Bắt đầu

Phân tích Xu hướng

GMS Session Rays (Sydney/Asia/London/NY)A lightweight Pine v6 indicator that plots the previous completed session’s High and Low for the four major sessions—Sydney, Asia, London, New York—so you always see the most actionable structure levels without chart clutter. Lines auto-update at the end of each session and extend right as horizontal rays. Labels are clean, stack automatically to avoid overlap, and can be placed on the left or right side of the chart. What it shows Previous session High/Low for each enabled session (not the current live session). Right-extended rays at those prices, updated when the session closes. Optional labels per session (e.g., “sydney high”, “london low”), with auto-stacking to prevent overlaps. Customization Per-session toggles: show/hide each session; show/hide labels per session. Style controls: color, width, and line style (Solid/Dotted/Dashed) per session. Label controls: global on/off, Left/Right placement, bars offset, Y-offset (in ticks), size (Tiny/Small/Normal), auto-stacking with adjustable step. Session windows: editable HHMM-HHMM for Sydney/Asia/London/NY. Timezone: set a single indicator timezone (default America/New_York). Only Today mode: clears older rays daily to keep charts minimal. How it works (under the hood) Tracks High/Low only while a session is active; when it ends, those values are frozen and plotted as the previous session levels.
Chỉ báo
của whoisyungeli
Liquidity Radar Engine [MarkitTick]💡 The financial markets operate on a continuous search for liquidity, moving dynamically from areas of consolidation to zones of unmitigated resting orders. This technical evaluation tool is engineered to objectively map these critical liquidity thresholds and provide a comprehensive framework for identifying high-probability market reversals and continuation phases. By tracking the exact interaction between historical pivot structures and real-time volume dynamics, it offers a highly systemic, algorithmic approach to charting price action. ✨ Originality and Utility ● A Synergistic Approach to Market Dynamics Standard technical tools typically evaluate a single dimension of market data, such as momentum or trend direction, which frequently leads to fragmented analysis and false signals. This script stands out by synthesizing pure price structure, volume delta approximation, and multi-timeframe consensus into a unified visual environment. It removes the guesswork from order block and liquidity trading by mathematically defining structural shifts. • Justification of the Integrated Logic This tool is a deliberate fusion of price action concepts and mathematical volume filtering. Relying strictly on a breakout of a previous day's high or low can be highly susceptible to false moves and liquidity traps. By incorporating a relative volume (RVOL) filter and a proprietary candle-based delta estimation, the tool validates structural shifts with quantifiable market participation. Additionally, the inclusion of momentum divergence protocols ensures that price action is aligned with the anticipated structural pivot, filtering out low-probability setups in exhausted trends. 🔬 Methodology and Concepts ● Core Analytical Framework The script operates by mapping significant price extremes across varying temporal horizons and evaluating the market's precise reaction when these zones are breached. • Liquidity Sweep Detection The algorithm constantly monitors the Highs and Lows of the Previous Day, Week, and Month. When current price action breaches one of these levels but fails to sustain the breakout—closing back inside the defined range—a sweep zone is generated. This defines a failed auction mechanism where stops may have been triggered without genuine directional follow-through from larger market participants. • Equal Highs and Lows (EQH/EQL) To identify resting liquidity pools, the script evaluates historical pivot points within an adjustable lookback window. Using the Average True Range (ATR) as a dynamic tolerance threshold, it mathematically defines whether two separate swing points are functionally "equal," marking them as magnetic targets for future price action. • Structural Shifts and Displacement Once a sweep occurs, the engine scans for a localized Change in State of Delivery (CISD). A valid shift requires displacement, which is measured by comparing the breakout candle's body size against a moving average of recent candle bodies, or by the immediate formation of a Fair Value Gap (FVG). • Multi-Factor Validation Signals are not generated strictly on price structure. They must pass a rigorous matrix of internal filters: Relative Volume (RVOL): Requires the sweep or shift to occur with volume significantly exceeding the recent moving average. Cumulative Volume Delta (CVD): Approximates buying and selling pressure within the candle spread to confirm directional momentum. Trend Alignment: Evaluates the current price against a long-term Exponential Moving Average (EMA). Volatility Squeeze Avoidance: Uses ATR ratios to actively block signals in exceptionally low-volatility environments. Currency Correlation: Compares the traded pair against a reference index to ensure macroeconomic alignment. News Blackout: Blocks all signals during user-defined, high-impact news windows to protect against erratic slippage. 🎨 Visual Guide ● Chart Elements and Topography The visual interface is meticulously designed to present complex, multi-dimensional data without obfuscating the primary candlestick action. • Historical Liquidity Levels PDH/PDL Lines: Displayed as subtle, translucent lines indicating the Previous Day's High and Low. PWH/PWL Lines: Denoting the Previous Week's extremes in distinct, moderately visible hues. PMH/PML Lines: Marking the Previous Month's extremes for macro higher-timeframe context. Equilibrium Line: A distinct midline drawn between the daily extremes to gauge intraday premium and discount pricing. • Structural Zones and Markers Sweep Zones: Highlighted boxes marking the exact area of a failed breakout. Buy-side sweeps appear in a muted green-toned box, while sell-side sweeps are marked in a red-toned box. These zones feature active aging, gently fading as time progresses. FVG Clouds: Displayed as gold or yellow background areas denoting supply/demand imbalances. EQH/EQL Markers: Small textual annotations above or below the price, bounded by a semi-transparent box, indicating concentrated liquidity pools. • Execution and Management Visuals Signal Labels: Distinct text markers indicating validated Buy or Sell conditions upon bar close. Position Boxes: When a signal is active, a structured box appears showing the Entry level (dashed neutral line), Stop Loss (dashed red line), and up to three Take Profit targets (dashed teal lines). Heatmap Candles: The main chart candles are dynamically colored based on the dominant daily bias or RSI momentum. • The Multi-Timeframe (MTF) Dashboard A tabular data panel positioned on the chart displays the trend and liquidity status across three distinct timeframes. It also features a comprehensive statistics section monitoring the active trading session, the current volatility regime, the count of unfilled fair value gaps, and the dynamic risk-to-reward ratio of any open simulated positions. 📖 How to Use ● Interpreting the Data The primary workflow involves observing the direct interaction between price velocity and the mapped structural zones. • Executing an Analysis Wait for a visual Sweep Zone to form, indicating that a significant historical level has been tested and rejected by the market. Observe the Signal Labels. A signal is only printed if the internal confluence engine—validating volume, delta, and structural displacement—has fully approved the setup. If the FVG entry model is active, wait for price to retrace into the highlighted Fair Value Gap cloud before considering the setup valid for engagement. • Trade Management Utilize the plotted Position Boxes to evaluate the mathematical risk profile. The entry, stop loss, and targets are drawn directly on the chart for immediate visual feedback. Monitor the MTF Dashboard to ensure the lower timeframe execution signal is not fighting a dominant higher timeframe trend. If Dynamic Trade Management is enabled, closely observe the Stop Loss line as it automatically trails price based on the selected ATR, Swing, or Chandelier mathematical logic. ⚙️ Inputs and Settings ● Configuration Options The script is heavily modular, allowing for extensive adjustment of its internal validation logic. • General and Display Limits Toggle the visibility of specific liquidity levels (Daily, Weekly, Monthly) and limit the maximum number of historical zones, FVG clouds, or signal boxes retained on the chart to maintain a highly optimized workspace. • Validation Filters Volume Validation: Adjust the Moving Average length and the RVOL threshold multiplier to define what constitutes a genuine volume climax. Delta Filter: Toggle the requirement for estimated volume delta to perfectly align with the signal direction. Divergence Source: Choose whether the script requires RSI, MACD, or a combination of both to display divergence before validating a reversal. ADX Threshold: Define the strict minimum trend strength required for continuation signals. • Target and Management Settings Risk to Reward (R:R) Inputs: Define the exact mathematical multiples for Target 1, Target 2, and Target 3. Position Sizing: Input an account balance and risk percentage to have the engine calculate the exact unit size for the plotted setup. Trailing Logic: Select between None, ATR-based, Swing-based, or Chandelier-based trailing stops, complete with user-defined multiplier adjustments and partial profit scaling. • Dashboard and Visual Preferences Modify the specific timeframes monitored by the MTF panel, alter its position, and heavily customize the color palettes for all sweep zones, lines, heatmaps, and interface text. 🔍 Deconstruction of the Underlying Scientific and Academic Framework ● Theoretical Foundations The architecture of this script is grounded in several well-documented financial theories, primarily focusing on Auction Market Theory and the statistical modeling of price volatility distributions. • Auction Market Theory and Liquidity The core premise of the sweep detection logic rests securely on the concept of order matching and liquidity cascades. Markets move constantly to facilitate trade, frequently gravitating toward areas with a high density of resting stop orders, such as historical highs and lows. When these areas are breached but fail to attract aggressive participation, the auction process is deemed to have failed. This script mathematically quantifies these failed auctions by tracking the spatial relationship between the breakout wick and the closing price relative to the historical pivot. • Statistical Variance and Normalization The tool heavily utilizes the Average True Range (ATR) as a core normalization factor. Financial time series exhibit continuous heteroskedasticity, meaning volatility varies over time. Hardcoding a fixed point-value for concepts like "Equal Highs" or "Trailing Stops" is mathematically flawed. By utilizing ATR ratios, the algorithm rapidly adapts its spatial thresholds to the current standard deviation of price movement, ensuring highly consistent behavior across varying market regimes and asset classes. • Momentum Divergence and Rate of Change The inclusion of oscillators like the Relative Strength Index (RSI) and Moving Average Convergence Divergence (MACD) serves to measure the first and second derivatives of price—specifically velocity and acceleration. By actively requiring a divergence between price extremes and momentum extremes, the script effectively filters for environments where the kinetic energy of the prevailing trend is decaying, thereby increasing the statistical probability of a mean-reverting event or structural reversal. • Volume Delta Approximation While granular tick data is technically required for an exact volume delta calculation, the script employs a highly robust approximation algorithm that distributes volume proportionally across the candle's spread. This provides a quantifiable metric of localized supply and demand imbalances, adhering strictly to the Wyckoffian principle of Effort versus Result, ensuring that price moves are backed by actual transactional weight. ⚠️ Disclaimer All provided scripts and indicators are strictly for educational exploration and must not be interpreted as financial advice or a recommendation to execute trades. We expressly disclaim all liability for any financial losses or damages that may result, directly or indirectly, from the reliance on or application of these tools. Market participation carries inherent risk where past performance never guarantees future returns, leaving all investment decisions and due diligence solely at your own discretion.
Chỉ báo
của MarkitTick
2
Elaris Market Energy [Professional]Elaris Market Energy Overview Elaris Market Energy is a multi-factor oscillator designed to evaluate the strength, direction, participation, and sustainability of market movement. Rather than relying on a single momentum calculation, the indicator combines several independent market characteristics into one normalized energy score. The goal is to help traders distinguish between weak price movement, developing participation, strong directional expansion, compression, and potential exhaustion. The Market Energy score is displayed in a separate oscillator panel and generally ranges from -100 to +100. * Positive values represent bullish market energy. * Negative values represent bearish market energy. * Values near zero represent neutral conditions, weak participation, or market compression. This indicator is intended to support market analysis and confirmation. It is not presented as a complete trading system and does not guarantee future price movement. --- Core Market Energy Model The final Market Energy score is calculated from six configurable components. Price Impulse Measures directional price displacement relative to current market volatility. This helps distinguish meaningful movement from ordinary price fluctuations. Candle Conviction Evaluates the structure of the current candle using: * Candle body size * Closing position inside the candle range * Upper and lower wick balance * Bullish or bearish candle direction A strong directional candle generally contributes more energy than an indecisive candle. Volume Participation Compares current volume with its recent average and evaluates whether market participation supports the current directional move. On symbols where volume data is unavailable or limited, the volume component may provide less information. Range Expansion Measures whether the current true range is expanding relative to recent market activity. Range expansion can help identify periods where volatility and directional participation are increasing together. Trend Alignment Evaluates: * Price position relative to an internal trend average * Direction and slope of the trend average * Alignment between current movement and broader market direction This component helps reduce the influence of momentum that is moving against the prevailing trend structure. Momentum Efficiency Combines directional momentum with movement efficiency. Movement efficiency compares the net price displacement with the total distance traveled. Cleaner directional movement generally produces a stronger reading than unstable or highly overlapping price action. --- Directional Movement Confirmation The indicator also uses Directional Movement Index information. The relationship between positive and negative directional movement helps confirm whether bullish or bearish pressure is dominant. ADX is used as a supporting measurement of trend strength. It does not independently determine the Market Energy score and is applied as a controlled confirmation component. --- Market Regimes The indicator classifies market conditions into several practical regimes. Compression Market Energy remains close to zero, suggesting limited directional participation or reduced momentum. Compression can occur during consolidation, low volatility, or periods of market indecision. Bullish or Bearish Energy Directional participation is developing, but the movement has not yet reached the strong-energy threshold. Strong Bullish or Bearish Energy Multiple components are aligned and directional participation has increased. These conditions may support continuation analysis when confirmed by price structure. Extreme Energy The oscillator has reached an unusually strong directional reading. Extreme energy can represent: * Strong continuation * Rapid volatility expansion * Late-stage momentum * A condition that may eventually transition into exhaustion An extreme reading should not automatically be interpreted as a reversal signal. Fading Energy Directional energy remains elevated but is beginning to weaken. Fading energy may indicate reduced participation, consolidation, or potential exhaustion. Price confirmation remains important. --- Signal Types Bullish Energy Entry A bullish signal may appear when: * Market Energy crosses above the selected entry threshold * Energy is above its signal line * Energy acceleration is positive * Enabled trend and directional filters are satisfied * Optional volume and candle-quality filters are satisfied Bearish Energy Entry A bearish signal uses the opposite conditions: * Market Energy crosses below the negative entry threshold * Energy is below its signal line * Energy acceleration is negative * Enabled bearish filters are satisfied Compression Release Compression-release markers identify a transition from low-energy conditions into directional expansion. These signals are intended to highlight developing volatility and participation after a compressed market phase. Energy Exhaustion Exhaustion markers identify situations where: * Energy recently reached an extreme level * The energy score begins to decline * Energy acceleration turns against the previous direction * Price begins showing an opposing reaction Exhaustion markers are warnings of weakening momentum. They do not confirm a complete trend reversal on their own. --- Visual Elements Energy Histogram The histogram displays both direction and intensity. * Bullish columns represent positive energy. * Bearish columns represent negative energy. * Stronger opacity represents increasing directional intensity. * Faded columns indicate weakening energy. Energy Line The main line shows the smoothed composite Market Energy score. Signal Line The signal line provides a slower reference for identifying changes in short-term energy direction. Energy Cloud The cloud between the Energy line and Signal line provides a quick visual representation of bullish or bearish energy alignment. Regime Background Optional background shading highlights: * Strong bullish conditions * Strong bearish conditions * Market compression Dashboard The optional dashboard summarizes: * Current Market Energy score * Current market regime * Energy acceleration * Relative volume * ADX * Price impulse * Candle conviction * Volume pressure * Range expansion * Trend alignment * Momentum efficiency * Signal confirmation mode The dashboard is intended to provide a quick overview without requiring the trader to interpret each internal calculation separately. --- Calculation Profiles Fast Uses shorter internal calculation lengths. This profile reacts more quickly but may also produce more frequent changes and additional noise. It may be suitable for lower-timeframe analysis when combined with strict filters. Balanced Provides a middle ground between responsiveness and stability. This is the default profile and is suitable as a general starting point. Conservative Uses longer calculation lengths. This profile produces slower and generally more stable readings, which may be useful on higher timeframes or when fewer signals are preferred. --- Suggested Usage The indicator can be used for several types of market analysis. Trend Confirmation Bullish price structure combined with positive and increasing Market Energy may support bullish continuation analysis. Bearish price structure combined with negative and decreasing Market Energy may support bearish continuation analysis. Breakout Confirmation A breakout accompanied by: * Range expansion * Increased relative volume * Strong impulse * Rising Market Energy may have greater participation than a breakout occurring during weak or compressed energy. Pullback Analysis During a broader trend, temporary energy weakness followed by renewed directional acceleration may help identify continuation conditions. Compression Monitoring Low absolute Market Energy can help identify markets that are consolidating or losing directional participation. A later compression release may highlight the start of renewed expansion. Exhaustion Monitoring Extreme energy followed by weakening acceleration may help traders identify when a mature move is losing participation. This should be combined with price structure, support and resistance, liquidity levels, or other confirmation methods. --- Recommended Starting Settings For lower timeframes, traders may consider: * Fast or Balanced profile * Higher entry threshold * Volume filter enabled * Candle-quality filter enabled * Candle-close confirmation enabled For medium timeframes, the Balanced profile and default settings provide a practical starting point. For higher timeframes, the Conservative profile may provide smoother regime identification and fewer short-term fluctuations. Settings should be adjusted based on the symbol, timeframe, liquidity, and trading approach. --- Alerts The script includes alert conditions for: * Bullish Energy Entry * Bearish Energy Entry * Bullish Compression Release * Bearish Compression Release * Bullish Energy Exhaustion * Bearish Energy Exhaustion * Strong Bullish Regime * Strong Bearish Regime * Energy Compression For stable alerts, enabling candle-close confirmation and selecting “Once Per Bar Close” when creating the TradingView alert is recommended. --- Repainting Information Elaris Market Energy does not use future data, lookahead logic, or future-confirmed pivot calculations. The indicator does not repaint historical closed-bar signals when candle-close confirmation is enabled. The live Market Energy value may change while the current candle is still forming because price, volume, candle range, and volatility are still changing. When “Confirm Signals On Candle Close” is enabled, signals are only confirmed after the candle closes. When this setting is disabled, signals may appear during an open candle and may disappear before that candle closes. --- Important Notes This indicator is a technical analysis tool and should not be interpreted as financial advice. Market Energy measures current and historical market conditions. It does not predict future results with certainty. Signal performance can vary significantly across: * Symbols * Asset classes * Timeframes * Volatility conditions * Liquidity environments * Trending and ranging markets Traders should use appropriate risk management and independently evaluate all trading decisions.
Chỉ báo
của ElarisGroup
Classic Pattern EngineIs a chart-pattern detection tool built around confirmed swing pivots. The script identifies selected classic chart-pattern structures and draws them directly on the chart. It is designed as a visual pattern-mapping tool, not as an automated trading system. What the script detects Reversal patterns: - Double Top - Double Bottom - Triple Top - Triple Bottom - Head and Shoulders - Inverted Head and Shoulders Continuation / structure patterns: - Rectangles - Ascending Triangle - Descending Triangle - Symmetrical Triangle - Rising Wedge - Falling Wedge - Bull Flag - Bear Flag - Bullish Pennant - Bearish Pennant How it works The script uses confirmed pivot highs and pivot lows to build a swing structure. It then compares the most recent confirmed swings against geometric conditions such as: - Similarity of highs or lows - Pattern height relative to ATR - Slope of upper and lower boundaries - Convergence or parallel behavior - Pattern duration - Flag or pennant context when applicable Each detected pattern receives a quality score. This score is based on the geometry of the pattern, such as symmetry, height, similarity of key swing points, slope behavior, and structure fit. The score is intended to help users filter weaker shapes from cleaner structures. Entry, Stop, and Target levels The script can display Entry, Stop, and Target reference levels for detected patterns. These levels are geometric references derived from the detected pattern structure. They are not trade recommendations. The script can also track the state of the detected setup: - Pending: the pattern is detected but entry has not been triggered - Active: entry level has been reached - Target Hit: price reached the target reference level - Stop Hit: price reached the stop reference level - Expired: the setup remained unresolved beyond the selected time window The Entry label can also show an estimated R:R value based on the distance between Entry, Stop, and Target. Main settings Detection: - Pivot strength - Equality tolerance in ATR - Minimum pattern height - Minimum pattern quality - Maximum pattern length Display: - Show only latest pattern - Show pattern lines - Show entry / stop / target levels - Show R:R in entry label - Fade inactive levels after result - Entry / stop / target projection length - Pattern line width - Entry / stop / target line width - Entry / stop / target label size Colors: - Pattern colors - Entry line color - Stop line color - Target line color - Entry text color - Stop text color - Target text color - Resolved / inactive level styling How to use Use the indicator as a visual assistant for identifying and reviewing chart-pattern structures. A detected pattern means the required swing geometry has formed. It does not mean that the pattern will complete successfully or that price will reach the target. Users can choose to display only the latest pattern for a clean chart, or keep more visual history by changing the display settings. Repainting note This script uses confirmed pivot highs and confirmed pivot lows. A pattern can only be detected after the required pivot confirmation bars have passed. For this reason, pattern drawings may appear on earlier swing points after confirmation. This is a normal confirmation delay caused by pivot-based detection. The script does not use lookahead. Entry, stop, target, and state labels update only as new bars develop after a pattern has been detected. Limitations Chart patterns are geometric interpretations of price structure. Different traders may classify the same structure differently. The displayed Entry, Stop, Target, and R:R values are reference levels calculated from the pattern geometry. They should not be treated as financial advice, trading instructions, or guaranteed outcomes. The indicator is intended for chart analysis, education, and visual pattern review.
Chỉ báo
của ADXAE
EMA-RSI Indicator [FGL]EMA-RSI Indicator The EMA-RSI Indicator is a trend-following indicator designed to identify high-probability pullback opportunities by combining Multi-Timeframe Exponential Moving Averages (EMA) with RSI Momentum Confirmation. Instead of generating signals on every trend change, this indicator waits for price to retrace back to the fast EMA while the overall trend and momentum remain aligned. Features Multi-Timeframe EMA Trend Detection Multi-Timeframe RSI Momentum Filter Pullback Entry Signals Buy & Sell Alerts Simple and Clean Chart Visualization How It Works: 1. Trend Detection (EMA) The indicator uses two EMAs from different timeframes: EMA 1 (Fast EMA) – Lower timeframe EMA 2 (Slow EMA) – Higher timeframe This helps filter trades in the direction of the dominant market trend. 2. Momentum Confirmation (RSI) Momentum is confirmed using the RSI and its Moving Average from a selectable timeframe. This additional filter helps reduce false signals during weak market conditions. 3. Pullback Detection A signal is generated only when the previous candle touches the Fast EMA. The candle must: Cross the Fast EMA (High above EMA and Low below EMA) Have a relatively small range (default: ≤ 10 price units) This approach aims to identify healthy pullbacks instead of chasing impulsive price movements. Alerts: The indicator includes three built-in alerts: Buy Alert Sell Alert Buy & Sell Alert These alerts can be used for TradingView notifications. Recommended Markets Gold (XAUUSD) It is recommended to use proper risk management and combine this indicator with support/resistance, market structure, or price action analysis before entering a trade.
Chỉ báo
của Frogile
Relative Strength (RS) - Mansfield StyleRelative Strength (RS) measures how a symbol performs against a chosen benchmark. Instead of plotting the raw price ratio — whose scale differs from one symbol to another and makes comparison difficult — this script normalizes the ratio (symbol close / benchmark close) against its own simple moving average over a configurable lookback "Period". The result is a zero-centered line that reads the same way on any symbol: - RS above 0 and rising → the asset is outperforming the benchmark - RS below 0 and falling → the asset is underperforming - Zero-line crossings → shifts in relative leadership Only the direction and the position relative to zero matter, not the absolute value. █ HOW IT WORKS 1. The script requests the benchmark's close on the selected timeframe. 2. It computes the raw ratio: symbol close / benchmark close. 3. The ratio is divided by its SMA over the "Period" lookback, minus 1 — expressing how far the current relative strength stands above or below its recent average. 4. An optional moving average of RS can be displayed as a signal line. █ INPUTS - Comparative Symbol: the benchmark (an index such as SPX, a sector index, or any peer symbol — e.g. compare gold against silver). - Period (default 50): normalization lookback. Shorter = more reactive, longer = smoother and slower. - Show Moving Average / Moving Average Period: optional smoothing line. - Timeframe: leave empty to use the chart's timeframe, or select a higher timeframe for multi-timeframe analysis. █ HOW TO USE Apply the indicator to any symbol. When RS holds above zero, the asset is leading its benchmark — favor it for relative-strength strategies (buy strength). When RS holds below zero, the asset is lagging — avoid it or rotate out. Zero-line crossovers flag early changes in relative leadership, and two built-in alerts fire on these crossings. RS is a relative tool, not a timing tool: an asset can outperform a falling benchmark while still declining in absolute terms. Combine it with your own trend or entry criteria. █ CREDITS The normalization method follows the Mansfield Relative Strength concept popularized by Stan Weinstein in "Secrets for Profiting in Bull and Bear Markets". █ NOTE ON HIGHER TIMEFRAMES When a higher timeframe is selected in the Timeframe input, the value of the current forming bar updates until that bar closes. Historical values do not repaint.
Chỉ báo
của Alajmi-Ali
Volatility Squeeze Breakout [JOAT]Volatility Squeeze Breakout Finds volatility compression — when Bollinger Bands contract inside the Keltner Channel — and signals the directional release with a built-in energy gauge. What it is Markets alternate between coiling and expanding. This indicator detects the coil using the classic squeeze relationship between two well-known volatility envelopes, quantifies how much energy has built up, and then signals the breakout in the direction momentum actually resolves. It is an original implementation with a charge model and full trade framing, not a bare squeeze dot script. How it works • The squeeze — a squeeze is on when the Bollinger Bands (price standard deviation) contract entirely inside the Keltner Channel (ATR-based). This means realised volatility has fallen below its typical range and the market is compressing. • Charge / energy — while the squeeze persists, the tool tracks how long and how tightly the market has been coiled and expresses it as a 0–100 charge. A longer, tighter coil stores more potential energy for the eventual expansion. • Momentum direction — a smoothed momentum measure determines which way the coil is leaning, so the breakout is read directionally rather than as a neutral event. • The release — a Buy fires when the squeeze releases with rising positive momentum; a Sell fires when it releases with falling negative momentum. The release is a discrete event, and a minimum-gap control prevents repeated prints around the same break. Trade levels On a signal, a red risk box marks entry to the ATR stop and a green reward box marks entry to the third target, with inner dividers and right-edge labels for entry, stop and each take-profit at your R multiples. The dashboard An adjustable energy-gauge panel shows the squeeze state, the charge that had accumulated at the moment of release, the momentum direction, a conviction estimate, the active signal, and a live first-target-before-stop tally from closed bars only. How to use it • Works on any asset and timeframe; volatility cycles exist at every scale. • Watch the charge build during a squeeze, then act on the release in the momentum direction. • Higher charge readings indicate a longer coil, which some traders treat as a higher-quality setup — but a big coil can still resolve in either direction, so the momentum gate matters. Settings Bollinger length and multiplier, Keltner length and ATR multiplier, momentum length, release and charge options, risk multiple and target R multiples, plus visual and dashboard controls. Originality and usefulness The squeeze concept is public domain; the value added here is the charge model that turns coil duration and tightness into a readable energy figure, the directional momentum gate on the release, and the integrated non-repainting trade framing — combined and explained so a trader can see exactly why each breakout is flagged. Notes and limitations • Squeeze breakouts can fail or fake out; a release does not guarantee follow-through. • The charge measures compression, not direction — always confirm with the momentum reading and your own context. • The tally reflects only past bars on the current chart and is not a prediction. • Educational and analytical tool, not financial advice. — made with passion by officialjackofalltrades
Chỉ báo
của officialjackofalltrades
2
Multiday VWAP by ByblloMultiday VWAP by Bybllo OVERVIEW This indicator plots up to 5 independent rolling Volume Weighted Average Price (VWAP) lines, each anchored a different number of calendar days back from the present bar (default: 2, 3, 4, 5, and 6 days back). Unlike a standard session VWAP that resets every day, each line here accumulates price*volume continuously from its own anchor day up to the current bar, giving traders a set of rolling reference levels for recent multi-day price/volume balance. I built this for my own trading because I couldn't find an existing community script that did exactly this — a set of independent, multi-day rolling VWAP lines in one indicator — so I'm sharing it in case it's useful to others too. KEY FEATURES - 5 independently configurable rolling VWAP lines — toggle visibility, set the lookback in calendar days, and pick a color for each line individually. - Lookback days are entered as calendar days (weekends included), so "6 days back" always lands on the same relative session regardless of where in the week you are. - Real-price calculation — prices are pulled via request.security() against the plain ticker, so the VWAP values are identical whether your chart is displaying candlesticks, Heikin Ashi, Renko, or any other non-standard chart type. Volume is unaffected by chart type and is used as-is. - Robust new-day detection — instead of relying on the chart's own bar-by-bar progress to detect a new trading day (which can be unreliable right after the chart first loads), this script requests daily-resolution data directly. Daily data loads much faster than intraday data, so the VWAP anchors are detected reliably even immediately after opening the chart. HOW TO USE Open the indicator settings and, for each of the 5 lines, set how many calendar days back you want that VWAP to start accumulating from. Use the lines as dynamic support/resistance or fair-value reference levels, similar to how a session VWAP is used, but for multi-day accumulation periods. NOTES - This script requires volume data from your data provider. If no volume is available for the symbol, the VWAP values will not calculate correctly. - "Rolling Days" counts calendar days, not trading/session days. Feedback and suggestions are welcome.
Chỉ báo
của Bybllo
T4T High Probability Order BlocksMost order block indicators mark every last opposing candle before a move. This one doesn't. My HP-OB indicator only plots an order block when the full sequence that give OB its meaning is present - liquidity taken, displacement, and a FAVG - so what's on your chart is a shortlist, not a wallpaper. How an OB qualifies A bullish OB requires three consecutive candles to each do their job: 1. The OB candle - bearish candle that engages sell-side liquidity: a lower against recent price, a raid of a prior swing low, or a tap of equal/relatively equal lows. It must also hold the extreme move. 2. The displacement candle - a candle with real conviction. 3. The confirmation candle - its close must leave a clean FVG behind - No gap > No order block! Everything is mirrored for bearish OBs. Nothing plots until the confirmation candle closes - no repainting, no provisional boxes. Zone management Zones extend forward until price interacts with them. A tap into the zones dims after the OB has been tested; a close through the far side retires it. Delays for both are configurable, and stale zones are automatically pruned so charts stay readable. Settings Pivots sensitivity, displacement strength, equal-level tolerance, and lower -lower lookback are all adjustable, along with zone boundaries, colours, and optional FVG boxes. Alerts Four built-in conditions: new bullish OB, new bearish OB, and first test of either - so you can wait for price to come to your level instead of chasing. This tool mark structure; it doesn't make decisions. Fewer, cleaner zones and the discipline to wait for them - #PatiencePays
Chỉ báo
của TysonT_345
GMS Ultimate IndicatorGMS Ultimate Indicator 9.0 is a customizable multi timeframe market structure and price action tool designed to help traders stay aligned with the dominant side of the market. It analyzes the Daily, 4H, 1H, 15M, 5M, and 1M trends using HH/HL and LH/LL structure, while identifying pullbacks, consolidation, liquidity sweeps, BOS, CHOCH, protected structure, reaction zones, retests, and rejection candles. Its setup engine helps locate higher probability entries within the broader trend, with adjustable alerts, dashboard layouts, and display settings. For analysis and educational purposes only. Use proper risk management and backtesting.
Chỉ báo
của whoisyungeli
Capitulation Stretch Reversion [Jayadev Rana]OVERVIEW Capitulation Stretch Reversion is a long-biased, price-action mean-reversion strategy. Its thesis is simple: in an established uptrend, sharp multi-bar pullbacks that stretch price well below its short-term mean tend to snap back. The strategy waits for that stretched, capitulating condition, enters on the first sign of a turn, and exits when price reverts to the mean. Everything is derived from raw price and range (EMAs of price and Average True Range) - there are no oscillators or external data. HOW IT WORKS 1. Regime filter. A long EMA (default 200) defines the regime. Long trades are only permitted while price is above it, keeping every entry aligned with the prevailing drift. A symmetric short side exists but is OFF by default (see Direction). 2. Stretch + capitulation. A setup can only arm when price has extended at least a set number of ATRs below a short reversion mean (default 0.5 x ATR from a 5-EMA) AND has printed a run of consecutive lower closes (default 2). This is the "capitulation" filter - it avoids buying shallow noise and waits for a genuine flush. 3. Entry. When the stretched, capitulating condition is met and the current bar closes back up (a reversal bar), a long is taken on the confirmed bar. 4. Exit - three ways. The target is a reversion to the mean: the position is closed once price closes back at or above the reversion EMA. A protective stop sits a wide, volatility-based distance below entry (default 3 x ATR). A time stop closes any trade that has neither hit target nor stop within N bars (default 10). WHY THE STOP IS WIDE Mean reversion trades a high hit-rate against an unfavourable reward-to-risk: the target (a snap back to the mean) is near, while the protective stop is deliberately wide so normal wobble does not knock you out. This produces frequent winners but occasional losers that are larger than a typical win. That trade-off is intentional and is shown honestly in the results below - read the LIMITATIONS section carefully. BACKTEST (defaults, on the loaded history) Tested on SPY daily with the default inputs and the properties set in the script (10,000 initial capital, 100% of equity per trade, 0.03% commission, 2 ticks slippage). On the sample available in the Strategy Tester this produced roughly a 67% win rate with a profit factor near 1.67, a max drawdown around 10%, and no margin calls, modestly ahead of buy-and-hold over the same window. This is a limited in-sample backtest, not a forward result - your own data window, symbol, fees and fills will differ. SETTINGS Regime EMA Length - trend filter that gates entries. Reversion Mean Length - the EMA used as the snap-back target. Stretch (ATR from mean) - how far price must extend before a setup arms. Capitulation Bars - consecutive closes required to confirm exhaustion. Protective Stop (ATR) and Time Stop (bars) - the exit envelope. Direction - Trade Longs (on) and Trade Shorts (off by default; counter-trend shorts on up-drifting index ETFs have a much lower hit-rate). Dashboard - live regime, position, win rate, profit factor and net profit. LIMITATIONS Signals are evaluated on bar close, not intraday. The reported win rate is in-sample on a finite history and will not persist unchanged out of sample. Because winners are small and losers wide, a cluster of stopped trades can still produce a meaningful drawdown despite a high win rate - position size accordingly. Percent-of-equity sizing at 100% is for demonstration; use realistic risk-based sizing in practice. Mean reversion underperforms in strong, one-directional trends where price never stretches, and can suffer if a pullback turns into a full regime change. This script is a research and educational tool, not financial advice or a guarantee of future performance. ORIGINALITY The contribution is the specific combination: an ATR-normalised "stretch" distance from a fast mean, gated by a consecutive-lower-close capitulation count and a regime filter, with a mean-touch target against a wide ATR stop and a time stop. It is built from first principles on price and range, not a wrapper around a built-in indicator.
Chiến lược
của bluealgocapital
Adaptive Momentum Ribbon [JOAT]Adaptive Momentum Ribbon An eight-layer moving-average ribbon whose colour is driven by live momentum and whose compression flags the coil before the move. What it is A single moving average tells you very little. A ribbon of them, fanned by speed, tells you three things at once: direction (the colour), strength (how wide it fans) and turning points (where it squeezes and flips). This indicator builds that ribbon and adds a momentum core and a compression detector so the ribbon is not just decorative — it gates the signals. How it works • The ribbon — eight exponential moving averages from fast to slow, with an optional light second smoothing pass for cleaner turns. When the fast layers sit above the slow layers the stack is bullish, and vice versa. • Momentum core — a rate-of-change normalised by ATR and then smoothed. This value is mapped onto a colour gradient, so a strong trend glows saturated while a fading one drifts toward neutral. The same value gates entries, so you buy strength rather than every flip. • Compression detector — the width between the fastest and slowest ribbon lines is ranked as a percentile over a lookback window. A low percentile means the market is coiled; a move out of that coil is the tradable expansion. Coils are highlighted so you can see energy building. • Flip signals — a Buy prints when the ribbon flips up out of (or just after) a compression with positive momentum; a Sell is the mirror. Because a flip requires the stack to actually reverse, signals are naturally spaced, and a minimum-gap control adds a further safeguard against clustering. Trade levels Each signal draws a red risk box to the ATR-based stop and a green reward box to the third target, with inner target lines and right-edge price labels for entry, stop and every take-profit at your chosen R multiples. The dashboard An adjustable panel shows trend direction, a block-gradient momentum meter with a signed headline value, the compression state (coiled or expanded), a 0–100 conviction estimate, the current signal, and a live first-target-before-stop tally from closed bars only. How to use it • Works on all assets and timeframes; the ribbon adapts to whatever data it is given. • Use the coil highlight to prepare for a move and the flip-with-momentum signal to time it. • Require the coil filter for cleaner, fewer signals in choppy markets, or relax it for more responsive trend entries. Settings Base length and layer step, source, optional smoothing, momentum length and smoothing, signal momentum gate, compression window and percentile threshold, risk multiple and target R multiples, plus visual and dashboard controls. Originality and usefulness The combination is the point: a speed-fanned ribbon, an ATR-normalised momentum gradient that both colours the ribbon and filters signals, and a percentile-ranked compression model that isolates coils. Together they turn a familiar visual into a structured, non-repainting trend-and-expansion tool. Notes and limitations • Moving averages lag by nature; the ribbon confirms trend, it does not call exact tops or bottoms. • In strong one-way trends the compression filter may keep you out of some continuation entries — that is the intended trade-off for fewer false flips. • The tally reflects only past bars on the current chart and is not a forecast. • Educational and analytical tool, not financial advice. — made with passion by officialjackofalltrades
Chỉ báo
của officialjackofalltrades
AutoFractal MTF Adaptive Projection [Aaron Diaz]TITLE AutoFractal MTF Adaptive Projection ENGLISH DESCRIPTION OVERVIEW AutoFractal MTF Adaptive Projection searches for historical price structures that resemble a user-defined current structure. The historical search timeframe is independent from the chart timeframe, so a trader can view a daily chart while searching for analogs on 4-hour, 2-hour, daily, or other supported timeframes. The script is designed as a market-structure comparison and scenario-projection tool. It does not generate buy or sell signals, and its projected path must not be interpreted as a guaranteed forecast. HOW IT WORKS 1. Historical search range The user selects a start date, an end date, and a historical source timeframe. The script evaluates candidate structures only inside that selected period. 2. Current target structure The structure to be matched can be defined using the latest N chart bars or a manual date range on the current chart. 3. Normalized comparison Historical and current structures are compared using normalized log returns rather than absolute prices. This allows patterns from different price levels and different market regimes to be compared on a proportional basis. 4. Composite similarity score Each historical candidate receives a score based on: - Shape and correlation. - Retracement and Fibonacci behavior. - Relative amplitude. - Directional agreement. Inverse fractals can be enabled when the user wants to compare a bullish structure with an inverted bearish analog, or vice versa. 5. Adaptive projection After a match is selected, the script uses the historical continuation as an analog scenario. Three adaptation methods are available: - Percentage: adapts the historical continuation using proportional price movement. - Fibonacci: adapts the continuation using the relationship between historical and current structural ranges. - Smart hybrid: combines percentage and Fibonacci adaptation. The script can automatically adapt both price amplitude and time duration to the current structure. 6. Manual drawing controls The automatically fitted historical path and future projection can be adjusted independently. Users can change their height, width, horizontal position, and vertical position without changing the historical match itself. VISUAL OUTPUTS - Historical match box: marks the selected analog period. - Fitted historical pattern: overlays the normalized historical structure on the current target. - Future projection: displays the continuation that followed the historical analog, adapted to the current structure. - Diagnostics table: shows the search timeframe, matched dates, total score, correlation, retracement score, amplitude scale, time scale, and number of evaluated candidates. BASIC USE 1. Select the historical search timeframe. 2. Select the historical start and end dates. 3. Define the current target structure. 4. Set the historical pattern length and future projection length. 5. Adjust the minimum score and scoring weights if necessary. 6. Choose Percentage, Fibonacci, or Smart hybrid adaptation. 7. Use the manual drawing controls only after reviewing the automatic fit. INTERPRETATION The total score measures similarity under the script's selected criteria. It is not a probability of the projected path occurring. A high score means that the compared structures are mathematically similar according to the configured inputs; it does not mean that market context, liquidity, news, volatility, or order flow are identical. LIMITATIONS - Historical analogs can fail and should not be treated as deterministic forecasts. - Results depend on the selected date range, timeframe, pattern length, score weights, and available historical data. - Enabling the current unconfirmed bar can cause the selected match and projection to change intrabar. - Lower-timeframe searches may require more data and processing resources. - Manual resizing improves visual alignment but does not increase the statistical validity of the match. - The indicator does not provide entries, exits, stop losses, or position sizing. OPEN-SOURCE REUSE AND CREDITS This script is a derivative work based in part on the open-source script "Auto Fractal " originally published by TheUltimator5. Original author and original portions: TheUltimator5 Substantial redesign, new logic, and additional code: Aaron Diaz The derivative adds independent multi-timeframe searching, date-restricted candidate selection, normalized log-return matching, composite scoring, adaptive percentage/Fibonacci projections, time and amplitude scaling, manual fit controls, and expanded diagnostics. This publication is open-source and retains attribution to the original author under TradingView's open-source reuse rules and the Mozilla Public License 2.0. DISCLAIMER This indicator is provided for educational and analytical purposes only. It is not financial advice. Historical similarity does not guarantee future similarity. Users remain responsible for their own analysis, risk management, and trading decisions. DESCRIPCION EN ESPANOL RESUMEN AutoFractal MTF Adaptive Projection busca estructuras historicas del precio que se parezcan a una estructura actual definida por el usuario. La temporalidad historica funciona de manera independiente a la temporalidad visible del grafico, por lo que es posible observar un grafico diario mientras se buscan analogias en 4 horas, 2 horas, diario u otras temporalidades compatibles. El indicador funciona como una herramienta de comparacion estructural y proyeccion de escenarios. No genera senales de compra o venta y la ruta proyectada no debe interpretarse como una prediccion garantizada. COMO FUNCIONA 1. Rango historico El usuario selecciona una fecha inicial, una fecha final y la temporalidad historica. El script evalua candidatos solamente dentro de ese periodo. 2. Estructura actual La estructura que se quiere comparar puede definirse mediante las ultimas N velas del grafico o mediante un rango manual de fechas. 3. Comparacion normalizada Las estructuras se comparan mediante rendimientos logaritmicos normalizados y no mediante precios absolutos. Esto permite comparar patrones ocurridos en niveles de precio y condiciones de mercado diferentes. 4. Puntuacion compuesta Cada candidato recibe una puntuacion basada en: - Forma y correlacion. - Retrocesos y comportamiento Fibonacci. - Amplitud relativa. - Direccion. Tambien se pueden permitir fractales inversos. 5. Proyeccion adaptativa El indicador utiliza la continuacion posterior del fractal historico como un escenario analogo. Existen tres metodos: - Percentage: adapta porcentualmente el movimiento historico. - Fibonacci: adapta la continuacion de acuerdo con la relacion entre los rangos historico y actual. - Smart hybrid: combina ambos metodos. La amplitud y la duracion temporal pueden adaptarse automaticamente a la estructura actual. 6. Ajuste manual El patron historico ajustado y la proyeccion futura pueden modificarse por separado en altura, ancho y posicion, sin cambiar el fractal historico seleccionado. INTERPRETACION Y LIMITACIONES La puntuacion total mide similitud matematica bajo los parametros elegidos; no representa la probabilidad de que la proyeccion se cumpla. Los resultados pueden cambiar al modificar las fechas, la temporalidad, la longitud, los pesos o al incluir una vela sin cerrar. La herramienta no proporciona entradas, salidas, stop loss ni tamano de posicion. CREDITOS Este script es una obra derivada basada parcialmente en el script abierto "Auto Fractal ", publicado originalmente por TheUltimator5. Autor original y partes originales: TheUltimator5 Rediseno sustancial, nueva logica y codigo adicional: Aaron Diaz La publicacion se realiza como codigo abierto, conserva la atribucion correspondiente y mantiene la licencia Mozilla Public License 2.0. AVISO Este indicador tiene fines educativos y de analisis. No constituye asesoria financiera. La similitud historica no garantiza que el mercado repita el mismo comportamiento.
Chỉ báo
của aaron0791
RSI Levels & Regime Map Heatmap & Cardwell Reversal SignalsOVERVIEW RSI is the most-used oscillator in the world, and almost nobody trades it — because "RSI is 62" is not something you can place an order against. This tool moves RSI onto price. RSI IS INVERTIBLE. Wilder's smoothing can be solved backwards, so for any RSI value there is an EXACT price that would produce it on the next bar. Instead of "RSI is 62", the chart tells you: Close above 24,278 -> RSI 70 (resistance) Close below 24,193 -> RSI 30 (support) Those are real levels. You can put a stop there. You can put a target there. The script draws the full ladder (30 / 40 / 50 / 60 / 70, all configurable), shades the bands between them into a regime heatmap, measures the Cardwell range regime, marks Cardwell positive and negative reversals with projected targets, shows a multi-timeframe strip — and then does the thing nobody else does: IT FORWARD-TESTS WHETHER ANY OF IT ACTUALLY HOLDS. This is a research and framing tool. It is NOT a strategy, NOT a signal service, and NOT a validated edge. THE MATHS (exact, not an approximation) RSI = 100 - 100/(1 + AG/AL), where AG and AL are the Wilder-smoothed average gain and loss. For a target T, let RSt = T/(100 - T). Solving the next bar's RSI for the move x required: an UP move needs x = (n-1) * (RSt*AL - AG) a DOWN move needs x = (n-1) * (AL - AG/RSt) Level = close + x. The up form applies when it is non-negative; otherwise the down form does. This is algebra, not curve fitting. Feed the derived price back through RSI and you get the target value back exactly. The levels are not estimates — they are the precise prices at which the RSI state changes, recomputed every bar. The ladder breathes with volatility on its own: it tightens in quiet markets and widens in violent ones, with no smoothing parameter to tune. WHY THESE PARTS ARE ONE TOOL (mashup rationale) 1. THE INVERSE-RSI LADDER — the core. Every rung is the exact price at which RSI would print a chosen value. 2. THE HEATMAP — the bands between the rungs, shaded by regime. It shows at a glance how far price must travel to change the RSI story, which is the one question the oscillator pane can never answer. 3. THE CARDWELL REGIME — Andrew Cardwell's observation: in a BULL market RSI holds roughly 40-80, and 40 becomes SUPPORT. In a BEAR market it holds 20-60, and 60 becomes RESISTANCE. So "RSI 40" means the OPPOSITE thing in the two regimes. A tool that ignores this will cheerfully tell you to buy oversold all the way down a trend. The regime here is MEASURED over a lookback, not assumed — and the rung the script watches follows the regime rather than a fixed number. 4. CARDWELL REVERSALS — the signal almost nobody implements. A POSITIVE REVERSAL is RSI making a LOWER low while PRICE makes a HIGHER low. That is the mirror image of classic divergence, and it is a CONTINUATION signal, not a trend reversal. A NEGATIVE REVERSAL is the bearish mirror. A measured target is projected from each. 5. THE HONESTY LAYER — everyone says RSI 30 is support. Nobody checks. Every level test and every Cardwell reversal is logged and graded with a triple barrier against an unconditional control. Remove any one and you are left with a prettier RSI that still cannot tell you whether RSI works. THE CALIBRATION — AND THE TWO TRAPS IT TOOK A LIVE TEST TO FIND Two subtle biases can make a level tool look brilliant while it is doing nothing at all. Both are handled explicitly here, and both are worth understanding whichever tool you use. TRAP 1 — THE FILL ADVANTAGE. A support test fires when price dips INTO the rung and closes back ABOVE it. If you enter the event AT THE RUNG (below the close) but compare it with a control entered at the CLOSE, the event gets a strictly better fill on EVERY trade. It then "beats" the control by construction — not because the level held, but because it bought lower. That is a rigged comparison, and it produces a large fake edge. THE FIX: the level test is treated as a SIGNAL, NOT A FILL. The event and the control enter at the SAME reference price — the bar's close. The only thing that differs is which bars were selected. TRAP 2 — DIRECTIONAL DRIFT. Indices drift upward. If level tests are mostly LONG while the control is 50/50, the events win on drift alone and prove nothing. THE FIX: longs are compared only with control longs, shorts only with control shorts, then blended back using the events' OWN direction mix. The panel also reports the baseline drift directly, so you can see whether the instrument is simply going up. The control is UNCONDITIONAL: the same trade geometry taken on arbitrary bars, selected by no signal at all. If the levels cannot beat that, they carry no edge. Results are reported as EXPECTANCY IN R, not hit rate. A Welch t-test decides whether the difference is real or luck — the panel does not say PROVEN unless t > 1.96. Other conventions, all chosen so the tool cannot flatter itself: · Both barriers touched on one bar -> the STOP is assumed first. · Expired trades are marked to market, not booked as losses. · The level tested is the one computed at the END OF THE PREVIOUS BAR — the price a trader could actually have rested an order at. Using the current bar's own level would be a look-ahead. · Everything is logged and resolved on confirmed bars only. HOW TO USE IT 1. READ THE REGIME FIRST. In a bull regime the 40 rung is support and you are hunting long tests of it. In a bear regime the 60 rung is resistance. In neutral, the ladder is simply a map. 2. The rungs are LEVELS. Price closing through one changes the RSI state, by definition. 3. A CARDWELL REVERSAL is a continuation signal with a projected target. 4. READ THE CALIBRATION BEFORE YOU WEIGHT ANY OF IT — and read the baseline-drift row next to it. If level tests show no proven edge on your instrument, the ladder is a MAP, not a probability. 5. Entry, stop and target are drawn at the same price the calibration measures. They are arithmetic, not advice. DATA / SCOPE Any symbol, any timeframe. No volume required. The source is an input, so the ladder can be built from close, hlc3, or even another indicator's plot. NON-REPAINTING The ladder is computed from confirmed values and projects FORWARD — it is a statement about what the NEXT bar would need to do, so it necessarily moves as new bars arrive. That is a projection, not a repaint, and it is stated plainly rather than hidden. Level tests are evaluated against the PREVIOUS bar's level, so no future information is used. Reversal pivots use ta.pivot* and confirm a few bars after the fact; once printed, they do not move. The calibration harness logs AND resolves on confirmed bars only, so its statistics cannot inflate intrabar. HONEST LIMITATIONS — PLEASE READ The ALGEBRA is exact. THE CLAIMS ABOUT RSI ARE NOT. "RSI 30 is support" is folklore until it is measured, which is exactly why this script measures it — and why it is built to be able to return "not proven". Calibration figures are IN-SAMPLE, with no costs or slippage, and use overlapping windows. A proven in-sample edge is NOT a guarantee out-of-sample. Real fills, spreads and commissions will all reduce it. Cardwell's rules are discretionary in origin and are mechanised here in one particular way. A different mechanisation would give different numbers. Small samples are unreliable even when they look good. If the edge is near zero, negative, or unstable across timeframes, the honest conclusion is that it is not there. Nothing here predicts price. CONCEPT CREDITS Relative Strength Index and its Wilder smoothing — J. Welles Wilder Jr. Range rules, positive and negative reversals, and the measured-move projection — Andrew Cardwell. Triple-barrier forward labelling — Marcos López de Prado. Welch's t-test — B. L. Welch. The inverse-RSI level engine, the regime map, the unconditional direction-matched control and the significance testing are the author's own. Clean-room implementation; no third-party code is reused. Not affiliated with, nor endorsed by, any of the above. DISCLAIMER Research and educational tool only. NOT financial advice, NOT a recommendation, and NO guarantee of results. Indicators describe past behaviour; they do not predict the future. Entry, stop and target output is arithmetic, not advice. Trading carries a risk of loss. Test out-of-sample and make your own decisions. The author accepts no liability for any use of this script.
Chỉ báo
của Market_Logic_India
2
DTC Initial Balance ProWHAT THIS DOES Every trading session has an "Initial Balance" — the first chunk of time after the open (default: the first hour, 09:30-10:30 New York) where the market sets its early high and low. Traders have long believed that WHICH ONE FORMS FIRST — the high or the low — hints at which way the rest of the day tends to go. The problem: on a normal chart, you can't actually tell which came first just by looking at a candle. A single 15-minute or 1-hour candle can have both a new high AND a new low in it, and the candle's color tells you nothing about the order they happened in. This indicator solves that by secretly rebuilding the entire session minute-by-minute in the background (even if your chart is on 15m, 1H, or Daily), so it can tell you EXACTLY which one happened first — based on real timestamps, never a guess. HOW TO READ IT - A colored box appears over the session: green means the low formed first, red means the high formed first. Gray means it's still forming. - A small label shows the result once the session ends. - A table (top-right by default) shows the full breakdown: exact prices, exact times, and a "Bias" (Long/Short) reading. THE PART THAT MAKES THIS DIFFERENT Most tools stop at "which formed first." This one keeps going and actually checks your chart's history to answer the follow-up question: "okay, but does that actually mean anything?" It tracks, for every past session, what price did AFTERWARD — did it break above the session high, or below the session low — and shows you the real percentages. So instead of trusting a rule of thumb, you can see whether it's actually held up on the exact symbol and timeframe you trade. It also projects price targets above and below the session (simple multiples of the session's range) and shows how often price has historically reached each one. FEATURES - Works on any chart timeframe - internally always reconstructed from 1-minute (or 5-minute, for older history) data - Fully customizable session times, not locked to the NY open - Adjustable colors, box/line styles, and label sizes - A statistics table with three sections: current session detail, all-time stats, and post-session breakout odds - Price target lines (+0.5x to +3.0x the session range) with their own historical hit-rate table - Alerts for session completion and for each outcome - No repainting - once a session ends, its result is permanently frozen A NOTE ON HONESTY This indicator will tell you "Simultaneous" instead of guessing when the high and low happen too close together to tell apart (this is a hard limit of how granular historical data can get, not a shortcut). Older history beyond what 1-minute data allows automatically falls back to 5-minute reconstruction, clearly labeled in the table so you always know the precision you're looking at. This is an analytical tool for understanding market structure, not financial advice. Historical statistics describe the past they are not a guarantee of future behavior.
Chỉ báo
của rohit_trades212
GMS Ultimate IndicatorGMS Ultimate Indicator is a customizable multi timeframe market structure and price action tool designed to help traders stay aligned with the market’s direction. It tracks 4H, 1H, 15M, and 5M trend conditions, structure state, and price position relative to selected EMAs. The indicator also identifies BOS, CHOCH, swing highs and lows, liquidity pools and sweeps, previous day/week levels, protected 1H structure, 4H reaction zones, retests, rejection candles, potential setups, targets, and alerts. Built for scalpers, intraday traders, and swing traders who use market structure and price action. For analysis and educational purposes only.
Chỉ báo
của whoisyungeli
Robust Bollinger Bands"First and foremost, full credit and massive respect to John Bollinger for inventing the original Bollinger Bands, an absolute cornerstone of technical analysis. This script does not aim to replace his legendary work, but rather to build upon his core philosophy by applying modern robust statistics to solve extreme outlier scenarios." Description: Overview The "Institutional Robust Bollinger Bands" is a highly advanced, mathematically robust volatility indicator designed to solve the most common flaws of the classic Bollinger Bands. Standard Bollinger Bands rely on a Simple Moving Average (SMA) and Standard Deviation. Because standard deviation squares the distance from the mean, extreme market events (flash crashes, large gaps, or massive outlier wicks) artificially inflate the bands. This creates a "ghosting effect" where the bands remain irrationally wide long after the volatile event has passed, leading to false signals (fakeouts). This script completely rebuilds the volatility model using Robust Statistics, Huber Weights, Kaufman-inspired Efficiency Ratios, and Asymmetric Expansion. How It Solves the Classic Bollinger Bands Problem Median (Q50) vs. SMA: Instead of using an SMA for the Basis line, this indicator uses the Median (Q50). The Median is statistically immune to single-bar manipulation. Even if a massive outlier wick occurs, the Basis line remains stable, completely ignoring the "fake" movement. Huber Weighted Dispersion vs. Standard Deviation: Instead of squaring outliers, this script uses Median Absolute Deviation (MAD) and Huber Weights. Price action that falls outside a statistical threshold (1.345 * MAD) receives heavily penalized weights. This means the bands measure true continuous volatility rather than being skewed by one-off anomalies. Asymmetric Bands: Financial markets do not follow a perfect normal distribution (Bell Curve); they exhibit skewness and fat tails. This script calculates the Skewness (Q75 + Q25 - 2 * Q50) and Kurtosis (Q95 - Q05). If the trend is aggressively skewed to the upside, the upper band expands further while the lower band tightens, adapting to the directional momentum asynchronously. The Role of Classic Indicators & Custom Volatility Engines While the core logic replaces classic averages with quantiles, we still utilize the classic Simple Moving Average (SMA) for a very specific, underlying purpose: Smoothing dynamic mathematical engines. Efficiency Ratio (ER): We calculate a raw directional efficiency (netDisp / hlRange) inspired by Perry Kaufman's methodology. We then apply an SMA to smooth this raw data. This smoothed ER dynamically adjusts the Lambda (Skewness) multiplier. When the market is trending cleanly, the asymmetry expands automatically. Gap & Body Volatility: We measure real tick-by-tick shock (disp = body + gap). We use an SMA to compare the short-term volatility of this calculation against its long-term average. This dynamically adjusts the Mu (Fat Tail) multiplier, fortifying the bands automatically when market gaps increase. Key Features for Traders Self-Adaptive Multipliers: You don't need to manually change settings for different assets. The internal Efficiency Ratio and Volatility engines automatically scale the Skewness and Kurtosis multipliers based on the asset's current state. Percentile-Based Squeeze Detection (Yellow Background): Instead of looking for an absolute lowest value (which often breaks in prolonged ranging markets), the script uses a Percentile Rank logic. If the current bandwidth falls within the narrowest 15% (adjustable) of the last 100 bars, the background turns Gold/Yellow. This provides a highly stable visual cue that a major volatility breakout is building up. QUICK COMPARISON: CLASSIC BB vs. ROBUST BB 1. BASIS LINE (MIDDLE BAND) Classic: SMA (Simple Moving Average) - Sensitive to spikes. Robust: Median (Q50) - Completely immune to single-candle manipulation. 2. VOLATILITY MEASUREMENT Classic: Standard Deviation (Squared errors) - Outliers cause "Ghosting Effect". Robust: Huber Weighted Dispersion - Punishes outliers, keeping bands stable. 3. BAND STRUCTURE Classic: Perfectly Symmetric - Ignores market trend bias. Robust: Asymmetric Expansion - Adapts to price skewness (Bullish/Bearish bias). 4. DYNAMIC MULTIPLIERS Classic: Static (User-defined) - Requires manual tuning. Robust: Self-Adaptive - Automatically scales Kurtosis and Skewness via Efficiency Ratios. 5. SQUEEZE DETECTION Classic: Manual observation. Robust: Percentile-Rank Based - Background turns yellow when bandwidth is in the narrowest 15% of recent history. Usage Use this indicator exactly as you would use classic Bollinger Bands, but with the confidence that outlier wicks will not distort your analysis. Look for continuous Squeeze (yellow) zones to prepare for breakouts, and observe the asymmetric expansion of the bands to understand the true strength and bias of a trend. Disclaimer: This script is for educational and analytical purposes only. It does not constitute financial advice.
Chỉ báo
của blntduman