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ADR vs ATR Dashboard v1.2ADR vs ATR Dashboard v1.2 — User Guide
This dashboard calculates and compares Average True Range (ATR) and Average Daily Range (ADR) from the Daily timeframe ("D") to analyze current market volatility and structural shifts.
1. Understanding Dashboard Metrics
Daily ATR: Measures the asset's average volatility over a set number of days including overnight gaps. If an asset gaps up or down significantly at the open, ATR captures that distance.
Daily ADR: Measures the average high-to-low range of the trading session only, specifically using completed past daily sessions (high - low ). It excludes overnight gaps.
ATR - ADR (Difference): Shows the raw price point difference between the two metrics.
‣ Positive value: High overnight gap activity or recent expanding range.
‣ Negative value: Compressed overnight action relative to intraday ranges.
ATR / ADR (Percentage): Expresses the relationship as a percentage.
‣ Below 90% (Below Threshold): Volatility is compressed or overnight gaps are smaller than typical intraday moves.
‣ 90% – 110% (Balanced): Intraday range and total gap volatility are historical norms.
‣ Above 110% (Above Threshold): Significant price gaps are occurring outside of standard trading hours.
2. How to Access and Adjust Settings
To modify any calculation, layout, or color configurations:
Hover your mouse over the dashboard title (ADR-ATR) in the top-left corner of your main chart.
Click the Gear Icon (Settings).
Use the tabs inside the settings window to customize your experience.
Calculations Tab
ADR Length & ATR Length: Change the lookback periods.
‣ Swing Trading (Default): ATR 14 / ADR 20
‣ Fast/Responsive: ATR 10 / ADR 10
‣ Macro/Smooth: ATR 20 / ADR 50
Lower & Upper Thresholds: Adjust the percentage boundaries (90% and 110%) that trigger the "Below ADR", "Balanced", or "Above ADR" condition states.
Dashboard Layout Tab
Dashboard Location: Move the panel to any corner of your chart window (Top Right, Top Left, Bottom Right, Bottom Left).
Text Size: Scale the dashboard visibility (Tiny, Small, Normal, Large) to match your screen resolution.
Toggles: Uncheck "Show ATR Minus ADR" or "Show ATR / ADR Percentage" to hide those rows and make the panel more compact.
Dashboard Colors Tab
Click the color boxes next to any parameter to completely customize the dashboard background, text, borders, and conditional alert highlights (Below ADR, Balanced, Above ADR).
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ORB Precision v1.0ORB Precision is a Opening Range Breakout indicator designed primarily for 1-minute NQ and MNQ execution.
The indicator builds a selectable 15-, 30-, or 60-minute opening range, then waits for a confirmed higher-timeframe candle close outside the range. Instead of signaling the initial breakout, it waits for price to return to the broken ORB boundary and confirms the first valid retest.
Features include:
ORB High, Low, Midline, and shaded range
Bullish and bearish first-retest signals
Selectable breakout-confirmation timeframe
Optional bullish or bearish confirmation candle
One-signal-per-session control
Configurable signal cutoff
Live setup-status dashboard
ATR-based stop-distance and estimated dollar-risk display
Alerts for range completion, breakouts, and confirmed retests
ORB Precision is designed to encourage patience, reduce breakout chasing, and keep execution focused on one structured New York session opportunity.
For educational and analytical purposes only. This indicator does not execute trades or guarantee market outcomes. 指標
Gabriel UCS 31 Timeframes Scanner Game ChangerThis is a separate companion indicator — add it to the same chart alongside the strategy. It scans 31 timeframes simultaneously using the identical 10-factor confluence engine:
What it shows: A color-coded table with one row per timeframe — 10s through 1M — each showing:
• Net P&L % (simulated cumulative return)
• Trade count
• Win rate %
• Verdict: ✓ PROFIT (green) or ✗ LOSS (red)
How it works: Each timeframe gets its own request.security() call running the full confluence engine + a simplified trade simulator (entry at signal, exit at ATR stop or target). It's not identical to the Strategy Tester (no commission, no scale-out), but it correctly identifies which intervals have positive expectancy for your threshold setting.
Usage: Load it on chosen Symbol, glance at the table — every green row is worth backtesting with the full strategy. Saves you from manually clicking through 60+ intervals.
Caveat: TradingView may limit some sub-minute timeframes depending on your plan and the symbol's data availability. If a row shows 0 trades, that timeframe likely has no data.
only accepts time-based intervals (seconds, minutes, hours, days, weeks, months). It cannot request tick or range chart data. Those chart types are proprietary to TradingView's charting engine and have no timeframe string you can pass programmatically.
What you can do for ticks/ranges: The scanner covers everything from 10s to 1M automatically. For tick and range intervals, you'd still need to manually switch the strategy (not the scanner) to each one — but the scanner narrows your search dramatically. If 25 of 31 time-based intervals are red, the odds of tick/range being profitable are low for that symbol.
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LTF FVGs (Lower Timeframe Fair Value Gaps) [D4A]LTF FVGs - (Lower Timeframe FVGs)
This script draws Fair Value Gaps on the chart that occured on lower timeframe, eg. 1m FVG is drawn on 5 min chart. The script uses request.security_lower_tf to get the lower timeframe data for this. There are several distinct features that make this script unique:
- the script automatically pulls FVGs from the most relevant lower timeframe (this can be manually changed at any time)
- the size of smallest FVGs can be customized based on ATR threshold
- Volume Imbalance can be included as part of FVG
This script can be useful for traders who want to be informed about any gaps created on lower timeframe without switching to lower timeframe chart.
What is FVG?
FVG or Fair Value Gap is a three-candle formation where the middle candle moves so aggressively creating displacement that it leaves a gap between the wick of the prior candle and the wick of the following candle. Price often returns to fill these gaps before continuing — making them useful as targets, entry zones, or invalidation levels.
A bullish forms when the low of the current candle is above the high of two candles ago, with a bullish middle candle. A bearish FVG is the inverse.
FVGs often occur due to sudden market movements triggered by news events, changes in market sentiment, or large orders that move the price significantly. The market tend to return to these unfilled spaces, providing potential opportunities for traders. These areas may serve as either support (bullish FVG) or resistance (bearish FVG). They may also be completely filled by the price and then act as Inversion FVGs but this is outside of scope of this script.
SETTINGS
- Force Manual TF - the user can manually select lower timeframe from which the script can pull FVGs. When this option is not active, the script is pre-programmed to select lower timeframe automatically for FVG discovery which is at least one level below the current timeframe, eg. 15S when on 1m, 1m when on 5m and so on.
- FVG Fill and border transparency - customize the look of FVG boxes
- FVG threshold - set the threshold to eliminate very small gaps
- Volume Imbalance included - include Volume Imbalance as part of FVG. Enabled by default.
- Show LTF Label & Transparency - enable the label which shows from which timeframe is the FVG from
- Extend to Current Bar or by X-bars - customize how the FVG boxes are presented on the chart
- Max FVGs Displayed - how many FVGs should be kept in memory by default
When FVG is fully filled by price, the script removes it from the memory.
Other relevant scripts that are complementary to this script: Candle Displacement
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Disclaimer
The content provided in this script is for educational and informational purposes only. It does not constitute financial advice, investment recommendations, or a solicitation to buy or sell any financial instruments. I will not accept liability for any loss or damage, including without limitation any loss of profit, which may arise directly or indirectly from the use of or reliance on such information.
All investments involve risk, and the past performance of a security, industry, sector, market, financial product, trading strategy, backtest, or individual's trading does not guarantee future results or returns. Investors are fully responsible for any investment decisions they make. Such decisions should be based solely on an evaluation of their financial circumstances, investment objectives, risk tolerance, and liquidity needs. 指標
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Professional Anchored VWAP with Multi Level Standard Bands
一、指标概述
本指标是一款基于成交量加权的进阶量化分析工具，核心功能是将 VWAP 的计算起点“锚定”到您自行选择的任意历史时间点，并围绕该基准自动生成六级标准差概率通道（±0.5σ、±1.0σ、±1.5σ、±2.0σ、±2.5σ、±3.0σ），形成完整的市场价格分布监测体系。
与每日开盘重置的传统 VWAP 不同，锚定 VWAP 将计算起点固定在某个具有战略意义的时间节点——例如重大宏观事件（FOMC 决议、CPI 发布）、公司基本面事件（财报披露）、技术结构节点（趋势起点、摆动高点/低点、突破点）或任何您认为值得跟踪的时点。这种设计让您能够持续追踪“自该事件发生以来，市场真正的平均成本”，从而更精准地识别机构级支撑阻力、评估趋势健康度、捕捉均值回归机会。
本指标适用于股票、ETF、期货、加密货币等所有具备真实成交量数据的品种，并且可加载于任意时间框架（1分钟、5分钟、日线、周线等）。
二、核心理念与设计逻辑
从每日重置到事件锚定的升级
传统 VWAP 在每个交易日开盘时重新计算，对日内交易者非常实用，但对于持仓数日、数周甚至更长的波段或趋势交易者，每日重置意味着关键历史参考的丢失。AVWAP 通过固定锚点，解决了这一局限，让您能够以特定事件为原点，持续衡量市场参与者的平均成本变化。
从价格位置到统计概率的跃迁
单一的 VWAP 线只能告诉您价格在基准线上方还是下方，而本指标引入“成交量加权标准差”，将价格偏离转化为具有统计意义的概率度量。±1σ 通道覆盖约 68% 的价格分布，定义常态波动区间；±2σ 通道覆盖约 95%，反映显著偏离；±3σ 通道覆盖约 99.7%，触及此区域通常意味着极端情绪定价，均值回归的概率显著升高。这使得价格分析从“高低判断”升级为“价格在统计分布中的位置判断”，为决策提供可量化的概率依据。
三、计算方法简述
AVWAP 的计算采用典型价格（即最高价、最低价、收盘价的算术平均值）与成交量的乘积进行累加，再除以累计成交量，得到自锚点以来的成交量加权平均价格。标准差则基于价格平方与成交量的加权累加，结合方差公式 E(P²)‑E(P)² 计算得出，整个过程仅需单次数据遍历，确保在大时间窗口下的计算效率。各通道带即为 AVWAP 数值加上或减去对应倍数（0.5、1.0、1.5、2.0、2.5、3.0）的标准差值。
四、实战应用指南
趋势方向判断
当价格持续运行于 AVWAP 上方，表明自锚点以来多头占据主导，市场平均成本低于现价，多头持仓整体盈利；反之，价格持续运行于 AVWAP 下方，则空头占据主导。若价格频繁穿越 AVWAP，则市场处于震荡均衡状态。
动态支撑与阻力
AVWAP 线本身是最重要的动态支撑/阻力位。上升趋势中，价格回踩 AVWAP 并获得支撑，往往是趋势延续的信号；下降趋势中，价格反弹至 AVWAP 并遇阻，往往意味着趋势延续。各标准差通道带同样构成次级支撑/阻力区域，可作为分批建仓或止盈的参考位置。
均值回归交易
当价格延伸至外层通道（如 ±2.5σ 或 ±3.0σ）时，价格已显著偏离成交量加权公允值，历史上表现出强烈的回归倾向。触及上轨极端区域可考虑短线做空或获利了结；触及下轨极端区域可考虑短线做多或回补仓位。需注意，在强单边趋势中，价格可能在极端区域停留较长时间，建议结合其他趋势指标进行过滤。
趋势延续确认
价格在突破 +1σ 上轨后持续运行于该通道之上，并伴随成交量放大，确认强势多头趋势；反之，价格跌破 -1σ 下轨后持续运行于下方并放量，确认强势空头趋势。
多时间框架共振
建议在日线级别确定主要锚点和长期趋势方向，在小时或分钟级别寻找精确入场时机。当短周期 AVWAP 与长周期 AVWAP 方向一致时，信号可靠性显著增强。
五、锚点选择建议
良好的锚点选择是 AVWAP 有效性的前提。以下为推荐的锚点类型及示例：
宏观事件型：适用于重大政策或数据发布后的市场重定价，例如 FOMC 决议日、CPI 或非农数据发布日。
公司事件型：适用于基本面催化剂后的趋势跟踪，例如财报发布日、并购公告日。
技术结构型：适用于趋势跟踪与结构分析，例如显著摆动高点/低点、趋势起点、关键突破点。
时间节点型：适用于周期性基准参考，例如年初、月初、周初。
核心原则：锚点应选择对标的资产具有显著价格影响且市场参与者广泛关注的时间节点。
六、参数配置说明
您可以通过以下输入参数灵活控制指标显示：
锚定日期：分别设置年、月、日（默认为 2024 年 9 月 24 日）。
显示控制：您可以选择独立开启或关闭每一级标准差通道（±0.5σ、±1.0σ、±1.5σ、±2.0σ、±2.5σ、±3.0σ），按需保持图表简洁。
颜色编码体系：
蓝色基准线：AVWAP 主参考线。
绿色通道（±0.5σ、±1.0σ）：常态波动区间。
橙色通道（±1.5σ、±2.0σ）：中等级别偏离区间。
红色通道（±2.5σ、±3.0σ）：极端偏离 / 均值回归关注区间。
七、适用交易者类型
- 日内交易者：可将锚点设为当日开盘，利用 AVWAP 作为日内公允值参考与均值回归信号。
- 波段交易者：将锚点设为关键事件或摆动点，识别中期支撑/阻力区域。
- 趋势交易者：将锚点设为趋势起点，持续跟踪趋势健康度与方向。
- 机构与专业交易者：追踪市场平均成本，识别机构级买卖区域。
八、注意事项与风险提示
- 成交量数据质量直接影响 AVWAP 的参考价值，在低流动性品种上建议谨慎使用。
- 锚点选择必须基于合理逻辑（如重大事件），随机选取的日期可能导致指标失去参考意义。
- 标准差通道基于历史数据计算，不构成对未来走势的确定性预测，通道边界是概率参考而非硬性边界。
- 均值回归策略在强劲单边市场中可能面临较大风险，建议结合趋势强度指标进行过滤。
- 本指标仅供技术分析参考，所有交易决策应由您独立判断并自行承担风险。
九、开源说明
本指标以开源方式发布在 TradingView 社区。所有代码均可供您审阅、验证功能逻辑，并基于自身需求进行修改与优化。欢迎在评论区分享使用心得、改进建议或问题反馈。
价格告诉你发生了什么，成交量告诉你谁在推动它，AVWAP 告诉你市场的真实成本在哪里。
1. Indicator Overview
This indicator is an advanced quantitative analysis tool based on volume weighting. Its core functionality is to anchor the starting point of VWAP calculation to any historical timestamp you choose, and automatically generate six levels of standard deviation probability bands (±0.5σ, ±1.0σ, ±1.5σ, ±2.0σ, ±2.5σ, ±3.0σ) around that benchmark, forming a complete market price distribution monitoring system.
Unlike the traditional VWAP which resets at the open of each trading day, the Anchored VWAP fixes the calculation origin at a strategically significant point in time – for example, major macroeconomic events (FOMC decisions, CPI releases), company‑specific events (earnings announcements), technical structure nodes (trend starts, swing highs/lows, breakout points), or any moment you consider worth tracking. This design allows you to continuously monitor "the true average cost of the market since that event occurred," enabling more precise identification of institutional support/resistance, assessment of trend health, and capturing mean‑reversion opportunities.
This indicator is suitable for all instruments with genuine volume data, including stocks, ETFs, futures, cryptocurrencies, and can be applied on any timeframe (1‑minute, 5‑minute, daily, weekly, etc.).
2. Core Concepts & Design Logic
Upgrade from Daily Reset to Event Anchoring
Traditional VWAP recalculates at the open of each trading day, which is highly useful for intraday traders. However, for swing or trend traders who hold positions for days, weeks, or longer, the daily reset means the loss of critical historical context. AVWAP overcomes this limitation by fixing the anchor, allowing you to measure the evolution of market participants’ average cost from a specific event onwards.
From Price Position to Statistical Probability
A single VWAP line only tells you whether price is above or below the benchmark. This indicator introduces "volume‑weighted standard deviation," converting price deviations into statistically meaningful probability measures. The ±1σ band covers approximately 68% of the price distribution, defining the normal fluctuation range; ±2σ covers about 95%, reflecting significant deviations; ±3σ covers about 99.7%, and touches at this level typically indicate extreme sentiment pricing, with mean‑reversion probability rising markedly. This elevates price analysis from a simple "high/low" judgment to a "position within the statistical distribution" framework, providing quantifiable probabilistic grounds for decision‑making.
3. Brief Calculation Methodology
AVWAP is computed by accumulating the product of the typical price (arithmetic average of high, low, and close) and volume, then dividing by the cumulative volume to obtain the volume‑weighted average price since the anchor. The standard deviation is derived from the volume‑weighted accumulation of squared prices, combined with the variance formula E(P²)‑E(P)². The entire process requires only a single pass through the data, ensuring computational efficiency even over large time windows. Each band is simply the AVWAP value plus or minus the corresponding multiple (0.5, 1.0, 1.5, 2.0, 2.5, 3.0) of the standard deviation.
4. Practical Application Guide
Trend Direction Bias
When price consistently trades above AVWAP, it indicates that bulls have been dominant since the anchor, as the average market cost is below the current price and long positions are in profit. Conversely, sustained trading below AVWAP suggests bearish dominance. Frequent crossovers of AVWAP imply a range‑bound/equilibrium state.
Dynamic Support & Resistance
The AVWAP line itself is the most important dynamic support/resistance level. In an uptrend, a pullback that finds support at AVWAP often signals trend continuation; in a downtrend, a bounce that meets resistance at AVWAP also indicates continuation. The standard deviation bands also serve as secondary support/resistance zones, useful for scaling entries or taking partial profits.
Mean‑Reversion Trading
When price extends to the outer bands (e.g., ±2.5σ or ±3.0σ), it has significantly deviated from the volume‑weighted fair value, historically exhibiting a strong tendency to revert. Touching the upper extreme zone may be considered for short‑term selling or profit‑taking; touching the lower extreme zone may suggest short‑term buying or covering shorts. Note that in strong trending markets, price may linger in extreme zones for extended periods; it is advisable to combine with other trend‑strength filters.
Trend Continuation Confirmation
If price breaks above the +1σ upper band and continues trading above it with rising volume, it confirms a strong bullish trend. Conversely, if price breaks below the -1σ lower band and continues below it with volume expansion, it confirms a strong bearish trend.
Multi‑Timeframe Confluence
It is recommended to determine the primary anchor and longer‑term trend direction on the daily chart, and then seek precise entry signals on hourly or minute charts. When the shorter‑timeframe AVWAP aligns with the longer‑timeframe AVWAP, signal reliability increases significantly.
5. Anchor Selection Recommendations
Proper anchor selection is a prerequisite for AVWAP effectiveness. Below are recommended anchor types with examples:
Macro‑Event Type: Suitable for market re‑pricing after major policy/data releases, e.g., FOMC decision days, CPI or Non‑Farm Payroll release days.
Company‑Event Type: Suitable for trend following after fundamental catalysts, e.g., earnings release days, M&A announcement days.
Technical‑Structure Type: Suitable for trend‑following and structural analysis, e.g., significant swing highs/lows, trend starting points, key breakout levels.
Time‑Based Type: Suitable for periodic benchmark references, e.g., start of the year, month, or week.
Core Principle: The anchor should be chosen at a point in time that had a notable price impact on the asset and is widely observed by market participants.
6. Input Parameter Settings
You can flexibly control the indicator display with the following inputs:
Anchor Date: Set year, month, and day separately (default is 2024‑09‑24).
Display Controls: You can independently enable or disable each standard deviation band (±0.5σ, ±1.0σ, ±1.5σ, ±2.0σ, ±2.5σ, ±3.0σ) to keep your chart as clean as needed.
Color Coding System:
Blue baseline: AVWAP main reference line.
Green bands (±0.5σ, ±1.0σ): Normal fluctuation range.
Orange bands (±1.5σ, ±2.0σ): Moderate deviation range.
Red bands (±2.5σ, ±3.0σ): Extreme deviation / mean‑reversion focus zone.
7. Suitable Trader Types
- Day traders: Can set the anchor to the day's open, using AVWAP as an intraday fair‑value reference and mean‑reversion signal.
- Swing traders: Anchor to key events or swing points to identify intermediate support/resistance areas.
- Trend traders: Anchor to the trend’s starting point to continuously monitor trend health and direction.
- Institutional / professional traders: Track the average market cost to identify institutional‑grade accumulation/distribution zones.
8. Important Notes & Risk Disclaimers
- The quality of volume data directly affects the reference value of AVWAP; use with caution on low‑liquidity instruments.
- Anchor selection must be based on sound logic (e.g., significant events); randomly chosen dates may render the indicator meaningless.
- Standard deviation bands are computed from historical data and do not constitute a deterministic prediction of future price movements; band boundaries are probabilistic references, not hard edges.
- Mean‑reversion strategies carry higher risk in strong trending markets; it is advisable to incorporate trend‑strength filters.
- This indicator is for technical analysis reference only. All trading decisions should be made independently by the user, who bears full responsibility for their actions.
9. Open Source Statement
This indicator is published as open source in the TradingView community. All code is available for you to review, verify its functional logic, and modify or optimise according to your own needs. Feedback, usage experiences, and suggestions for improvement are warmly welcomed in the comments section.
*“Price tells you what happened, volume tells you who is driving it, and AVWAP tells you where the market’s true cost lies.”*
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NeuPortal Empirical Range - measured bands, honest sample sizeMost volatility bands are drawn the same way: per-bar sigma times the square root of the horizon. That rule assumes returns are independent draws from one fixed distribution. Crypto returns are neither — volatility clusters, tails are fat at short horizons, and the shape of the distribution changes as the horizon grows.
This script measures instead, and draws the assumption next to the measurement so you can see the gap on your own symbol.
An example of why that matters. On BTCUSDT 4h with a 24-bar horizon, the empirical band comes out 0.95x the textbook one — slightly narrower. But at 48 bars the measured width is 1.70x the 24-bar width where root-t predicts 1.41x, and at 72 bars it is 2.03x against a predicted 1.73x. The formula is roughly right at one horizon and badly wrong at another, on the same symbol. On ETHUSDT the pattern is the opposite. You cannot know which case you are in without measuring.
WHAT IT PLOTS
- core 50% zone: the interquartile range of how this market has actually moved over your horizon
- wide 80% band: the 10th to 90th percentile, as risk context
- median of the measured distribution
- the textbook sigma x root-t band, for contrast
The band is drawn FLAT on purpose. It describes one moment in the future, not a path to it. A diagonal would be a claim about the route, and this makes no claim about the route.
WHAT IT DOES THAT OTHER BANDS DO NOT
Conditional bands. An unconditional band averages today's market with every regime the symbol has ever been in. Switch conditioning on and only windows whose starting volatility resembled today's are counted. The table shows how many windows survived, because a conditional band on 20 windows is worse than an unconditional one on 500.
Touch versus close probability. Type a price and get two numbers: the share of historical windows that FINISHED beyond it, and the share that TOUCHED it at any point on the way. These differ a lot. If you are asking whether a stop gets hit, the second number is the answer and the first is misleading. Both come from actual highs and lows of real windows, not from a closed-form approximation.
The honest sample size. Overlapping windows flatter a sample: 3,000 rolling 24-bar returns come from 125 genuinely independent windows, and quantile standard errors scale with the second number. Both are printed, and the small one is flagged when it gets thin.
Out-of-sample coverage. The band is fitted on the older part of the chart and tested on the newer part it never saw. Target 50% for the core, 80% for the wide. Both directions are marked as failures: a band that contains everything is not skill, and that is the failure mode that flatters the author. On some symbols this script will tell you its own band is too wide. That is the point.
Multi-horizon widths at 1x, 2x and 3x your horizon with the observed ratio against root-t's prediction, plus skew and excess kurtosis so you can see how far from Gaussian this symbol is at this horizon.
Alerts fire when price leaves the zone that was supposed to hold it half the time.
HOW TO USE IT
Set the horizon in bars — it means whatever your timeframe means. 24 bars on 1H is a day, 30 bars on 1D is a month. Give it as much history as the chart has. Then read the independent window count before you read anything else.
Works on any symbol and any timeframe. Nothing is hard-coded to a particular market.
WHAT IT DOES NOT DO
It says nothing about direction. There is no signal here and no entry. It is a description of uncertainty, measured rather than assumed.
Educational content - not financial advice. 指標
NeuPortal - Forecast: sealed distributions, not pathsDraws a forecast as a DISTRIBUTION at a stated horizon, never as a path.
What it plots, from values you enter yourself:
— median for the horizon
— core 50% zone (25th–75th percentile of the asset's own historical moves over the same horizon)
— wide 80% band (10th–90th percentile)
— the seal: a vertical line at the bar the forecast was fixed on, so left of it is observed and right of it was unknown
— an explicit invalidation level
— a computed daily read (ADX, DI, RSI, MACD, %B, EMA structure, ATR) taken from the chart itself, so the table cannot drift from the price it sits on
There is deliberately no diagonal anywhere. A line drawn from today's price to a future price is read as a claimed route, and a distribution at a horizon is not a route. The size of the expected move is stated as a vertical dimension bracket instead.
Free, open source, no gating, no signals, no DMs.
Educational content — not financial advice. 指標
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VWAP Mean Reversion Strategy with Session and Volume FilterDescription:
Volume Weighted Average Price, is one of the most referenced levels on any intraday chart. It appears on almost every institutional trading desk as a benchmark for execution quality: did you buy below VWAP or above it? Did you sell above it or below it? That institutional significance is what makes it useful as a trading level, not because it is a magical support and resistance line, but because enough participants are watching it and acting around it that it creates real, observable price behavior.
This strategy is built around one of the most consistent behaviors VWAP produces: mean reversion. In sessions with no strong directional trend, price tends to oscillate around VWAP rather than trending away from it indefinitely. When price moves significantly above VWAP in a non-trending session, institutional sellers often step in, bringing price back toward the average. When price moves significantly below VWAP, buyers who missed the open use VWAP as a reference level for value. The result is a gravitational pull back toward VWAP that is observable, repeatable, and, with the right filters, tradable.
What VWAP Actually Measures
VWAP is calculated by summing the product of price and volume for every transaction during a session, then dividing by total volume. The result is the average price at which the instrument has traded during the day, weighted by how much traded at each price. A stock trading at $102 when VWAP is $100 means that, on average, every share transacted during the session changed hands at $100, and the current price is 2% above that average. Whether that premium is justified depends on whether volume is expanding in the direction of the move or shrinking, which is exactly what this strategy checks.
VWAP resets every session. This is important: VWAP is an intraday concept. Using it on daily charts or holding positions across sessions removes the institutional context that makes it meaningful. This strategy trades only within the active session for that reason.
The Mean Reversion Logic
Entries fire when two conditions are met simultaneously. First, price must have moved a defined distance away from VWAP, measured in ATR multiples to scale the threshold to the instrument's actual volatility rather than a fixed percentage. Second, volume on the move away from VWAP must be declining relative to its recent average. This second condition is the critical filter. A price move away from VWAP accompanied by expanding volume suggests a real directional move with genuine participation, shorting into that is dangerous. A move away from VWAP on declining volume suggests the move is losing conviction and the pull back to VWAP is more likely.
When price is above VWAP by more than the ATR threshold and volume is declining, a short entry fires. When price is below VWAP by more than the ATR threshold and volume is declining, a long entry fires. The target for both is VWAP itself — not a fixed ATR level, but the actual VWAP value at the time the target would be hit. Stop-loss is placed at an ATR multiple beyond the entry in the opposite direction from VWAP.
Session Filter
The strategy only trades between 9:45 AM and 3:15 PM ET. The first 15 minutes after the NYSE open are excluded deliberately. The opening session is when the largest institutional orders are being executed, VWAP has barely formed, and the spread between price and VWAP frequently reflects genuine price discovery rather than mean reversion opportunity. Trading into the first 15 minutes with a mean reversion approach is trading against the most aggressive order flow of the day. The final 45 minutes are excluded because end-of-day institutional rebalancing often moves price away from VWAP and keeps it there through the close, a mean reversion entry in that window frequently doesn't have time to play out before the session ends and the position needs to be closed.
What This Strategy Works Best With
VWAP mean reversion is most effective on highly liquid instruments where institutional participation is consistently high, major equity indices, large-cap individual stocks, and equity index futures. On thinly traded instruments, VWAP is less meaningful as a reference level because the institutional volume that creates the gravitational pull isn't present. On crypto markets, VWAP mean reversion can work but requires adjusting the session definition since crypto trades continuously, not in defined daily sessions.
What to Watch in Backtesting
Performance will vary significantly by market regime. In strongly trending sessions, where a catalyst like an earnings surprise, a Fed announcement, or a macro data release drives sustained directional movement, mean reversion against the trend produces losing trades. This is expected and not a flaw. Check the strategy's performance separately on trending days versus range-bound days if you can identify them. The most useful insight from backtesting this strategy is often not the aggregate win rate but the distribution of trade outcomes across different session types.
Shared for educational purposes and community discussion. This is not investment advice. Always backtest on your own instruments and timeframes using realistic commission assumptions before drawing any conclusions. 策略
ORB + Key Levels (PDH/PDL, PM H/L, PDC, Open)Restructured for backtesting. The key change: instead of drawing only the current day's rays at the last bar, the script now creates real line objects day by day as it processes history. So:
Every past day on the chart keeps its own ORB 15/30, PDH/PDL, PDC, PM H/L, and opening print lines — each one starting at its forming candle and ending at that day's close
When you enter bar replay mode and jump to any date, the script recalculates up to the replay point, so that date's levels are drawn correctly and the "active" day at the replay head extends to the right edge — exactly like live trading
As you step forward through replay, ORB lines pop in the moment the 15/30-min window completes (9:45/10:00 ET), PM levels update tick-by-tick during premarket, and everything freezes when the next day's premarket begins — so you're seeing exactly what you'd have seen in real time, with no lookahead
Two practical notes for your replay testing:
Line history depth: max_lines_count=500 keeps roughly the last 50 sessions of lines visible (10 lines per day). TradingView's hard cap is 500, so older days silently drop their lines — but in replay this doesn't matter, since everything recalculates from the replay point anyway.
On the very first day of loaded history there are no PDH/PDL/PDC lines (there's no tracked previous day yet) — start your replay at least one session in. 指標
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NeuPortal - Forecast: sealed distributions, not pathsDraws a forecast as a DISTRIBUTION at a stated horizon, never as a path.
What it plots, from values you enter yourself:
- median for the horizon
- core 50% zone (25th to 75th percentile of the asset's own historical moves over the same horizon)
- wide 80% band (10th to 90th percentile)
- the seal: a vertical line at the bar the forecast was fixed on, so left of it is observed and right of it was unknown
- an explicit invalidation level
- a computed daily read (ADX, DI, RSI, MACD, %B, EMA structure, ATR) taken from the chart itself, so the table cannot drift from the price it sits on
There is deliberately no diagonal anywhere. A line drawn from today's price to a future price is read as a claimed route, and a distribution at a horizon is not a route. The size of the expected move is stated as a vertical dimension bracket instead.
Two ways to feed it. Fill the inputs by hand, or paste a single line into "Today's line" in the first settings group, in the form key=value;key=value - useful if you generate forecasts programmatically and do not want to retype twenty fields daily. Pasted values win, missing ones fall back to the manual inputs.
Free, open source, no gating, no signals, no DMs.
Educational content - not financial advice. 指標
NOVA EMA/MACD V2## NOVA EMA/MACD V2
NOVA EMA/MACD V2 is a multi-timeframe retracement strategy designed to identify structured continuation opportunities using EMA touches, MACD confirmation, and higher-timeframe momentum filtering.
The strategy first waits for price to retrace to the selected EMA after a defined number of candles have remained clear of it. Once a valid touch is detected, the setup becomes armed and waits for confirmation from the entry-timeframe MACD.
A trade can be triggered in two ways:
* The entry-timeframe MACD crosses in the direction of the setup while the higher-timeframe MACD agrees.
* The higher-timeframe MACD flips into the setup direction while the entry MACD is already aligned.
An optional EMA-side filter requires buy entries to close above the EMA and sell entries to close below it.
### Trade management
The strategy opens three separate positions using risk-based position sizing.
Default targets:
* Position 1: **1.5R**
* Position 2: **2R**
* Position 3: **2.5R**
Stop-loss distance is calculated using the width of a configurable Keltner Channel. Break-even activates at **0.9R** by default.
An additional EMA early-exit system activates after price reaches 1R. The remaining position can then be closed after four consecutive candles close on the wrong side of the EMA.
### Main features
* Multi-timeframe EMA and MACD analysis
* Higher-timeframe MACD direction filter
* Immediate entry when HTF MACD flips and entry MACD is already aligned
* Keltner Channel-based stop loss
* USD risk-based position sizing
* Three configurable profit targets
* Automatic break-even management
* EMA-based early exit
* Setup, entry, exit, and management alerts
* Clean status dashboard displaying trend, risk, quantity, stop distance, break-even, and early-exit status
### Recommended use
The default configuration is optimized for lower-timeframe chart analysis, particularly the 1-minute timeframe. Users should test the strategy on their chosen symbol, broker feed, session, spread, commission, and execution conditions before using it for live trading.
**Disclaimer:** This strategy is provided for educational and analytical purposes only. Historical performance does not guarantee future results. Trading involves substantial risk, and users are responsible for their own trading decisions.
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