitment was, and only the genuinely exhausted ones become zones. A weak, ordinary pivot prints nothing. A stretched, high-conviction extreme prints a graded, double-shaded zone — teal for a buy-dip, magenta for a sell-rip — with the whole read-out sitting inside the box. Then it waits for the tell: a liquidity grab beyond the zone that fails and reclaims. That sweep-and-reclaim is the contrarian trigger — the moment the trapped side gets taken and price snaps back.
Most reversal and support/resistance tools draw a level and leave you to guess which one matters. This one grades the exhaustion, ranks the zone, tells you which side is trapped, and confirms the turn only when a failed break proves it.
GBPUSD
🎯 The Contrarian Conviction Engine — the core. Every zone is born from a swing pivot, but a pivot alone is not a signal. At the moment each pivot confirms, the engine scores it 0–10 across seven contrarian factors and only draws the zone if the score clears your Min Conviction: RSI extreme (oversold into a low, overbought into a high), momentum divergence versus the prior same-side pivot (price makes the new extreme, RSI refuses), rejection wick (the candle spikes and slams the door), volume climax (capitulation / blow-off over an adaptive baseline), mean-reversion stretch (how many standard deviations price is from its mean), order-flow pressure (intrabar absorption — buyers stepping in at the low, sellers at the high) and a Bollinger-band pierce (price traded outside the band and rejected). Quiet, middling pivots are filtered out. Only real exhaustion becomes a zone.
🧭 Buy-Dip & Sell-Rip Zones — where the levels come from. A qualifying swing low prints a ▲ BUY-DIP zone (teal); a qualifying swing high prints a ▼ SELL-RIP zone (magenta). Every zone is normalised to one clean ATR-based thickness centred on the swing, so the map reads consistently instead of a mess of fat and thin boxes. Overlapping zones are suppressed, the oldest recycle past your cap, and each box is anchored where the exhaustion formed and extends to the live bar — so you can see when the crowd got trapped.
⚡ Sweep & Reclaim — the trigger that confirms the turn. A raw zone is a setup, not an entry. The engine watches each zone for the classic contrarian sequence: price sweeps beyond the border (a liquidity grab that runs the obvious stops), then fails and reclaims — closing back through the zone within your window. That failed break at an already-exhausted level is the highest-odds contrarian entry on the chart. Each reclaim is scored 0–10 on grab depth, reclaim speed, rejection wick, volume surge, the zone's own conviction and reclaim displacement, and the zone's state flips to ⚡RECLAIM with that score printed inside it. Accept decisively through the level instead, and it is not a reversal — it is a break.
🌡️ Live Strength & Decay — the zone earns or loses its grade. Birth conviction seeds a live 0–10 strength that keeps updating: defended retests and reclaimed-and-held sweeps push it up, and if price ignores a zone for long enough its strength decays toward a floor — an untended level quietly stops shouting. Strength drives both the label tier and the depth of the shading, so the heavy zones are visibly darker and always win your eye.
🏷️ In-Zone Strength Labels — the signature read, inside the box. Every zone carries its full read-out inside the shaded area, never jutting out to the side: the side and grade on line one (▲ BUY-DIP / ▼ SELL-RIP, ★ stars, an X/10 score and a tier — ELITE / STRONG / PRIMED / WEAK / FORMING); the birth conviction and a firing-factor fingerprint on line two (RSI · DIV · WICK · VOL · STR · PRS · BB — exactly which contrarian factors built this zone); the retest and defended-sweep counts plus the live state on line three (SWEEPING / ⚡RECLAIM x.x / BROKEN); and the anchor price on line four. One glance tells you what the zone is, why it exists and where it stands right now.
XTI Oil
🔄 Breakers — nothing is wasted on a real break. When a zone is genuinely accepted through rather than reclaimed, it does not just vanish. Optionally it flips side in place — a broken buy-dip becomes a fresh sell-rip and vice-versa — so a failed reversal is recycled into a break-and-retest level pointing the other way. The trapped side has been taken; the zone now works for the new direction.
🧼 Clean-Chart Discipline — zones and nothing else. No moving-average spaghetti, no oscillator sub-pane, no dashboard, no stat table. Just graded contrarian zones, their in-zone labels and a dotted midline. A tight set of controls — max live zones, overlap suppression, a strong-only filter and idle decay — keeps only the levels that matter on screen. Everything else lives in the alerts.
🎨 Fully Themed & Configurable. Custom bullish and bearish tones; gradient double-shading with adjustable transparency, borders and midline; normalised or raw zone height by ATR or percent. Tune the whole conviction engine — RSI length and oversold/overbought references, mean-reversion length and stretch reference, Bollinger length and pierce reference, volume baseline and climax reference, rejection-wick and order-flow references, divergence reference — and reweight all seven factors independently. Tune the trigger — sweep depth, reclaim window and confirmation depth, decisive-break acceptance, breaker flip — and the live-strength weights, decay length and floor. Labels are fully controllable: size, placement (inside-right, inside-centre or classic outside), background and text colour. The on-chart reclaim triangle is off by default and one click away.
NVDA
🔒 Honest, Synthetic Core. This is a behavioural reversal-mapping tool, not a live order-book or positioning feed. It infers exhaustion from price, volume and momentum, so it runs on any market, but it does not read real order flow. Zones confirm a few bars after the swing (that is how pivots work), and a reclaim on the live bar can still change until the bar closes. A zone's price is fixed the moment its pivot confirms, but its relative strength and shading can re-rank as it is retested, decays while ignored, or is outshone by stronger new zones. It is a risk-awareness and attention tool for ranking where the crowd is trapped and flagging when a failed break confirms a turn — not a backtested edge and not a promise that price will react at any level.
🔔 Native Alerts. Bullish / Bearish Zone Proximity and their Strong variants fire as price closes in on a zone; Zone Touch / Retest, Zone Sweep (liquidity grab) and Zone Break (accepted) track the lifecycle; and Bullish Reclaim, Bearish Reclaim and Any Reclaim fire the moment a swept zone snaps back — the contrarian entry itself. Set the strength threshold once and let the chart stay silent until price is near real trapped size.
🎯 Why this is different. A raw support/resistance line is static and un-graded — you eyeball a touch and guess. A single oscillator screams oversold for a hundred bars in a trend and gets you run over. Strong Contrarian Zones fuses seven contrarian reads into one graded score, only marks the exhausted extremes, and refuses to call a reversal until a sweep-and-reclaim proves the trapped side is being taken — on any symbol, at any timeframe.
🚀 Apply to Gold (XAUUSD), Silver, Forex, Crypto, Indices and Futures on any timeframe. Because conviction is volatility-normalised and the trigger is structural, the read travels across symbols without re-tuning; volume-weighted markets sharpen the climax and order-flow factors where the tape carries clean volume.
💡 Cleanest setup: raise Min Conviction so only the genuinely exhausted extremes print; lean on the Divergence weight — a failed-break reclaim that also carried divergence is the strongest read on the chart; turn on Only Alert Strong Reclaims to fire on top-tier triggers only; widen overlap suppression and cap max zones for a de-cluttered map; and keep decay on so ignored levels fade instead of cluttering price.
🎯 How To Trade It — Two Approaches
Everything hinges on one read: is the crowd exhausted here, and has the failed break confirmed the flush yet?
⚡ 1) Trade the reclaim — the confirmed reversal
Use when a high-conviction zone is swept and reclaims.
Wait for the tell — a ▲ BUY-DIP zone swept below then reclaimed is a long trigger; a ▼ SELL-RIP zone swept above then reclaimed is a short trigger. The zone state flips to ⚡RECLAIM with a 0–10 score.
Read the grade — ELITE / STRONG reclaims with a high conviction score and a DIV or WICK fingerprint are the ones to take; let LIGHT ones go.
Trigger: enter on the reclaim close, in the direction of the snap-back, with structure agreeing.
Target: the mean / opposite side of the range, or the next zone beyond.
Stop: on the far side of the sweep extreme — beyond where the grab already failed.
BTC
🧱 2) Fade the zone — the exhaustion barrier
Use on the first tap of a strong, untested zone while price arrives tired.
A dense ELITE / STRONG zone can repel price on first contact — the classic reversal-from-a-level. The Proximity alert flags the run-in.
Trigger: fade the first touch back toward the mean, ideally when price arrives over-extended into an ELITE-grade zone with conviction factors firing.
Invalidation: acceptance through the zone. Once price closes decisively beyond it (a Zone Break, not a reclaim), the trapped side is being taken — stand aside or flip with the breaker.
✋ Stand down — the map says wait
FORMING / WEAK zones are minor exhaustion, not walls. Nothing to lean on.
Decayed (faded) zones have been ignored too long — they carry far less fuel.
A zone that is swept but has not reclaimed is still in play — SWEEPING, not confirmed. Wait for the close.
No strong zone near price, or price mid-range between zones — wait for contact with a ranked zone and let the alert bring you in.
Rule of thumb: ⚡ High-conviction zone swept and reclaimed → trade the snap-back, target the mean. 🧱 Dense untested zone + tired arrival on first touch → fade back to the mean until acceptance proves otherwise. ❄️ Forming, weak or decayed zones, or no zone near price → stand down until the exhaustion lines up. Gösterge
Gösterge
Trend & Pullback %Trend & Pullback %
This indicator breaks price action into a simple sequence of legs — trend moves and pullbacks — and labels the percentage size of each one directly on the chart, so you can see at a glance how far the market ran before it corrected, and how far it corrected before resuming.
How it works
The script tracks consecutive candle direction to identify when a trend leg (green candles) is building and when it flips into a pullback leg (red candles).
When direction reverses, the leg that just ended is closed out and labeled with its % move — measured from where that leg started to its extreme (the high for a trend leg, the low for a pullback).
Each new leg always starts exactly where the previous one finished, so a pullback is measured from the prior trend's top, and the next trend leg is measured from that pullback's bottom — giving you a continuous, non-overlapping read of the swing structure.
A live label on the current bar shows the running % of whatever leg is still forming.
Separately, whenever N consecutive same-colored candles occur (default: 5, adjustable), a "Run" label shows the total % move across just that streak — useful for spotting momentum bursts independent of the broader swing.
Inputs
Consecutive candle count for run labels
Toggle leg labels, run labels, and the live running-% label
Minimum leg % filter (hides small/noisy legs)
Custom colors for trend vs. pullback legs
Notes
Works on any symbol and timeframe.
This is a visual/analytical tool for reading trend and pullback structure, not a buy/sell signal generator — use it alongside your own strategy and risk management. Gösterge
Fair Value Box John TITLE
Fair Value Box — Session Opening Range
DESCRIPTION
A precise, multi-timeframe Fair Value Box indicator that captures the exact opening minute's body range (open-close) at London and US market open, then extends it across the session as a visual reference.
KEY FEATURES
• Automatic session detection (London & US open times in exchange timezone)
• Captures the 1m opening candle's O/C range at exact session start — works identically on 1m, 5m, 15m, hourly, or any timeframe
• Fixed box range (no expansion during the session) — remains locked to the opening minute's body
• Two distinct box colors (teal for London, orange for US) with clean, semi-transparent fill
• Boxes grow right to track session progress; freeze at session close
USE CASES
• Identify institutional opening range behavior
• Track price acceptance/rejection of the session's first-minute range
• Reference level for scalping and intraday range trading
• Confluence with other key levels (previous day high/low, overnight moves)
TECHNICAL NOTES
Uses request.security_lower_tf() to reliably extract the 1m opening candle across all chart timeframes. Session times are timezone-aware and adjust automatically for daylight saving time.
SETTINGS
• Show Fair Value Box: Toggle on/off
• London Box Color: Customize London session box
• US Box Color: Customize US/Regular session box
• Session Timezone Inputs: Adjust for your broker's feed if needed
Perfect for traders who value precision opening range analysis on NAS100, indices, and forex during London and New York sessions. Gösterge
FT_TV_MRFT_TV_MR is a Pine Script® v6 library developed to provide reusable tools for evaluating the practical manual replicability of systematic trading strategies and for visualizing time-sensitive trade-management events.
Its core Manual Replicability engine analyzes completed strategy trades against a configurable operating-time window. It distinguishes entry and exit events, classifies different exit types and measures how frequently strategy actions occur inside or outside the time period in which a trader is available to manage the strategy.
The library also includes complementary visualization utilities for maximum trade-duration limits, scheduled entry/exit events and SMA-based trailing logic.
Manual Replicability Engine
The engine maintains a persistent MRState containing registered order IDs, event classifications, trade counters, time-window statistics and visualization state.
For each completed trade it can evaluate:
Whether the entry occurred inside the configured operating window.
Whether the exit occurred inside the configured operating window.
Whether both entry and exit were manageable within that window.
Whether an out-of-window exit was generated by a fixed or dynamic exit mechanism.
The distribution of strategy entries across the 24 hours of the day.
A synthetic Manual Replicability score designed to highlight strategies that require less intervention outside the trader's available hours.
Main exported functionality
new() — Creates and initializes a new MRState object used by the Manual Replicability engine.
add_id() — Registers additional strategy order IDs and classifies them by entry/exit role and exit type, allowing the replicability analysis to be extended beyond the default order identifiers.
reset() — Resets accumulated statistics and removes the associated Manual Replicability visual objects.
run() — Main Manual Replicability analyzer. It processes completed strategy trades, compares entry and exit timestamps with the configured operating window, updates statistics and optionally displays the complete analysis panel and hourly entry distribution.
role_entry() , role_exit() , exit_none() , exit_fixed() and exit_dynamic() — Helper constants used to classify registered order IDs and distinguish fixed from dynamic exit mechanisms.
Trade-Timing Visualization Utilities
Z_MaxDaysLimit_BarsLeft() — Calculates the estimated number of chart bars remaining before a configured maximum-duration closing time.
Z_MaxDaysLimit_BgColor() and Z_MaxDaysLimit_BgColorEx() — Generate progressively stronger background warnings as the maximum-duration closing event approaches.
Z_MaxDaysLimit_CountdownLabels() — Creates a bar-by-bar visual countdown toward the maximum-duration exit.
Z_Bias_BarsLeftToEvent() — Calculates the number of bars remaining until a specified day-of-week and time event.
Z_Bias_BgColor() and Z_Bias_BgColorEx() — Provide position-aware chart highlighting for upcoming long/short entry and exit timing events and selected gap conditions.
Z_SmaTrailPlot() — Calculates an SMA trailing reference together with a distance-sensitive display color and normalized distance measure, allowing the chart visualization to intensify as price approaches the trailing reference.
Purpose
FT_TV_MR is primarily designed as a shared trade-management and manual-replicability dependency for other strategies.
It helps distinguish strategy performance from operational feasibility by showing when entries and exits actually require trader availability, while also providing reusable visual tools for time-dependent exits and trailing mechanisms.
Usage, attribution and intellectual property
This Pine Script® library is published open-source in accordance with TradingView's requirements for public Pine libraries.
Under TradingView's Script Publishing Rules, functions or code from a public Pine library may be reused in open-source publications without prior permission from the author. When publishing work that reuses this library, the original author must be properly credited in accordance with TradingView's rules.
Reuse of this library's functions or source code in a public Protected or Invite-only publication requires explicit permission from us.
The source code is provided under the license specified in the script header. TradingView's Script Publishing Rules govern reuse within the TradingView platform. Kitaplık
FT_TV_ELFT_TV_EL is a Pine Script® v6 library which provides a reusable framework for calculating configurable long and short entry levels in systematic trading strategies.
The library works with the OHLC and pre-calculated market-context structures, allowing entry prices to be derived consistently from current market data, previous Day/Session periods and broader volatility or price-structure references.
Entry Level Framework
The available entry-level calculations cover several categories, including:
Current and historical Day/Session Open, High, Low and Close references.
Rolling highest-high and lowest-low levels.
Moving-average and average-range based price levels.
ATR-based volatility extensions using multiple ATR lengths and multipliers.
Current-bar and historical-bar High/Low references.
Session-start High, Low and range-based extensions.
Percentage-based price offsets.
Day/Session range-based extensions.
Classic pivot-point support and resistance levels.
Current weekly High and Low.
Extrema calculated across the previous five Day/Session periods.
Main exported functionality
long_entry_level() — Calculates the selected long-side entry price. The function provides a large catalog of configurable entry-level formulas using OHLC structures, volatility, recent extrema, pivot calculations, percentage offsets, session references and other price-derived methods.
short_entry_level() — Calculates the corresponding short-side entry price using the same modular framework and a dedicated set of short-oriented level definitions.
plot_long_entry_level_info() — Displays an optional chart information panel for the selected long entry level, including the chosen definition, a human-readable explanation of its logic and the OHLC calculation mode being used.
plot_short_entry_level_info() — Provides the equivalent information panel for the selected short entry level.
Framework integration
The main entry-level functions use two shared data structures:
FT_OHLC — Provides the current and previous Day/Session OHLC periods.
PtnCtx — Provides pre-calculated contextual information including recent extrema, ranges, bodies and session-state references.
This architecture allows individual strategies to change their entry-price methodology without duplicating the underlying market-context calculations.
Purpose
FT_TV_EL is primarily designed as a shared entry-level dependency for other strategies. It separates entry-price generation from signal generation and trade-management logic, providing a consistent and reusable framework for testing and deploying different entry methodologies across multiple strategies.
Usage, attribution and intellectual property
This Pine Script® library is published open-source in accordance with TradingView's requirements for public Pine libraries.
Under TradingView's Script Publishing Rules, functions or code from a public Pine library may be reused in open-source publications without prior permission from the author. When publishing work that reuses this library, the original author must be properly credited in accordance with TradingView's rules.
Reuse of this library's functions or source code in a public Protected or Invite-only publication requires explicit permission from us.
The source code is provided under the license specified in the script header. TradingView's Script Publishing Rules govern reuse within the TradingView platform.
Kitaplık
FT_TV_CondFT_TV_Cond is a Pine Script® v6 library which provides reusable market-condition filters for systematic and algorithmic trading strategies.
The library operates on the structured OHLC and pre-calculated market context used by other strategies framework. It evaluates configurable conditions across the current Day/Session, previous completed periods and a broader five-period market context.
Available conditions cover a wide range of price-action concepts, including directional movement, OHLC relationships, breakouts, range and body expansion or contraction, recent extrema, crossovers, gaps, session development and multi-period market structure.
Main exported functionality
condition_day0() — Evaluates conditions primarily related to the current Day/Session and current chart bars. Available filters include intraday directional movement, current OHLC relationships, new highs/lows, breakouts, range/body comparisons, session-start relationships and other current-period price-action structures.
condition_day1() — Evaluates conditions centered on the previous completed Day/Session , comparing its Open, High, Low, Close, range and body with the current period and earlier historical periods.
condition_day2() — Extends the same condition framework to the OHLC period two Day/Sessions back , allowing strategies to incorporate additional historical market structure.
condition_W() — Evaluates broader five-period market conditions , including directional displacement, body-to-range relationships, position within recent extrema and other multi-period structures.
condition_day0_meaning() , condition_day1_meaning() , condition_day2_meaning() and condition_W_meaning() — Convert supported condition identifiers into human-readable explanations, making the selected trading logic easier to understand and inspect.
plot_condition_day0_info() , plot_condition_day1_info() , plot_condition_day2_info() and plot_condition_W_info() — Display optional information panels describing the selected condition, its practical meaning and whether OHLC calculations are based on calendar-day or custom-session data.
Framework integration
The condition evaluators are designed to work with the OHLC framework through two shared data structures:
FT_OHLC — Contains the current and previous Day/Session OHLC periods.
PtnCtx — Contains pre-calculated contextual values such as ranges, bodies, recent extrema and session-state information.
This architecture allows individual strategies to select and evaluate complex market filters without duplicating the underlying OHLC and contextual calculations.
Purpose
FT_TV_Cond is primarily intended as a shared condition-filtering dependency for other strategies. It separates reusable market-context conditions from the strategy's entry and trade-management logic, providing a consistent and modular filtering framework across multiple Pine Script® strategies.
Usage, attribution and intellectual property
This Pine Script® library is published open-source in accordance with TradingView's requirements for public Pine libraries.
Under TradingView's Script Publishing Rules, functions or code from a public Pine library may be reused in open-source publications without prior permission from the author. When publishing work that reuses this library, the original author must be properly credited in accordance with TradingView's rules.
Reuse of this library's functions or source code in a public Protected or Invite-only publication requires explicit permission from us.
The source code is provided under the license specified in the script header. TradingView's Script Publishing Rules govern reuse within the TradingView platform. Kitaplık
FT_TV_OHLCFT_TV_OHLC is a Pine Script® v6 library which provides a reusable OHLC context, pattern-evaluation engine and entry-level framework for systematic trading strategies.
The library builds and maintains structured Open, High, Low and Close data for the current market period and the previous five completed periods. On intraday charts, these periods can represent either calendar days or custom trading sessions, allowing the same strategy logic to work with session-aware market data.
This OHLC history is combined with a pre-calculated market context containing candle ranges and bodies, recent extrema, multi-period measurements and session-start references. The resulting data is used by other libraries pattern and entry-level engines.
Main exported functionality
Z_FT_OHLC() — Builds and maintains the OHLC data structure used by the library. It supports both Day and custom Session aggregation modes, configurable session times and timezone-aware processing.
ZPattern_Mir_PreCalc() — Pre-calculates the common market context used by the pattern engine, including OHLC ranges and bodies, multi-period extrema, session bar state and session-start price references. This avoids repeatedly calculating the same data across individual pattern evaluations.
ZEntryLevel_Mir() — Generates long and short entry-price levels from a broad collection of configurable methods. Available calculations include OHLC-derived levels, ATR and range extensions, moving-average references, recent extrema, session-start levels, percentage offsets, weekly levels and other price-based structures. A reversal mode can also swap the resulting long and short levels.
ZPattern_Mir() — Main interface to the extended pattern catalog. It evaluates more than 480 directional market conditions based on current price action, Day/Session OHLC structures, multi-period relationships, breakouts, compression/expansion, candle characteristics and session context. Positive and negative pattern IDs select the corresponding directional variants of each condition.
ZPattern_MostUsed() — Provides a compact subset of frequently used OHLC and price-action conditions for strategies that do not require the complete pattern catalog.
Z_OHLC_PatternsPanel() — Provides an optional visual diagnostic panel for selected OHLC patterns, including their current verification state, descriptions and occurrence counters, with optional chart highlighting.
Purpose
FT_TV_OHLC is designed primarily as a shared analytical dependency for other strategies. It separates OHLC aggregation, market-context calculations, pattern evaluation and entry-level generation from the individual strategy logic, providing a consistent framework that can be reused across multiple Pine Script® strategies.
Usage, attribution and intellectual property
This Pine Script® library is published open-source in accordance with TradingView's requirements for public Pine libraries.
Under TradingView's Script Publishing Rules, functions or code from a public Pine library may be reused in open-source publications without prior permission from the author. When publishing work that reuses this library, the original author must be properly credited in accordance with TradingView's rules.
Reuse of this library's functions or source code in a public Protected or Invite-only publication requires explicit permission from us.
The source code is provided under the license specified in the script header. TradingView's Script Publishing Rules govern reuse within the TradingView platform. Kitaplık
FT_TV_libFT_TV_lib is a Pine Script® v6 utility library which provides reusable components for systematic and algorithmic trading strategies.
The library centralizes a range of commonly required operations, including trading-session management, session-based OHLC calculations, strategy and position monitoring, trade-management utilities, futures rollover handling, technical calculations, alerts, and chart visualization tools.
Main exported functionality
Session and OHLC utilities — Functions for identifying session and day transitions and retrieving session-aware Open, High, Low and Close values, including previous sessions. Main functions include sessionstart() , isNewDay() , isLastBarOfDay() , openD() , highD() , lowD() , closeD() and their related session utilities.
Strategy and trade management — Utilities for detecting position state, counting daily entries, measuring bars since entry, limiting trade duration and calculating dynamic trailing-stop levels. Relevant functions include mp() , BarsSinceLastEntry() , entriestoday() , MaxTradeDuration() and TrailingStop() .
Intraday market analysis — Session-aware Body Factor calculations and related OHLC components for analyzing directional price movement inside configurable intraday periods through functions such as IntradayBodyFactor_v2() and the related IntradayBF_Open() , IntradayBF_High() , IntradayBF_Low() and IntradayBF_Close() .
Trade and order visualization — VisualTrades() and DrawEntryOrdersHistorySeries() provide reusable chart components for displaying entries, exits, stop-loss, trailing-stop, take-profit and pending order levels.
Futures rollover utilities — Functions for resolving active futures expiries and symbols and supporting rollover notifications, including active_expiry() , active_symbol() and check_and_build_alert() .
Technical-analysis utilities — Reusable implementations of commonly used calculations including Average, Average True Range, MACD, Rate of Change, Standard Deviation, Bollinger Bands, Momentum, Stochastic, CCI, RSI, ADX and Inside Bar detection.
Alerts and interface utilities — Additional exported functions support strategy trade alerts and reusable chart information displays, including AlertMessages() and Badge() .
Purpose
This library is primarily designed as a shared dependency for other Pine Script® strategies, allowing common trading, analytical and visualization components to remain consistent across multiple strategy implementations.
Usage, attribution and intellectual property
This Pine Script® library is published open-source in accordance with TradingView's requirements for public Pine libraries.
Under TradingView's Script Publishing Rules, functions or code from a public Pine library may be reused in open-source publications without prior permission from the author. When publishing work that reuses this library, the original author must be properly credited in accordance with TradingView's rules.
Reuse of this library's functions or source code in a public Protected or Invite-only publication requires explicit permission from us.
The source code is provided under the license specified in the script header. TradingView's Script Publishing Rules govern reuse within the TradingView platform.
Kitaplık
Hourly Volatility Heatmap [ZynAlgo]1. Overview
Most reversal tools look only at the candle. Hourly Volatility Heatmap starts with the clock: it keeps a rolling record of how each hour of the day behaves - how much range it produces, how often it prints the day's high or low, and whether it leans bullish or bearish - and turns that record into a 24-cell heat table. Signals are allowed only inside the hottest hours: a sweep of a recent swing high or low that gets rejected on the close, optionally confirmed by the hour's directional bias and an RSI divergence, prints a marker with the reason on hover.
2. How It Reads The Trading Day
A panel titled "HOURLY VOLATILITY HEATMAP" in the corner you choose, with an insight line "Vol peak: HH:00 | Reversal peak: HH:00".
A 6x4 grid of the 24 hours, each cell shaded from dark navy (cold) through amber (mid) to red (hot) by its Hot Hour score.
A "TOP 5" table with Rank, Time (in your timezone), Avg. Vol, Reversal % and Bull Bias.
Common mistake: a red cell means high activity and turning-point frequency, NOT a direction. Only the Bull Bias column is directional, and it gates the signal rather than forecasting.
3. How The Hot Hour Score Is Defined
Timezone (UTC Offset) - every bar is stamped with its hour in the zone you select.
Lookback Days - the rolling window of completed days (default 30); stats rebuild at the start of each new day.
Average range per hour - the high-to-low range of each bar, in points, averaged per hour across the window.
Reversal % - how often that hour held the day's high or low across the window.
Hot Hour score - average range and Reversal % are each scaled 0-100 against the best hour, then averaged. Hot Hours Filter (Top N by combined score) sets how many top-ranked hours may signal (default 5).
Bull Bias - the share of tracked hourly candles in that slot that closed above their open, used by Enable Directional Bias Filter.
Swing Length and RSI Length - define the structure sweep and the divergence check used in the signal rules.
4. Signal Rules
BUY (all required on a closed bar): the current hour is one of the Top N hot hours; the bar's low reaches or breaks the lowest low of the previous Swing Length bars and closes above its open (a rejected sweep); if the Directional Bias Filter is on, the hour's Bull Bias is at or above 50%; if the RSI Divergence Filter is on, RSI on this bar is higher than RSI was at the swept low; the cooldown has elapsed.
SELL is the mirror image on the high side.
The marker prints on the NEXT bar (its open is the entry reference); the stop reference is the extreme of the sweep bar. Hover the marker to read the exact reason, e.g. "Buy: 14:00 (UTC) is a Top 5 hot hour. (Bias Check: 58.3% Bullish) Price made a 5-bar low and rejected."
5. Trade Mode (Master Switch)
OFF (default) - chart shows markers and hover tooltips only; Stability Mode and Smart Signal Filter are bypassed; no SL/TP boxes, no Win Rate/PF tracking.
ON - each marker becomes a tracked position: a red-tinted risk box (entry to stop), a green-tinted reward box (entry to the final target: TP3 if enabled, else TP2, else TP1), a dotted entry line and a dotted stop line that steps to breakeven after TP1 and to TP1 after TP2. Small "TP1"/"TP2" tags mark those moments, a red "x" marks a clean stop-out, and Max Trade Duration (Bars) closes a stale position. The panel adds Trades (total tracked) and Win Rate / PF rows.
Stability Mode (no new signal while a trade is open) and Smart Signal Filter (force alternating Buy/Sell) then gate new entries; Max Stored Trade Records (history) caps the drawings kept.
6. Who It's For
Session-aware intraday traders who want the hour filter backed by the instrument's own numbers, not a fixed session template.
Liquidity-sweep and reversal traders - a run through a recent high or low that fails, filtered here by time, seasonal bias and momentum.
Traders on 24-hour markets: forex, gold, index CFDs and crypto all have hours that concentrate range and turning points.
Traders who prefer fewer, better-timed marks - the hot-hour gate, bias check and cooldown remove most sweeps that occur in dead hours.
The tool needs intraday bars to build its hourly statistics, so use it on hourly and lower timeframes. A marker is a well-timed candidate, not an order.
7. Notes
The Trades / Win Rate / Profit Factor figures come from an internal, non-executed simulation over the visible chart history - a study of the settings on past data, not a backtest, not a broker report, and not indicative of future results.
All signal logic processes fully closed bars only, never a still-forming bar, so signals do not repaint.
This indicator is a tool for study and education, not financial advice, and does not guarantee any trading outcome. Always apply your own analysis and risk management.
Gösterge
Gösterge
Patterns Strategy v1### 1. What the strategy does
This is a **price-action pattern strategy** that detects four patterns:
* **Bullish Engulfing** → long setup
* **Bearish Engulfing** → short setup
* **Morning Star** → long setup
* **Evening Star** → short setup
The strategy then creates an entry trigger, stop loss, and profit targets for the detected pattern.
---
### 2. Bullish Engulfing
For a bullish engulfing setup, the script looks for:
* Previous candle is bearish.
* Current candle is bullish.
* Current candle's body is large enough according to the minimum-body setting.
* The current candle completely engulfs the previous candle's body when strict engulfing is enabled.
* The current close can also be required to finish beyond the previous candle's open.
Once detected:
**Entry:** above the engulfing candle's high
**SL:** below the engulfing candle's low, with optional use of both candles
**Target:** normally 1.5R for TP1 and 2R for the final target.
---
### 3. Bearish Engulfing
The opposite structure is used:
* Previous candle is bullish.
* Current candle is bearish.
* Current candle has sufficient body strength.
* Current candle engulfs the previous candle's body.
* The close can be required to finish below the previous candle's open.
**Entry:** below the engulfing candle's low
**SL:** above the engulfing candle's high
**Target:** 1.5R and 2R by default.
---
### 4. Morning Star
The strategy uses a **three-candle pattern**:
1. Strong bearish first candle.
2. Small-body middle candle.
3. Strong bullish third candle.
4. Third candle must recover at least the configured penetration percentage of the first candle's body.
The default settings require:
* Middle candle body ≤ 35% of its range.
* Outer candles body ≥ 55%.
* Third candle penetration = 50%.
**Entry:** above the third candle's high
**SL:** below the entire three-candle pattern
**Target:** 1.5R / 2R.
---
### 5. Evening Star
This is the reverse of the Morning Star:
1. Strong bullish first candle.
2. Small middle candle.
3. Strong bearish third candle.
4. Third candle penetrates sufficiently into the first candle.
**Entry:** below the third candle's low
**SL:** above the entire pattern
**Target:** 1.5R / 2R.
---
## 6. Entry mechanism
There are **two entry modes**.
### Stop Order
The strategy places a resting order at the breakout level.
For example:
**Bullish pattern → price must break the trigger above the pattern.**
### Market on Break
The strategy waits until price actually breaks the trigger and then enters on the next bar.
So the two modes behave differently in backtesting.
There is also an **entry buffer**, meaning the trigger can be placed a few ticks beyond the pattern high/low.
---
## 7. Pending setup expiration
After a pattern appears, the setup does **not remain active forever**.
Default:
**5 bars**
If price doesn't trigger the entry within those bars, the pending setup is cancelled.
There is also an option to cancel the setup if the stop-loss level breaks before the entry occurs.
---
## 8. Stop-loss protection
The strategy has a minimum stop-distance rule.
If the calculated SL is too close to the entry, it automatically pushes the SL farther away to satisfy the minimum number of ticks.
This prevents extremely small stop distances.
---
## 9. Profit management
The default structure is:
**Entry → 1.5R TP1 → 2R final TP**
At TP1:
* 50% of the position is closed by default.
* The remaining position continues toward TP2.
* Stop loss can automatically move toward break-even.
The break-even adjustment has its own tick offset.
So conceptually:
**Risk = 1R**
If your entry-to-SL distance is 20 points:
* TP1 = +30 points
* TP2 = +40 points
with the default 1.5R / 2R settings.
---
## 10. Daily trading restrictions
The script has several controls:
* Maximum trades per day
* Maximum number of losses per day
* Only the first pattern of the day
* Long trades on/off
* Short trades on/off
* Trading session restriction
* Close trade at session end
* EMA trend filter
The default maximum trades per day is **1**.
This is important because even if several patterns appear, the strategy can prevent additional trades once the daily limit has been reached.
---
## 11. EMA trend filter
The strategy can optionally use an EMA as a directional filter.
Default EMA:
**200 EMA**
When enabled:
* Long setups require price above the EMA.
* Short setups require price below the EMA.
When disabled, the EMA does not filter the trades.
---
## 12. Position sizing
There are two approaches.
### Fixed lots
The strategy trades a fixed number of lots.
Default:
**1 lot × 65 units = 65 units**
### Risk-based sizing
You can instead specify how much of your equity you want to risk per trade.
The position size is then calculated from:
**Account equity + risk percentage + distance to SL + lot size**
It rounds the quantity to whole lots.
---
## 13. White candle feature
This is one of the important visual features of your script.
When a valid pattern is detected, the pattern candle can be painted **white**.
For two-candle patterns:
**Both candles can be highlighted.**
For three-candle patterns:
**All three candles can be highlighted.**
You can independently control this feature from the Visuals settings.
---
## 14. Chart markings
The script can display:
* Bullish triangle
* Bearish triangle
* Pattern name
* Entry/trigger level
* Entry price
* Stop loss
* TP1
* TP2
* EMA when trend filtering is enabled
The levels make it possible to visually follow the entire trade from setup → entry → SL/TP.
---
## 15. Dashboard
The top-right dashboard shows the current strategy state.
It can tell you:
* **LONG**
* **SHORT**
* **Pending Long**
* **Pending Short**
* **Flat**
It also displays:
* Trades today
* Losses today
* Last pattern
* Current 1R risk
* Net profit
When DEBUG is enabled, it additionally shows:
* Signals detected
* Orders placed
* Fills
* Expired setups
* Invalidated setups
* Blocked setups
* Last reason a setup was skipped.
---
## 16. Alerts
The script has alerts for each individual pattern:
* Bullish Engulfing
* Bearish Engulfing
* Morning Star
* Evening Star
It also has general long/short setup alerts.
The alert message can include the pattern, trigger price and SL.
---
### Overall flow
The strategy essentially works like this:
**Find pattern → check filters → calculate trigger → calculate SL → create pending setup → wait for breakout → enter → manage TP1 → move SL toward BE → target TP2 or SL → enforce daily limits.**
So this is **not simply a candle-pattern indicator**. It is a complete **backtesting/trading strategy with order management, risk sizing, daily limits, visual signals, dashboard and alerts**.
Strateji
Gösterge
Inverse Fisher Transform on ADX DI (Directional Acceptance)
**Purpose** — Implements an Inverse Fisher Transform (IFT) on the ADX Directional Index spread (plusDI − minusDI) to produce a bounded, smoothed oscillator that highlights directional dominance and makes extreme directional shifts easier to spot.
**Core signal** — Uses the DMI spread as the raw input; positive values indicate upward directional dominance, negative values indicate downward dominance, and the IFT maps those tendencies into a compact \( \) range.
**Normalization** — Normalizes the DI spread over a rolling window (`normLen`) by computing the windowed minimum and maximum, then rescales to \( \) and remaps to \( \) so the IFT receives a stable, comparable input across different instruments and timeframes.
**Clamping for stability** — Clamps the normalized input to \( \) before applying the exponential-based IFT formula to avoid numerical overflow and to keep the transform well-behaved near the boundaries.
**Inverse Fisher Transform math** — Applies the standard IFT formula \((e^{2x}-1)/(e^{2x}+1)\) which accentuates extremes and compresses mid-range values, improving the visual separation between neutral and strong directional conditions.
**Pre- and final smoothing** — Offers a two-stage smoothing approach: optional pre-smoothing of the normalized input to reduce spikes, followed by a final smoothing (RMA/EMA/WMA) of the IFT output to control responsiveness versus noise.
**Smoothing options** — Supports Wilder RMA for trend stability, EMA for responsiveness, and WMA for weighted recency; this flexibility lets traders tune the indicator to their preferred balance of lag and sensitivity.
**Visual enhancements** — Plots the smoothed IFT line with color coding for positive/negative values, optional histogram columns, horizontal threshold lines (e.g., ±0.5), and a filled area to emphasize the relationship to zero.
**Alerting and signals** — Includes `alertcondition` triggers for crossings of the upper/lower thresholds and zero, enabling automated notifications when directional acceptance shifts materially in either direction.
**Edge-case handling** — Gracefully handles flat normalization windows by returning a neutral midpoint (0.5 normalized) and uses a tiny epsilon-like clamp to avoid division-by-zero or degenerate outputs.
**Tuning guidance** — Recommends larger `normLen` for less sensitivity to short-term swings, smaller smoothing lengths for faster signals, and threshold adjustments per instrument and timeframe to reduce false signals.
**Performance considerations** — Keeps computations lightweight (min/max, simple transforms, standard moving averages) so the script runs efficiently even on lower timeframes or long historical ranges.
**Interpretation tips** — Readings above the upper threshold indicate accepted upward dominance (bullish bias), readings below the lower threshold indicate accepted downward dominance (bearish bias), and zero crossings suggest shifts in directional control.
**Extensions and variants** — Can be extended with percentile-based normalization, multi-timeframe DI inputs, ADX overlay for trend strength context, or adaptive thresholds; these additions can improve robustness but may increase complexity and computation.
**Practical use** — Best used as a directional-confirmation tool alongside price action or trend filters; avoid using it as a lone entry signal on highly mean-reverting instruments without additional confirmation.
Gösterge
SPX 0DTE Move StudyOverview
This is a research tool, not a signal generator. It answers one narrow question: on days that open with a given VIX level and a given ATR regime, how often has SPX's open-to-close range historically exceeded a chosen distance (e.g. 17, 25, 35, or 50 points)?
That question matters for any options structure whose payoff depends on the underlying moving far enough by expiration — for example a long (debit) iron condor, which is the mirror image of the far more common short iron condor: instead of collecting a credit and profiting when price stays inside a range, it costs a debit and profits when price travels beyond a range. This script does not evaluate, price, or recommend that or any other structure. It only measures how often the day's cash-settled move has historically cleared a distance, split by conditions known before the open.
How It Works
The measurement
Each trading day contributes one data point: the absolute distance between the 09:30 ET open and the 16:00 ET close. Only that single number is used — not the day's high, low, or path.
Daily vs. intraday
On a daily chart, the bar's own open and close ARE the 09:30 and 16:00 prints, which lets the study run over decades of history instead of the ~1500 days an intraday chart can hold. Both modes are supported and can be cross-checked against each other on the same window.
The conditioning variables
Every day is bucketed by the VIX level at the open and by that day's ATR regime — where ATR (read only from the last CLOSED daily bar, never the forming one) sits relative to its own moving average. The ATR ratio is bucketed rather than raw points, so the study reads the same on SPX at 2,000 and at 7,500.
The nested test
The core view splits each VIX band into ATR sub-rows and reports what the ATR split adds INSIDE that band — a bracketed delta versus the VIX band's own baseline, so the VIX condition is held fixed rather than compared against all days blended together. A per-band sign-agreement count and a "day of week" control (which cannot logically move SPX and so defines the noise floor at the current sample size) are both included specifically to help separate a real conditional effect from one that only looks like one.
No lookahead
The colored column plot ("traffic light") scores each day using only the days that finished before it — the running tally is read, then updated, so no day is ever colored using its own outcome or a future one.
What Makes This Different
Most VIX/ATR overlays plot the raw values and leave interpretation to the reader. This script instead builds an actual frequency table conditioned on both variables jointly, checks whether a split's effect is consistent across bands (rather than reporting one flattering number), and includes a built-in noise-floor control so a spread can be judged against what chance alone produces at that sample size.
Features
Four table views — VIX only, ATR only, VIX × ATR (nested), and a Day-of-Week control
Up to 4 configurable distance thresholds per table
Minimum-sample-size floor — thin rows are greyed out and excluded from the verdict line
Forward-only "traffic light" plot showing each day's historical odds before the fact
ATR plotted as a percentage of its own moving average, sharing one scale with VIX
Configurable VIX band edges (up to 5 splits) and ATR split method (over/under average, rising/falling, or four combined states)
Optional date-range restriction, for testing whether a result survives outside the window it was found in
CSV export via Pine Logs
Works on daily (recommended, full history) or intraday (adjustable entry offset) charts
Settings Guide
Distances
Table - Which conditioning view to display; "Day of week" is the control, not a predictor
Distance 1-4 - The point thresholds each column measures; Distance 1 also drives the traffic-light plot and the verdict line
Lookback - How many recent trading days feed the table and the running tally
Min Days per Band - Rows below this are excluded from the verdict as statistically unreliable
VIX Bands
VIX edge 1-5 - Where the VIX bands split; fewer edges means larger, more stable buckets
ATR Regime
ATR split - Over/under its average is the simplest and most sample-efficient choice
ATR length / EMA of ATR - How the current ATR and its baseline average are measured
Display
Show the table / Traffic light - Toggle the statistics table and the forward-only day coloring independently
How to Use
Add to a daily SPX chart on the regular session (required for the open/close reading to be correct)
Read the TODAY row: current VIX, current ATR regime, and how many historical days matched
Check the row's sample size against your Min Days setting before drawing any conclusion from it
Look at the VIX × ATR view to see whether ATR regime adds anything on top of VIX alone, and whether that addition agrees in sign across bands
Compare against the Day-of-week control on the same lookback to see where the noise floor currently sits
Alerts
No built-in alert conditions — this is a statistics/research tool, not a signal generator. If wanted, a price-crossing alert can be set manually on the "odds over D1 (%)" plot using TradingView's standard alert dialog.
Limitations
Reports historical base rates, not predictions — a day matching a bucket's profile does not guarantee that day repeats the bucket's history
Only measures the open-to-close distance; it says nothing about the intraday path, which matters for any position that could be affected by movement before expiration
VIX and ATR band edges are user-chosen; different edges can produce different-looking splits, so results should be checked for robustness across edge choices
Excludes thin rows from the verdict, but a row that just clears the minimum sample is still a small-sample estimate
Does not model options pricing, bid-ask spread, commissions, or fill quality for any specific structure
Intraday entry offset has no effect on daily charts, and daily analysis requires the regular session (extended-hours daily bars are flagged as invalid)
Disclaimer
This script is for educational and research purposes only. It does not constitute financial or investment advice, and it does not recommend any specific options structure, position, or trade.
Past frequency does not guarantee future results
Historical base rates are not a forecast for any individual day
Always conduct your own research and consider your own risk tolerance before making any trading decision
Credits
Original methodology and implementation by the author. No third-party code was reused. Gösterge
Forward Move Profile [AlgoNorth]Forward Move Profile
🔶 Where does price usually end up 30 bars from now?
Forward Move Profile answers that from the chart's own history. It takes every past bar (up to 20,000 of them), measures where price closed 30 bars later in units of the 14-period ATR, and stacks those outcomes into a 3D profile beside the last candle. Around it sit a path fan with 20%, 50% and 80% bands, and four ghost profiles spaced 30 bars apart. It also runs a race: from every past bar, it checks whether price reached 1 ATR above or 1 ATR below first, and how long that took.
It is a context tool, not a standalone trading indicator. It shows what a normal move looks like on the chart in front of you and gives your own setups a second opinion.
🔶 USAGE
🔸 The profile
Each row is a price band. The longer the row, the more past samples finished there. The gold row is the most common outcome, with its size written inside. By default, rows above the current price are green and rows below are red.
🔸 Percentile labels
P90, Median and P10 mark the outcome lines. About 8 in 10 past samples ended between P10 and P90. A target inside that range is an ordinary move for this chart. A target beyond it needs something unusual to happen.
🔸 The path fan
The fan runs from the last candle to the profile. The centre line is the median outcome, and the shaded bands show how far outcomes spread around it. A fan that leans one way shows past moves drifted that way. A wide fan shows outcomes were spread out.
🔸 Ghost profiles
The faded profiles further back show what the tool looked like at earlier bars. The gold dot on each marks where price actually closed 30 bars later. Scroll back to see how often price landed in the busy middle of the profile and how often it ran to the edges.
🔸 The race
The table shows how often each level was hit first and the average number of bars each side took. If the down level is usually hit first, or reached faster, drops on this chart have tended to arrive quicker than rallies.
🔸 The table
It lists past samples, how many ended higher or lower, the average move each way, P90 / median / P10, the size of P10 against P90, which level was touched first, average bars to first touch, current ATR and last bar time.
🔶 DETAILS
🔸 Every sample is measured in ATRs at the bar it started on, then drawn using the current ATR. Calm and volatile periods end up on the same scale.
🔸 The profile range fits itself so almost every past sample is drawn. You can set a fixed range instead; samples beyond it are counted in the table as outside range.
🔸 "Size of P10 ÷ size of P90" above 1 means the typical large drop was bigger than the typical large rise. The row shows "–" when P90 is zero or below.
🔸 Units are picked automatically: ticks on futures, pips on forex, percent on crypto and points on everything else.
🔸 The profile appears once 30 past samples are collected.
🔸 Four alerts: median outcome turned positive, median outcome turned negative, up level now touched first more often, down level now touched first more often.
🔶 SETTINGS
🔸 Model: horizon, ATR length, max samples and race distance.
🔸 Profile: range, row count, width, gap from the fan and units.
🔸 Look: colour palette (Green / Red, Aurora or Heat), most common row highlight and colour, 3D depth, top edge highlight, path fan, number and spacing of ghost profiles, and percentile labels.
🔸 Table: show or hide, chart corner and text size.
🔶 LIMITATIONS
🔸 The profile is built entirely from past moves on this symbol and timeframe. It shows the likely spread of outcomes if price keeps behaving the way it has, and it can be caught out when conditions change: news, a new volatility regime or a sudden trend.
🔸 Samples next to each other share most of their bars, so the sample count is larger than the number of truly separate moves.
🔸 Ghost profiles use the ATR of their own bar, so they look taller after volatile stretches and shorter after quiet ones.
🔸 Pip units assume a 5-digit forex quote.
🔶 SUMMARY
Forward Move Profile turns the chart's history into a picture of where price usually finishes 30 bars later: a 3D profile, the paths leading to it, ghosts showing how earlier profiles played out, and a race between the up and down levels. Use it next to your own analysis to judge whether a move you're planning is ordinary or a stretch.
Gösterge
