指標

[Core Convexity] SMT Divergences
## Description
The SMT Divergences indicator is a comprehensive tool designed to detect and manage Smart Money Tool (SMT) divergences across multiple assets directly on your primary chart. SMT divergence is a classic concept used to identify institutional accumulation or distribution by revealing a lack of correlation between highly correlated assets (such as NQ, ES, and YM, or Gold and Silver) at key structural swing points.
This script automates the detection process, filters out duplicate signals, and tracks mitigation (when an SMT structure is broken or invalidated by price action) to keep your charts clean and actionable.
### Key Features
* **Automatic Asset Pairing:** Detects the root symbol of your current chart and automatically pulls data for the most relevant correlated instruments. For example, if you are viewing NQ, it will automatically check ES and YM. It also features a dedicated "No YM" mode to simplify index correlation down to NQ and ES exclusively.
* **Custom Asset Input:** Switch the selection mode to "Custom" to manually input any two symbols you wish to compare against your primary chart.
* **Dual-Layer Detection:** The script scans both immediate pivot points and structural swings (Highs/Lows) to provide both near-term and macro SMT identification.
* **Dynamic Mitigation Stack:** When price invalidates an SMT level, the indicator can immediately remove the visual lines or keep them on the chart for a specified expiration window with a configurable tag to track historical structural breaches.
* **Advanced Merging Logic:** To eliminate chart clutter, the script includes options to merge duplicate rays triggering on the same candle, as well as merging same-origin SMTs into a single combined projection point.
---
## How It Works
An SMT Divergence occurs when one asset fails to confirm a new swing high or low made by a correlated asset:
* **Bearish SMT:** The primary asset fails to make a higher high while the correlated asset successfully drives to a higher high, indicating underlying weakness.
* **Bullish SMT:** The primary asset fails to make a lower low while the correlated asset successfully drives to a lower low, indicating underlying strength.
The script runs a safe lookback sequence up to 450 bars to find matching historical pivot structures, compares the relationship between the primary chart and your secondary/tertiary assets, and plots precision lines directly between the corresponding structural points.
---
## Settings and Inputs
### System
* **Real-Time Detection:** When enabled, calculations update dynamically on the live, open bar. When disabled, signals confirm strictly on the close of the candle.
* **Merge Duplicate Rays:** If both tracked assets trigger an SMT divergence on the exact same bar, this option condenses them into a single line with a combined text label.
* **Merge Same-Origin SMTs:** Combines multiple SMT lines originating from the exact same candle, extending the line to the furthest matching historical point and appending an (M) tag.
* **Enable Structure SMT:** Expands the algorithm to look for structural pivot failures in addition to immediate, strict candle-to-candle alignment.
* **Lookback:** Determines how many historical bars the script will scan to find a matching structural pivot point (capped safely up to 500 bars).
* **Min Bars for Line/Label:** Configures the strict visual threshold required before rendering a line or a text label to screen, filtering out negligible, noise-level divergences.
### Broken SMT Mitigation
* **Remove Broken SMTs:** Activates the garbage collection system to handle lines when price violates the divergence level.
* **Bars to Keep After Invalidation:** Determines how long a broken SMT line remains visible on your chart before deletion. Set this to 0 for immediate visual removal.
* **Show (X) Tag on Invalidated:** Appends an (X) character to the text labels of broken levels during their expiration window.
* **Mitigation Logic:** Choose between "Pair Only (Strict)" which invalidates the line if the primary chart and the specific asset break structure, or "All Connected (Global)" which requires all three assets to breach the level before declaring an invalidation.
### Asset Selection and Styling
* **Asset Selection Mode:** Toggle between Automatic, Automatic (No YM), or Custom routing.
* **Check Mode:** Options include "Strict" (where bullish lines check highs and bearish lines check lows) or "Both High & Low" for unrestricted pivot mapping.
* **Styling Groups:** Fully customize visibility, font sizes, colors, line widths, and line styles (Solid, Dashed, Dotted) independently for both Asset 1 and Asset 2 configurations. 指標

指標

指標

指標

Fair Value Gap MarkerFair Value Gap Marker
Overview
Fair Value Gap Marker is a configurable market imbalance visualization tool designed to automatically detect, evaluate, and manage Fair Value Gaps (FVGs) using a three-candle price imbalance model. While the Fair Value Gap concept is widely recognized in technical analysis, this implementation expands the basic detection model by introducing adaptive volatility filtering, quantitative strength scoring, multi-timeframe analysis, and automated zone lifecycle management.
The objective of the indicator is not to display every possible imbalance, but to help traders focus on higher-quality Fair Value Gaps by filtering insignificant gaps and providing additional contextual information about each detected zone.
---
What is a Fair Value Gap?
A Fair Value Gap represents a temporary market inefficiency created when price moves aggressively enough that little or no trading occurs within a specific price range.
Such rapid displacement can leave an imbalance between buyers and sellers. Many traders monitor these areas because price may revisit them later before continuing its trend or establishing a reversal.
Rather than manually inspecting charts for these imbalances, Fair Value Gap Marker continuously scans completed candles and automatically identifies qualifying bullish and bearish Fair Value Gaps.
---
# Detection Algorithm
The indicator evaluates every completed three-candle sequence.
A Bullish Fair Value Gap is identified when the current candle's low remains above the high of the candle two bars earlier.
A Bearish Fair Value Gap is identified when the current candle's high remains below the low of the candle two bars earlier.
Only confirmed candle data is evaluated, ensuring that detected Fair Value Gaps remain stable once created.
---
# Adaptive Minimum Gap Filtering
Not every Fair Value Gap has equal analytical value.
Very small gaps frequently occur during normal market fluctuations and may simply represent insignificant price noise.
To reduce unnecessary chart clutter, this indicator offers two independent filtering methods.
### Percentage Filter
The minimum acceptable gap size can be defined as a percentage of the current market price.
Only Fair Value Gaps exceeding the specified percentage threshold are displayed.
This mode is useful for traders who prefer a fixed proportional filter across different assets.
---
### ATR Adaptive Filter
The second filtering method compares the gap size against the current Average True Range (ATR).
Instead of relying on a fixed gap width, every imbalance must exceed a configurable multiple of current market volatility.
Because ATR expands during volatile conditions and contracts during quieter markets, this approach automatically adapts the minimum acceptable Fair Value Gap size without requiring constant manual adjustment.
This helps maintain more consistent filtering across different symbols, sessions, and market environments.
---
# Fair Value Gap Strength Score
One of the primary enhancements introduced in this implementation is the Fair Value Gap Strength Score.
Rather than assuming all detected imbalances have equal significance, every Fair Value Gap is assigned a numerical score ranging from 0 to 100.
The score combines two independent measurements.
## 1. Gap Size Analysis
The script compares the width of the Fair Value Gap with the current ATR.
Larger displacement moves generally indicate stronger directional momentum and therefore contribute more heavily to the final score.
---
## 2. Relative Volume Analysis
The volume of the candle responsible for creating the Fair Value Gap is compared against its recent moving average.
Higher-than-average participation suggests stronger market commitment and increases the confidence score.
---
## Final Strength Score
The final Strength Score blends volatility expansion and relative participation into a single numerical value.
Higher scores generally represent Fair Value Gaps created by stronger market displacement accompanied by relatively stronger trading activity.
Users may also define a minimum acceptable Strength Score, allowing weaker Fair Value Gaps to be filtered automatically.
This provides an additional quality layer beyond simple price imbalance detection.
---
# Multi-Timeframe Fair Value Gap Detection
The indicator supports optional Higher Timeframe (HTF) analysis.
When enabled, the script independently evaluates completed candles from the selected higher timeframe using the same Fair Value Gap detection algorithm.
Detected higher-timeframe Fair Value Gaps are projected directly onto the active chart using a dedicated color scheme.
This enables traders to monitor institutional imbalance zones from larger market structures while executing analysis on lower timeframes.
The higher-timeframe feature removes the need to switch between multiple charts during analysis.
---
# Automatic Zone Management
Each detected Fair Value Gap becomes an independent price zone.
Once created, every zone is continuously monitored as new market data becomes available.
Users may choose between two operating modes.
### Persistent Mode
Fair Value Gaps remain visible regardless of future price action.
This mode is useful for historical analysis.
---
### Automatic Mitigation Mode
When enabled, the script continuously checks whether price has fully traded back into the imbalance.
Once a Fair Value Gap has been completely mitigated, its corresponding zone is automatically removed from the chart.
This helps reduce clutter while keeping attention focused on active market inefficiencies.
---
# Dynamic Zone Extension
Every active Fair Value Gap extends forward automatically.
As new candles appear, existing zones continue projecting into future price action until mitigation occurs or the configured extension period expires.
This allows traders to monitor future interactions between price and previously identified imbalance zones without manually updating chart objects.
---
# Visualization
The indicator includes multiple visualization options.
Users may display:
• Bullish Fair Value Gaps
• Bearish Fair Value Gaps
• Higher-Timeframe Fair Value Gaps
Zones may use either fixed bullish/bearish colors or rotate through a customizable color palette, making consecutive imbalance zones easier to distinguish during periods of increased market activity.
Strength Scores may also be displayed directly inside each Fair Value Gap box.
---
# Available Settings
The indicator includes configurable options for:
• Bullish Fair Value Gap visibility
• Bearish Fair Value Gap visibility
• Percentage-based minimum gap filtering
• ATR-based adaptive filtering
• ATR Length
• ATR Multiplier
• Strength Score display
• Minimum Strength Score threshold
• Volume Average Length
• Multi-Timeframe detection
• Higher-Timeframe selection
• Automatic mitigation removal
• Zone extension length
• Fixed colors
• Palette cycling
• Complete visual customization
---
# Suggested Workflow
One possible workflow is:
1. Determine the primary market trend using your preferred methodology.
2. Enable Higher-Timeframe Fair Value Gap detection if broader market context is required.
3. Wait for new Fair Value Gaps that satisfy the selected filtering criteria.
4. Evaluate the Strength Score.
5. Monitor future price interaction with active imbalance zones.
6. Combine Fair Value Gap analysis with your own confirmation techniques such as market structure, liquidity sweeps, order blocks, break of structure (BOS), change of character (CHoCH), volume analysis, or personal risk management rules before making trading decisions.
The indicator intentionally does not generate automated buy or sell signals.
Its purpose is to provide an objective framework for identifying and monitoring price imbalance zones.
---
# Original Design Philosophy
This implementation was developed to extend the traditional Fair Value Gap workflow beyond simple imbalance detection.
Instead of displaying every possible gap, the indicator integrates multiple analytical layers—including adaptive ATR-based filtering, quantitative Strength Scoring, configurable minimum quality thresholds, automatic mitigation management, dynamic zone extension, and optional multi-timeframe confluence—to help traders organize Fair Value Gaps according to both market volatility and relative participation.
The design philosophy focuses on improving clarity, reducing low-quality signals, and providing a flexible analytical framework suitable for different trading styles and market conditions.
---
## Disclaimer
This indicator is an analytical charting tool designed to assist technical analysis.
It does not predict future price movement, guarantee profitable trades, or provide financial or investment advice.
Trading decisions should always be based on independent analysis, proper risk management, and the trader's own methodology.
指標

指標

Gabriel Pennant Pattern Detector w/Breakout TargetFlagpole (teal line + label): sharp move ≥ min % detected directly before consolidation
Pennant: converging trendlines (falling red upper from 2 pivot highs, rising blue lower from 2 pivot lows), labeled, with compactness check vs flagpole
Bullish: "▲ BREAKOUT" above upper line; bearish mirror: "▼ BREAKDOWN" below lower line
Target: classic flagpole-height projection (or pennant height, selectable) — orange zone + price label + alert
Tunables: pole length/move %, pivot length, min/max pennant width, max depth %, zone width. Invalidates on wrong-side escape, apex without breakout, or age-out. 指標

Order Flow Volume Delta, CVD, Absorption & Divergence [LunqFX]Price shows you WHERE the market went. Order flow shows you WHO pushed it there — buyers or sellers — and whether they had real volume behind the move. This Order Flow indicator reads the volume delta on every candle (the balance of buying volume vs selling volume), builds it into a cumulative volume delta (CVD) trend, and automatically marks the two order-flow events that lead price: absorption and delta divergence. Everything is drawn on your chart as clean delta candles, order-flow support/resistance levels and a live buying-pressure dashboard.
❶ THE CONCEPTS (so it's clear)
▸ VOLUME DELTA — the difference between buying volume and selling volume inside a bar. Positive delta = buyers were more aggressive, negative = sellers. It is the core of all order-flow analysis.
▸ CVD (CUMULATIVE VOLUME DELTA) — delta added up over time. A rising CVD means buyers are steadily accumulating; a falling CVD means distribution by sellers. CVD is how you see the real trend of order flow, not just price.
▸ ABSORPTION — a bar with heavy volume but almost no price movement. It means a large player (smart money / institutional) is absorbing every market order at that level. Absorption very often appears right before a reversal.
▸ DELTA DIVERGENCE — price makes a new high but CVD does not (or a new low but CVD does not). The move has no real volume behind it — a trap / exhaustion signal that warns a reversal is likely.
❷ WHAT YOU SEE ON THE CHART
▸ Delta candles — sky-blue when buyers won the bar, coral when sellers won; the brighter the candle, the more one-sided the flow. You read buying and selling pressure at a glance.
▸ Order-flow levels — every absorption (gold) and divergence (blue / coral) is projected to the right as a support/resistance level with its exact price. These are the levels where big volume actually traded, so price reacts to them again.
▸ Live dashboard — who is in control (buyers vs sellers) from the CVD, the CVD value, the current bar's buy/sell pressure split, and the latest signal.
❸ HOW TO TRADE IT — STEP BY STEP
1 — Read the BIAS. The panel shows ▲ BUYERS or ▼ SELLERS IN CONTROL from the CVD. Trade with the side that controls order flow, not against it.
2 — Watch for DELTA DIVERGENCE against the move. Price higher high while CVD makes a lower high = buyers are exhausted → look for shorts. Price lower low while CVD makes a higher low = sellers are exhausted → look for longs. This is the highest-value order-flow reversal signal.
3 — Use ABSORPTION as a reversal cue. When heavy volume fails to move price, the move is being absorbed; watch for the turn and use that gold level as your invalidation line.
4 — Trade the reaction at order-flow levels. Old absorption and divergence levels act as support and resistance — enter when the delta flips back in your favour as price returns to a level.
5 — Confirm with Bar pressure. The panel's ▲/▼ % buy shows the live buy/sell split — take the trade when it agrees with your setup and the bias.
❹ HOW IT WORKS (fully transparent)
Each bar's volume is split by where price closed in its range: buy-volume = volume × (close − low) ÷ range, sell-volume = volume × (high − close) ÷ range, and delta = buy − sell. This is a transparent, range-based volume-delta estimate — it needs no tick or bid/ask feed, so it runs on any symbol. CVD is the running sum of that delta (session-anchored on intraday charts, fully cumulative on daily and higher, handled automatically). Absorption is flagged when volume rises above its average by your chosen multiple while the candle body stays smaller than a fraction of ATR. Divergence compares each confirmed swing pivot in price with the CVD value at that pivot. Every reading comes from closed bars and confirmed pivots — no repainting, no lookahead.
Order flow is strongest on markets with true exchange volume — crypto, stocks, futures and indices — and on intraday timeframes (1m–4h), where buying and selling pressure is most meaningful. On forex, volume is broker tick-volume, so treat the delta as an approximation of order flow rather than exact.
SETTINGS — CVD reset (Session / Week / None), absorption sensitivity, divergence swing length, number of order-flow levels + glow, delta candles on/off, dashboard position.
ALERTS — bullish delta divergence, bearish delta divergence, absorption, and CVD crossing zero (buyers / sellers taking control).
This indicator is an educational market-analysis tool, not financial advice. The volume delta shown here is a transparent estimate from price and volume, not exchange-audited bid/ask order flow, and past behaviour does not guarantee future results. Always confirm with your own analysis and manage your risk.
指標

Luxara Live Plan - QTM MatchedLuxara Live Plan – QTM Matched
Luxara Live Plan – QTM Matched is a precision trade management indicator built to work alongside the Luxara Quick Trend Master (QTM) strategy. It helps traders visualize structured trade plans by identifying entry zones, stop-loss placement, and take-profit targets that align with the prevailing market trend.
Designed to remove emotion from trading, this script provides a disciplined framework for planning and executing trades while maintaining consistency and proper risk management.
Features
QTM trend-matched trade planning
Visual entry, stop-loss, and take-profit levels
Risk-to-reward trade structure
Buy and sell trade scenarios
Clear chart overlays for live market analysis
Multi-timeframe compatibility
Suitable for Forex, Gold, Indices, Crypto, Stocks, and Commodities
Best Practices
This indicator is intended to be used in conjunction with the Luxara Quick Trend Master. Traders should wait for trend confirmation before executing a trade and always manage position sizing according to their personal risk management plan.
Educational Purpose
The Luxara Live Plan is designed to teach traders how to create structured trade plans before entering the market. It promotes consistency, patience, and disciplined execution rather than emotional decision-making.
Disclaimer
This script is provided for educational and informational purposes only and does not constitute financial or investment advice. Trading financial markets involves substantial risk, and past performance does not guarantee future results. Users are solely responsible for their trading decisions and risk management.
Developed by Luxara Gold
Building disciplined traders through structure, precision, and consistency. 指標

Gabriel Inverse Head & Shoulders Detector w/Breakout TargetInverse H&S (bullish): 3 pivot lows, head deepest; horizontal neckline at the higher interior peak; "▲ BREAKOUT" on close above neckline; target = neckline + head-to-neckline height (X), shown as orange zone + alert
Mirror — regular H&S (bearish): 3 pivot highs, head tallest; breakdown below neckline with downward-projected target
Labels: Shoulder 1, Head, Shoulder 2, Neckline; tunables for pivot length, shoulder tolerance %, min head depth %, pattern width, zone width; each direction toggleable
Invalidates if price escapes past the head or the pattern ages out. 指標

Luxara Quick Trend Master V71 StableLuxara Quick Trend Master V71 Stable
Luxara Quick Trend Master V71 Stable is a professional trend-following indicator designed to help traders quickly identify market direction, trend strength, and high-probability trading opportunities with minimal chart clutter.
Built for consistency and speed, the indicator filters market noise and provides a clean view of the prevailing trend, allowing traders to stay aligned with momentum while avoiding unnecessary entries against the market.
Features
Fast trend identification
Dynamic trend filtering
Bullish and bearish trend visualization
Momentum confirmation
Clean, uncluttered chart display
Works across Forex, Gold, Indices, Crypto, Stocks, and Commodities
Compatible with multiple timeframes
Designed for scalping, day trading, and swing trading
Best Practices
For the best results, trade in the direction of the primary trend and combine this indicator with proper market structure analysis, support and resistance, and disciplined risk management. Avoid trading during major economic news releases unless your strategy specifically accounts for increased volatility.
Educational Purpose
This indicator is intended to help traders better understand trend behavior and improve decision-making through structured market analysis. It is a tool to support a trading plan—not a substitute for one.
Disclaimer
This script is provided for educational and informational purposes only and should not be considered financial or investment advice. Trading financial markets involves significant risk, and past performance does not guarantee future results. Users are solely responsible for their own trading decisions and risk management. 指標

指標

Market Regime Engine [NQ Labs] WHAT THIS ANSWERS
Almost every indicator tells you WHAT the market is doing. Very few tell you
whether the current market has enough exploitable structure to be worth
risking money on at all. The Market Regime Engine is built for that second
question: should I be trading this right now, and if so, what style of
approach do current conditions actually favour?
It is not a signal generator. It produces no entries. It is a filter you run
underneath whatever you already trade.
WHY IT IS BUILT THIS WAY
Two design decisions separate this from a conventional regime or trend filter.
1. EVERY AXIS IS PERCENTILE-RANKED AGAINST ITS OWN HISTORY.
Most regime tools use fixed thresholds - an ADX of 25, an ATR multiplier of 3.
Those numbers are calibrated to whatever the author tested on. They are the
reason a tool behaves sensibly on one instrument and nonsensically on the
next. Here, each axis is ranked against its own recent distribution on the
current symbol and timeframe, so a 65th-percentile reading carries the same
meaning on a crypto pair as it does on an FX major. Nothing needs retuning
per market.
2. THE THREE AXES ARE ORTHOGONAL BY DESIGN.
Many "confluence" tools stack three views of momentum and present the
agreement as confirmation. Correlated inputs agreeing is not evidence. These
three measure genuinely different properties:
DIRECTIONAL EFFICIENCY - net distance travelled divided by the total path
walked to get there. A value near 1 is a straight line. A value near 0 means
price ended where it started after a great deal of work. This is the most
direct available answer to "is there a trend here", and it is independent of
direction.
VOLATILITY STATE - ATR ranked against its own history. Not "is volatility
high" in absolute terms, but "is volatility high for this instrument".
RETURN PERSISTENCE - lag-1 autocorrelation of log returns. Positive means an
up bar tends to be followed by an up bar, so momentum approaches have
something to work with. Negative means the market reverts. Near zero means
returns carry no usable memory.
THE SCORING LOGIC
The Tradeability Score (0-100) rests on one idea:
Efficiency is the signal. Volatility is the cost of being wrong.
Volatility only hurts you when there is no direction to exploit.
So the noise penalty is the product of how little direction exists and how
violent the market is. It approaches zero inside a strong trend no matter how
wild conditions get - because volatility inside a trend is opportunity, not
noise - and it peaks precisely where traders are most reliably ground down:
low efficiency combined with high volatility. That specific combination is
what the engine exists to flag.
THE FIVE REGIMES
TREND Efficiency high. Directional. Follow it.
VOLATILE CHOP Efficiency low, volatility high. No direction, maximum cost
of being wrong. The state that does the damage.
COIL Efficiency low, volatility low. Compression. Wait.
RANGE Efficiency low, volatility middling. Edges are tradeable.
TRANSITION Efficiency mid-range. No clean read. Reduce size.
A raw regime read must hold for a configurable number of consecutive bars
before it is confirmed. Without that filter, readings that straddle a
threshold flip back and forth for single bars.
REGIME MATURITY - THE PART I HAVE NOT SEEN ELSEWHERE
The engine records the length of every completed regime run on the current
chart and reports the current run against that learned baseline, together with
the sample size behind it.
A trend at 0.3x its typical duration and a trend at 2.4x are not the same
trade, even though every conventional indicator prints the identical reading
for both. A compression that has lasted three times longer than compressions
normally last on this instrument is a different proposition to one that
started six bars ago.
The sample size (n=) is shown deliberately. Below the configured threshold the
cell dims, because a baseline built from two observations is not evidence and
should not be dressed up as though it were.
HOW TO USE IT
The engine is a gate, not a trigger. The intended workflow:
1. Read the Verdict first. STAND DOWN means your edge, whatever it is, is
probably not present. The most valuable output of this tool is the trades
it talks you out of.
2. Read the Regime and Favoured Style. Trend-following systems belong in
TREND. Mean-reversion belongs in RANGE, and only when Persistence confirms
the market is actually reverting rather than merely quiet. COIL means the
setup has not arrived yet. VOLATILE CHOP means nothing you own works here.
3. Read Persistence before choosing an approach. If it reads Random, the
market has no memory to exploit in either direction, and both momentum and
mean-reversion are coin flips.
4. Use vs Typical for position management, not entry. An extended regime is
not a reversal signal. It is a reason to stop adding and to tighten what
you already hold.
5. Let the ribbon and score do the work on the price chart. The dashboard can
be forced onto the main pane so the engine occupies a pane without costing
you chart real estate.
SETTINGS THAT ACTUALLY MATTER
RANKING LOOKBACK is the important one. It must span several complete regime
cycles on your timeframe or every axis will rank near the middle and
everything will read TRANSITION. 250 bars on a daily chart is roughly a year -
a real baseline. 250 bars on a 5-minute chart is under a day, and is not.
On intraday timeframes, raise it substantially.
MINIMUM REGIME RUN trades responsiveness for stability. Higher values give a
calmer read and a cleaner duration baseline at the cost of confirming changes
later. Set it to 1 to see the unfiltered classification.
CHOP PENALTY controls how hard low-efficiency volatility is punished. Set it
to 0 and the score becomes pure efficiency rank.
EFFICIENCY and VOLATILITY thresholds are percentiles, not raw values. They do
not need adjusting per instrument. That is the point.
LIMITATIONS - STATED PLAINLY
- This is a lagging, descriptive tool. It classifies conditions that have
already formed. It does not forecast, and it cannot tell you a regime is
about to end.
- Confirmation costs lag. A genuine regime change registers a few bars late by
design. That is the price of not flickering.
- The maturity baseline is learned from visible chart history and rebuilds
whenever settings, symbol, or timeframe change. It is not persistent memory.
Early in a chart, or for a rarely-occurring regime, the sample is thin. The
n= value tells you when to discount it.
- On intraday equity charts, overnight gaps inflate ATR and distort the
persistence reading. Daily and above, or extended hours, handle this better.
- Autocorrelation is a weak statistic on short samples. Persistence readings
close to zero should be read as "no information", not as a subtle signal.
- Efficiency is directionless. TREND tells you a trend exists, not which way
it points. Pair it with something that reads direction.
- No regime classification is correct at the moment it matters most, which is
the turn. Nothing here changes that.
This script is open-source. Read the code, disagree with it, improve it.
This is an analytical tool for studying market conditions. It is not financial
advice, and it does not generate trade recommendations. Trading involves risk
of loss. 指標

Luxara Break & Bounce Teaching View V27Luxara Break & Bounce Teaching View V27 is an educational TradingView indicator designed to help traders identify high-probability breakouts, pullbacks, and bounce opportunities using structured price action.
The script visually highlights key market behavior by identifying support and resistance levels, potential breakout zones, bounce confirmations, and trend direction to improve trade timing and decision-making.
Features
Dynamic support and resistance detection
Breakout identification
Bounce confirmation zones
Trend direction filtering
Clean visual chart overlays
Educational labels and signals
Designed for forex, indices, commodities, crypto, and stocks
Works across multiple timeframes
Purpose
This indicator is intended as a teaching and educational tool to help traders better understand market structure, price action, and disciplined trade execution. It does not guarantee profitable trades and should be used alongside sound risk management and personal market analysis.
Disclaimer
This script is provided for educational purposes only and should not be considered financial or investment advice. Trading involves substantial risk, and past performance does not guarantee future results. Users are responsible for their own trading decisions.
Helping traders build discipline through structure, consistency, and education. 指標

指標

指標

ICT SMC H4 FVG Retest M15 Scalping KillzonesICT SMC H4 FVG Retest — M15 Scalping Killzones
Overview
ICT SMC H4 FVG Retest — M15 Scalping Killzones is a multi-timeframe trading indicator designed to identify structured intraday setups based on:
* Confirmed higher-timeframe Fair Value Gaps
* M15 execution Fair Value Gaps
* ICT-style killzones
* Session highs and lows
* H4 buy-side and sell-side liquidity
* Market or limit-entry models
* Liquidity-based profit targets
The indicator is intended to be used on a 15-minute chart.
Its purpose is not to generate a large number of signals. It is designed to wait for a higher-timeframe imbalance, a valid departure from that zone, and a later retest during an active trading session.
⸻
Core strategy
The standard short setup follows this sequence:
1. A bearish H4 Fair Value Gap is confirmed.
2. Price moves below the H4 FVG.
3. Price later returns to the H4 FVG during an enabled killzone.
4. A bearish M15 FVG forms and overlaps the H4 zone.
5. The M15 candle closes and confirms the setup.
6. The indicator displays the proposed entry, stop-loss and target.
The bullish setup uses the opposite sequence:
1. A bullish H4 FVG is confirmed.
2. Price moves above the H4 FVG.
3. Price later returns to the H4 FVG during an enabled killzone.
4. A bullish M15 FVG forms inside or overlapping the H4 zone.
5. The M15 candle closes and confirms the setup.
6. The indicator displays the proposed entry, stop-loss and target.
The H4 FVG that is created during the initial market displacement is treated as a future retest zone. The indicator does not use the M15 FVGs that formed before the H4 candle was confirmed.
⸻
Non-repainting higher-timeframe logic
The indicator only uses confirmed higher-timeframe candles.
A new H4 FVG is therefore displayed only after the third H4 candle in the three-candle FVG sequence has closed.
This avoids using an H4 imbalance that may appear intrabar and disappear before the H4 candle closes.
The trade-off is intentional:
* the FVG is not shown as confirmed while the H4 candle is still forming;
* once the H4 candle closes, the confirmed zone appears on the M15 chart;
* the indicator then waits for a future retest.
The confirmed HTF FVG is used for signals and alerts. No unconfirmed HTF data is used for trade validation.
⸻
Fair Value Gap definition
Bullish FVG
A bullish FVG exists when the low of the third candle is above the high of the first candle.
The imbalance is the price range between:
* the high of the first candle;
* the low of the third candle.
Bearish FVG
A bearish FVG exists when the high of the third candle is below the low of the first candle.
The imbalance is the price range between:
* the high of the third candle;
* the low of the first candle.
The large middle candle is usually the displacement candle, but its full body is not the FVG. The FVG is only the untraded space between the first and third candles.
⸻
Entry modes
The indicator includes three HTF retest models.
A — Strict retest
Price must first close outside the HTF FVG, then return to the zone.
For a bearish FVG:
* price must close below the FVG;
* price must later return into it.
For a bullish FVG:
* price must close above the FVG;
* price must later return into it.
This is the most selective mode and is the default setting.
A′ — Tolerant retest
A wick outside the HTF FVG is sufficient to validate the departure.
This mode produces more opportunities than the strict model but may accept less decisive departures.
B — Direct tap in killzone
No prior departure from the HTF FVG is required.
A direct touch of the HTF zone during an enabled killzone can become eligible if the remaining entry conditions are satisfied.
This is the least selective mode.
⸻
M15 confirmation
By default, the indicator requires an M15 Fair Value Gap in the same direction as the HTF FVG.
For a short:
* the HTF FVG must be bearish;
* the M15 FVG must also be bearish;
* the M15 FVG must overlap the HTF FVG.
For a long:
* the HTF FVG must be bullish;
* the M15 FVG must also be bullish;
* the M15 FVG must overlap the HTF FVG.
The M15 FVG size filter can be used to ignore very small imbalances.
When Require an M15 FVG is disabled, the indicator can generate a setup from a simple HTF FVG retest during a killzone.
⸻
Candle-close confirmation
The setting:
Validate signals only at M15 close
should normally remain enabled.
When enabled:
* an intrabar M15 FVG is not enough;
* the setup must still be valid when the M15 candle closes;
* triangles and alerts are produced only from confirmed M15 conditions.
This prevents signals from appearing during a candle and disappearing before its close.
⸻
Killzones
Killzones are anchored to the native timezone of each market. They automatically follow daylight-saving changes where applicable.
Asia killzone
Default timezone:
Asia/Tokyo
Default window:
09:00–13:00 Tokyo time
London killzone
Default timezone:
Europe/London
Default window:
07:00–10:00 London time
New York AM killzone
Default timezone:
America/New_York
Default window:
09:30–11:00 New York time
New York PM killzone
Default timezone:
America/New_York
Default window:
13:30–16:00 New York time
Each killzone can be enabled, disabled or adjusted independently.
The background colors only indicate an active trading window. They do not indicate bullish or bearish direction.
⸻
Entry types
Market at close
The proposed entry is the closing price of the confirmed signal candle.
The setup becomes visually active immediately after confirmation.
Limit at FVG edge
The indicator places a theoretical limit entry at the relevant edge of the M15 FVG.
For a bearish setup, the entry is placed at the lower boundary of the bearish M15 FVG.
For a bullish setup, the entry is placed at the upper boundary of the bullish M15 FVG.
If M15 confirmation is disabled, the relevant HTF FVG boundary is used instead.
The limit order remains pending for the selected number of M15 candles. If it is not filled before expiration, the order is cancelled and the HTF zone may become available for a later setup.
⸻
Stop-loss placement
For a bearish setup, the stop-loss is placed:
* above the opposite side of the M15 FVG;
* plus the selected tick buffer.
For a bullish setup, the stop-loss is placed:
* below the opposite side of the M15 FVG;
* minus the selected tick buffer.
When M15 FVG confirmation is disabled, the stop is placed beyond the opposite side of the HTF FVG.
The Stop buffer in ticks setting adds a small safety margin beyond the imbalance boundary.
⸻
Profit targets
The indicator supports two target models.
Liquidity target
When enabled, the indicator searches for the nearest eligible liquidity level in the direction of the trade.
Possible targets include:
* previous Asia session high or low;
* previous London session high or low;
* previous New York session high or low;
* H4 buy-side liquidity;
* H4 sell-side liquidity;
* the current session high or low.
A target must offer at least the selected minimum reward-to-risk ratio.
Fixed R:R fallback
If no eligible liquidity target is available, the indicator uses the selected fixed reward-to-risk ratio.
The default fallback is:
2.0R
⸻
Swept liquidity handling
Two modes are available.
Legacy v3.3
Previously swept session levels and H4 liquidity levels may still be used as targets.
This mode preserves the original behavior of the earlier indicator.
Untouched liquidity only
Once a liquidity occurrence has been swept, it is no longer eligible as a target.
A new pivot or a new completed session may later create a new active liquidity occurrence at the same or a similar price.
This mode is generally more selective because it targets liquidity that has not yet been consumed.
⸻
Session levels
The indicator tracks the highs and lows of:
* Asia
* London
* New York
Each session is calculated in its native timezone, which prevents the levels from drifting when the United Kingdom or the United States changes between standard time and daylight-saving time.
At the end of a session:
* the high and low are frozen;
* their labels remain anchored to the session close;
* the levels can be used as potential liquidity targets.
The number of stored sessions can be adjusted in the settings.
⸻
H4 SSL and BSL levels
The indicator also plots confirmed H4 pivot liquidity.
BSL
Buy-Side Liquidity
Displayed above confirmed H4 swing highs.
SSL
Sell-Side Liquidity
Displayed below confirmed H4 swing lows.
The pivot lookback determines the significance and confirmation delay of these levels.
A larger lookback produces more structurally significant levels, but they are confirmed later.
⸻
Dashboard
The dashboard shows the current state of the setup for both long and short directions.
Three display sizes are available:
* Small
* Medium
* Large
HTF active
A confirmed HTF FVG is currently active in that direction.
HTF departure
Price has moved outside the HTF FVG according to the selected A or A′ departure logic.
In Mode B, a prior departure is not required for the final signal.
HTF retest
The current candle is touching or overlapping the active HTF FVG.
Killzone
The current candle is inside at least one enabled killzone.
M15 FVG
A valid M15 FVG exists in that direction and passes the minimum-size filter.
HTF overlap
The M15 FVG overlaps the active HTF FVG.
M15 close
The current M15 candle is confirmed.
While the live M15 candle is still forming, this field may display No.
Available
No previous trade or pending limit order is currently blocking a new setup.
Raw signal
The structural conditions are satisfied before final trade-availability and candle-close validation.
Signal
All required conditions are satisfied and a valid setup has been produced.
⸻
Signal markers
A confirmed short setup is displayed as:
* a red downward triangle;
* the letter S.
A confirmed long setup is displayed as:
* a green upward triangle;
* the letter L.
The indicator also creates a label containing:
* entry price;
* stop-loss;
* target;
* expected reward-to-risk ratio.
The risk and reward areas are displayed directly on the chart.
⸻
Near-miss labels
The optional Show near misses setting helps diagnose why an otherwise valid-looking setup was rejected.
Possible reasons include:
* LEFT — price has not yet departed from the HTF FVG;
* KZ — the setup is outside an enabled killzone;
* CLOSE — the M15 candle has not yet closed;
* BUSY — a trade or limit order is already active.
Near-miss labels are primarily intended for testing and configuration. They may create visual clutter during normal use.
⸻
Alerts
The indicator provides separate alert conditions for:
* LONG setup detected;
* SHORT setup detected;
* LONG limit order filled;
* SHORT limit order filled;
* target reached;
* stop-loss reached.
For confirmed signals, alerts should be configured to trigger once per bar close.
⸻
Recommended starting configuration
For index futures such as NQ or MNQ:
* Chart timeframe: 15 minutes
* HTF FVG timeframe: 240 minutes
* Entry logic: A — Strict retest
* Require M15 FVG: Enabled
* Validate only at M15 close: Enabled
* Entry type: Limit at FVG edge or Market at close
* Minimum M15 FVG size: adjust to the instrument
* Liquidity mode: Untouched liquidity only
* Minimum target R:R: 1.0–1.5
* Fallback R:R: 2.0
* London killzone: Enabled
* New York AM killzone: Enabled
The Asia and New York PM killzones can be enabled according to the instrument and the trader’s preferred session.
⸻
Practical workflow
1. Apply the indicator to an M15 chart.
2. Confirm that an HTF FVG is active in the dashboard.
3. Wait for price to move away from the HTF FVG.
4. Wait for price to return to the zone during an enabled killzone.
5. Look for a same-direction M15 FVG inside or overlapping the HTF FVG.
6. Wait for the M15 candle to close.
7. Review the proposed entry, stop and target.
8. Confirm the broader market context before placing a trade.
The indicator is best used as a structured decision-support tool rather than as a fully autonomous trading system.
⸻
Important limitations
* A confirmed H4 FVG appears only after the relevant H4 candle closes.
* The indicator will not retrospectively use an M15 FVG that formed before the H4 FVG became confirmed.
* H4 pivot liquidity is confirmed with delay because pivots require candles on both sides.
* If both the stop and target are touched during the same M15 candle, the visual trade logic uses the stop-loss as the conservative outcome.
* The script is an indicator, not a broker emulator or complete backtesting strategy.
* No indicator can guarantee profitability.
⸻
Disclaimer
This indicator is provided for educational and analytical purposes only. It does not constitute financial advice, investment advice or a recommendation to buy or sell any financial instrument.
Trading futures, leveraged products and other financial markets involves substantial risk. Users are responsible for testing the indicator, defining their own risk-management rules and determining whether the methodology is suitable for their trading plan. 指標

1st Presented Fvg's [M1D]OVERVIEW
1st Presented Fvg's (M1D) isolates the very first Fair Value Gap each hourly window prints —
the one everything else in that hour reacts to — and tracks its full lifecycle: does it
hold, does it fail, does it invert, and does the inversion validate on a retest. Instead of
marking every FVG on the chart, it keeps only the one gap the model cares about per hour and
reports what happened to it.
It is a single-timeframe, event-tracking tool rather than a signal generator. It tags one
gap per hourly window, runs a strict hold / fail / invert / validate state machine on it, and
rolls a running Hold %, Inverted count and Valid IFVG count into a small dashboard so you can
see how the current session is actually behaving.
Detection and every state transition evaluate on confirmed bars only — nothing is decided
intrabar, and the chart requires an intraday timeframe of 60 minutes or less.
WHAT IT PLOTS
- 1st Presented FVG zone — a coloured box drawn from the exact three-candle gap, labelled
with its hourly window (e.g. "1st - 2pm") and an optional macro-window time suffix (e.g.
"1st - 2pm 1:50-2:10"). Zone colour cycles through your chosen palette by hour.
- NY Open tag — inside the 9:30-10:00 NY session specifically, the gap is labelled "1st -
NY Open" instead of the generic hour label, and only appears once price has swept a recent
pivot high or low first (see Key Definitions below).
- Inversion (IFVG) tag — a gap that held, then closed through, turns orange and is
relabelled IFVG.
- Valid IFVG tag (✔) — once an inverted gap is retested (price trades back into it), it
gains a check mark and a brighter fill, so a live, usable IFVG stands out from one still
forming.
- Failed gap (optional) — a gap that closed through without ever holding can be kept on
chart dimmed for context, or deleted outright; either way it is counted in the stats.
- Dashboard (M1D) — a small monospace table showing the current session, current time, and
a Today vs. Total read of gaps tagged, gaps held, Hold %, gaps inverted, and validated
IFVGs.
KEY DEFINITIONS
- Held — the point at which a 1st Presented FVG is considered to have defended its zone,
rather than just being tagged. Governed by the Hold Definition setting below.
- Reject & Close Away (default Hold Definition) — price must trade into the gap and then
close back outside its proximal edge before it counts as held. A tap that closes through
without that rejection is scored as a fail, not a hold — so Hold % reflects confirmed
rejections, not every incidental touch.
- Touch & Hold (alternate Hold Definition) — any trade into the gap that doesn't close
through it counts as held immediately, no rejection required.
- Inversion (IFVG) — a gap that held first, then later closed through it. This sequence is
mandatory: a gap that runs straight through without ever holding is a fail, never an
inversion.
- Valid IFVG — an inverted gap that price has subsequently traded back into.
- Hold % — held gaps ÷ gaps tagged, shown separately for Today and All-Time.
- NY Open liquidity sweep — inside the 9:30-10:00 New York session, the 1st Presented tag
runs on its own daily slot, separate from the normal hourly one, so an earlier random gap
in the same clock hour can't use up the slot before the open range even happens. That slot
only fills once price has swept a recent confirmed swing pivot — a low for a bullish gap,
a high for a bearish gap — immediately before the gap forms, so the tag reflects a genuine
liquidity grab rather than the first random three-candle gap after 9:30.
HOW TO USE IT
Reading the state of the current gap
- A live-coloured zone with no orange means the 1st Presented FVG is still fresh or holding
— treat it as an active zone.
- Orange means it has inverted — price closed through it after holding, so it now has the
opposite role.
- Orange with a ✔ means the inversion has been retested and validated — the strongest read
of the three, since price has both flipped the gap and come back to confirm it.
- A dimmed zone (if you keep failed gaps) means it closed through without ever holding —
context only, not a level to lean on.
Reading the dashboard
- Hold % (Today vs. All-Time) tells you how respected first-hour gaps have been — a low
reading suggests today's imbalances are being run through rather than defended.
- Inverted vs. Valid IFVG counts show how often a failed gap actually resolves into a
confirmed continuation level (✔) rather than just failing outright.
- Session tells you which killzone you're in without leaving the chart.
Choosing your settings
- Use Reject & Close Away when you only want gaps that show a confirmed rejection —
Touch & Hold is looser and counts the first touch, useful for comparing how often price
even reaches the gap versus how often it truly holds.
- Switch Mode to First Of Each Direction if you want to track a bullish and a bearish 1st
gap side-by-side within the same hour, instead of only the first of either.
- Turn on the Displacement Filter if you want the tag to skip small, low-conviction gaps in
favour of the next one that clears your ATR multiple.
- Leave NY Open: Require Liquidity Sweep on if you specifically want the opening-range gap
isolated from the generic hourly noise; adjust Pivot Lookback to make the swing-pivot
reference tighter (fewer bars, more sensitive) or wider (more bars, more established swings).
SETTINGS
- Detection — 1st FVG Mode (First Of Either / First Of Each Direction), Hourly Window
Timezone, Displacement Filter (ATR × multiple), Restrict To Time Window, NY Open (9:30-
10:00): Require Liquidity Sweep, Pivot Lookback.
- Inversion (IFVG) — Track Inversions toggle, Hold Definition (Touch & Hold / Reject &
Close Away).
- Labels — Show Labels, Label Text prefix, Show Macro Window Time, Label Size, Label
Colour.
- Colours — Colours In Cycle (2 or 3), the cycle colours, Inversion Colour, Zone
Transparency.
- Display — Gap Lifetime (Until Invalidated / End Of Hour / End Of Day), Keep Failed Gaps
(Dimmed), Max Gaps On Chart.
- Stats Table — Show Stats Table, Position, Text Size.
This is a decision-support and context tool for discretionary ICT trading. It does not
generate buy or sell signals and does not place trades. This is not financial advice, and no
market's past behaviour is indicative of future results.
指標

Luxy UT God Mode - UT-Bot Forecast, Signals, Zones and RiskLuxy UT God Mode turns the classic UT Bot ATR trailing-stop into a complete, self-contained trading cockpit: momentum-adaptive buy/sell signals, a forward-looking Trend Duration Forecast, auto support/resistance zones, a 0-100 Confidence Score, a built-in multi-currency Risk Calculator, and automatic Stop Loss / Take Profit levels - all on one overlay, all non-repainting.
Note: Every forecast, probability, and statistic in this tool is a calculation based on the chart's own historical behavior. They describe past patterns, not guaranteed future results.
WHAT MAKES THIS DIFFERENT
A normal UT Bot only tells you the trend flipped. Luxy UT God Mode answers the three questions a trader actually asks at the moment of a signal:
1. Should I trust this flip? - a Confidence Score (0-100) blends seven engines into one number.
2. How long might this trend run? - a Trend Duration Forecast projects the expected remaining life of the current trend, drawn as a fading strip with survival-probability milestones.
3. What do I risk and how big do I trade? - automatic Stop Loss, R-based Take Profits, and a position-size calculator in your own account currency.
Everything is layered so you can run it bare-bones (just clean signals) or switch on the full "God Mode" stack.
METHODOLOGY AND CREDITS
This indicator implements proven concepts using entirely original code.
- UT Bot ATR trailing logic - original concept by @QuantNomad . This implementation is a significant rework: it adds volume weighting, momentum-adaptive sensitivity, a composite multi-method stop loss, a full multi-filter confirmation stack, multi-timeframe confluence, and the statistical trend-duration engine described below.
Important: this is an educational analysis tool. It does not guarantee any trading result. Always do your own analysis and manage risk.
THE SEVEN ENGINES (and the Confidence Score that fuses them)
Each bar, the script scores how well the current setup aligns and sums it into a single 0-100 Confidence Score with a visual progress bar:
UT Bot direction - is price above/below the momentum-adaptive trailing stop
SuperTrend - direction plus a distance-from-line strength bonus
Market Structure - position inside the recent swing range and structure breaks
ADX Regime - is the market trending (signals allowed) or choppy (blocked)
Multi-Timeframe - does a higher timeframe agree with the signal direction
Volume - is conviction backed by above-average volume
RSI Divergence - is a recent divergence supporting or opposing the signal
Read it at a glance: 80+ = strong, 60+ = good, 40+ = weak, under 40 = very weak. Hover the Confidence cell for the full per-engine breakdown.
1. TREND DURATION FORECAST - the headline feature
When the trend flips, the script projects how many more bars the new trend may last, based on the chart's own past trends.
How it works:
Every completed trend's duration is recorded, kept separately for bullish and bearish trends.
On each new flip the script estimates the expected duration using an exponentially-weighted average and standard deviation (recent trends weighted more heavily).
The estimate is drawn as a fading gradient strip that projects forward from the flip, with a "Trend Analysis" label and survival-probability milestones at 25% / 50% / 75% / 90% / 100% of the projection.
The percentages are empirical - they show the share of past same-direction trends on THIS chart that actually lasted at least that long. Not a fixed textbook curve.
Three forecast modes:
Simple - median duration only. Clean and fast.
Standard - exponentially-weighted average plus spread (recommended default).
Advanced - Standard plus five adaptive multipliers: Structure (proximity to S/R), Asset Type (volatility profile), Flip Strength (volume + filters passed), Error Learning (self-correction from its own past misses), and Regime (trending vs choppy).
When history is thin, the forecast honestly falls back to a combined estimate and flags it, rather than showing false precision.
2. MOMENTUM-ADAPTIVE UT BOT CORE
The trailing stop is not a fixed ATR multiple. The effective sensitivity adapts each bar to:
Momentum - faster momentum widens the trail to stay in strong moves
Relative volume - conviction adjusts the distance
Asset type - auto-detected (crypto, forex, futures, index, fund, CFD, bond, stock) with a per-class multiplier, or set it manually
Volatility mode - Fixed, Dynamic, or Aggressive auto-adjustment to the current volatility regime
The result is a trailing engine that behaves differently on a calm blue-chip than on a volatile small-cap or crypto pair - without you re-tuning it.
3. ANTI-WHIPSAW AND SIGNAL FILTER STACK
Signals only fire when they survive the filters you enable, so you control the trade-off between frequency and quality:
ADX Regime - block signals in choppy, non-trending conditions
Cooldown and Confirmation - minimum bars between signals and N-bar direction confirmation
Swing - only trade aligned with recent swing structure
Full Candle - require the whole candle beyond the trailing line (no straddles)
Volume, RSI, Hull MA, SuperTrend - optional confirmation layers
High-Volatility and % Change - only trade meaningful moves
2-Bar Confirm - extra confirmation for volatile markets
Every active filter appears as a row in the table with a live pass/fail state, so you always know why a flip did or did not become a signal.
4. SUPPORT / RESISTANCE ZONES
The script clusters significant swing pivots into persistent price zones and draws only the two that matter right now: the nearest resistance above price and the nearest support below price. Each zone shows its price and touch count (e.g. "S 4.19 (3x)" = a support tested three times). A level that price has broken through drops off automatically, and an optional Zone Filter can block buys into resistance and sells into support. Pivot strength is adjustable so you can show only major levels.
5. AUTOMATIC STOP LOSS, TAKE PROFIT AND RISK CALCULATOR
On every signal the script draws a complete trade plan:
Stop Loss - choose from seven methods: ATR, % based, tick based, swing, scaled ATR, Smart Adaptive (auto-scales to volatility), or Safer (widest of several).
Take Profit - TP1 / TP1.5 / TP2 / TP3 as R multiples of the stop distance, with optional price and % labels, and a freeze-on-touch check mark for journaling.
Entry line - marks the signal price; all lines can auto-limit to 10 bars for a clean chart.
Risk Calculator - enter account size and risk (% or fixed amount) and it returns the position size in shares/contracts, in your own currency, with live FX conversion (USD, EUR, GBP, JPY, CAD, AUD, CHF) or a manual rate.
6. MULTI-TIMEFRAME CONFLUENCE AND RSI DIVERGENCE
The table shows the trend of up to seven higher timeframes (5m, 15m, 30m, 1H, 4H, D, W) via an EMA 9/21 cross, so you can see whether the bigger picture agrees before you act. An optional MTF filter blocks counter-trend signals. Separately, RSI divergence (regular bullish and bearish) is detected, labeled on the chart, and fed into the Confidence Score.
7. LIVE STATUS TABLE
A configurable dashboard (position and size adjustable) summarizes everything: asset type, Confidence Score, adaptive mode, current signal, win-rate / average-bars statistics, multi-timeframe row, divergence, forecast, position size, and one row per active filter - each with a detailed tooltip.
HOW TO USE IT - QUICK START
Step 1 - Add it and pick your sensitivity. Defaults suit intraday (5-15m). For scalping lower the Sensitivity/ATR; for swing raise them (see the Sensitivity tooltip for presets).
Step 2 - Read a signal. A Buy (aqua, below bar) or Sell (orange, above bar) appears only after the bar closes and all enabled filters pass. Check the Confidence Score and the Multi-TF row for context.
Step 3 - Use the trade plan. The Entry, Stop Loss and Take Profit lines draw automatically. Read the Position row for size. Use the Trend Duration Forecast strip as a realistic hold-time expectation - scale out near the median, reassess if price runs past the projection.
Step 4 - Set alerts. Use "Any alert() function call" to receive BUY/SELL and trend-flip alerts on bar close, or pick the specific "Momentum Buy/Sell Signal" conditions. All alerts fire on confirmed bars only.
TUNING FOR MORE OR FEWER SIGNALS
Too few signals: turn off MTF, then Full Candle, then lower the ADX threshold or the Anti-Whipsaw filter. Too many / choppy: raise the ADX threshold, enable Volume and Full Candle, increase Cooldown, or add 2-Bar Confirm. Every filter is independent and shown live in the table.
TECHNICAL NOTES
Pine Script v6, overlay, max bars back 5000.
No repaint: signals, lines, forecast and alerts are committed on bar close (barstate.isconfirmed); all higher-timeframe data uses lookahead_off.
Works on stocks, crypto, forex, futures and indices, on any timeframe.
Higher timeframes and longer history produce more reliable forecasts; a new symbol needs a number of completed trends before the duration model is meaningful.
LIMITATIONS
Trend-following by nature: signals arrive after a trend establishes, not at exact tops/bottoms.
Best in trending conditions; use the ADX regime and filters to avoid chop.
The duration forecast needs history to become meaningful and is a statistical estimate, never a guarantee.
DISCLAIMER
This script is an educational analysis tool, not financial advice. Trading stocks, crypto, forex and futures involves substantial risk of loss - you can lose all invested capital. Forecasts, probabilities and win-rate statistics are calculated from historical chart data and do not guarantee future performance. Test on paper first, and you are solely responsible for your own trading decisions.
Feedback and suggestions are welcome in the comments. Happy trading.
指標

Execution Signals Breakout Strategy MTFA mechanical price action breakout strategy for intraday futures (built on NQ/MNQ/ES/MES). Signals form on a higher timeframe; execution happens on the chart timeframe. Designed to run on a 1-minute chart with a 13-minute signal timeframe (both configurable — chart TF must be below signal TF).
SIGNALS (detected on signal-TF bar close)
- Failure to Go High — price exceeds the prior bar's high but closes back at or below it, leaving an upper wick (a trapped breakout)
- Failure to Go Low — the mirror on the downside
- Inside Bar — the full range held within the prior bar (compression)
Each pattern can be toggled independently. Failures can be filtered by minimum range.
ENTRY
The signal bar's high and low form a bracket. Within the next signal-TF window only, the first chart-TF close beyond either side enters in that direction — long above, short below. The market picks the side: a failure high that then breaks higher is traded long on the logic that clearing a level that just rejected shows strength.
One shot per setup: if the window expires without a confirming close, the setup is void. Once one side triggers, the other side is dead — no flipping. A newer signal replaces an older pending one.
RISK & SIZING
Stop rests at the signal bar's opposite wick (touch fill). Target is an R-multiple of the entry-to-stop distance (default 2R, adjustable). Sizing: 1 contract on failures, 2 on inside bars. One position at a time.
OPTIONAL TRADE MANAGEMENT (mutually exclusive, off by default)
- Break Even Mode — after price moves a set number of points in favor, exit if a chart-TF close returns to entry
- Close At Target Mode — bank the trade on the first chart-TF close beyond the point threshold
SESSION
Entries allowed from 6:00 PM ET; no signals or entries 4:00–6:00 PM ET; all positions force-closed 4:09 PM ET. Never holds overnight.
ON-CHART TOOLS
- Position boxes — every trade is marked with its risk (red) and reward (green) zones, frozen on chart after the trade closes
- Day-Set Levels — each evening at 6 PM the script deploys that day's context like pivots: previous RTH session high/low (yellow) plus Hourly Flip Engine levels (blue) — prices where RTH 1-hour candles flipped color, invalidated when a later RTH 1-hour body closes through them, filtered to within 2× daily ATR of the RTH close. Each set spans one full session and stays on chart as history. Levels are visual context only — they do not gate trades.
- Session VWAP (purple)
ALERTS
Two conditions: Entry (position opened) and Exit (position closed).
BACKTESTING NOTES
Fills use process_orders_on_close — entries fill at the confirming chart-TF close. Test on a 1-minute chart for execution precision. Results depend on the session template; use extended hours data so evening and pre-market signals are included. 策略

Macro Panel - Risk-On 0-8 [Galin]Macro Panel - Risk-On 0-8
What it does
Turns "how's the market feeling?" into a number, computed the same way every single day: eight binary rules, one point each. 8/8 = everything supports risk. 0/8 = nothing does. The panel shows the full checklist with a pass/fail mark per rule and a color-coded header; the score is also plotted as a stepline - a historical regime curve, so you can scroll back and see every transition of the past years. The indicator is symbol-independent: add it to any chart (a daily SPY chart is the natural home) and it reads the market, not the chart.
Why it matters
Setups don't fail because they were bad setups - they fail because they were taken in the wrong market. Position sizing needs a systematic input, and "feel" drifts exactly when it matters most: after a winning streak and during a scary tape. A fixed eight-rule score can't drift. It also can't be argued with at 9:31 AM.
The eight rules - one point each
1. SPY above its 20-day SMA - tactical trend
2. SPY above its 50-day SMA - intermediate trend
3. QQQ above its 20-day SMA - growth participating
4. IWM above its 50-day SMA - small-cap risk appetite
5. RSP beating SPY over 1 month - breadth beneath the megacaps
6. VIX below a threshold (default 20, adjustable) - volatility calm
7. HYG above its 50-day SMA - credit not stressed
8. SPY 1-month return positive - momentum
Four trend rules, one breadth, one volatility, one credit, one momentum - each catches a different way markets break. Oil, gold, the dollar and rates are deliberately NOT in the score: they are context, not gates. A real macro shock shows up through VIX and SPY anyway - counting it twice double-weights fear.
Reading it
The total is the throttle; the composition is the story. A 6/8 missing its trend points (SPY, QQQ) is a different market from a 6/8 missing its insurance points (VIX, HYG): the first says the tape is broken, the second says the tape is fine and the nerves haven't signed off yet. The panel shows you which mark is missing - that's why it displays all eight rows instead of just the sum.
Suggested bands: 7-8 full risk | 5-6 selective | 3-4 half size | 0-2 no new longs. One rule overrides the total: rule 1 off (SPY below its 20-day) = no new entries, whatever the sum says.
Alerts
Three built in: Kill switch - SPY lost its 20-day | Score dropped to 4 or below | Score entered the 7-8 band. The regime calls you; you don't have to check it.
Settings
VIX calm threshold (default 20) | checklist panel on/off | panel position.
Notes
Chart indicator, designed for daily charts. The score plots with dotted band lines at the 7-8 / 5-6 / 3-4 boundaries. Not intended for the Pine Screener - it needs six data requests and the screener allows five. 指標

指標
