Supertrend Breakout | Gold | ProjectSyndicate• ⭐ Still stuck with regular SuperTrend in 2026? Check out the new ST Breakout Algo.
• ⚙️ SuperTrend Breakout | Gold | ProjectSyndicate (Pine v6) — built for XAUUSD precision, and equally lethal on Forex + Crypto.
• 📦 Shift Zones (boxed consolidation after reversals) = clean, tradable structure (no noisy SuperTrend spaghetti).
• 📈 BUY STOP ▲ auto-plotted above bullish zones for breakout entries — no guesswork, just levels.
• 📉 SELL STOP ▼ auto-plotted below bearish zones for breakdown plays — instant clarity.
• 🧠 Adaptive spacing uses zone range % so stops scale with volatility (perfect for Gold’s swings).
• 🧭 Projection lines extend forward so you can plan the trade before price arrives.
• 🟩🟪 Dual color system + BULL/BEAR labels = zero interpretation lag when trend flips.
• 🧼 Box-only display keeps charts clean: zones + stops = actionable, minimal, fast decisions.
• ⭐ Bookmark this + add it to your TradingView chart — your breakout roadmap for Gold, FX, Crypto.
• 🚀 Make it your default overlay: spot consolidation → place stops → ride the expansion move.
• 📦 Enable/Disable BUY/SELL breakouts. For Gold you can use BUY only breakouts.
🩶 How to Support ProjectSyndicate
Thank you for using the Supertrend Breakout | Gold | ProjectSyndicate
If you find this tool valuable, you can support our work:
• 🌫️ Follow us on TradingView: Stay up-to-date with our latest script releases and updates.
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MACD-V (Volatility Normalized MACD)Award-Winning Momentum Indicator by Alex Spiroglou (CMT Charles Dao Award & NAAIM Founders Award, 2022)
The classic MACD has powered trading decisions for decades, but it suffers from five major limitations that undermine consistency:
1- Readings are not comparable over time (absolute price dependency causes massive scale differences across decades)
2- Not comparable across markets or assets (e.g., stocks vs. forex vs. crypto)
3- No universal overbought/oversold levels
4- Excessive whipsaws in low-momentum/range-bound conditions
5- Lagging signals in high-momentum reversals (e.g., missing big chunks of V-shaped recoveries)
MACD-V solves all five issues by normalizing momentum against volatility instead of price.
Core Formula
MACD-V = (EMA(12) - EMA(26)) / ATR(26) × 100
This expresses momentum in units of Average True Range (ATR), creating a volatility-adjusted oscillator that remains mathematically meaningful and comparable:
-Analysts can use MACD-V across any timeframe:
-Across any asset class (stocks, forex, commodities, bonds, crypto)
-Over decades of history
Key Features & Benefits
Time-stable & cross-market comparable: A +100 reading today has the same meaning as +100 in the past years, regardless of asset or price level.
Universal extremes: ±150 captures ~95% of all readings across markets → extreme/stretched momentum.
Momentum Lifecycle Roadmap (objective framework):
+150 or < -150: Extreme / overstretched (high reversal risk)
+50 to +150 or -50 to -150: Strong directional momentum (rallying, retracing, rebounding, reversing)
-50 to +50: Neutral / low momentum / ranging (avoid most signals — high whipsaw zone)
Range Rules for regime context: In bullish regimes (price > 200 EMA), -50 to -150 becomes the practical oversold zone; readings below -100 are rare and often powerful buy setups. Opposite in bearish regimes.
Improved signal quality: Filter whipsaws in neutral zone, anticipate lag in extremes, prioritize high-probability crosses in strong-momentum bands.
MACD-V Histogram (MACD-VH): Normalized short-term momentum with extremes at ±40 for fast reversal detection.
Backtesting & strategy-friendly: Enables reliable historical analysis, cross-asset relative strength, and systematic rules
MACD-V transforms momentum from subjective art into objective, repeatable science — giving you consistent, actionable insights no matter what you're trading.
Use it standalone or layer with trend filters (e.g., 200 EMA), volume, or price action for even stronger edges.
Developer: Alex Spiroglou
Open-source versions inspired by his work — feel free to fork and improve!
Happy trading! 🚀
Clean CPR v7.0 (Call & Put)// --------------------------------------------------------------------
// DESCRIPTION
// --------------------------------------------------------------------
// Clean CPR v7.1 is a multi-module trading and analysis toolkit built
// around Central Pivot Range (CPR) for intraday and swing trading.
//
// Core features:
// • Daily / Weekly / Monthly CPR with fills, labels and price display
// • Automatic CPR width classification (Super Narrow → Wide)
// • Visual alert when today’s CPR is WIDE (“WIDE CPR TODAY”)
// • Trade filtering: Wide CPR days are blocked from new entries
// • Pivot-based Support & Resistance (R1–R5, S1–S5, optional historical)
// • Developing CPR and Developing R1 / S1 levels
// • Previous Session High/Low with optional shaded zones
// • Dual Donchian Channels with auto-alignment coloring
// • Anchored Day-Open VWAP
// • Initial Balance (first hour range)
// • CPR + ATR + EMA + Fundamentals information table
// • Integrated 1H Call & Put breakout strategy with Supertrend, ADX,
// ATR trailing stop, targets, gap handling and time filters
//
// This script is designed as a single dashboard combining market bias,
// volatility, structure, and execution logic in one indicator.
// --------------------------------------------------------------------
Kalman Hull Bands For Loop | RakoQuant Kalman Hull Bands For Loop | RakoQuant
RakoQuant | Kalman Hull Bands For Loop is a trend-following breakout + regime tool built to keep you on the right side of the market with clean structure and minimal noise. It combines a Kalman Filter (noise reduction), a Hull Moving Average baseline (responsive trend anchor), and a standard deviation envelope computed via a for-loop (robust rail bands) to define actionable bullish and bearish regimes.
What it does
This indicator builds a dynamic “rail system” around price:
Kalman Filtered Source → reduces measurement noise in the input series.
Hull Baseline (HMA) → fast trend baseline built on the Kalman-filtered source.
Deviation Bands (“Rails”) → upper/lower rails based on a loop-calculated standard deviation.
Regime Breakout Logic → trend regime flips only when price breaks out beyond the rails:
Bullish regime when close crosses above the upper rail
Bearish regime when close crosses below the lower rail
Once a regime is established, the tool highlights the active rail in bright neon and fades the inactive rail (optional), giving you a clear “trend corridor” and a strong visual state.
Key Features
1) Kalman Noise Filtering (R & Q)
The Kalman filter smooths the selected source using:
R (Measurement Noise) – how noisy you assume the observations are
Q (Process Noise) – how quickly the model is allowed to adapt
This helps reduce chop without turning the indicator into a laggy moving average.
2) Hull Baseline (fast + smooth)
The baseline is a Hull Moving Average applied to the Kalman-filtered source:
responsive in trend,
cleaner during transitions,
ideal for breakout regime detection.
3) Deviation Envelope with Two Modes
Deviation rails are calculated using a for-loop standard deviation (population stdev), with two choices:
Residual vs Baseline (default): deviation of (src - baseline)
→ focuses on “distance from fair value” instead of raw price volatility
Raw Source: deviation of the source itself
→ classic volatility envelope behavior
Then bands are formed by:
upper = baseline + mult * sd
lower = baseline - mult * sd
4) Regime Rails + Candle Painting (RakoQuant Neon)
Bull regime: active lower rail plotted in Neon Aqua
Bear regime: active upper rail plotted in Neon Magenta
Candles are painted to match the current state (optional)
Inactive rails can be shown faintly for context.
5) Alerts for Breakouts
Built-in alerts trigger exactly on regime flips:
Bull Breakout (close crosses above upper rail)
Bear Breakout (close crosses below lower rail)
How to Use It
Trend-following approach
Stay with the active regime until a breakout flip occurs.
In bull regime, the lower rail behaves like an adaptive trend support guide.
In bear regime, the upper rail behaves like an adaptive trend resistance guide.
Breakout confirmation
Use the breakout as a confirmation layer with your other confluences:
take longs only after a bull breakout,
take shorts only after a bear breakout,
filter mean-reversion trades by the regime state.
Inputs Summary
Source: select what the model tracks (default: high)
Kalman: R / Q controls smoothing vs responsiveness
Baseline: Hull length
Deviation: loop length, mode (Residual vs Baseline / Raw Source), multiplier
Visuals: candle painting, baseline visibility, inactive rails
Disclaimer
Backtests are based on historical data and are not indicative of future performance.
:
Mentor Michael | Clean Liquidity Pullback ModelThis indicator is a clean, smart-money inspired educational model designed to help traders understand how price behaves around premium zones, liquidity-driven pullbacks, and fair value gap (FVG) rebalancing areas.
The model uses higher-timeframe trend filtering to identify directional bias, then focuses on premium price areas where institutions typically slow momentum, rebalance positions, or initiate corrective moves. When price shows signs of exhaustion near these zones, the script highlights a pullback confirmation, signaling a potential corrective phase rather than continuation.
To maintain clarity and professionalism, the script intentionally avoids over-plotting. It draws only the most relevant structures — a single premium zone, one pullback confirmation, and a clearly defined FVG target — making it easy to read and suitable for live market analysis or educational review.
This indicator is not a trading system and does not generate buy or sell signals. Instead, it serves as a visual learning tool to help traders develop better market structure awareness, risk management discipline, and context-based decision making.
For educational purposes only. Not financial advice.
Mitigation POI Master: OB + FVG ConfluenceOverview
The Mitigation POI Master is a Smart Money Concepts (SMC) tool designed to identify high-probability Points of Interest (POI). Unlike standard indicators that clutter your chart with every single block, this script focuses on the Confluence of two critical institutional footprints: Order Blocks (OB) and Fair Value Gaps (FVG).
Key Features
💎 Automated POI Detection: Finds overlapping areas between OBs and FVGs, marking them as premium Demand or Supply zones.
🧹 Smart Mitigation Engine: Real-time tracking of zone mitigation. Once a zone is touched or broken through (customizable), it is automatically removed to keep your chart clean.
⚡ Liquidity Sweep Filter: Includes an optional filter to only show Order Blocks that have successfully swept previous candle liquidity—a hallmark of true institutional intervention.
📊 Volume Confirmation: Integrated volume filter to ensure the zones are born from high-activity impulsive moves.
Settings
Timeframe Usage: This indicator performs best on higher timeframes (H1, H4, Daily) as institutional moves are more significant there. Using lower TFs (M1, M5) may generate too many low-quality zones.
Sensitivity (ATR Multiplier):
- For volatile assets/lower TFs (Crypto, Gold): Increase the Sensitivity input (e.g., 8-10) to filter out noise.
- For stable assets/higher TFs (Forex Majors, Stocks): Use the default Sensitivity (e.g., 4-6).
Mitigation Mode: The default "Breakthrough" mode is safer for high R:R setups. "Touch" mode offers earlier entries but higher risk.
How to Use
Identify the POI: Look for the ✦ DEMAND or ✦ SUPPLY labels.
Wait for the Return: Wait for price to retrace into the POI (Mitigation).
Execute: Use lower timeframe confirmation (like MSB or CHoCH) within these zones for high R:R entries.
Alerts: Set alerts to get notified the moment a new high-confluence POI is formed.
ORB 369 - Opening Range Breakout The ORB 369 is a professional-grade momentum indicator designed to capture the volatility of the New York market open. While many Opening Range Breakout (ORB) scripts simply draw lines, this script integrates time-segmented price action with Supply and Demand (S/D) theory to filter out "fakeouts" and identify high-probability institutional entries.
💡 The Core Concept: Why 3-6-9?
The strategy is rooted in the "Market Open Volatility" principle. The first 15 minutes (9:30–9:45 AM EST) represent the period where institutional orders are processed and "price discovery" is most aggressive.
The Range: We define the 15-minute high and low as the "Battlefield."
The 369 Logic: This script focuses on the 3rd 5-minute candle of the session (completing the 15m range) and monitors the subsequent 5m and 15m cycles for a definitive trend shift.
🛠️ How It Works
The script utilizes Pine Script v6 high-precision time-tracking and state-handling to ensure accuracy even on historical data.
1. Dynamic Session Anchoring
Unlike static indicators, this script uses America/New_York timezone anchoring. It identifies the Opening Range (OR) regardless of your local time, ensuring you are aligned with the NYSE floor traders.
2. Supply & Demand Detection
The script doesn't just look at the high/low; it analyzes the micro-structure within that 15-minute window.
It identifies unmitigated zones (areas where price moved so fast it left "imbalances").
If a breakout occurs but price immediately hits an internal S/D zone, it warns the trader of a potential "Look Above and Fail" scenario.
3. Breakout Confirmation (5m Logic)
A common mistake is entering on a "wick." This script uses Closing Logic:
Bullish Signal: A 5-minute candle must close entirely above the 15m High.
Bearish Signal: A 5-minute candle must close entirely below the 15m Low.
The script then repaints the candle body (defaulting to Blue/Red) to provide an instant visual cue that the "Breakout is Confirmed."
📈 How to Use It
Wait for the Box: At 9:45 AM EST, the script will automatically lock in the High, Low, and Midpoint (Mean) of the range.
Monitor the Midpoint: The Midpoint acts as the "Line in the Sand." If a breakout occurs but price stays near the Midpoint, the trend is weak. If price stays in the upper half of the range, the Bullish bias is stronger.
The Entry: Wait for the Candle Color Change. A blue candle above the range suggests a long entry; a red candle below suggests a short.
Supply/Demand Zones: If the script highlights a "Demand Zone" at the bottom of the range and price bounces off it before breaking the top, this provides a "double-confluence" setup.
⚙️ Technical Features
Customizable Aesthetics: Use the Settings menu to change the breakout colors (Green/Blue/Red) to match your personal chart theme.
Smart Tooltips: Hover over the inputs in the settings to see detailed explanations of what each parameter does.
Alert Ready: Built-in alerts for "Bullish Breakout" and "Bearish Breakout" that can be sent directly to your phone or desktop via TradingView.
Institutional Alpha Vector | D_QUANT Institutional Alpha Vector | D_QUANT
Overview
The Institutional Alpha Vector (IAV) is an original trend-following framework that replaces single-indicator bias with a Weighted Composite Score . Instead of relying on a simple moving average, this script aggregates four distinct quantitative dimensions—Price, Momentum, Volatility, and Volume—into a normalized value called the "Alpha Vector."
The goal of this tool is to identify "Institutional Consensus"—periods where multiple mathematical models align in the same direction, reducing the likelihood of false breakouts in choppy markets.
How It Works: The Quantitative Engines
The script calculates four independent signals. For each module, a state is stored (1 for Bullish, -1 for Bearish, 0 for Neutral).
1. Price Filter (Hull Moving Average):
The script uses an HMA (a weighted moving average that reduces lag by using the square root of the period). A signal is triggered when the price crosses over/under this "Spine."
2. Volatility Regime (RMA + ATR):
This module uses a Moving Average (RMA) combined with an Average True Range (ATR) offset. It acts as a volatility filter that price must move beyond 1 ATR from the mean to register a trend, ensuring the market isn't just "drifting."
3. Momentum Physics (ADX/DMI):
Based on J. Welles Wilder’s Directional Movement Index. It checks if the is above (or vice versa) but only if the ADX (Average Directional Index) is above a user-defined threshold (default: 10), confirming the presence of a strong trend.
4. Institutional Flow (Chaikin Money Flow):
This confirms price action with volume. It calculates the accumulation/distribution of money flow over a specific period. A signal is only valid if the CMF is positive (Bullish) or negative (Bearish).
The Alpha Vector Calculation
This is the core "originality" of the script. The indicator takes the active modules and calculates a Composite Score :
This results in a value between -1.0 and +1.0 .
* High Confidence Long: When the score exceeds +0.1 (adjustable).
* High Confidence Short: When the score drops below -0.1 (adjustable).
* Neutral Zone: When the score is near 0, the script colors the bars grey, signaling a lack of institutional consensus.
Visual Intelligence: The "Electric Conduit"
The script visualizes market energy through a custom rendering engine:
* The Spine: A central line representing the HMA trend.
* The Conduit (Fill): A dynamic gradient that expands or contracts based on the ATR (Average True Range) . This allows traders to see "volatility expansion" (wide ribbon) vs "compression" (tight ribbon) at a glance.
* Bar Coloring : Automatically aligns the chart candles with the Alpha Vector state to remove cognitive load.
How to Use
1. Define your Strategy: In the settings, you can toggle specific modules. If you are trading a low-volume asset, you might disable the **CMF** module.
2. Identify the Consensus: Look for the ribbon to change from Grey (Neutral) to Cyan/Gold.
3. Monitor the HUD: A small dashboard in the bottom right displays the live Alpha Vector score. A score of 1.0 means all four engines are in 100% bullish agreement.
Disclaimer: Trading involves significant risk. This tool is for educational and analytical purposes and does not constitute financial advice.
Smart Trader, Episode 04, by Ata Sabanci, Candles and Z ScoresSmart Trader, Episode 04
Candles and Z-Scores: A Statistical Approach to Market Analysis
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OVERVIEW
This indicator applies Z-Score statistical analysis to measure how unusual current market conditions are compared to historical norms. It simultaneously analyzes five key metrics: Price, Total Volume, Buy Volume, Sell Volume, and Delta (Buy minus Sell) . The system detects 60 academically-researched market scenarios and provides visual feedback through Z-Lines (support/resistance levels), Event Markers, Trend Channels, and a comprehensive Dashboard.
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CORE CONCEPT: WHY Z-SCORE?
A Z-Score measures how many standard deviations a value is from its mean. In financial markets, extreme Z-Scores indicate statistically rare events that often precede significant price movements.
Mathematical Formula:
Z = (Current Value - Mean) / Standard Deviation
Interpretation:
• Z ≥ +2.0: Extremely high (occurs approximately 2.5% of the time)
• Z ≥ +1.0: Above average
• Z ≈ 0: Normal (near the mean)
• Z ≤ -1.0: Below average
• Z ≤ -2.0: Extremely low (occurs approximately 2.5% of the time)
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ACADEMIC FOUNDATION
This indicator is inspired by / grounded in market microstructure literature (abbreviated citations in-script) from market microstructure literature:
• Price-Volume Relationship - Karpoff (1987), Journal of Financial and Quantitative Analysis, Cambridge
Volume is positively correlated with price change magnitude
• Order Flow Imbalance - Cont, Kukanov, Stoikov (2014), Journal of Financial Econometrics
Order imbalance drives price more reliably than raw volume
• Informed Trading (PIN Model) - Easley, Kiefer, O'Hara, Paperman (1996), Journal of Finance
Buy/Sell imbalance reveals informed trader activity
• Mixture of Distributions - Tauchen & Pitts (1983), Clark (1973)
Volume clusters with volatility regimes
• Volume Predictability - Gervais, Kaniel, Mingelgrin (2001)
Volume shocks predict future returns
• Liquidity & Order Imbalance - Chordia, Roll, Subrahmanyam (2002)
Order imbalance affects short-term returns
• Volume-Return Dynamics - Llorente, Michaely, Saar, Wang (2002)
Speculation vs. risk-sharing patterns
• Reversal vs. Continuation - Campbell, Grossman, Wang (MIT)
High volume predicts lower autocorrelation
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VOLUME ENGINE
The indicator offers two methods for decomposing total volume into Buy and Sell components:
Method 1: Geometry (Approximation)
Uses candle structure to estimate buying and selling pressure:
Buy Volume = Total Volume × (Close - Low) / (High - Low)
Sell Volume = Total Volume × (High - Close) / (High - Low)
• Works on all instruments without additional data requirements
• Fast calculation
• Less precise than intrabar method
Method 2: Intrabar (Precise)
Uses Lower Timeframe (LTF) tick/second data to aggregate actual up-ticks versus down-ticks:
• More accurate volume decomposition
• Requires LTF data availability
• Configurable LTF: 1T (tick), 1S, 15S, 1M
Delta Calculation:
Delta = Buy Volume - Sell Volume
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Z-SCORE SYSTEM
The system calculates Z-Scores for five metrics simultaneously, using a configurable lookback period (default: 20 bars):
• Zp (Price Z-Score): Measures price deviation from its mean
• Zv (Volume Z-Score): Measures total volume deviation
• Zbuy (Buy Volume Z-Score): Measures buying pressure deviation
• Zsell (Sell Volume Z-Score): Measures selling pressure deviation
• ZΔ (Delta Z-Score): Measures order flow imbalance deviation
Threshold Constants:
• ZH (Z High) = 2.0: Extreme threshold
• ZM (Z Medium) = 1.0: Moderate threshold
• Z0 (Z Zero) = 0.5: Near-zero threshold
Group System:
The analysis window is divided into groups (default: 5 groups × 20 bars = 100 bar total window). Group numbers (1, 2, 3...) are displayed above candles when enabled, helping identify the relative age of detected levels.
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Z-LINES (SUPPORT/RESISTANCE LEVELS)
When any metric reaches an extreme Z-Score, the system marks that price level as a significant support or resistance zone.
Detection Logic:
• Upper Z-Line: Drawn from the HIGH when Z ≥ upper threshold (default +2.0)
• Lower Z-Line: Drawn from the LOW when Z ≤ lower threshold (default -2.0)
Multi-Metric Detection:
Z-Lines can be triggered by any of the five metrics (Price, Volume, Buy, Sell, Delta). When multiple metrics trigger at similar price levels, they are clustered together into a single combined label showing all contributing metrics.
Persistence:
Z-Lines persist for the entire analysis window (Period × Groups bars) and are NOT removed when price touches them. This allows traders to see historical support/resistance levels that may still be relevant.
Anti-Overlap System:
Labels are automatically repositioned to prevent overlap. The "Label Min Gap (%)" setting controls minimum vertical separation between ALL labels (both upper and lower), ensuring readability even when multiple levels cluster together.
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EVENT DETECTION ENGINE (60 SCENARIOS)
The system analyzes 60 distinct market scenarios based on Z-Score combinations. Each scenario is derived from academic research and assigned a confidence score based on signal strength and alignment.
Notation:
• Zp = Price Z-Score
• Zv = Total Volume Z-Score
• Zbuy = Buy Volume Z-Score
• Zsell = Sell Volume Z-Score
• ZΔ = Delta Z-Score
• dirP = Price direction (+1 if Zp > 0.5, -1 if Zp < -0.5, else 0)
• = Previous bar value
• ZH = 2.0 (High threshold)
• ZM = 1.0 (Medium threshold)
• Z0 = 0.5 (Zero threshold)
─────────────────────────────────────────────────────────────
CATEGORY A: PRICE-VOLUME (Events 1-10)
Based on: Karpoff (1987), Tauchen-Pitts (1983), Clark (1973)
─────────────────────────────────────────────────────────────
Event 1: Breakout Confirmed
|Zp| ≥ ZH AND Zv ≥ ZH AND sign(ZΔ) = dirP AND dirP ≠ 0
Direction: Bullish/Bearish (follows price direction)
Event 2: Trend Strength Confirmed
|Zp| ≥ ZH AND Zv ≥ ZH
Direction: Follows price direction
Event 3: Fragile Move
|Zp| ≥ ZH AND Zv ≤ -ZM
Direction: Warning (price move without volume support)
Event 4: Weak Rally
Zp ≥ ZH AND Zv ≤ -ZH
Direction: Warning (price up without volume)
Event 5: Weak Selloff
Zp ≤ -ZH AND Zv ≤ -ZH
Direction: Warning (price down without volume)
Event 6: Momentum Build
ZM ≤ |Zp| < ZH AND Zv ≥ ZH
Direction: Follows price direction
Event 7: Churn
|Zp| ≤ Z0 AND Zv ≥ ZH
Direction: Neutral (high volume, low price movement)
Event 8: Quiet Compression
|Zp| ≤ Z0 AND Zv ≤ -ZH
Direction: Neutral (low volume, low price movement)
Event 9: High Volume Regime
Zv ≥ ZH
Direction: Neutral
Event 10: Low Volume Regime
Zv ≤ -ZH
Direction: Neutral
─────────────────────────────────────────────────────────────
CATEGORY B: ORDER-FLOW / DELTA (Events 11-16)
Based on: Cont, Kukanov, Stoikov (2014), Easley, Kiefer, O'Hara, Paperman (1996)
─────────────────────────────────────────────────────────────
Event 11: Imbalance Drives Price
|ZΔ| ≥ ZH AND sign(ZΔ) = dirP AND dirP ≠ 0
Direction: Follows price direction (dirP), with delta alignment required
Event 12: Divergence Top
Zp ≥ ZH AND ZΔ ≤ -ZH
Direction: Warning (distribution at top)
Event 13: Divergence Bottom
Zp ≤ -ZH AND ZΔ ≥ ZH
Direction: Warning (accumulation at bottom)
Event 14: Absorption Positive
|Zp| ≤ Z0 AND Zv ≥ ZH AND ZΔ ≥ ZH
Direction: Bullish (buy absorption, support forming)
Event 15: Absorption Negative
|Zp| ≤ Z0 AND Zv ≥ ZH AND ZΔ ≤ -ZH
Direction: Bearish (sell absorption, resistance forming)
Event 16: Depth Wall
Zv ≥ ZH AND |ZΔ| ≥ ZH AND |Zp| ≤ Z0
Direction: Neutral (market depth absorbing)
─────────────────────────────────────────────────────────────
CATEGORY C: BUY VS SELL (Events 17-23)
Based on: Easley, Kiefer, O'Hara, Paperman (1996), Chordia, Roll, Subrahmanyam (2002)
─────────────────────────────────────────────────────────────
Event 17: Aggressive Buy Dominance
Zbuy ≥ ZH AND ZΔ ≥ ZH AND Zsell ≤ -ZM
Direction: Bullish
Event 18: Aggressive Sell Dominance
Zsell ≥ ZH AND ZΔ ≤ -ZH AND Zbuy ≤ -ZM
Direction: Bearish
Event 19: Two-Sided Battle
Zbuy ≥ ZH AND Zsell ≥ ZH AND |ZΔ| ≤ Z0
Direction: Neutral (buyers and sellers equally strong)
Event 20: Battle with Buy Edge
Zbuy ≥ ZH AND Zsell ≥ ZH AND ZM ≤ ZΔ < ZH
Direction: Bullish
Event 21: Battle with Sell Edge
Zbuy ≥ ZH AND Zsell ≥ ZH AND -ZH < ZΔ ≤ -ZM
Direction: Bearish
Event 22: Hidden Accumulation
Zbuy ≥ ZH AND |Zp| ≤ Z0 AND Zv ≥ ZH
Direction: Bullish (buy shock without price movement)
Event 23: Hidden Distribution
Zsell ≥ ZH AND |Zp| ≤ Z0 AND Zv ≥ ZH
Direction: Bearish (sell shock without price movement)
─────────────────────────────────────────────────────────────
CATEGORY D: PREDICTABILITY (Events 24-26)
Based on: Gervais, Kaniel, Mingelgrin (2001), Karpoff (1987)
─────────────────────────────────────────────────────────────
Event 24: Volume Shock Positive Drift
Zv ≥ ZH AND |Zp| ≤ ZM
Direction: Follows price direction
Event 25: Volume Shock Negative Drift
Zv ≤ -ZH AND |Zp| ≤ ZM
Direction: Opposite to price direction
Event 26: Abnormal Volume Info Arrival
Zv ≥ ZH
Direction: Neutral
─────────────────────────────────────────────────────────────
CATEGORY E: REVERSAL VS CONTINUATION (Events 27-30)
Based on: Campbell, Grossman, Wang (MIT), Llorente, Michaely, Saar, Wang (2002)
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Event 27: High Vol Reversal Risk
Zv ≥ ZH
Direction: Warning (high volume implies lower positive autocorrelation)
Event 28: Low Vol Continuation Risk
Zv ≤ -ZH
Direction: Follows price direction (trend likely continues)
Event 29: Speculation Continuation
Zv ≥ ZH AND |ZΔ| ≥ ZM AND sign(ZΔ) = dirP AND dirP ≠ 0
Direction: Follows price direction
Event 30: Risk Sharing Reversal
Zv ≥ ZH AND |ZΔ| ≤ Z0
Direction: Warning (potential reversal)
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CATEGORY F: IMBALANCE LAG (Events 31-33)
Based on: Chordia, Roll, Subrahmanyam (2002)
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Event 31: Persistent Imbalance Push
|ZΔ| ≥ ZM AND |ZΔ | ≥ ZM AND sign(ZΔ) = sign(ZΔ )
Direction: Follows delta direction (persistent pressure)
Event 32: Imbalance Pressure Decay
(ZΔ ≥ ZM AND ZΔ ≤ -ZM) OR (ZΔ ≤ -ZM AND ZΔ ≥ ZM)
Direction: Warning (imbalance sign flip)
Event 33: Intraday Imbalance Predicts
|ZΔ| ≥ ZM
Direction: Follows delta direction
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CATEGORY G: SUPPORT/RESISTANCE (Events 34-36)
Based on: Peskir (Manchester)
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Event 34: SR Barrier Event
|Zp| ≤ Z0 AND Zv ≥ ZH
Direction: Neutral (price stalls with high volume)
Event 35: Volume Backed SR Level
|Zp| ≤ Z0 AND Zv ≥ ZH AND |ZΔ| ≥ ZM
Direction: Follows delta direction
Event 36: Volume Poor SR Level
|Zp| ≤ Z0 AND Zv ≤ -ZM
Direction: Warning (weak S/R without volume)
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CATEGORY H: EXTENDED ANALYSIS (Events 37-50)
Based on: Extended market microstructure analysis
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Event 37: Climax Buy
Zbuy ≥ ZH AND Zp ≥ ZH AND Zv ≥ ZH
Direction: Warning (extreme buying exhaustion, potential top)
Event 38: Climax Sell
Zsell ≥ ZH AND Zp ≤ -ZH AND Zv ≥ ZH
Direction: Warning (extreme selling exhaustion, potential bottom)
Event 39: Stealth Accumulation
Zbuy ≥ ZM AND |Zp| ≤ Z0 AND Zv ≤ Z0
Direction: Bullish (quiet buying)
Event 40: Stealth Distribution
Zsell ≥ ZM AND |Zp| ≤ Z0 AND Zv ≤ Z0
Direction: Bearish (quiet selling)
Event 41: Volume Divergence Bull
Zp ≤ -ZM AND Zv ≤ -ZM
Direction: Bullish (price down but volume declining)
Event 42: Volume Divergence Bear
Zp ≥ ZM AND Zv ≤ -ZM
Direction: Bearish (price up but volume declining)
Event 43: Delta Price Alignment
|Zp| ≥ ZM AND |ZΔ| ≥ ZM AND sign(Zp) = sign(ZΔ)
Direction: Follows price direction (strong trend confirmation)
Event 44: Extreme Compression
|Zp| ≤ Z0 AND Zv ≤ -ZH
Direction: Neutral (very low volatility)
Event 45: Volatility Expansion
|Zp| ≥ ZH AND Zv ≥ ZH
Direction: Follows price direction (breakout from compression)
Event 46: Buy Exhaustion
Zbuy ≥ ZH AND Zp ≤ Z0
Direction: Warning (high buy but price fails)
Event 47: Sell Exhaustion
Zsell ≥ ZH AND Zp ≥ -Z0
Direction: Warning (high sell but price holds)
Event 48: Trend Acceleration
|Zp| ≥ ZM AND |Zp| > |Zp | AND Zv ≥ ZM
Direction: Follows price direction (increasing momentum)
Event 49: Trend Deceleration
|Zp| ≥ ZM AND |Zp| < |Zp | AND sign(Zp) = sign(Zp )
Direction: Warning (decreasing momentum)
Event 50: Multi Divergence
(Zp ≥ ZM AND ZΔ ≤ -ZM) OR (Zp ≤ -ZM AND ZΔ ≥ ZM) + |Zp| ≥ ZM AND Zv ≤ -ZM
Direction: Warning (multiple divergence signals)
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CATEGORY I: TREND-INTEGRATED (Events 51-60)
Based on: Combined price-volume-delta trend analysis
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Event 51: Trend Breakout Confirmed
|Zp| ≥ ZH AND Zv ≥ ZH AND |ZΔ| ≥ ZM AND sign(ZΔ) = dirP AND dirP ≠ 0
Direction: Follows price direction
Event 52: Trend Support Test
Zp ≥ ZM AND Z0 ≤ Zp < ZM AND ZΔ ≥ Z0
Direction: Bullish (pullback in uptrend)
Event 53: Trend Resistance Test
Zp ≤ -ZM AND -ZM < Zp ≤ -Z0 AND ZΔ ≤ -Z0
Direction: Bearish (rally in downtrend)
Event 54: Trend Reversal Signal
sign(Zp) ≠ sign(Zp ) AND |Zp| ≥ ZM AND |Zp | ≥ ZM
Direction: Follows new price direction (momentum flip)
Event 55: Channel Absorption
|Zp| ≤ Z0 AND Zv ≥ ZH
Direction: Neutral (range-bound with volume)
Event 56: Trend Continuation Volume
|Zp| ≥ ZM AND Zv ≥ ZM AND sign(ZΔ) = dirP AND dirP ≠ 0
Direction: Follows price direction (healthy trend with volume)
Event 57: Trend Exhaustion
|Zp| ≥ ZM AND Zv ≤ -ZM AND |Zp| < |Zp |
Direction: Warning (trend losing steam)
Event 58: Range Breakout Pending
|Zp| ≤ Z0 AND Zv ≤ -ZH AND |ZΔ| ≥ ZM
Direction: Follows delta direction (compression with imbalance)
Event 59: Trend Quality High
|Zp| ≥ ZM AND sign(ZΔ) = dirP AND Zv ≥ Z0 AND dirP ≠ 0
Direction: Follows price direction (strong aligned signals)
Event 60: Trend Quality Low
|Zp| ≥ ZM AND sign(ZΔ) ≠ dirP AND dirP ≠ 0
Direction: Warning (conflicting signals)
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TREND CHANNEL SYSTEM
The trend channel system is adapted from Smart Trader Episode 03 to provide consistent visual context for price action analysis.
How It Works:
• Divides the chart into blocks based on Z-Score groups
• Calculates OHLC (Open, High, Low, Close) for each block
• Detects Higher Highs/Higher Lows (uptrend) or Lower Highs/Lower Lows (downtrend) patterns
• Draws channel lines connecting block extremes
• Classifies by angle: steep angles indicate trends, flat angles indicate ranges
Channel Classifications:
• UPTREND: Higher highs and higher lows detected
• DOWNTREND: Lower highs and lower lows detected
• RANGE: Channel angle below threshold (default 10 degrees)
Label Information:
• Trend direction (UPTREND/DOWNTREND/RANGE)
• Channel boundary prices
• Distance from current price (absolute and percentage)
• Channel angle in degrees
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DASHBOARD
The dashboard provides a comprehensive real-time view of all Z-Score metrics and detected events.
Dashboard Sections:
1. Header Row
Displays indicator name and current calculation mode (CLOSED or LIVE).
2. Metric Rows (Price, Total Volume, Buy Volume, Sell Volume, Delta)
Each row displays:
• Value: Current metric value
• Z: Calculated Z-Score
• Visual: Graphical Z-bar showing position relative to mean
• Status: Interpretation (Extreme High, Above Avg, Normal, Below Avg, Extreme Low)
• Upper: Oldest active upper Z-Line in window (Label Mirror)
• Lower: Oldest active lower Z-Line in window (Label Mirror)
3. Event Detection Section
• Count of triggered events out of 60 total scenarios
• Market Bias: Bull/Bear/Neutral percentage with visual bar
• Strongest Event: Highest confidence event currently triggered
• #2 Event: Second highest confidence event
4. Footer
Shows engine type (Geometry/Intrabar), Z-Score period, calculation basis, and number of valid bars.
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ALERT SYSTEM
The indicator uses native alertcondition() functions, keeping the settings menu clean while providing comprehensive alert options in TradingView's alert dialog.
Available Alert Categories:
• Master Alerts: Any event, Any bullish, Any bearish, Any warning
• Single Event Alerts: Individual alerts for key events (Breakout, Climax, Divergence, etc.)
• Category Alerts: Alerts by event category (Price-Volume, Order-Flow, etc.)
• Confluence Alerts: 2+, 3+, 4+, or 5+ aligned events
• Bias Shift Alerts: 10%, 20%, or 30% shifts in market bias
• High Confidence Alerts: Events with 60%+, 70%+, 80%+, or 90%+ confidence
• Divergence Alerts: Price vs Volume or Price vs Delta divergences
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DATA ACCURACY AND LIMITATIONS
This indicator is 100% VOLUME-BASED and requires Lower Timeframe (LTF) intrabar data for accurate calculations when using the Intrabar method.
Data Accuracy Levels:
• 1T (Tick): Most accurate, real volume distribution per tick
• 1S (1 Second): Reasonably accurate approximation
• 15S (15 Seconds): Good approximation, longer historical data available
• 1M (1 Minute): Rough approximation, maximum historical data range
Backtest and Replay Limitations:
• Replay mode results may differ from live trading due to data availability
• For longer backtest periods, use higher LTF settings (15S or 1M)
• Not all symbols/exchanges support tick-level data
• Crypto and Forex typically have better LTF data availability than stocks
A Note on Data Access:
Higher TradingView plans provide access to more historical intrabar data, which directly impacts the accuracy of volume-based calculations. More precise volume data leads to more reliable calculations.
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LANGUAGE SUPPORT (TRI-LINGUAL UI)
This indicator includes a built-in language switch with three interface languages :
• English (EN)
• Türkçe (TR)
• 한국어 (KO)
The selected language updates key interface text such as the Dashboard headers/rows , tooltips , and the Event Engine outputs (event names, category names, and direction labels). Turkish diacritics and Korean Hangul are supported for clean, native readability.
Why only three languages?
Each additional language requires duplicating strings throughout the code, which increases script size/memory usage and compilation time. To keep the indicator optimized and responsive, language options are intentionally limited to three.
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⚠️ DISCLAIMER
FOR EDUCATIONAL AND RESEARCH PURPOSES ONLY
This indicator is designed as an educational and research tool based on academic market microstructure literature. It is NOT financial advice and should NOT be used as the sole basis for trading decisions.
Important Notices:
• Past performance does not guarantee future results
• All trading involves risk of substantial loss
• The indicator's signals are statistical probabilities, not certainties
• Always conduct your own research and consult qualified financial advisors
• The creator assumes no responsibility for trading losses
Research Sources:
This indicator is built upon peer-reviewed academic research from:
• Journal of Financial and Quantitative Analysis (Cambridge University Press)
• Journal of Finance
• Journal of Financial Econometrics
• MIT Working Papers
• arXiv Financial Mathematics
CRT Master 974 par GUIROA Stephane [ULTIMATE MTF + HTF SWEEP]"CRT Master Blueprint ". This indicator is designed to display multi-timeframe levels from user-defined timeframes and highlight certain trading signals within a specified session.
Multi-Timeframe Configuration
1.Input Timeframes: Users can input three separate timeframes (e.g., 30 minutes, 60 minutes, 240 minutes).Each timeframe is assigned an option to be displayed or hidden, along with a customizable color.
2.Display Options: Each timeframe can be toggled on or off, with corresponding colors set in the input parameters.
Level Retrieval Function
3.Getting Levels: The get_crt_levels function retrieves high, low, and close values from the previous bar of a specified timeframe.pinescript
Drawing Levels
4.Drawing Levels Function: The draw_levels function visuals the high, low, and mid levels with different styles (dashed and dotted lines) and labels on the chart based on whether the respective timeframes' options are enabled.
6.Dashboard: A small table displays the status of the indicator (active or inactive) and the primary timeframe on the chart.
Summary
In summary, this indicator is helpful for traders who want to visually analyze multiple timeframe levels and receive signals based on specific price action within a defined session. The use of customizable parameters allows for flexibility in adapting to different trading strategies or preferences.
Previous High & LowPrevious High & Low plots key reference levels from higher timeframes directly on your chart to help you spot liquidity targets, support/resistance, and reaction zones faster.
What it shows:
PDH / PDL (Previous Day High & Low): yesterday’s high and low, extended to the end of the current day (works on all timeframes, including low TF).
H-2 / H-3 (1H levels): the high/low from the previous-previous hour (H-2) and an optional extra set (H-3) for additional intraday context. These lines are limited up to the current candle.
H4-1 / H4-2 (4H levels): the high/low of the previous 4-hour candle (H4-1) and the previous-previous 4-hour candle (H4-2), also limited up to the current candle.
Customization:
Toggle each group on/off (PDH/PDL, H-2, H-3, H4-1, H4-2)
Fully style lines (color, width, solid/dashed/dotted)
Optional labels for each level
How to use:
Use these levels as “areas of interest” for breakouts, pullbacks, stop runs/liquidity sweeps, and mean-reversion reactions—especially around PDH/PDL and prior 4H/1H extremes.
Laguerre Filter [BackQuant]Laguerre Filter
Overview
The Laguerre Filter is a powerful trend-following tool designed to smooth price action while maintaining responsiveness to market changes. It is based on the Laguerre recursive filter, which is a type of signal processing filter that adapts to both the current price dynamics and the underlying trend. The Laguerre Filter can be seen as a method to reduce market noise, enabling traders to more easily identify the strength and direction of trends while minimizing lag.
The Laguerre Filter is well-suited for markets with varying volatility levels, offering a smoother representation of price action without the delay associated with traditional moving averages. By dynamically adjusting to price movements, the Laguerre Filter provides a more adaptive and reliable signal compared to simpler smoothing techniques.
What is the Laguerre Filter?
The Laguerre Filter is derived from the Laguerre polynomial, which is used in signal processing for smooth filtering of data. The Laguerre filter is a recursive filter, meaning that each new value is calculated based on both the current price data and previous values, with a weighting system that allows it to adapt to market conditions. This recursive nature helps reduce the impact of short-term fluctuations, enabling the filter to focus on the underlying trend.
The Laguerre filter uses a feedback mechanism, where the input signal (price data) is smoothed iteratively. This iterative process helps avoid the lag that is typically associated with traditional moving averages while still capturing the overall trend direction.
The filter is designed to have:
Adaptive behavior: It reacts quickly to significant price changes while ignoring minor fluctuations.
Reduced noise: By filtering out random short-term price movements, it provides a clearer view of the underlying trend.
Customizability: Traders can adjust the filter’s sensitivity through user inputs, making it adaptable to different market conditions.
Core Calculation Methodology
The core of the Laguerre Filter lies in its recursive calculation:
Each new value is calculated using the previous value along with the current price input.
The recursive formula is governed by two key parameters: the damping factor (gamma) and the order of the filter (number of Laguerre elements).
The damping factor controls how responsive the filter is to changes in price. A higher gamma value makes the filter smoother but introduces more lag, while a lower gamma value makes it more reactive to price changes but can introduce more noise.
The order defines how many Laguerre elements are used in the calculation. A higher order results in a smoother output but with more delay, while a lower order provides a faster response but less smoothing.
The filter works by weighting previous values with a binomial weighting system, which assigns more weight to recent values and less weight to older values. This creates a dynamic smoothing effect that adapts to price volatility, ensuring that the filter is neither too slow nor too noisy.
Signal Logic and Trend Detection
The Laguerre Filter continuously evaluates the strength and direction of the trend by comparing the current smoothed value to the previous value:
If the current value is greater than the previous value, the trend is considered bullish, and the filter will signal a long condition.
If the current value is less than the previous value, the trend is considered bearish, and the filter will signal a short condition.
The trend detection logic is based on the recursive nature of the filter, which smooths price movements over time. This allows the filter to capture the broader trend while minimizing the influence of short-term price fluctuations.
The trend state is also visually represented by color-coding:
Green color represents an uptrend (bullish condition).
Red color represents a downtrend (bearish condition).
Neutral (white) indicates no clear trend direction.
This color-coding helps traders easily identify the prevailing trend and decide whether to enter or exit trades based on the trend's strength.
Laguerre Filter Behavior and Performance
The performance of the Laguerre Filter can be influenced by several factors:
Gamma (Damping Factor): A higher gamma value results in a smoother filter but increases lag. A lower gamma value allows for a faster response but may introduce more noise, making it more reactive to smaller price changes.
Filter Order: The order determines how many Laguerre elements are used in the filter calculation. A higher order provides more smoothing but increases lag, while a lower order results in a quicker response but less smoothing.
The sweet spot for gamma is typically between 0.7 and 0.85, where the filter offers a good balance between smoothness and responsiveness. The filter order is usually set to 4 for classic Laguerre filtering, but higher orders can be used for more smoothing if needed.
The Laguerre Filter’s performance shines in markets with sustained trends, where the filter can effectively capture and represent the underlying direction without excessive lag. It is particularly useful in volatile markets, as it helps smooth out noise while providing a clear picture of the trend.
Visual Presentation
The Laguerre Filter provides a dynamic, color-coded line that follows the trend direction. This line can be displayed alongside price data to visually highlight the market trend. In addition to the main Laguerre line, several visual enhancements can be applied:
Gradient fill between the price and the Laguerre Filter line, providing a visual cue for bullish or bearish market conditions.
Candle coloring to reflect the current trend, making it easier to spot trend reversals or confirmations directly on the chart.
Background shading to visually highlight areas of strong trend or consolidation.
Edge glow effect that highlights trend boundaries, making it easy to spot key levels of support or resistance.
These visual elements enhance the usability of the Laguerre Filter, allowing traders to quickly assess the market trend and make informed decisions.
Practical Use Cases
1) Trend Following
The Laguerre Filter is ideal for trend-following strategies. By using the filter to identify the prevailing trend, traders can:
Enter long positions when the Laguerre Filter turns bullish (green).
Enter short positions when the Laguerre Filter turns bearish (red).
By aligning trades with the dominant trend, traders can improve their chances of success.
2) Trend Strength Assessment
The Laguerre Filter can also be used to assess the strength of the trend:
A rising Laguerre value indicates a strengthening uptrend.
A falling Laguerre value indicates a strengthening downtrend.
A flattening Laguerre value signals weakening momentum or consolidation.
This information can be used to adjust position sizing or to decide when to enter or exit a trade.
3) Trade Management
The Laguerre Filter can also assist in trade management:
Use the Laguerre line as a trailing stop for long positions in an uptrend.
Scale out of positions as the Laguerre value begins to flatten or reverse.
Use the Laguerre Filter to avoid trades when the market is in consolidation or lacks a clear trend.
Tuning Guidelines
The Laguerre Filter can be adjusted for different market conditions using the following parameters:
Gamma (Damping Factor): Adjust for the desired level of responsiveness versus smoothness. Typical values range from 0.7 to 0.85.
Filter Order: Adjust to control the level of smoothing. The default value of 4 is a good starting point, but higher orders can be used for smoother filters.
Summary
The Laguerre Filter is a versatile and adaptive trend-following indicator that smooths price data and reduces noise, making it easier to identify and follow trends. By using recursive smoothing techniques and adjustable parameters, the Laguerre Filter provides an accurate representation of market conditions with minimal lag. It is especially useful in volatile markets where traditional moving averages may fail to capture the underlying trend. With its color-coded trend detection, gradient fills, and customizable settings, the Laguerre Filter is a powerful tool for traders looking to stay aligned with the prevailing market direction.
Cycle & Flow Indicator - D_QuantCycle & Flow Architecture (CFA) | Multi-Factor Regime Analysis
Overview
The Cycle & Flow Architecture (CFA) is a trend-following visualization engine that utilizes a triple-confirmation "Voting Mechanism" to identify market regimes. Rather than relying on a single lagging indicator, the CFA aggregates Cyclical Momentum, Directional Bias, and Volume Flow from the Daily timeframe to provide a unified consensus signal on your current chart.
The goal of this script is to filter market noise by requiring a quantitative agreement between three non-correlated mathematical models before a "Regime Change" is visualized.
The Quantitative Logic
The core of the CFA is its Aggregation Engine, which calculates a normalized Quant Score ranging from -1.0 to +1.0. The engine polls three distinct components:
Schaff Trend Cycle (STC): This component identifies the cyclical nature of price. It applies a double-smoothed stochastic process to a MACD line. In this script, the STC contributes a bullish signal when the cycle is above 25 and a bearish signal when the cycle is below 75 and falling.
Parabolic SAR (PSAR): Used as a rigid directional filter. It calculates the "Stop and Reverse" points, if the price is above the PSAR, it contributes a +1 to the consensus, if below, a -1.
Ease of Movement (EOM): This is the volume-validation component. It analyzes the relationship between price change and volume. A positive EOM suggests price is moving up on light resistance (conviction), while negative EOM suggests easy downward movement.
How it Works: The Voting Mechanism
The script calculates these three values on the Daily (D) timeframe using request.security to ensure higher-timeframe confluence.
Bullish Regime: Triggered when the average score exceeds the Bullish Threshold (Default: 0.2).
Bearish Regime: Triggered when the average score falls below the Bearish Threshold (Default: -0.2).
Neutral Regime: When the components disagree or the scores hover near zero, the engine renders a "Grey" noise state, signaling a high-probability "sit on hands" environment.
How to Use
The Ghost Cloud: The central Hull Moving Average (HMA 20) acts as the baseline. The "cloud" fills between this baseline and the price, colored by the current Score.
Volatility Extensions: The script plots ATR-based bands (14-period) that only appear during confirmed regimes. In a Bullish regime, the upper band appears, in a Bearish regime, the lower.
Trade Execution: Traders typically look for the "Bullish/Bearish Start" alerts to signal the beginning of a new regime and use the "Grey" neutral zones to tighten stop-losses or exit positions.
Settings
Thresholds: Increase the Bullish/Bearish thresholds (e.g., to 0.5) to require more stringent agreement between the STC, PSAR, and EOM.
Timeframe Note: The calculations are hardcoded to the Daily timeframe to provide a "North Star" directional bias regardless of whether you are viewing the 15m or 4h chart.
Disclaimer: This tool is for educational and analytical purposes only. Quantitative models represent mathematical probabilities, not guarantees.
© D_QUANT
Lipsius Pure Momentum (1m/5m/15m/1h)Description:
Overview This script provides a complete, mechanical scalping strategy designed for 5m, 10m, and 15m timeframes. It combines trend filtering with momentum confirmation to identify high-probability entries while keeping you out of choppy markets.
It features a Real-Time Dashboard that tells you the current market state at a glance: Bullish, Bearish, or Neutral.
How it Works (The Logic) The strategy is built on three core pillars:
EMA 200 (Trend): Determines the long-term direction.
VWAP (Volume/Value): Acts as the dynamic "fair value" level.
RSI (Momentum): Measures the strength of the move.
Entry Rules
LONG Signal (Green 'L'):
Price must be ABOVE both the EMA 200 and the VWAP.
RSI must be healthy (oversold enough to have room to grow).
Trigger: RSI crosses above the 50-line.
SHORT Signal (Red 'S'):
Price must be BELOW both the EMA 200 and the VWAP.
RSI must be healthy (not already oversold).
Trigger: RSI crosses below the 50-line.
NO TRADE (Neutral):
If the price is trapped between the EMA and VWAP, the dashboard will show NEUTRAL. This is a chop zone—do not trade.
Features
Asset Class Switcher: Select "Crypto" (uses standard Volume VWAP) or "Forex" (uses a fallback calculation if volume data is missing) in the settings.
Live Dashboard: Displays the status of the EMA, VWAP, RSI, and the final Trading Bias (Seek Long / Seek Short).
Timeframe Monitor: The dashboard warns you (Orange color) if you are not on the recommended 5m, 10m, or 15m charts.
Settings
EMA Length: 200 (Default)
RSI Length: 14 (Default)
Asset Class: Toggle between Crypto and Forex.
AI Academy: Volume k-NN [PhenLabs]📊 AI Academy: Volume k-NN
Version: PineScript™ v6
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📌 Description
AI Academy: Volume k-NN (Theory Edition) is an educational indicator designed to demystify how artificial intelligence pattern recognition works directly on your TradingView charts. Rather than being a black-box signal generator, this tool visualizes the entire k-Nearest Neighbors algorithm process in real-time, showing you exactly how AI identifies similar historical patterns and generates predictions.
The indicator scans up to 2,000 historical bars to find patterns that match your current price action, then uses an ensemble of the closest matches to project potential future movement. What sets this apart is the integrated “AI Grimoire”—an interactive educational book overlay that teaches core machine learning concepts through four illuminating chapters.
Whether you’re a trader curious about AI methodology or a developer learning algorithmic concepts, this indicator transforms abstract machine learning theory into tangible, visual understanding.
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🚀 Points of Innovation
• First TradingView indicator to visualize k-NN algorithm execution in real-time with full transparency
• Interactive “AI Grimoire” educational overlay teaches machine learning concepts while you trade
• Dual-mode pattern matching combines price action with optional volume confirmation
• Confidence-based opacity system visually communicates prediction reliability
• Historical match visualization shows exactly which past patterns informed the prediction
• Ghost bar projections display averaged ensemble predictions with adjustable forecast horizons
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🔧 Core Components
• Pattern Capture Engine: Converts recent price action into logarithmic returns for normalized comparison across different price levels
• k-NN Search Algorithm: Calculates Euclidean distance between current pattern and historical patterns to find closest matches
• Volume Weighting System: Optional feature that incorporates volume patterns into distance calculations with adjustable influence
• Ensemble Predictor: Averages future returns from k-nearest historical matches to generate consensus forecast
• Confidence Calculator: Measures average distance of top matches to determine prediction reliability on 0-100% scale
• AI Grimoire Display: Table-based educational overlay rendering book-style content with chapter navigation
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🔥 Key Features
• Adjustable Pattern Length: Define how many bars constitute the current pattern for matching (5-100 bars)
• Configurable Search Depth: Control how far back the algorithm searches for historical matches (500-4,900 bars)
• Flexible k-Neighbors: Select how many closest matches inform the prediction (1-20 neighbors)
• Volume Toggle: Enable or disable volume pattern matching for different market conditions
• Volume Influence Slider: Fine-tune the weight given to volume vs. price patterns (0-100%)
• Ghost Bar Count: Adjust how many future bars the indicator projects (3-15 bars)
• Minimum Confidence Filter: Set threshold to hide low-confidence predictions
• Historical Match Display: Toggle visibility of colored boxes marking source patterns
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🎨 Visualization
• Blue Scanner Box: Highlights current pattern being analyzed labeled “AI INPUT (The Prompt)”
• Green Historical Boxes: Mark past patterns where price subsequently moved bullish
• Red Historical Boxes: Mark past patterns where price subsequently moved bearish
• Ghost Bars: Semi-transparent candles projecting into the future showing predicted price path
• Confidence Label: Displays prediction confidence percentage and number of matches used
• AI Grimoire Book: Leather-bound book overlay in top-right corner with navigable chapters
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📖 Usage Guidelines
Algorithm Settings
• Pattern Length — Default: 20 | Range: 5-100 | Controls how many recent bars define the pattern. Shorter values find more matches but less specific. Longer values find fewer but more precise matches.
• Search Depth — Default: 2000 | Range: 500-4900 | Determines how many historical bars to scan. Higher values find more potential matches but increase computation time.
• k-Neighbors — Default: 5 | Range: 1-20 | Number of closest matches to use for prediction. Higher values smooth predictions but may dilute strong signals.
• Ghost Bar Count — Default: 5 | Range: 3-15 | How many future bars to project. Shorter horizons are typically more reliable.
• Use Volume Matching — Default: Off | When enabled, patterns must match on both price AND volume characteristics.
• Volume Influence — Default: 30% | Range: 0-100% | Weight given to volume pattern when volume matching is enabled.
Visualization Settings
• Bullish/Bearish Match Colors — Customize colors for historical match boxes based on outcome direction.
• Min Confidence % — Default: 60 | Predictions below this threshold will not display.
• Show Historical Matches — Default: On | Toggle visibility of source pattern boxes on chart.
Education Settings
• Select Chapter — Navigate through AI Grimoire chapters or keep book closed for clean chart view.
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✅ Best Use Cases
• Learning how k-Nearest Neighbors algorithm functions in a trading context
• Understanding the relationship between historical patterns and forward predictions
• Identifying when current market conditions resemble past scenarios
• Supplementing discretionary analysis with pattern-based confluence
• Teaching others machine learning concepts through visual demonstration
• Validating whether volume confirms price pattern formations
• Building intuition for what AI “sees” when analyzing charts
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⚠️ Limitations
• Past pattern similarity does not guarantee future outcome similarity
• Requires sufficient historical data (minimum 500+ bars) to function properly
• Computation-intensive on lower timeframes with maximum search depth
• Cannot predict truly novel “black swan” events not represented in historical data
• Volume matching less effective on assets with inconsistent volume reporting
• Predictions become less reliable as forecast horizon extends further out
• Educational overlay may obstruct chart view on smaller screens
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💡 What Makes This Unique
• Full Transparency: Unlike black-box AI tools, every step of the algorithm is visualized on your chart
• Integrated Education: The AI Grimoire teaches machine learning concepts without leaving TradingView
• Theory Meets Practice: See exactly which historical patterns inform each prediction
• Honest Uncertainty: Confidence scoring and opacity fading acknowledge when the AI “doesn’t know”
• Dual-Mode Analysis: Optional volume weighting adds institutional-quality analysis dimension
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🔬 How It Works
1. Pattern Capture: On each bar, the indicator captures the most recent price changes as logarithmic returns, creating a normalized “fingerprint” of current market behavior. If volume matching is enabled, volume changes are captured similarly.
2. Historical Search: The algorithm iterates through up to 2,000 historical bars, calculating the Euclidean distance between the current pattern fingerprint and each historical pattern. Distance combines price similarity and optional volume similarity based on weight settings.
3. Neighbor Selection: All historical patterns are ranked by similarity (lowest distance = most similar). The k-closest matches are selected as the “ensemble council” that will inform the prediction.
4. Confidence Calculation: Average distance of top-k matches determines confidence. Tighter clustering of similar patterns yields higher confidence scores, while scattered or distant matches produce lower confidence.
5. Prediction Generation: Future returns from each historical match (what happened AFTER those patterns) are averaged together. This ensemble average is applied to current price to generate ghost bar projections.
6. Visualization: Historical match locations are marked with colored boxes (green for bullish outcomes, red for bearish). Ghost bars render with opacity tied to confidence level—higher confidence means more solid bars.
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💡 Note:
This indicator is designed primarily for educational purposes —to help traders understand how AI pattern recognition algorithms function. While the predictions can supplement your analysis, they should never be used as the sole basis for trading decisions. The AI Grimoire chapters explain key concepts including why AI “hallucinates” during unprecedented market events. Always combine with proper risk management and additional confirmation.
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Multi Moving Averages (EMA / SMA Toggle) ConfigurableMulti Moving Averages (EMA / SMA Toggle) is a lightweight and highly configurable indicator designed to plot up to three moving averages on your chart with a clean and minimalist input panel.
The indicator allows you to switch seamlessly between Exponential Moving Averages (EMA) and Simple Moving Averages (SMA) using a single toggle, while preserving the same lengths, sources, and visual settings. Each moving average can be independently shown or hidden and fully customized for color, line width, and plot style.
This tool is ideal for traders who rely on multiple moving averages for trend identification, dynamic support and resistance, pullback analysis, and crossover-based strategies, while keeping their charts uncluttered and easy to read.
Key Features
Plot up to three moving averages
Global EMA / SMA toggle
Individual show / hide control for each MA
Customizable length, source, color, width, and style
Minimalist input layout with low scrolling
Fully compatible with the Style panel
Whether you prefer fast-reacting EMAs or smoother SMAs, this indicator adapts instantly to your workflow without requiring multiple indicators or duplicate settings.
PaisaPani - BankNifty Demo PerformanceThis indicator displays a DEMO performance snapshot
to show how the PaisaPani approach behaves on BankNifty.
It is a trading system.
• Separate indicator designed specifically for BankNifty
• Intended for the mentioned timeframe only
• Focused on execution clarity, not predictions
🔒 Full access is limited.
Message “ACCESS” on TradingView if you want details.
⚠ Disclaimer:
For educational and demonstration purposes only.
Trading involves risk.
No profit guarantees are implied.
Smart Money Pressure DifferentialPurpose
The Smart Money Pressure Differential (SMPD) is built to reveal the underlying tug‑of‑war between informed volume flows represented by NVI and reactive volume flows represented by PVI, using a clean statistical framework. Instead of relying on raw NVI or PVI, which drift over time and are not directly comparable, the script isolates pressure deviations by measuring how far each index moves away from its own long‑term expectation. By standardizing these deviations, SMPD produces a stable, volatility‑normalized spread that highlights accumulation, distribution, and regime transitions with far greater clarity than traditional volume indicators.
How It Works
The script computes NVI and PVI, scales them, and subtracts their EMAs to extract deviation‑from‑trend pressure, with optional WMA smoothing to reduce micro‑noise. Each deviation series is then standardized independently using rolling mean and standard deviation, ensuring both NVI and PVI operate on equal statistical footing. Their difference becomes the SMPD spread, a normalized measure of which side is exerting more pressure. A second layer applies log‑ROC to capture acceleration rather than level, and these acceleration signals can be plotted as dotted lines. Standard deviation reference levels at 0, 1, 2, and 3 provide a consistent frame for interpreting extreme pressure events.
Rationale
This architecture solves structural weaknesses found in most volume‑based tools, particularly scale drift, volatility collapse, and the instability of cumulative indicators. Standardizing before differencing prevents one index from overpowering the other, ensuring the spread reflects true pressure imbalance rather than structural bias. The log‑ROC layer adds a stable acceleration measure that avoids the distortions of classic ROC when values approach zero. The result is a regime‑independent engine, producing signals that remain comparable across assets, timeframes, and market conditions. SMPD therefore becomes a robust diagnostic tool for identifying when smart‑money pressure is building, fading, or reversing, without relying on arbitrary thresholds or bounded oscillators that distort signal strength.
Super Crooks - Breakers█ OVERVIEW
This indicator plots bullish and bearish breaker formations. When price is moving quickly, it can be difficult to mark out breaker formations across multiple timeframes. This indicator simplifies that process by marking these out automatically -- ultimately making the formations easily visible.
█ CONCEPTS
Adds L, H, LL, HH swing point labels to show bullish breaker formations
Adds H, L, HH, LL swing point labels to show bearish breaker formations
█ HOW TO USE
Add the Super Crooks Breakers indicator to your TradingView charts
Open the indicator's settings and select your preferred configurations
Watch your charts to see the indicator plot breaker formations
█ FEATURES
Visuals are drawn in real time (after candle closure) on your selected timeframe
Breaker formations can be configured to be plotted based on candle wick (high/low) price or candle close price
Configuration options (swing lengths, show/hide setups)
MVRV Ratio Indicator [captainua]MVRV Ratio Indicator - Market Value to Realized Value Ratio
Overview
This professional indicator calculates and visualizes the MVRV (Market Value to Realized Value) ratio (raw, non-Z-score) with optional MVRV-Z overlay, comparing current market capitalization to realized capitalization to help identify potential market tops and bottoms for cryptocurrency markets.
Unlike MVRV-Z which normalizes the ratio using standard deviation (creating a Z-score), the raw MVRV ratio provides direct comparison between market cap and realized cap. This indicator enhances the raw ratio with historical percentile bands, percentile rank calculation, divergence detection, historical event logging, dynamic color gradients, enhanced visualization options, optional MVRV-Z comparison, and NEW advanced metrics including Risk Score, MVRV Momentum, Time in Zone tracking, and Price Target calculations.
NEW Features in This Version:
• Risk Score (0-100): Composite indicator based on MVRV level and percentile rank for instant risk assessment
• MVRV Momentum: Rate of change indicator showing trend direction (↑ Increasing, ↓ Decreasing, → Flat)
• Time in Zone: Tracks how long MVRV has been in the current zone (top/bottom/neutral) in bars
• Price Targets: Calculates price levels at key MVRV thresholds (fair value, top, bottom)
• Input Validation: Warns about invalid parameter combinations (e.g., extreme thresholds out of order)
• Multiple Smoothing Options: SMA, EMA, WMA, RMA for noise reduction
• Performance Optimized: Cached request.security() calls, ta.percentrank() for efficiency
• Human-Readable Timestamps: Event log now shows dates (YYYY-MM-DD) instead of bar indices
Core Calculations
MVRV Ratio Calculation:
The script calculates MVRV ratio using the standard formula: MVRV Ratio = Market Cap / Realized Cap. This formula provides a direct ratio without normalization, showing how many times the current market cap exceeds (or falls below) the realized cap.
Market Capitalization (Market Cap): The total market value of all coins in circulation, calculated as current price × circulating supply. This represents the market's current valuation of the asset.
Realized Capitalization (Realized Cap): The sum of the value of each coin when it last moved on-chain, representing the average cost basis of all coins.
Raw Ratio Interpretation:
- Ratio > 3.5: Extreme overvaluation (market cap significantly above realized cap)
- Ratio 2.5-3.5: Moderate overvaluation
- Ratio 1.0-2.5: Fair value to moderate overvaluation
- Ratio 0.8-1.0: Fair value to moderate undervaluation
- Ratio < 0.8: Undervaluation (market cap close to or below realized cap)
Risk Score (NEW):
Composite risk indicator ranging from 0-100:
- 80-100: Very High Risk (extreme overvaluation)
- 60-80: High Risk (overvaluation)
- 40-60: Moderate Risk (fair value range)
- 20-40: Low Risk (undervaluation)
- 0-20: Very Low Risk (extreme undervaluation)
The risk score uses percentile rank when available, or normalizes MVRV ratio to the 0-100 scale based on configured thresholds.
MVRV Momentum (NEW):
Rate of change indicator showing trend direction:
- ↑ Increasing: MVRV ratio rising (momentum > 0.01)
- ↓ Decreasing: MVRV ratio falling (momentum < -0.01)
- → Flat: MVRV ratio stable
- Displays percentage change over configurable period (default: 14 bars)
Time in Zone (NEW):
Tracks duration in current zone:
- Top Zone: Bars spent above top threshold (3.5)
- Bottom Zone: Bars spent below bottom threshold (0.8)
- Neutral Zone: Bars spent between thresholds
- Resets when zone changes
- Helps identify prolonged extreme conditions
Price Targets (NEW):
Calculates price levels at key MVRV thresholds:
- Price @ Fair Value: Price when MVRV = 1.0
- Price @ Top Threshold: Price when MVRV = 3.5
- Price @ Bottom Threshold: Price when MVRV = 0.8
- Based on estimated realized price (current price / MVRV ratio)
Data Source Selection:
The indicator supports multiple data source options for maximum flexibility:
Glassnode (Recommended):
- Uses Glassnode Market Cap data
- Calculates MVRV from Market Cap / Realized Cap
- Symbol format: GLASSNODE:{TOKEN}_MARKETCAP
- Requires Glassnode data subscription
- Also requires CoinMetrics for Realized Cap
- Best for comprehensive analysis with MVRV-Z comparison
IntoTheBlock:
- Direct MVRV ratio data from IntoTheBlock
- Simplest option - no calculations required
- Works for BTC and other supported tokens
- Symbol format: INTOTHEBLOCK:{TOKEN}_MVRV
- Requires IntoTheBlock data subscription on TradingView
Historical Percentile Bands:
The indicator calculates rolling percentile bands over a configurable period (default: 500 bars):
- 5th Percentile: Very low historical values (extreme undervaluation range)
- 25th Percentile: Lower quartile (undervaluation range)
- 50th Percentile: Median (fair value center)
- 75th Percentile: Upper quartile (overvaluation range)
- 95th Percentile: Very high historical values (extreme overvaluation range)
Percentile bands use ta.percentile_nearest_rank() for efficient calculation.
Percentile Rank:
Percentile rank shows where the current MVRV ratio sits in the historical distribution (0-100%):
- 0-25%: Bottom quartile (undervaluation)
- 25-50%: Lower half (moderate undervaluation to fair value)
- 50-75%: Upper half (fair value to moderate overvaluation)
- 75-100%: Top quartile (overvaluation)
Now uses efficient ta.percentrank() instead of array-based calculation.
Input Validation (NEW):
The indicator validates input parameters and displays warnings for:
- Extreme High Threshold should be > Top Threshold
- Extreme Low Threshold should be < Bottom Threshold
- Min Lookback Range must be < Max Lookback Range
- Top Threshold should be > Moderate Overvalued
- Moderate Overvalued should be > Fair Value
- Fair Value should be > Bottom Threshold
- Rapid Increase Threshold should be > 0
- Rapid Decrease Threshold should be < 0
Smoothing Options (Enhanced):
Multiple smoothing types available:
- SMA: Simple Moving Average (equal weight)
- EMA: Exponential Moving Average (more weight to recent)
- WMA: Weighted Moving Average (linear weight)
- RMA: Running Moving Average (Wilder's smoothing)
Reference Levels
Overvalued (Potential Top) - 3.5:
The 3.5 level indicates potentially extreme overvaluation. When MVRV ratio exceeds this threshold:
- Market cap is significantly above realized cap
- Potential selling opportunities for profit-taking
- Risk of market corrections or reversals
- Risk Score typically >80 (Very High Risk)
Moderately Overvalued - 2.5:
The 2.5 level indicates moderate overvaluation:
- Market cap is above realized cap but not extreme
- Caution warranted but not necessarily sell signal
- Risk Score typically 60-80 (High Risk)
Fair Value - 1.0:
The 1.0 level indicates fair valuation:
- Market cap equals realized cap
- Balanced market conditions
- Risk Score typically 40-60 (Moderate Risk)
Undervalued (Potential Bottom) - 0.8:
The 0.8 level indicates potentially undervalued conditions:
- Market cap is close to or below realized cap
- Potential buying opportunities for accumulation
- Risk Score typically <40 (Low Risk)
Visual Features
MVRV Ratio Line:
The main indicator line displays the calculated MVRV ratio with dynamic color gradient:
- Bright Red: Extreme overvaluation (ratio ≥ top threshold + 0.5)
- Orange: High overvaluation (ratio ≥ top threshold)
- Cornflower Blue: Neutral/Fair value (around fair value level)
- Deep Sky Blue: Low/Undervaluation (ratio ≤ bottom threshold)
- Bright Green: Extreme undervaluation (ratio ≤ bottom threshold - 0.1)
Can also be displayed as histogram/bar chart.
Historical Percentile Bands:
Five percentile bands with optional fills:
- 5th Percentile (Blue): Very low historical range
- 25th Percentile (Blue): Lower quartile
- 50th Percentile (Gray): Historical median
- 75th Percentile (Orange): Upper quartile
- 95th Percentile (Red): Very high historical range
Reference Lines:
Horizontal reference lines at key levels (all customizable):
- Top Threshold (default 3.5): Purple/violet
- Moderate Overvalued (default 2.5): Orange
- Fair Value (1.0): Gray
- Bottom Threshold (default 0.8): Blue
Background Highlights:
Optional background color highlights:
- High Zone (Maroon/Red): MVRV ratio ≥ top threshold
- Low Zone (Green): MVRV ratio ≤ bottom threshold
Divergence Detection:
Advanced divergence detection between price and MVRV ratio:
- Regular Bullish Divergence: Price lower low + MVRV higher low
- Regular Bearish Divergence: Price higher high + MVRV lower high
- Hidden Bullish Divergence: Price higher low + MVRV lower low
- Hidden Bearish Divergence: Price lower high + MVRV higher high
- Visual markers with icons (🐂/🐻) and connecting lines
Historical Event Log (Enhanced):
Comprehensive event tracking:
- Tracks zone entries/exits, extreme values, cross events
- Now displays human-readable dates (YYYY-MM-DD) instead of bar indices
- Color-coded events (red for top/high, green for bottom/low)
- Configurable log size (5-50 events)
Information Table (Enhanced):
Comprehensive on-chart table with NEW metrics:
Current Values:
- MVRV Ratio: Current ratio value
- Percentile Rank: Position in historical distribution (0-100%)
- Risk Score (NEW): Composite risk indicator (0-100) with risk level
- Market Status: Current market condition
- Signal: Trading signal (Strong Buy/Buy/Hold/Sell/Strong Sell)
- MVRV Momentum (NEW): Trend direction with percentage change
- Time in Zone (NEW): Current zone and duration in bars
Price Information (Enhanced):
- Current Price: Current market price
- Est. Realized Price: Estimated realized price
- Price @ Fair Value (NEW): Price when MVRV = 1.0
- Price @ Top Threshold (NEW): Price when MVRV = 3.5
- Price @ Bottom Threshold (NEW): Price when MVRV = 0.8
Other Metrics:
- Percentile Bands: Range from 5th to 95th percentile
- MVRV-Z Score: Z-score value (when comparison enabled)
- Change (1D/1W/1M): Ratio change over timeframes
- To Top/Bottom: Percentage distance to key levels
- Historical Range: Percentage below ATH / above ATL
- 30D Volatility: Standard deviation
Historical Event Log:
- Recent events with dates and values
- Color-coded for quick identification
Alert System
Comprehensive alerting capabilities:
Zone Alerts:
- Top Zone Entry/Exit
- Bottom Zone Entry/Exit
Cross Alerts:
- Cross Above/Below Top Threshold
- Cross Above/Below Fair Value (1.0)
Extreme Value Alerts:
- Extreme High (configurable, default: 4.5)
- Extreme Low (configurable, default: 0.7)
Rate of Change Alerts:
- Rapid Increase/Decrease
Divergence Alerts:
- Bullish/Bearish Divergence
- Hidden Bullish/Bearish Divergence
All alerts support cooldown to prevent spam.
Usage Instructions
Getting Started:
1. Select data source (Glassnode recommended)
2. Enable Risk Score for composite risk assessment (0-100)
3. Enable MVRV Momentum to track trend direction
4. Enable Time in Zone to see zone duration
5. Enable Price Targets to see price levels at key thresholds
6. Use weekly timeframe for cleaner signals
Risk-Based Position Sizing:
Use Risk Score to guide position sizing:
- Risk Score >80 (Very High Risk): Reduce/exit positions
- Risk Score 60-80 (High Risk): Smaller positions, caution
- Risk Score 40-60 (Moderate Risk): Normal positions
- Risk Score 20-40 (Low Risk): Larger positions opportunity
- Risk Score <20 (Very Low Risk): Strong accumulation zone
Momentum-Based Analysis:
Use MVRV Momentum for trend confirmation:
- ↑ Increasing + High MVRV: Late bull market, caution
- ↑ Increasing + Low MVRV: Recovery phase, bullish
- ↓ Decreasing + High MVRV: Distribution, potential top
- ↓ Decreasing + Low MVRV: Capitulation, accumulation opportunity
Zone Duration Analysis:
Use Time in Zone for context:
- Extended time in Top Zone: Late cycle, increased reversal risk
- Extended time in Bottom Zone: Accumulation opportunity
- Quick zone transitions: Higher volatility regime
Price Target Usage:
Use Price Targets for planning:
- Price @ Fair Value: Natural equilibrium level
- Price @ Top Threshold: Potential distribution target
- Price @ Bottom Threshold: Potential accumulation target
Technical Specifications
- Pine Script Version: v6
- Indicator Type: Non-overlay (displays in separate panel)
- Repainting Behavior: Minimal - calculations based on confirmed bar data
- Performance: Optimized with cached request.security() calls and ta.percentrank()
- Input Validation: Validates parameter combinations with warnings
- Compatibility: Works on all timeframes (data sources provide daily resolution)
- Edge Case Handling: Zero-division protection, NA value handling, boundary checks
Performance Optimizations:
- Cached request.security() calls for Market Cap, Realized Cap, and IntoTheBlock data
- Efficient ta.percentrank() replaces array-based percentile calculation
- Consolidated duplicate code (color functions, state tracking)
- Single-line ternary expressions for Pine Script compatibility
Constants:
- MAX_HISTORY_BARS = 5000 (TradingView's limit)
- PERCENTILE_EXTREME_HIGH = 90.0
- PERCENTILE_HIGH = 75.0
- PERCENTILE_MID = 50.0
- PERCENTILE_LOW = 25.0
- MIN_PERCENTILE_SAMPLES = 10
- DEFAULT_VOLATILITY_HIGH = 0.1
Known Limitations
- Data availability: Requires valid data subscription (IntoTheBlock, Glassnode, or CoinMetrics)
- Token support: Works with tokens supported by the selected data source
- Historical data: Percentile calculations require sufficient history (200+ bars recommended)
- Timeframe: Always uses daily resolution data from providers; works on all chart timeframes
- History limit: All lookback periods capped at 5000 bars
Changelog
Latest Version:
- Added Risk Score (0-100) composite indicator
- Added MVRV Momentum with trend direction
- Added Time in Zone tracking
- Added Price Target calculations
- Added Input Validation with warnings
- Added multiple smoothing options (SMA, EMA, WMA, RMA)
- Improved performance with cached security calls
- Replaced array-based percentile with ta.percentrank()
- Human-readable timestamps in event log (YYYY-MM-DD)
- Fixed hline() conditional value bug
- Consolidated duplicate code
- Updated indicator name for clarity
For detailed usage instructions, see the script comments.
10 Youtube Opening Range Strategies + Backtest 1. Quick Flip Scalper
A strategy centered on fading or following the initial move relative to the Opening Range (OR).
LONG Rules:
Reversal Mode: If the Opening Range is Bearish (Red), enter Long when price drops below the Opening Range Low (ORL).
Continuity Mode: If the Opening Range is Bullish (Green), enter Long when price drops below the Opening Range Low (ORL) (Buying the deep pullback/trap).
SHORT Rules:
Reversal Mode: If the Opening Range is Bullish (Green), enter Short when price breaks above the Opening Range High (ORH).
Continuity Mode: If the Opening Range is Bearish (Red), enter Short when price breaks above the Opening Range High (ORH) (Selling the deep pullback/trap).
2. First Candle Scalper
Identical to the Quick Flip Scalper but restricts entries to the very first retest only.
LONG Rules:
Same as Quick Flip Long, but only triggers once per session.
SHORT Rules:
Same as Quick Flip Short, but only triggers once per session.
3. Smart Money Trap (SMT)
Identifies a "fakeout" breakout followed immediately by a reversal candlestick pattern.
LONG Rules:
Condition: The previous candle low was below the ORL, but the candle closed back inside (above ORL).
Trigger: Must have a Bullish Engulfing or Bullish Rejection pattern closing above the ORL.
SHORT Rules:
Condition: The previous candle high was above the ORH, but the candle closed back inside (below ORH).
Trigger: Must have a Bearish Engulfing or Bearish Rejection pattern closing below the ORH.
4. Trident Pattern (TG Capital)
A London-session exclusive strategy requiring a Fair Value Gap (FVG) and a Doji confirmation.
LONG Rules:
Filter: Price is Above the 200 EMA (if enabled).
Setup: A Bullish FVG forms.
Confirmation: A Doji candle wicks down into the 50% level of the FVG.
Trigger: Enter on the next candle close.
SHORT Rules:
Filter: Price is Below the 200 EMA (if enabled).
Setup: A Bearish FVG forms.
Confirmation: A Doji candle wicks up into the 50% level of the FVG.
Trigger: Enter on the next candle close.
5. OTE Framework (MBB Trader)
Simulates an Optimal Trade Entry by combining a Liquidity Sweep with a Market Structure Shift (SMR).
LONG Rules:
Sweep: Price drops below the lowest low of the last 20 candles.
Structure: A Bullish SMR forms (Low → High → Lower Low → Higher High).
SHORT Rules:
Sweep: Price breaks above the highest high of the last 20 candles.
Structure: A Bearish SMR forms (High → Low → Higher High → Lower Low).
6. Liquidity Trap (Marco Trades)
A contrarian strategy that buys/sells purely on sweeps of major structural levels.
LONG Rules:
Trigger: Price sweeps (drops below) the lowest low of the last 50 candles.
SHORT Rules:
Trigger: Price sweeps (breaks above) the highest high of the last 50 candles.
7. Trojan Horse (Trader Mayne)
Uses Trend EMAs (50 & 200) to identify direction, then enters on a Lower Timeframe Breaker.
LONG Rules:
Trend: 50 EMA > 200 EMA (Uptrend).
Trigger: Price sweeps a recent 10-candle low, then immediately breaks a recent 5-candle high.
SHORT Rules:
Trend: 50 EMA < 200 EMA (Downtrend).
Trigger: Price sweeps a recent 10-candle high, then immediately breaks a recent 5-candle low.
8. Simplified SMT (9:30 Range)
Focuses on the 9:30 AM range. Waits for a breakout and a confirmed failure to sustain it.
LONG Rules:
Context: Price previously broke above the ORH.
Trigger: Price returns to the ORH (Retest) with a Bullish Engulfing/Rejection pattern.
SHORT Rules:
Context: Price previously broke below the ORL.
Trigger: Price returns to the ORL (Retest) with a Bearish Engulfing/Rejection pattern.
9. 9:30 One-Candle (Scarface)
Uses the high/low of the single 9:30 candle as the range.
LONG Rules:
Setup: Price closes above the 9:30 High.
Trigger: Price pulls back and touches/dips into the 9:30 High (Retest).
SHORT Rules:
Setup: Price closes below the 9:30 Low.
Trigger: Price pulls back and touches/wicks into the 9:30 Low (Retest).
10. London Breakout (Joovier)
Based on the 3 AM - 9 AM EST box.
LONG Rules:
Trigger: A candle's Body (Open and Close) forms completely above the Box High after the session opens.
SHORT Rules:
Trigger: A candle's Body (Open and Close) forms completely below the Box Low after the session opens.
⚠️ DISCLAIMER & LIMITATION OF LIABILITY
1. NO AFFILIATION / INDEPENDENT PROJECT This script is an independent coding project created solely for testing, research, and entertainment purposes. The creator of this indicator is not associated, affiliated, endorsed by, or in any way connected to the strategy authors or influencers mentioned within the tool (including but not limited to TG Capital, MBB Trader, Marco Trades, Trader Mayne, Scarface, or Joovier).
The strategy names are used strictly for identification purposes to credit the original concept creators.
This code represents an independent interpretation of public trading concepts. It may not reflect the exact, proprietary, or private methods taught by these individuals.
This is not an official product from any of the aforementioned parties.
2. FOR EDUCATIONAL PURPOSES ONLY This indicator is strictly for educational and informational purposes. It is not a signal service and does not constitute investment, financial, or trading advice. The buy/sell labels generated by this script are merely visual representations of specific code logic and should not be interpreted as instructions to execute trades.
3. EXCLUSION OF LIABILITY By using this script, you explicitly agree that:
The creator assumes no responsibility or liability for any direct, indirect, consequential, or incidental losses or damages resulting from the use of this tool.
You engage in trading entirely at your own risk.
You release the creator from any legal responsibility regarding your trading activities or financial results.
4. HYPOTHETICAL PERFORMANCE The statistics displayed on the "Dashboard" (Win Rate, P&L, etc.) are hypothetical and based on historical backtesting data.
Past performance is not indicative of future results.
These results do not account for slippage, spreads, commission fees, or real-time liquidity issues.
Strategies that performed well in the past may fail in current or future market conditions.
5. HIGH-RISK WARNING Trading in financial markets (Stocks, Forex, Crypto, Futures) involves a high degree of risk and is not suitable for all investors. You could lose some or all of your initial investment. You should not trade with money that you cannot afford to lose.
IF YOU DO NOT AGREE WITH THESE TERMS, DO NOT USE THIS SCRIPT.
