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Kloom ATR Position Sizer [Free]Stop guessing position size. Enter your equity and risk percent, and read the exact quantity for an ATR-based stop. How it works - Stop distance = ATR(14) multiplied by a configurable factor. - Quantity = (equity x risk%) / stop distance - the classic fixed-fractional formula used by systematic traders. - The table shows risk in money, ATR, stop distance, quantity, position value and implied leverage (highlighted red above 3x). - Stop levels are drawn from the current price for both long and short. How to use it Set your equity once. Before every entry, read the quantity from the table and place your stop at the drawn level. Works for crypto, forex, futures and stocks - any symbol with a price. This is a study for education and research. It is not financial advice.
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của Kloom
Sniper Open - Complete SignalSniper Open — NY Open FVG + Liquidity + Momentum This indicator detects a specific 3-part confluence at the New York market open (9:30-9:45 ET): Fair Value Gap (FVG) — a 3-candle imbalance in price Liquidity Zone alignment — the gap must sit near a validated equal-high/equal-low level (2+ touches within 24 hours) Momentum confirmation — the confirming candle must close in the signal's direction Order block alignment — a recent order block in the same direction must exist All four conditions must align, during the 9:30-9:45 ET window specifically, for a confirmed signal to fire. Backtested results (3 years of NQ data, train/test validated): ~66-71% win rate on filled trades ~13-16 point average expectancy per filled trade Signals fire roughly once every 2 trading days How to use it: The small faded circles are "watching" markers — an unconfirmed setup possibly forming. Informational only, not a trade signal. The solid triangle is the confirmed signal. When it appears, place a limit order at the entry price shown (not a market order). If your limit order isn't filled within 15 minutes, cancel it. This happens on roughly 44% of signals — it's expected, not a malfunction. The strategy's edge comes from letting price return to the level, not chasing it. Stop and target levels are drawn automatically alongside each signal. Important disclaimers: This is backtested historical data, not a live trading track record. Past performance does not guarantee future results. This is not financial advice. Trade at your own risk and do your own due diligence. Built and tested specifically for NQ futures at the NY open — performance on other instruments or timeframes is not validated. No mechanical filter can eliminate all uncertainty — momentum can reverse, targets aren't always reached, and drawdowns happen even in genuinely validated strategies.
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của luciawaldorf
Daily ATR Big Move + Manipulation DetectorDaily ATR Big Move + Manipulation DetectorThis indicator helps traders quickly spot significant intraday price movements by comparing each candle’s range to the Daily ATR (14).How it Works:Calculates the Daily ATR and compares it to the current candle’s range (High - Low). Highlights any candle that reaches 20% or more of the Daily ATR. Automatically labels "Manipulation Candle" when a candle reaches 25%+ of Daily ATR — often indicating stop hunts or liquidity grabs. Works in both directions (bullish green / bearish red). Key Features:Toggle between Full Candle Range (default) or Body Only Regular Trading Hours filter (optional) — limits signals to 9:30–16:00 ET Built-in Alerts for 20%+ moves and 25%+ Manipulation Candles Clean on-chart labels showing exact percentage Info table displaying current Daily ATR, mode, and live candle percentage Best Use Cases:Spotting high-probability momentum bursts Identifying potential manipulation / reversal candles Intraday trading on stocks, ETFs, futures, and crypto Recommended Timeframes: 5min, 15min, and 30min charts.
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của Smokey1559
Daily ATR Big Move Detector with wicksDaily ATR Big Move + Manipulation DetectorThis indicator highlights significant intraday candles by comparing their full range (High - Low) to the Daily ATR (14).It automatically detects strong momentum moves and potential manipulation/liquidity grab candles on any timeframe (especially effective on 5m, 15m, and 30m charts).Key Features:Detects any candle whose full range reaches 20% or more of the Daily ATR Labels every qualifying candle with the exact percentage of Daily ATR "Manipulation Candle" tag automatically appears on strong moves of 25%+ of Daily ATR Color-coded labels and background highlights:Green tones = Bullish Range Red/Purple tones = Bearish Range Clean table showing current Daily ATR and the latest candle’s range percentage Works on stocks, ETFs, futures, forex, and crypto Ideal for spotting stop hunts, liquidity sweeps, intraday momentum, and potential reversal points caused by large wick movements.Best used on lower timeframes while referencing the Daily ATR for context.
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của Smokey1559
EMA 21/55/200 Market Quality DashboardEMA 21/55/200 Market Quality Dashboard An enhanced evolution of the original DANGHIEU EMA 21/55/200 V2 + ADX ATR Momentum , redesigned as a comprehensive Market Quality Dashboard to evaluate trend quality before trade execution. Overview EMA 21/55/200 Market Quality Dashboard is a professional trend-following market filter designed to evaluate overall market quality before traders search for trend-following opportunities. Rather than generating Buy or Sell signals, this indicator analyzes multiple independent market conditions and presents them in a structured dashboard. Its purpose is to help traders understand why the market is suitable—or unsuitable—for trend trading, allowing for more informed decision-making before execution. Key Features Trend identification using EMA 21 / 55 / 200 EMA Separation filter to identify sideways markets ADX Trend Strength analysis EMA Momentum confirmation ATR Volatility classification 100-point Market Score State & Filter Dashboard HTF Simulation without using request.security() Market Quality Modules Trend Determines the primary market trend using the alignment of EMA 21, EMA 55 and EMA 200. Bullish → EMA 21 > EMA 55 > EMA 200 Bearish → EMA 21 < EMA 55 < EMA 200 EMA Separation Measures the distance between EMA 21 and EMA 55. Helps filter sideways markets where moving averages become compressed. ADX (Trend Strength) Evaluates the strength of the current trend. Displays: ADX Value Trend Strength Rising / Falling Direction EMA Momentum Measures the rate of change of EMA 21. Confirms whether momentum is aligned with the current market trend. ATR Volatility Evaluates current market volatility. ATR is classified into three states: Expanding Stable Contracting For trend-following markets: Expanding → PASS Stable → PASS Contracting → BLOCK Unlike previous versions, Stable volatility is considered a valid condition for trend-following markets. Only Contracting volatility blocks the ATR filter. Market Score Each module contributes to a 100-point Market Score. The score is designed to evaluate and rank overall market quality. It is not intended to generate entry signals. Suggested interpretation: 80 – 100 → Excellent Market Conditions 65 – 79 → Good Market Conditions 50 – 64 → Average Market Conditions Below 50 → Weak Market Conditions Dashboard Philosophy The dashboard separates market information into two independent concepts: State Displays the current market condition. Examples: Bullish Trend Strong ADX Expanding ATR Positive Momentum Filter Shows whether each condition satisfies the trading requirements. Possible results: PASS BLOCK FILTER OFF This separation allows traders to quickly identify which condition is preventing a valid trend setup, rather than relying on simple Buy or Sell signals. HTF Simulation Supports Higher Timeframe (HTF) Simulation by scaling indicator lengths according to the selected timeframe ratio. This approach provides a smooth approximation of higher-timeframe market behavior without relying on request.security(), helping traders maintain consistency across multiple timeframes. How to Use Use the dashboard as a market quality filter before applying your own trading strategy. Look for Long opportunities when: EMA 21 > EMA 55 > EMA 200 EMA Separation passes ADX passes EMA Momentum is aligned with the bullish trend ATR is Expanding or Stable Market Score is preferably 80 or higher Look for Short opportunities when: EMA 21 < EMA 55 < EMA 200 EMA Separation passes ADX passes EMA Momentum is aligned with the bearish trend ATR is Expanding or Stable Market Score is preferably 80 or higher Works Best With This dashboard is designed to complement, not replace, your trading strategy. It works best when combined with: Market Structure Support & Resistance Supply & Demand Order Blocks Liquidity Concepts Pullbacks Risk Management Important Notes This indicator is not an entry signal. It is designed to evaluate market quality before trade execution. Market Score is a market quality ranking system and should never be interpreted as a Buy or Sell signal. ATR Stable is considered a valid condition for trend-following markets. Only ATR Contracting blocks the ATR filter. The dashboard is intended to improve trade selection by helping traders avoid low-quality market conditions, rather than predicting future price movements.
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của mustang2807
Regime-Conditional Correlation [RC Tools]RC Tools — Regime-Conditional Correlation ───────────────────────────────────────────────────────────── █ OVERVIEW Plain rolling correlation between two assets is well-covered ground. The angle here: correlation is not a constant — it changes with the market regime. This tool computes rolling correlation against a second symbol of your choice and buckets it by the same regime framework as the Regime Classifier, so you can see whether a correlation you're relying on actually holds up across market conditions, or only shows up in one of them. █ WHAT IT DOES Plots rolling correlation (Pearson, default 20-bar window) between the current chart's symbol and a compare symbol you choose. Colours the background by the current market regime (Trending — Expansion/Exhaustion, Ranging — Quiet/Volatile), using the identical directionality × volatility-percentile logic as the Regime Classifier. A table shows the current regime and correlation, plus the average correlation, its standard deviation, and the sample count for each of the four regimes historically. █ THE THEORY BEHIND IT A single "the correlation is 0.8" number hides a lot. Two assets can be tightly linked during calm trending markets and decouple completely during volatile chop — or vice versa. Regime-conditioning the correlation surfaces that structure instead of averaging it away. This matters directly for anything relying on a stable cross-asset relationship: hedges, pairs, or diversification assumptions that quietly break exactly when you need them most (in the volatile regime). █ HOW IT IS CALCULATED CORRELATION: standard Pearson correlation between the current symbol's close and the compare symbol's close (fetched via request.security on the same timeframe), over a rolling window (default 20 bars). REGIME: identical to the Regime Classifier — Efficiency Ratio for directionality, percentile-ranked realised volatility for volatility state, crossed to give four states. Regime is measured on the CURRENT chart's own price action, not the compare symbol. See the Regime Classifier's description for the full methodology. The correlation reading and the regime are both "as of now" — contemporaneous — so unlike the Regime Classifier's forward-return table, no forward-looking attribution is needed here: each confirmed bar's correlation is added directly to the running average for whichever regime was active on that same bar. █ SETTINGS & CONFIGURATION • Compare Symbol (default BTCUSD) — the second asset to correlate against • Correlation Length (default 20 bars) • Regime settings mirror the Regime Classifier exactly (Efficiency Ratio lookback, directionality threshold, realised vol lookback, percentile window, volatility percentile threshold) — keep these in sync if you run both indicators together • Paint Main Chart Background — off by default; enable on only one of the two indicators if running both, to avoid overlapping backgrounds █ HOW TO USE IT Check whether a correlation you're relying on is regime-dependent before trusting it. Example: if a hedge shows strong negative correlation in Ranging — Quiet but the average correlation flips or weakens in Ranging — Volatile, that hedge may not protect you exactly when volatility spikes. Always check the sample count (N) per regime before drawing conclusions — a regime with few historical bars hasn't been tested enough to trust its average. █ LIMITATIONS • Correlation is measured over a short rolling window and is noisy by nature — it will swing even when the underlying relationship is stable. • The compare symbol is fetched via request.security on the same timeframe; illiquid symbols, different exchange sessions, or timezone misalignment can introduce lag or missing values. • Regime classification carries the same caveats as the Regime Classifier: it is backward-looking by construction, unstable near threshold boundaries, and needs substantial history to be reliable. • Per-regime correlation statistics accumulate only from where the chart's loaded history begins — early sample counts are small and not yet statistically meaningful. • This script does NOT repaint. All classification and correlation display values update on confirmed bar close only. █ DISCLAIMER For educational and informational purposes only. Nothing here is financial advice. Past correlation between any two assets does not indicate future results. Trade at your own risk.
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của RC-Tools
Volume Ignition OscillatorWhat it does This oscillator flags volume surges that occur after a sharp price thrust, while price is still sitting near a local high or low. It combines three conditions: (1) a significant recent price move measured against ATR, (2) price currently sitting in the top or bottom zone of its recent range, and (3) current volume running above its moving average. Red columns above zero suggest distribution/exhaustion at a top (potential short); green columns below zero suggest capitulation/absorption at a bottom (potential long).
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của AlwaysBearish
GoAlgo - LQ Sweep & SFP DetectorGoAlgo - LQ Sweep & SFP Detector A professional liquidity detection tool based on Swing Failure Pattern (SFP) logic to identify key liquidity sweep points, which are often critical reversal levels in the market. Key Features: Liquidity Detection: Automatically identifies when price sweeps previous lows/highs (low < low or high > high ) and closes back within the previous range. Volume Spike Filter: Increases signal reliability by filtering with a 1.5x Volume Multiplier (based on a 20-period SMA), confirming significant market participation at the sweep point. Visual Interface: Clearly plots "LQ" signals on the chart with green triangles for Buy Zones and red triangles for Sell Zones. Alert System: Optimized for professional trading with automated alerts via TradingView: Low LQ Sweep: Triggers on bullish reversal conditions (Buy Zone). High LQ Sweep: Triggers on bearish reversal conditions (Sell Zone). Bar-Close Logic: Configured with alert.freq_once_per_bar_close to ensure clean, singular alerts at the end of every candle closure. Target Audience: Ideal for Smart Money Concept (SMC) traders, reversal traders, or those looking to identify high-probability liquidity zones to optimize their entry points.
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của Yong987654321
MRB Cycle Oscillator Alpha**Overview** The "MRB Cycle Oscillator Alpha" is a highly advanced, multi-dimensional momentum and trend-analysis tool. It is not just another MACD; it upgrades traditional momentum concepts by combining Triple Exponential Smoothing (TES), mathematically derived momentum "Cycle Candles," RSI-confluent Bollinger Bands, and an ADX/DMI-driven background. This provides traders with a unified dashboard for trend direction, momentum strength, and mean-reversion zones without cluttering the main chart. **What makes it original? (Core Concepts)** This script brings originality to the Community Scripts by fusing several independent mathematical concepts into a single cohesive oscillator: 1. **TES-MACD (Triple Exponential Smoothing):** Instead of standard EMAs, this indicator calculates the MACD utilizing a custom Triple Exponential Smoothing (TES) algorithm. This significantly reduces market noise and lag compared to a traditional MACD. 2. **Momentum Cycle Candles:** Instead of displaying a raw oscillator line, the script extracts the open, high, low, and close values directly from the TES-MACD's historical delta. It then applies a custom smoothing algorithm to generate "Cycle Candles." This unique transformation visualizes momentum shifts and trend persistence much more clearly than a standard line or histogram. 3. **RSI-Dynamic Bollinger Bands:** Bollinger Bands are applied directly to the oscillator (users can choose to base it on the MACD Line EMA or the Signal Line TES). Furthermore, the outer bands dynamically change color based on the traditional chart's RSI values (e.g., turning green when RSI is overbought, red when oversold). This provides a dual-confirmation for extreme conditions. 4. **ADX/DMI Background Matrix:** The indicator calculates ADX and ±DI in the background. If the ADX crosses a user-defined threshold, the chart background changes color based on the dominant DI (green for uptrends, red for downtrends). This acts as a macro-trend filter. **How to use it** * **Trend Confirmation:** Use the background color (driven by ADX/DMI) to filter your trades. Only look for long setups when the background is green, and short setups when red. * **Momentum Shifts:** Watch the color and body of the Cycle Candles in the oscillator pane. A transition from red to green indicates a shift to bullish momentum. * **Overextended Zones (Mean Reversion):** When the Cycle Candles pierce the outer Bollinger Bands, AND the bands themselves change color (triggered by RSI extremes), it signals a highly overextended market, warning of a potential reversal or pullback. **Customization** Every element is modular. Traders can disable the Cycle Candles view in favor of a standard line, toggle the Bollinger Bands, adjust the RSI thresholds for band coloring, and fine-tune the ADX/DMI periods for background filtering.
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của TAMARUmofmof
BB Breakout Overview อินดิเคเตอร์ตัวนี้ใช้จับจังหวะ "Breakout" ของราคา เมื่อมีการทะลุกรอบความผันผวนของ Bollinger Bands ช่วยให้เห็นจุดที่ราคาเกิด Momentum อย่างมีนัยสำคัญจนหลุดระดับ Standard Deviation (SD) ที่ตั้งค่าไว้ . องค์ประกอบและการทำงาน 1. สัญญาณเตือนการทะลุกรอบ (Breakout Signals) 1a) Breakout Up (ลูกศรสีส้มชี้ขึ้น): เกิดขึ้นเมื่อราคาปิด (Close) ตัดทะลุกรอบบน (Upper Band) ขึ้นไปแบบสมบูรณ์ บ่งบอกถึงแรงซื้อที่ผลักดันราคาจนเบรกกรอบความผันผวนด้านบน 1b) Breakout Down (ลูกศรสีฟ้าชี้ลง): เกิดขึ้นเมื่อราคาปิด (Close) ตัดทะลุกรอบล่าง (Lower Band) ลงมาแบบสมบูรณ์ บ่งบอกถึงแรงขายที่กดดันราคาจนเบรกกรอบความผันผวนด้านล่าง 2. การตั้งค่าตัวแปร (Parameters) 2a) Timeframe: ใช้กำหนดกรอบเวลาอ้างอิงสำหรับการดึงข้อมูล Bollinger Bands มาคำนวณ 2b) BB Length (ค่าเริ่มต้น 20): กำหนดจำนวนแท่งเทียนย้อนหลังที่ใช้ในการคำนวณเส้นค่าเฉลี่ยและระยะความผันผวน 2c) Standard Deviation / SD (ค่าเริ่มต้น 2.0): กำหนดความกว้างของกรอบ สามารถใช้เพื่อกรองความไวของสัญญาณ Breakout ได้ตามกลยุทธ์ที่ต้องการ ================================= Overview This indicator is designed to capture price "Breakouts" when the price breaches the volatility bands of the Bollinger Bands. It highlights points where the price gains significant momentum, breaking through the predefined Standard Deviation (SD) levels. . Components and Functionality 1. Breakout Signals 1a) Breakout Up (Orange Upward Arrow): Occurs when the closing price completely crosses above the Upper Band. Indicates strong buying pressure pushing the price beyond the upper volatility band. 1b) Breakout Down (Blue Downward Arrow): Occurs when the closing price completely crosses below the Lower Band. Indicates strong selling pressure pushing the price beyond the lower volatility band. 2. Parameters 2a) Timeframe: Sets the reference timeframe for retrieving the Bollinger Bands data for calculation. 2b) BB Length (Default: 20): Determines the number of historical bars used to calculate the moving average and volatility bands. 2c) Standard Deviation / SD (Default: 2.0): Defines the width of the bands. This can be adjusted to filter the sensitivity of the breakout signals according to your trading strategy.
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của MeesatiTrade
Trading ATR Framework **Trading ATR Framework** is a clean, rule-based volatility tool designed for futures traders. The indicator automatically calculates the previous daily close and the completed Daily ATR(14), then projects the key volatility levels at ±25%, ±50%, ±75%, and ±100% ATR. It includes: * Automatic daily ATR levels * Previous daily close as the basis price * Tick-size rounding * Current ATR position and directional bias * Optional manual settlement and ATR inputs * Built-in 2.5R risk-to-reward calculator * Alerts for important ATR level crossings * Premium black-and-gold visual design The framework is designed for NQ/MNQ, GC/MGC, and CL/MCL, but can also be used on other markets and timeframes. ATR levels are context and decision zones, not standalone trade signals. Always combine them with market structure, volume, order flow, and proper risk management.
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của FxxDanny
Kalman Trailing Stop (KTS)█  OVERVIEW The Kalman Trailing Stop (KTS) is an advanced, math-driven trend-following system designed to keep you in winning trades longer while dynamically filtering out market noise. Instead of relying on static moving averages or basic ATR multipliers, KTS utilizes a 2D Kalman Filter combined with Statistical Digital Signal Processing (DSP) and Williams Market Structure. It adapts to volatility and volume in real-time, effectively distinguishing between genuine trend shifts and temporary liquidity sweeps. █  CORE MECHANICS 1. 2D Kalman Adaptive Trailing Stop At the heart of the indicator is a robust 2D Kalman filter that tracks both price level and velocity. Volume-Weighted Variance: The trailing stop becomes highly responsive during high-volume pushes (high trust) and flattens out during low-volume consolidation (low trust), preventing premature stop-outs. Sigmoid Smoothing & Structural Anchoring: Instead of jagged, abrupt jumps, the stop uses sigmoid transitions to smoothly glide to new structural floors/ceilings derived from recent Intermediate-Term Highs and Lows (ITH/ITL). Slope Confirmation: The trailing stop will only flip its directional bias if the underlying Kalman baseline slope confirms the reversal, neutralizing fake-outs. 2. Statistical Plunger Logic (Liquidity Sweeps) Markets frequently sweep liquidity beyond technical levels before reversing. The "Plunger" logic mathematically identifies these traps. Dynamic Sweep Multiplier: By tracking the kurtosis (fat-tail distribution) of price returns, the script dynamically expands its sweep threshold during periods of wild volatility. Wick Filtering: It detects deep wicks that pierce the Kalman bands and close strongly back within the bar's range, highlighting statistically validated exhaustion points. 3. Algorithmic Pyramiding & Volatility Warnings Scale-In Detection: KTS monitors volume footprints to identify safe zones to add to your position. It looks for a sequence of volume "dry-up" during a pullback, followed by a volume-backed breakout past recent market structure. Livermore Ejector Concept: The indicator flags abnormal, massive range expansions that occur against the prevailing trend, acting as an early warning system for sudden momentum shifts. 4. Built-in Risk & Performance Engine Dynamic Position Sizing: Automatically calculates raw position and pyramid sizes based on your account equity, risk percentage, and maximum leverage. Live Performance Dashboard: A built-in HUD tracks both the Global and Recent Profit Factor (PF) of the main trend signals, alongside the real-time distance to your trailing stop. █  VISUAL GUIDE Colored Gradient Band: The main Kalman Trailing Stop. Green indicates an active long trend; Red indicates an active short trend. Large Diamonds (♦️): Main Trend Entries. Triggered when price breaks the Kalman Stop with slope confirmation. Small Triangles (🔼/🔽): Bullish and Bearish Plunger signals. These indicate deep liquidity sweeps and wick rejections at statistical extremes. Small Crosses (➕): Algorithmic Pyramid signals. Opportunities to scale into the current trend based on volume dry-ups and structural breakouts. Yellow X-Crosses (❌): Abnormal Reaction Warnings. Signals a massive volatility spike moving against your active position. █  SETTINGS Kalman Trailing Stop Settings Kalman Responsiveness: Adjusts how quickly the system reacts to price changes (1-100). Trailing Stop Distance (SD): Sets the baseline width of the trailing stop from the Kalman-smoothed price, measured in standard deviations of the True Range. A higher value (e.g., 3.0) gives the trade more breathing room, while a lower value tightens the stop. Disclaimer This script is designed for educational and informational purposes only. Trading involves significant risk. The built-in performance table is an un-optimized raw calculation and should not be used as a guarantee of future system profitability.
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của fdx101
4
Daily ATR Big Move DetectorDaily ATR Big Move DetectorThis indicator identifies significant intraday price moves relative to the Daily ATR (14).It automatically detects both bullish surges and bearish drops on your current chart timeframe (ideal for 5m, 15m, 30m charts) when a candle’s range exceeds 20% of the Daily ATR.Key Features:Highlights candles that represent 20%+ of the Daily ATR Labels each qualifying candle with the exact percentage (e.g. “22.45% of Daily ATR”) “Manipulation Candle” label automatically appears on moves ≥ 25% of Daily ATR Color-coded:Green tones for bullish moves Red/purple tones for bearish moves Shows current Daily ATR value and candle percentage in a clean table Works on any symbol (stocks, ETFs, futures, crypto, etc.) Perfect for spotting potential manipulation moves, exhaustion candles, or high-conviction intraday momentum.Recommended Timeframes: 5min, 15min, or 30min charts (using Daily ATR as reference).
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của Smokey1559
SMI + Bollinger Bands## SMI + Bollinger Bands SMI + Bollinger Bands is an overlay indicator that projects the Stochastic Momentum Index directly into the price space defined by Bollinger Bands. Traditional SMI indicators are displayed in a separate oscillator pane. This script instead transforms the SMI value into a price-relative flow line, allowing momentum, volatility, and price structure to be viewed together on the main chart. ### Core concept The indicator calculates two related systems: 1. A standard Bollinger Band structure based on a configurable moving average and standard deviation. 2. A double-smoothed Stochastic Momentum Index calculated from the relationship between the closing price and its recent high-low range. The SMI is then normalized using the selected SMI Threshold and projected around the Bollinger basis: * An SMI value equal to the positive threshold aligns with the primary upper Bollinger Band. * An SMI value equal to the negative threshold aligns with the primary lower Bollinger Band. * Values between the thresholds appear inside the primary Bollinger range. * Momentum exceeding the threshold can extend beyond the primary bands and into the optional extended-band zones. This projection makes it possible to compare momentum behavior directly with current price and volatility rather than interpreting an oscillator in a separate pane. ### Plotted elements **Bollinger basis** The center line of the Bollinger structure. The moving-average type can be selected from SMA, EMA, SMMA/RMA, WMA, or VWMA. **Primary Bollinger Bands** The upper and lower volatility boundaries calculated from the selected standard-deviation multiplier. **Extended Bollinger Bands** Optional outer volatility zones using a separately configurable standard-deviation multiplier. These areas can help visualize unusually extended price or momentum conditions. **SMI Flow** The yellow line represents the projected Stochastic Momentum Index. Its position shows where momentum currently sits relative to the Bollinger structure. **SMI Flow-Base** The white line is an EMA-smoothed version of the projected SMI Flow. It provides a slower reference line that can be used to observe momentum direction, compression, expansion, and crossings. ### Inputs **Bollinger Band settings** * Length: Lookback period used for the Bollinger basis and standard deviation. * Basis MA Type: Moving-average calculation used for the basis. * Source: Price source used for the Bollinger calculations. * StdDev: Multiplier used for the primary Bollinger Bands. * Extended StdDev: Multiplier used for the optional outer bands. * Use Extended Bands: Enables or disables the extended volatility zones. **SMI settings** * %K Length: Lookback period used to determine the recent high-low momentum range. * %D Length: Double-EMA smoothing applied during the SMI calculation. * EMA Length: Smoothing applied to the projected SMI Flow-Base line. * SMI Threshold: Defines which positive and negative SMI values align with the primary upper and lower Bollinger Bands. ### General interpretation The indicator is intended as a visual analysis framework rather than a standalone entry system. Traders may use it to study: * Momentum changes relative to volatility. * SMI Flow and Flow-Base crossings. * Momentum expansion beyond the primary bands. * Momentum rejection from extended zones. * Divergence between price movement and projected momentum. * Compression around the Bollinger basis. * Confluence with trend, structure, volume, support, resistance, or other analysis. A movement outside a band does not automatically indicate a reversal. Strong trends can remain extended, and crossings can occur repeatedly during sideways or volatile conditions. Market context and risk management remain necessary. ### Calculation behavior This script does not use future data, lookahead calculations, or higher-timeframe requests. Values on the active candle may continue changing as the candle’s high, low, and close update. Historical values are finalized after their respective candles close. ### Disclaimer This indicator is provided for research, education, and chart analysis. It does not provide guaranteed trade signals, financial advice, or predictions of future market performance. Users are responsible for independently evaluating all trading decisions and managing their own risk.
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của silence_has_a_color
1
Volume Spike (POC) [LTW] v4📊 Volume Spike (POC) v4 This indicator captures and intuitively displays on the chart the exact moments when trading volume surges beyond a user-defined threshold ("n" times the average volume of the last "n" candles). Without having to constantly look down at the complex volume bars at the bottom of your screen, you can identify powerful volume inflows directly on the candles themselves to build your trading strategies. ⚙️ Key Features & Customization ▪️ Flexible Period Settings (Default: 672) By default, it calculates the average volume over 'one week (672 bars)' based on a 15-minute timeframe. You can freely adjust this period to match your trading style. ▪️ Intrabar POC Tracking & Smart Extension Lines (Newly Added) It tracks the Point of Control (POC) within the volume-spiked candle down to lower timeframes (customizable by the user) and displays it as a horizontal line on the candle. If subsequent price action breaks or touches this POC price, an extension line is generated. This extension line is drawn only until the next volume-spiked candle appears. Since having too many automatic lines can become a distraction for chart analysis, we intentionally limited the extension—we recommend manually drawing further horizontal lines if you need to track historical POC levels longer. ▪️ Visual Optimization (Color & Size Adjustments) Customize the color and size of the shapes displayed on the chart to match your personal chart theme (dark/light mode). ▪️ Keep Charts Clean (Limit Display to Recent "n" Bars) Prevents the chart from becoming cluttered with excessive historical signals, which often happens on lower timeframes. You can limit the indicator to display only within the most recent "n" bars. ▪️ Candle Close-Based Alerts (Newly Added) To prevent false breakouts and premature entries, alerts are triggered strictly based on the close of the candle. This completely prevents noise during candle formation and the phenomenon where signals disappear (repainting), allowing you to receive highly reliable alerts where the volume spike is finalized. 💡 How to Use & Trading Strategies Provides intuitive candlestick analysis within continuous, powerful trends. 1. Identifying Trend Sustainability After a new trend is formed by a marquee candle accompanied by large volume, sustaining that trend in the short term without a 'cool-down period' (corrective waves to ease overheating) requires consecutively larger volume. This indicator intuitively signals the continuation of such strong trends directly above or below the candles. 2. Overcoming One-Dimensional Divergence Errors This helps you flexibly avoid one-dimensional divergence errors that often occur when relying solely on secondary indicators. By checking the actual volume directly at the top and bottom of the candles where volume surged, you can read the true strength of the market without being fooled by market fakeouts. 📌 Summary A practical, all-in-one indicator that allows you to instantly verify high-volume surges on the candles themselves without the bottom volume panel, enabling you to intuitively gauge the strength of continuous, powerful trends. Through the newly added candle close-based alert feature and Intrabar POC tracking, you can receive highly reliable signals and visually monitor key liquidity levels without having to constantly watch the chart.
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của LoopTheWave
TDI 3.0 by VZSFX🇭🇺 TDI 3.0 by VZSFX - Fejlett Traders Dynamic Index 🌟 Főbb funkciók és Újdonságok: Beépített Beállítás Profilok: Nincs többé hosszas állítgatás! Egyetlen kattintással válthatsz a speciális LIT (50-50-7-2) profil, a hagyományos TDI alap (14-34-7-2), vagy a teljesen Egyedi beállításaid között. Dinamikus Színlogika: * A Slow vonal (Szimulált árfolyam) dinamikusan változtatja a színét annak függvényében, hogy hol tartózkodik (pl. LET körüli piros, SLET körüli sárga, BB-n kívüli extrém kék). A Mid vonal (Liquid Equilibrium) szintén a trend lendületének megfelelően váltja a színét (emelkedő, csökkenő vagy oldalazó/flat). Okos Zónák: Profilhoz kötött, dinamikus felső (piros) és alsó (zöld) zónák, melyek kiterjedése és középvonala szabadon paraméterezhető (pl. 57-43 ±3). Beépített Divergencia Kereső: Az indikátor automatikusan megtalálja és a charton vonalakkal/alakzatokkal jelöli a hagyományos (Regular) és rejtett (Hidden) Bullish és Bearish divergenciákat az árfolyam és az oszcillátor (Slow MA) között. LET & SLET Logika: Beépített feltételrendszer és vizuális visszajelzés a Liquid Equilibrium Touch (LET) és a Statikus LET (50-es szint) azonosítására. Letisztult Felület (UI): A TradingView megszokott "Style" (Stílus) füle teljesen le lett tiltva a letisztultság érdekében. Minden színt, opacitást, vonalvastagságot és ki/bekapcsoló gombot kényelmesen, egy helyen találsz a Bemenetek (Inputs) fülön! Alert-ek (Riasztások): Beépített riasztási feltételek az extrém kilépésekre, LET/SLET jelzésekre és az összes divergenciára. 🇬🇧 TDI 3.0 by VZSFX - Advanced Traders Dynamic Index 🌟 Key Features & Innovations: Built-in Settings Profiles: No more tedious manual adjustments! Switch instantly between the specialized LIT (50-50-7-2) profile, the classic Base TDI (14-34-7-2), or your own fully Custom (Manual) setup with a single click. Dynamic Color Logic: * The Slow Line (Simulated Price) dynamically changes color based on its position (e.g., Red when near the Mid line/LET, Yellow near the 50 level/SLET, Blue when extreme/outside BB). The Mid Line (Liquid Equilibrium) also changes color depending on the trend momentum (rising, falling, or flat). Smart Zones: Profile-linked dynamic Top (Red) and Bottom (Green) zones with adjustable centers and widths (e.g., 57-43 ±3). Built-in Divergence Scanner: The indicator automatically detects and plots Regular and Hidden Bullish and Bearish divergences between the price and the oscillator (Slow MA). LET & SLET Logic: Built-in conditions and visual feedback for identifying Liquid Equilibrium Touch (LET) and Static LET (50-level) conditions. Clean User Interface (UI): The standard TradingView "Style" tab has been completely disabled for a cleaner look. You can find all toggles, colors, opacity levels, and line widths neatly organized in the Inputs tab! Custom Alerts: Pre-built alert conditions for Extreme zone breakouts, LET/SLET signals, and all divergence types.
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của VZSFX
Market Regime Engine [NQ Labs] WHAT THIS ANSWERS Almost every indicator tells you WHAT the market is doing. Very few tell you whether the current market has enough exploitable structure to be worth risking money on at all. The Market Regime Engine is built for that second question: should I be trading this right now, and if so, what style of approach do current conditions actually favour? It is not a signal generator. It produces no entries. It is a filter you run underneath whatever you already trade. WHY IT IS BUILT THIS WAY Two design decisions separate this from a conventional regime or trend filter. 1. EVERY AXIS IS PERCENTILE-RANKED AGAINST ITS OWN HISTORY. Most regime tools use fixed thresholds - an ADX of 25, an ATR multiplier of 3. Those numbers are calibrated to whatever the author tested on. They are the reason a tool behaves sensibly on one instrument and nonsensically on the next. Here, each axis is ranked against its own recent distribution on the current symbol and timeframe, so a 65th-percentile reading carries the same meaning on a crypto pair as it does on an FX major. Nothing needs retuning per market. 2. THE THREE AXES ARE ORTHOGONAL BY DESIGN. Many "confluence" tools stack three views of momentum and present the agreement as confirmation. Correlated inputs agreeing is not evidence. These three measure genuinely different properties: DIRECTIONAL EFFICIENCY - net distance travelled divided by the total path walked to get there. A value near 1 is a straight line. A value near 0 means price ended where it started after a great deal of work. This is the most direct available answer to "is there a trend here", and it is independent of direction. VOLATILITY STATE - ATR ranked against its own history. Not "is volatility high" in absolute terms, but "is volatility high for this instrument". RETURN PERSISTENCE - lag-1 autocorrelation of log returns. Positive means an up bar tends to be followed by an up bar, so momentum approaches have something to work with. Negative means the market reverts. Near zero means returns carry no usable memory. THE SCORING LOGIC The Tradeability Score (0-100) rests on one idea: Efficiency is the signal. Volatility is the cost of being wrong. Volatility only hurts you when there is no direction to exploit. So the noise penalty is the product of how little direction exists and how violent the market is. It approaches zero inside a strong trend no matter how wild conditions get - because volatility inside a trend is opportunity, not noise - and it peaks precisely where traders are most reliably ground down: low efficiency combined with high volatility. That specific combination is what the engine exists to flag. THE FIVE REGIMES TREND Efficiency high. Directional. Follow it. VOLATILE CHOP Efficiency low, volatility high. No direction, maximum cost of being wrong. The state that does the damage. COIL Efficiency low, volatility low. Compression. Wait. RANGE Efficiency low, volatility middling. Edges are tradeable. TRANSITION Efficiency mid-range. No clean read. Reduce size. A raw regime read must hold for a configurable number of consecutive bars before it is confirmed. Without that filter, readings that straddle a threshold flip back and forth for single bars. REGIME MATURITY - THE PART I HAVE NOT SEEN ELSEWHERE The engine records the length of every completed regime run on the current chart and reports the current run against that learned baseline, together with the sample size behind it. A trend at 0.3x its typical duration and a trend at 2.4x are not the same trade, even though every conventional indicator prints the identical reading for both. A compression that has lasted three times longer than compressions normally last on this instrument is a different proposition to one that started six bars ago. The sample size (n=) is shown deliberately. Below the configured threshold the cell dims, because a baseline built from two observations is not evidence and should not be dressed up as though it were. HOW TO USE IT The engine is a gate, not a trigger. The intended workflow: 1. Read the Verdict first. STAND DOWN means your edge, whatever it is, is probably not present. The most valuable output of this tool is the trades it talks you out of. 2. Read the Regime and Favoured Style. Trend-following systems belong in TREND. Mean-reversion belongs in RANGE, and only when Persistence confirms the market is actually reverting rather than merely quiet. COIL means the setup has not arrived yet. VOLATILE CHOP means nothing you own works here. 3. Read Persistence before choosing an approach. If it reads Random, the market has no memory to exploit in either direction, and both momentum and mean-reversion are coin flips. 4. Use vs Typical for position management, not entry. An extended regime is not a reversal signal. It is a reason to stop adding and to tighten what you already hold. 5. Let the ribbon and score do the work on the price chart. The dashboard can be forced onto the main pane so the engine occupies a pane without costing you chart real estate. SETTINGS THAT ACTUALLY MATTER RANKING LOOKBACK is the important one. It must span several complete regime cycles on your timeframe or every axis will rank near the middle and everything will read TRANSITION. 250 bars on a daily chart is roughly a year - a real baseline. 250 bars on a 5-minute chart is under a day, and is not. On intraday timeframes, raise it substantially. MINIMUM REGIME RUN trades responsiveness for stability. Higher values give a calmer read and a cleaner duration baseline at the cost of confirming changes later. Set it to 1 to see the unfiltered classification. CHOP PENALTY controls how hard low-efficiency volatility is punished. Set it to 0 and the score becomes pure efficiency rank. EFFICIENCY and VOLATILITY thresholds are percentiles, not raw values. They do not need adjusting per instrument. That is the point. LIMITATIONS - STATED PLAINLY - This is a lagging, descriptive tool. It classifies conditions that have already formed. It does not forecast, and it cannot tell you a regime is about to end. - Confirmation costs lag. A genuine regime change registers a few bars late by design. That is the price of not flickering. - The maturity baseline is learned from visible chart history and rebuilds whenever settings, symbol, or timeframe change. It is not persistent memory. Early in a chart, or for a rarely-occurring regime, the sample is thin. The n= value tells you when to discount it. - On intraday equity charts, overnight gaps inflate ATR and distort the persistence reading. Daily and above, or extended hours, handle this better. - Autocorrelation is a weak statistic on short samples. Persistence readings close to zero should be read as "no information", not as a subtle signal. - Efficiency is directionless. TREND tells you a trend exists, not which way it points. Pair it with something that reads direction. - No regime classification is correct at the moment it matters most, which is the turn. Nothing here changes that. This script is open-source. Read the code, disagree with it, improve it. This is an analytical tool for studying market conditions. It is not financial advice, and it does not generate trade recommendations. Trading involves risk of loss.
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của NQ_Labs
Luxy UT God Mode - UT-Bot Forecast, Signals, Zones and RiskLuxy UT God Mode turns the classic UT Bot ATR trailing-stop into a complete, self-contained trading cockpit: momentum-adaptive buy/sell signals, a forward-looking Trend Duration Forecast, auto support/resistance zones, a 0-100 Confidence Score, a built-in multi-currency Risk Calculator, and automatic Stop Loss / Take Profit levels - all on one overlay, all non-repainting. Note: Every forecast, probability, and statistic in this tool is a calculation based on the chart's own historical behavior. They describe past patterns, not guaranteed future results. WHAT MAKES THIS DIFFERENT A normal UT Bot only tells you the trend flipped. Luxy UT God Mode answers the three questions a trader actually asks at the moment of a signal: 1. Should I trust this flip? - a Confidence Score (0-100) blends seven engines into one number. 2. How long might this trend run? - a Trend Duration Forecast projects the expected remaining life of the current trend, drawn as a fading strip with survival-probability milestones. 3. What do I risk and how big do I trade? - automatic Stop Loss, R-based Take Profits, and a position-size calculator in your own account currency. Everything is layered so you can run it bare-bones (just clean signals) or switch on the full "God Mode" stack. METHODOLOGY AND CREDITS This indicator implements proven concepts using entirely original code. - UT Bot ATR trailing logic - original concept by @QuantNomad . This implementation is a significant rework: it adds volume weighting, momentum-adaptive sensitivity, a composite multi-method stop loss, a full multi-filter confirmation stack, multi-timeframe confluence, and the statistical trend-duration engine described below. Important: this is an educational analysis tool. It does not guarantee any trading result. Always do your own analysis and manage risk. THE SEVEN ENGINES (and the Confidence Score that fuses them) Each bar, the script scores how well the current setup aligns and sums it into a single 0-100 Confidence Score with a visual progress bar: UT Bot direction - is price above/below the momentum-adaptive trailing stop SuperTrend - direction plus a distance-from-line strength bonus Market Structure - position inside the recent swing range and structure breaks ADX Regime - is the market trending (signals allowed) or choppy (blocked) Multi-Timeframe - does a higher timeframe agree with the signal direction Volume - is conviction backed by above-average volume RSI Divergence - is a recent divergence supporting or opposing the signal Read it at a glance: 80+ = strong, 60+ = good, 40+ = weak, under 40 = very weak. Hover the Confidence cell for the full per-engine breakdown. 1. TREND DURATION FORECAST - the headline feature When the trend flips, the script projects how many more bars the new trend may last, based on the chart's own past trends. How it works: Every completed trend's duration is recorded, kept separately for bullish and bearish trends. On each new flip the script estimates the expected duration using an exponentially-weighted average and standard deviation (recent trends weighted more heavily). The estimate is drawn as a fading gradient strip that projects forward from the flip, with a "Trend Analysis" label and survival-probability milestones at 25% / 50% / 75% / 90% / 100% of the projection. The percentages are empirical - they show the share of past same-direction trends on THIS chart that actually lasted at least that long. Not a fixed textbook curve. Three forecast modes: Simple - median duration only. Clean and fast. Standard - exponentially-weighted average plus spread (recommended default). Advanced - Standard plus five adaptive multipliers: Structure (proximity to S/R), Asset Type (volatility profile), Flip Strength (volume + filters passed), Error Learning (self-correction from its own past misses), and Regime (trending vs choppy). When history is thin, the forecast honestly falls back to a combined estimate and flags it, rather than showing false precision. 2. MOMENTUM-ADAPTIVE UT BOT CORE The trailing stop is not a fixed ATR multiple. The effective sensitivity adapts each bar to: Momentum - faster momentum widens the trail to stay in strong moves Relative volume - conviction adjusts the distance Asset type - auto-detected (crypto, forex, futures, index, fund, CFD, bond, stock) with a per-class multiplier, or set it manually Volatility mode - Fixed, Dynamic, or Aggressive auto-adjustment to the current volatility regime The result is a trailing engine that behaves differently on a calm blue-chip than on a volatile small-cap or crypto pair - without you re-tuning it. 3. ANTI-WHIPSAW AND SIGNAL FILTER STACK Signals only fire when they survive the filters you enable, so you control the trade-off between frequency and quality: ADX Regime - block signals in choppy, non-trending conditions Cooldown and Confirmation - minimum bars between signals and N-bar direction confirmation Swing - only trade aligned with recent swing structure Full Candle - require the whole candle beyond the trailing line (no straddles) Volume, RSI, Hull MA, SuperTrend - optional confirmation layers High-Volatility and % Change - only trade meaningful moves 2-Bar Confirm - extra confirmation for volatile markets Every active filter appears as a row in the table with a live pass/fail state, so you always know why a flip did or did not become a signal. 4. SUPPORT / RESISTANCE ZONES The script clusters significant swing pivots into persistent price zones and draws only the two that matter right now: the nearest resistance above price and the nearest support below price. Each zone shows its price and touch count (e.g. "S 4.19 (3x)" = a support tested three times). A level that price has broken through drops off automatically, and an optional Zone Filter can block buys into resistance and sells into support. Pivot strength is adjustable so you can show only major levels. 5. AUTOMATIC STOP LOSS, TAKE PROFIT AND RISK CALCULATOR On every signal the script draws a complete trade plan: Stop Loss - choose from seven methods: ATR, % based, tick based, swing, scaled ATR, Smart Adaptive (auto-scales to volatility), or Safer (widest of several). Take Profit - TP1 / TP1.5 / TP2 / TP3 as R multiples of the stop distance, with optional price and % labels, and a freeze-on-touch check mark for journaling. Entry line - marks the signal price; all lines can auto-limit to 10 bars for a clean chart. Risk Calculator - enter account size and risk (% or fixed amount) and it returns the position size in shares/contracts, in your own currency, with live FX conversion (USD, EUR, GBP, JPY, CAD, AUD, CHF) or a manual rate. 6. MULTI-TIMEFRAME CONFLUENCE AND RSI DIVERGENCE The table shows the trend of up to seven higher timeframes (5m, 15m, 30m, 1H, 4H, D, W) via an EMA 9/21 cross, so you can see whether the bigger picture agrees before you act. An optional MTF filter blocks counter-trend signals. Separately, RSI divergence (regular bullish and bearish) is detected, labeled on the chart, and fed into the Confidence Score. 7. LIVE STATUS TABLE A configurable dashboard (position and size adjustable) summarizes everything: asset type, Confidence Score, adaptive mode, current signal, win-rate / average-bars statistics, multi-timeframe row, divergence, forecast, position size, and one row per active filter - each with a detailed tooltip. HOW TO USE IT - QUICK START Step 1 - Add it and pick your sensitivity. Defaults suit intraday (5-15m). For scalping lower the Sensitivity/ATR; for swing raise them (see the Sensitivity tooltip for presets). Step 2 - Read a signal. A Buy (aqua, below bar) or Sell (orange, above bar) appears only after the bar closes and all enabled filters pass. Check the Confidence Score and the Multi-TF row for context. Step 3 - Use the trade plan. The Entry, Stop Loss and Take Profit lines draw automatically. Read the Position row for size. Use the Trend Duration Forecast strip as a realistic hold-time expectation - scale out near the median, reassess if price runs past the projection. Step 4 - Set alerts. Use "Any alert() function call" to receive BUY/SELL and trend-flip alerts on bar close, or pick the specific "Momentum Buy/Sell Signal" conditions. All alerts fire on confirmed bars only. TUNING FOR MORE OR FEWER SIGNALS Too few signals: turn off MTF, then Full Candle, then lower the ADX threshold or the Anti-Whipsaw filter. Too many / choppy: raise the ADX threshold, enable Volume and Full Candle, increase Cooldown, or add 2-Bar Confirm. Every filter is independent and shown live in the table. TECHNICAL NOTES Pine Script v6, overlay, max bars back 5000. No repaint: signals, lines, forecast and alerts are committed on bar close (barstate.isconfirmed); all higher-timeframe data uses lookahead_off. Works on stocks, crypto, forex, futures and indices, on any timeframe. Higher timeframes and longer history produce more reliable forecasts; a new symbol needs a number of completed trends before the duration model is meaningful. LIMITATIONS Trend-following by nature: signals arrive after a trend establishes, not at exact tops/bottoms. Best in trending conditions; use the ADX regime and filters to avoid chop. The duration forecast needs history to become meaningful and is a statistical estimate, never a guarantee. DISCLAIMER This script is an educational analysis tool, not financial advice. Trading stocks, crypto, forex and futures involves substantial risk of loss - you can lose all invested capital. Forecasts, probabilities and win-rate statistics are calculated from historical chart data and do not guarantee future performance. Test on paper first, and you are solely responsible for your own trading decisions. Feedback and suggestions are welcome in the comments. Happy trading.
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của orenluxy
29
IQE + Volume Bubbles Engine LiteIQE + Volume Bubbles Engine Lite Overview Recently I have just seen DeepCharts and BookMap and HeatMaps with Volume Bubbles. I trade XAUUSD and scalp that instrument and wanted this for TradingView. But realised the way TradingView implements Level 2 MBO data it would not be possible to implement the heatmaps and Volume Bubbles, but I cracked on regardless and created IQE. I was trying to identify Institutional Particpation . Then I came across Volume Bubbles (QuantAlgo) and how they implemented Volume Bubbles and thought I could implement that methodology, Then I put both indicators on the chart and thought how much richer the Indicators when merged together looked, giving increased insights into Volume. IQE + Volume Bubbles Engine Lite combines the Institutional Quality Engine (IQE) with an enhanced Volume Bubble Engine to identify high-quality institutional participation and volume events on a single chart. Rather than relying on volume alone, IQE analyses multiple aspects of market behaviour to classify the quality of each move before combining that information with significant Volume Bubble events. The result is a simple visual representation of potential institutional participation using three signal families: VI – Volume Bubble + IQE V – Volume Bubble Only I – IQE Only The Lite version is designed to provide a powerful institutional participation indicator while remaining easy to understand and configure. Institutional Quality Engine (IQE) IQE is an original multi-engine scoring model developed to evaluate the overall quality of market participation rather than relying on a single technical indicator. Every candle is analysed using five independent market components. Participation Engine Measures whether unusually large market participation is occurring by analysing: Relative volume Volume acceleration Volume persistence Candle expansion Overall participation quality This attempts to distinguish genuine participation from normal market activity. Efficiency Engine Evaluates how efficiently price moved during the candle. Factors include: Body size Wick size Close location ATR efficiency Directional close strength Strong institutional candles generally close efficiently with limited rejection. Structure Engine Evaluates market structure including: Break of previous highs/lows Breakout strength Range compression Close outside previous structure This helps identify meaningful structural moves rather than random price fluctuations. Trend Engine Analyses trend quality using: EMA trend direction Trend slope Higher highs Higher lows Lower highs Lower lows Trend continuation This helps distinguish trend participation from counter-trend movement. Liquidity Engine Evaluates potential liquidity behaviour including: Liquidity sweeps Rejection candles High-volume stalls Exhaustion characteristics The Lite version includes this internal liquidity assessment as part of the IQE score. IQE Classification Each candle is classified into one of three quality levels. PRO Professional participation. Represents above-average institutional quality and is often the earliest indication of meaningful activity. INST Institutional participation. Requires stronger agreement between the IQE engines and generally indicates higher confidence. EXCE Exceptional participation. Reserved for the strongest institutional-quality candles where multiple market conditions align. Volume Bubble Engine The Volume Bubble Engine identifies statistically significant volume clusters and classifies them into three levels. Small Medium Big Each cluster may be classified as: Buy Sell Mixed depending on the selected classification method. The Volume Bubble settings remain intentionally compatible with the original implementation. For a detailed explanation of the Volume Bubble detection methods, percentile settings, consensus modes and lower timeframe delta calculations, users are encouraged to refer to the original Volume Bubbles publication by QuantAlgo . Combined Signal Engine The Lite version introduces three independent signal families. VI Volume Bubble and IQE occur together. This represents the strongest confluence because both engines independently agree on institutional participation. V Volume Bubble only. Used when significant volume is detected without an accompanying IQE classification. I IQE only. Used when institutional-quality price behaviour is detected without a qualifying Volume Bubble. Consecutive Signal Confirmation One of the major additions in the Lite version is the ability to require multiple qualifying signals within a user-defined lookback period before a signal is displayed. This helps reduce isolated signals and instead highlights repeated institutional participation. Each signal family can be configured independently. VI Confirmation Require multiple VI signals within a configurable lookback window. Useful for confirming repeated institutional participation combined with elevated volume. V Confirmation Require multiple Volume Bubble signals. Useful for identifying persistent high-volume activity rather than isolated spikes. I Confirmation Require multiple IQE signals. Useful for confirming repeated institutional-quality behaviour even when volume remains below cluster thresholds. TDFI Trend Filter The Lite version includes an integrated TDFI v2 filter which can optionally suppress signals that occur against the prevailing trend. Two filtering modes are available. Threshold Hold Signals are permitted whenever TDFI remains inside its bullish or bearish threshold. This is the more responsive mode and generally produces more trading opportunities while still filtering obvious counter-trend signals. Momentum / Recovery Signals require both: TDFI to remain inside the bullish or bearish threshold Momentum to continue in the same direction (or remain pinned near an extreme) This is a stricter confirmation method designed for traders who prefer stronger trend continuation before allowing signals. Informative Alerts Dynamic alerts include: Signal family Buy or Sell direction IQE classification IQE score Volume Bubble level Volume ratio Delta information Signal occurrence count TDFI status Trend filter state Candle Colouring The indicator supports four colouring modes. Off IQE Only Volume Bubbles Only IQE + Volume Bubbles When both engines are enabled, Volume Bubble colours take priority while IQE colours remain visible on candles without an active Volume Bubble. Attribution This indicator combines original work with adapted open-source components. Original work nrendall Original developments include: Institutional Quality Engine (IQE) IQE scoring methodology Participation, Efficiency, Structure, Trend and Liquidity engines VI / V / I Combined Signal Engine Consecutive signal confirmation TDFI integration Dynamic alert system Candle colouring system Overall architecture and user interface Volume Bubble Engine This indicator includes an adapted implementation of the open-source Volume Bubbles indicator. Original author: QuantAlgo When using a laptop hovering over the Bubbles gives additional volume insights. This does work of a phone or tablet but does not work as well as when using a laptop TDFI Trend Filter This indicator includes an adapted implementation of TDFI v2. Original author: causecelebre The TDFI filter has been integrated into the IQE signal engine and extended with configurable filtering modes while respecting TradingView's House Rules for open-source scripts. Looking Ahead – IQE Professional IQE + Volume Bubbles Engine Lite is the community edition of the IQE platform. The upcoming IQE Professional will introduce a completely new proprietary architecture, including: Institutional Absorption Engine - Completed EMA Squeeze / Market State filter showing Squeeze and Ranging Markets - Completed Participation Persistence Engine Advanced Liquidity Analysis Institutional Confidence Scoring Multi-engine confirmation Advanced dashboards Premium alerts Iceberg Identification Multi-timeframe participation analysis Accumulation and distribution regimes Institutional continuation and reversal models Liquidity sweep sequences Reload and estimated iceberg behaviour Cross-engine confluence scoring Configurable trade-rating framework Session and regime analytics Research/export tools These may have to be split into two different indicators as the Pro is already 3000+ lines and creeping towards the max of PineScript. Additional institutional market analytics The long-term goal is the IQE Institutional Suite, bringing together original institutional participation and market-structure analysis into a unified professional trading platform.
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của nrendall