Druckenmiller Alpha-Physics [Dual-Core]Stop trading in a vacuum. Start trading like a Macro Fund Manager.
The Druckenmiller Alpha-Physics engine is a professional-grade dashboard designed to solve the single biggest problem in trading: Context. Most traders buy a "dip" only to realize it was a crash, or sell a "rip" only to watch it fly higher.
This tool solves this by synthesizing Market Physics (Velocity & Acceleration) across two distinct timeframes (Weekly Macro & Daily Tactical) and filtering every signal through a Global Liquidity Shield.
It is engineered based on the trading philosophy of Stanley Druckenmiller: “I don’t care about the news. I care about the liquidity and the acceleration of the trend.”
How It Works (The Dual-Core Logic)
The engine runs 27 distinct sector assets through a dual-loop physics processor:
The Macro Core (Weekly): Analyzes the 18-month trend. Is the "Tide" coming in or going out?
The Tactical Core (Daily): Analyzes the 3-day price action. Is the "Wave" crashing or rising?
It then synthesizes these two data streams into a single Action Signal.
The Signals (How to Read)
The dashboard tells you exactly what to do based on the conflict between Macro and Micro:
🟢 BUY PULLBACK (The "Alpha" Trade):
Logic: Macro is RIPPING (Bullish) + Tactical is TOP/CRASH (Bearish).
Meaning: You are buying a long-term leader on a short-term discount.
🔵 STINK BID (The "Bottom" Trade):
Logic: Macro is TURNING UP + Tactical is CRASHING.
Meaning: The physics have shifted positive, but price is still dumping. Place limit orders -5% lower to catch the panic bottom.
🔴 SELL RIP (The "Trap" Trade):
Logic: Macro is TOPPING (Bearish) + Tactical is RIPPING (Bullish).
Meaning: The long-term trend is dead. Sell into this short-term rally immediately.
⚪ HOLD: All systems go. Sit on your hands and ride the trend.
The "Invisible" Liquidity Shield
The most dangerous time to buy is when the Fed is draining liquidity. This script monitors the 10-Year Treasury Yield (TNX) and VIX in real-time.
If Liquidity is OK (Navy Header): Signals are valid. Green means Go.
If Liquidity is TIGHT (Maroon Header): The entire dashboard enters "Defense Mode." Buy signals are tinted Maroon to warn you that you are fighting the Fed.
Included Universe (The "Ultimate" List)
Includes 27 institutional-grade tickers covering every corner of the market:
Growth: XLK, SMH, IGV, GRID, QTUM
Cyclical: JETS, XHB, KRE, XLI, XLF
Commodities: GDX, URA, XLE, XLB, TAN
Risk/Safety: IBIT, TLT, XLV, XLP
Note: This script uses dynamic request handling optimized for Pine Script v6. It is designed for Premium/Ultimate plans due to the high volume of data processing (54+ simultaneous streams).
Educational
MA Candle Color [TheScalpingAnt]MA Candle Color
OVERVIEW
MA Candle Color is a visual indicator that transforms your trading experience by providing instant, real-time feedback on price position relative to your chosen Moving Average.
What makes it unique?
• Real-time visual clarity: The current forming candle changes color dynamically based on its position relative to the MA
• Zero lag: Instant visual feedback as price moves
• Clean charts: Only the active candle is colored - no chart clutter
• Professional design: Sleek, minimalist approach that enhances decision-making
Perfect for:
• Day traders seeking instant trend confirmation
• Scalpers who need split-second decision support
• Swing traders monitoring trend alignment
• Any trader who values visual clarity and speed
CONCEPTS
The Power of Visual Trading
Traditional indicators require constant interpretation. MA Candle Color eliminates this cognitive load by providing instant visual feedback through intelligent candle coloring.
Core Principle
The indicator operates on a simple but powerful concept:
• Green Candle = Price is above the Moving Average (bullish territory)
• Red Candle = Price is below the Moving Average (bearish territory)
Why Only the Current Candle?
-Unlike other indicators that color all candles, MA Candle Color focuses exclusively on the NOW:
-Eliminates visual noise
-Keeps your focus on current market conditions
-Prevents analysis paralysis
-Maintains clean chart aesthetics
-The Moving Average Foundation
-Moving Averages are one of the most trusted tools in technical analysis. This indicator leverages reliability while adding a modern, intuitive visual layer.
FEATURES
Real-Time Dynamic Coloring
• Current candle changes color instantly as it forms
• Green when price crosses above MA
• Red when price crosses below MA
• Automatic color reset when candle closes
Precision Engineering
• Zero repainting - what you see is what you get
• Lightweight code - no performance impact
• Compatible with all timeframes and instruments
Full Color Customization
-Choose your own bullish color (default: vibrant green)
-Choose your own bearish color (default: professional red)
-Match your chart theme perfectly
-High visibility options for all screen types
-Clean Visual Design
-MA plotted as subtle gray line
-Works seamlessly with other indicators
CUSTOMIZATION
Complete Control Over Your Trading Experience
MA Length (Default: 8)
Adjust from 1 to any value
Shorter periods (5-20): Responsive, ideal for scalping/day trading
Medium periods (20-50): Balanced for swing trading
Longer periods (50-200): Trend following and position trading
MA Type (Default: EMA)
• SMA: Best for identifying major support/resistance levels, classic, smooth trend identification
• EMA: Ideal for fast-moving markets and quick trend changes, responsive to recent price action
• WMA: Great for balanced trend analysis, balanced approach with recent price emphasis
• VWMA: Perfect when volume analysis is crucial, incorporates volume for institutional insight
• HMA: Excellent for reducing noise in volatile markets, incorporates volume for institutional insight
Recommended Configurations
For Day Trading:
• MA Length: 8-13
• MA Type: EMA or HMA
• High contrast colors
For Swing Trading:
• MA Length: 21-50
• MA Type: EMA or SMA
• Professional, subtle colors
For Scalping:
• MA Length: 5-8
• MA Type: EMA or HMA
• Bright, high-visibility colors
USAGE
Getting Started (3 Simple Steps)
Step 1: Add to Chart
• Search "MA Candle Color" in TradingView indicators
• Click to add to your chart
• Indicator loads with optimized default settings
Step 2: Customize (Optional)
• Click the settings gear icon
• Adjust MA length to match your trading timeframe
• Select your preferred MA type
• Choose your custom colors
Step 3: Trade with Confidence
• Watch the current candle color in real-time
• Green = Bullish momentum (price above MA)
• Red = Bearish momentum (price below MA)
• Use as confirmation with your existing strategy
Trading Applications
Trend Confirmation
• Green candle confirms uptrend continuation
• Red candle confirms downtrend continuation
• Color changes signal potential trend shifts
Entry Timing
• Enter long when candle turns green with other confirmations
• Enter short when candle turns red with other confirmations
• Use as a filter to avoid counter-trend trades
Exit Signals
• Exit longs when candle turns red
• Exit shorts when candle turns green
• Protect profits by respecting color changes
Multi-Timeframe Analysis
• Use on higher timeframe for trend direction
• Use on lower timeframe for precise entries
• Align colors across timeframes for high-probability setups
Pro Tips
Combine with Support/Resistance: Use color changes at key levels for powerful signals
Volume Confirmation: Look for color changes with volume spikes for stronger moves
Multiple MAs: Add multiple instances with different lengths (e.g., 8 EMA, 21 EMA, 50 SMA)
Risk Management: Never trade on color alone - use proper stop losses and position sizing
CONCLUSION
Why MA Candle Color is Essential for Modern Traders?
In today's fast-paced markets, speed and clarity are everything. MA Candle Color delivers both by transforming complex Moving Average analysis into instant visual feedback.
Key Benefits Recap
-Faster Decision Making - No more mental calculations
-Reduced Errors - Visual clarity prevents mistakes
-Professional Appearance - Clean, distraction-free charts
-Universal Application - Works with any strategy or market
-Fully Customizable - Adapts to your exact needs
-Zero Repainting - Reliable, honest signals
-Lightweight - No performance impact
Who Benefits Most?
-Day Traders: Instant trend confirmation for quick entries/exits
-Scalpers: Split-second visual feedback for rapid trading
-Swing Traders: Clear trend alignment across timeframes
-Beginners: Simplified MA analysis without complexity
-Professionals: Clean visual layer for existing strategies
The Competitive Edge
While others are calculating price vs MA in their heads, you'll have instant visual confirmation. While they're second-guessing crossovers, you'll be executing with confidence. While their charts are cluttered with colored history, yours will be clean and focused on NOW.
Regime & Session Watch for Price Action Traders [RCOHelpline]❗ This is NOT a signal indicator
This tool does not tell you where to buy or sell.
It tells you WHEN NOT TO TRADE and WHAT TYPE OF PRICE ACTION is allowed.
If you trade Gold using Price Action, SMC, ICT, or Scalping, this indicator acts as a context filter above your execution timeframe.
🧠 What This Indicator Solves
Most traders lose not because of bad entries —
but because they trade against context:
Trading inside mid-range
Chasing late trends
Trading during NY open stop-runs
Forcing scalps during compression or chaos
This indicator prevents exactly that.
⚙️ Dual Engine Logic (Professional Design)
🔹 Engine 1 — Regime / Veto Engine (User-Selectable TF)
You choose the context timeframe (15m / 30m / 60m).
The engine classifies the market into 6 regimes based on pure price action:
Regime Meaning
TREND (Healthy) Continuation only
TREND (Late) No chasing
RANGE (Flat) Mid-range forbidden
COMPRESSION Fake breakouts likely
CHAOS Stop-run / News behavior
TRANSITION Wait for structure
The panel updates only when that timeframe candle closes.
🔹 Engine 2 — Session Watch Windows (Real-Time)
This engine watches live session behavior, independent of candles.
Pre-configured windows for:
Tokyo
London
New York (H1 / H2)
Especially important for Gold:
NY First Hour = NO TRADE (data build / stop-run)
NY Second Hour = Reaction only (SMC / PA refinement)
The panel updates when a watch window starts or ends.
🚫 Trade Protection Logic
The indicator enforces professional restrictions:
❌ No trading in chaos
❌ No mid-range scalping
❌ No chasing late trends
❌ No trading during NY no-trade window
⚠️ Optional hard veto during any watch window
You always know:
“Is trading allowed right now — and if yes, HOW?”
📊 Panel Output (What You See)
The table shows:
Regime (higher timeframe context)
Current global session
Active watch window (if any)
Forbidden actions
What to wait for on lower TF
Final status: ALLOW / VETO
Clean. Minimal. Actionable.
🔔 Alert Meanings (Very Important)
Every alert has a clear semantic meaning:
Regime Alerts
TREND (Healthy) → Continuation only (no countertrend)
TREND (Late) → Pullback or sweep required
RANGE → Trade edges only, no mid-range
COMPRESSION → Wait sweep + displacement
CHAOS → No trading allowed
TRANSITION → Wait for BOS + retest
Session Alerts
TOKYO / LONDON Watch → Liquidity probes & traps
NY H1 → Observe only (stop-runs)
NY H2 → Reaction trades only
WATCH UPDATE → A critical time window started or ended
🎯 How to Use (Recommended)
Use this indicator on any chart timeframe
Execute trades on 1m / 45s / lower
Only trade setups that match the current context
Ignore signals when panel says VETO
This is how professional discretionary traders survive Gold.
⚠️ Disclaimer
This tool does not predict price.
It protects you from bad timing.
Use it as a context layer, not a signal generator.
Swing & Intraday Entry/Exit Setup V0.1Support & Resistance Levels with Moving Averages & Supertrend
Overview
This comprehensive indicator combines Multi Support/Resistance analysis , Moving Average, and Supertrend signals into one powerful tool. Designed for intraday/swing traders, it helps identify key price levels across Daily, Weekly, and Monthly while providing trend confirmation through MAs and Supertrend.
Product of: CandleCodex
License: Free for personal use | NOT FOR SALE
Version: 5.0 (Pine Script v6)
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KEY FEATURES
Swing & Intraday Entry/Exit Setup V0.1 © CandleCodex™ (Daily/Weekly/Monthly)
- Previous Day High/Low (PDH/PDL) with customizable styling
- Previous Week High/Low (PWH/PWL) with independent settings
- Previous Month High/Low (PMH/PML) for swing traders
- Mid Levels - Adjustable percentage (default 50%) between high and low
- R1, R2, R3 - Projected resistance levels based on price range
- S1, S2, S3 - Projected support levels for breakout/breakdown targets
Moving Average
- 4 Fully Customizable MAs (20, 50, 100, 200 by default)
- Multiple MA Types: SMA, EMA, SMMA (RMA), WMA, VWMA
- Custom Source Selection: Close, Open, High, Low, HL2, HLC3, OHLC4
- Individual Colors & Toggle:** Show/hide each MA independently
Supertrend Indicator
- Buy/Sell Signals - Automatic labels on trend reversals
- Trend Highlighting - Background fill for bullish/bearish trends
- Customizable ATR Period & Multiplier (Default: 10, 3.0)
- Multiple Source Options: HL2, Close, Open, etc.
- Alert Conditions: Set alerts for buy/sell signals and trend changes
Information Tables
- 3 Separate Tables for Daily, Weekly, Monthly levels
- Adjustable Positions: 9 position options (top, middle, bottom - left, center, right)
- Custom Text Size: Tiny, Small, Normal, Large
- Live Price Display: Shows all levels with current prices
- Range Calculation: Displays trading range for each timeframe
Advanced Customization
- Line Styling: Width (1-5), Style (Solid/Dashed/Dotted), Color for EVERY level
- Label Options: Show/hide labels, show/hide prices, left/right positioning
- Historical Data: Display up to 50 previous periods
- Custom Session Timing: Set specific hours for daily levels (Indian market: 9:15-15:30)
- Copyright Watermark: Toggleable branding with position control
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VISUAL CUSTOMIZATION
Every line (High, Low, Mid, R1-R3, S1-S3) has independent controls for:
- Color - Choose from full color palette with transparency
- Width - 1 to 5 pixels thickness
- Style - Solid, Dashed, or Dotted lines
- Show/Hide - Toggle individual levels on/off
Default Color Scheme:
- Daily: Green (High), Red (Low), Yellow (Mid)
- Weekly: Cyan (High), Magenta (Low), Light Green (Mid)
- Monthly: Orange (High), Purple (Low), Pink (Mid)
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HOW TO USE
For Day Traders:
1. Enable Daily Levels - Focus on PDH/PDL as key intraday S/R zones
2. Watch for Breakouts - Price breaking PDH = bullish, breaking PDL = bearish
3. Use Mid Level - Acts as equilibrium; rejection zone for mean reversion
4. R/S Targets - Use R1, R2, R3 as profit targets above PDH; S1, S2, S3 below PDL
5. MA Confirmation - Enter trades in direction of MA trend
6. Supertrend Signals - Take BUY when price above Supertrend, SELL when below
For Swing Traders:
1. Enable Weekly/Monthly Levels - PWH/PWL and PMH/PML for bigger picture
2. Combine Timeframes - Strong rejection at PWL + Daily bullish Supertrend = long opportunity
3. Range Trading - Trade between PWH and PWL in consolidation
4. Breakout Confirmation - Use MA ribbon to confirm trend direction on HTF breakouts
Risk Management:
- Place Stop Loss just below PDL for longs, above PDH for shorts
- Targets: Use R1/S1 for scalping, R2/S2 for swing trades, R3/S3 for momentum trades
- Avoid Chop Zones: When price between MAs, wait for clear trend
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SETTINGS GROUPS
1. ENABLE/DISABLE FEATURES - Master toggles for all components
2. DISPLAY SETTINGS - Labels, prices, positioning, historical periods
3. DAILY LEVELS STYLING - Complete customization for daily timeframe
4. WEEKLY LEVELS STYLING - Complete customization for weekly timeframe
5. MONTHLY LEVELS STYLING - Complete customization for monthly timeframe
6. MOVING AVERAGES - 4 independent MA configurations
7. SUPERTREND - ATR period, multiplier, signals, highlighting
8. TABLE SETTINGS - Position, size, colors for info tables
9. ADVANCED SETTINGS - Custom session timing, timezone
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UNIQUE ADVANTAGES
All-in-One Solution - No need for multiple indicators cluttering your chart
Zero Lag - Calculates previous day/week/month data accurately without repainting
Full Control - Every visual element is customizable
Clean Interface - Organized settings with clear tooltips
Performance Optimized - Efficient code, no lag even with all features enabled
Indian Market Ready - Custom session timing (9:15 AM - 3:30 PM IST)
Free Forever - No subscriptions, no hidden costs
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## 📖 TECHNICAL DETAILS
- Pine Script Version: v6
- Chart Type: Overlay indicator
- Calculation Method: Uses `request.security()` for accurate HTF data with `lookahead_on` to prevent repainting
- Data Structures: Uses Pine v5 matrices and custom types for efficient level management
- Performance: Max 500 lines, 500 labels for historical level display
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IMPORTANT NOTES
- Works best on intraday timeframes (15min to 4hour)
- Requires TradingView Premium/Pro for reliable multi-timeframe data
- Previous day data appears after the first bar of new day
- Custom session timing only affects Daily levels (Weekly/Monthly use standard calendar)
- Tables display only on last bar to maintain performance
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LEARNING RESOURCES
This indicator is designed to help traders understand:
- Key support and resistance concepts
- Multi-timeframe analysis techniques
- Trend following with moving averages
- Momentum trading with Supertrend
- Professional chart setup and risk management
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COPYRIGHT & TERMS
© 2025 CandleCodex™ - All Rights Reserved
Developer: Siddharth Sharma
License: Mozilla Public License 2.0 with additional restrictions
Allowed:
- Personal trading use
- Educational purposes
- Sharing with attribution
Prohibited:
- Commercial sale or resale
- Rebranding as your own work
- Removing copyright notices
- Claiming authorship
This indicator is FREE and will always remain FREE.
If someone is selling this, they are violating copyright.
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SUPPORT & FEEDBACK
For questions, suggestions, or bug reports:
- Comment below this publication
- Follow CandleCodex™ for updates
- Check release notes for latest improvements
If you find this indicator useful, please Like ❤️ and leave a comment!
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Disclaimer: This indicator is for educational purposes only. Trading involves risk. Past performance does not guarantee future results. Always practice proper risk management and consult with a financial advisor before trading.
Standard Deviation Vidya Moving Average | QuantLapseStandard Deviation Vidya MA by QuantLapse
Overview
The Standard Deviation Vidya MA indicator by QuantLapse is an dynamic and unique trend-following tool that leverages Variable Index Dynamic Average (VIDYA) along with a statistical measure of standard deviation to assess trend strength, direction and volatility. By utilizing adaptive smoothing and volatility adjustment this indicator provides a more responsive and robust signal framework for traders.
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Technical Composition, Calculation, Key Components & Features
📌 VIDYA (Variable Index Dynamic Average)
An adaptive moving average that automatically adjusts its sensitivity based on prevailing market volatility.
Employs a volatility-weighted smoothing constant derived from standard deviation ratios, allowing the average to respond faster during high-momentum phases and slow down during consolidation.
Reduces lag during trend expansion while suppressing noise in low-volatility environments.
Provides clearer trend structure and regime awareness compared to fixed-length moving averages.
Serves as a dynamic baseline for volatility envelopes and trend-state classification within the system.
📌 Volatility Adjustment – Standard Deviation
The system constructs a volatility-adaptive envelope around the VIDYA baseline using standard deviation, allowing band width to expand and contract dynamically with changing market conditions.
VIDYA’s smoothing factor is adjusted by comparing short-term and longer-term standard deviation, increasing responsiveness during volatility expansion and dampening noise during compression.
Upper and lower bands are calculated by applying a configurable standard deviation multiplier to the VIDYA value, creating a proportional volatility boundary rather than a fixed offset.
Price movement beyond these bands confirms volatility-supported momentum, while price contained within the bands signals consolidation or transitional phases.
📌 Trend Signal Calculation
A bullish trend state is triggered when price closes above the upper standard deviation band, indicating sustained upward momentum with volatility confirmation.
A bearish trend state is triggered when price closes below the lower band, confirming downside momentum under expanding volatility.
Once established, the trend state persists until an opposing volatility break occurs, reducing whipsaw and improving regime stability.
Trend direction is visually reinforced through dynamic color-coding of the VIDYA line and its envelope, providing immediate directional context at a glance.
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How It Works in Trading
✅ Trend Strength Detection – Evaluates cumulative price movement over a defined window to assess directional conviction.
✅ Noise Reduction – Applies adaptive smoothing techniques to minimize whipsaws during choppy conditions.
✅ Dynamic Thresholding – Utilizes volatility-aware bands to define customizable trend continuation and invalidation levels.
✅ Color-Coded Visualization – Enhances chart readability by clearly distinguishing bullish, bearish, and neutral states.
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Visual Representation
Trend Signals on Moving Average and Background Color:
🟢 Green/Teal Moving Average – Strong Uptrend
🔴 Red/Pink Candles – Strong Downtrend
✅ Long & Short Labels can be turned on or off for trade signal clarity.
📊 Display of entry & exit points based on entry and exit criteria's.
📊 Display of Indicators equity and buy and hold equity to compare performance.
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Features and User Inputs
The Standard Deviation Vidya MA framework incorporates a flexible set of user-defined inputs designed to balance adaptability, clarity, and analytical control.
VIDYA Configuration – Customize the Variable Index Dynamic Average length and price source to control trend responsiveness based on volatility-adjusted smoothing.
Volatility & Deviation Controls – Adjust standard deviation lookback periods and multipliers to fine-tune adaptive upper and lower thresholds used for trend qualification.
Backtesting & Date Filters – Define a start date for historical evaluation and enable range filtering to analyze performance during specific market periods.
Display & Visualization Options – Toggle labels, equity curves, and visual overlays to tailor the chart presentation to personal trading preferences.
Color Customization – Fully configurable buy/sell colors for both trend signals and equity curves, allowing intuitive visual differentiation between bullish and bearish phases.
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Practical Applications
The Standard Deviation VIDYA MA is designed for traders seeking an adaptive trend-following framework that dynamically responds to changing market volatility. By combining VIDYA’s volatility-sensitive smoothing with standard deviation–based thresholds, the indicator offers a robust approach to directional analysis across multiple market conditions.
Key applications include:
Adaptive Trend Identification – Detect sustained bullish and bearish trends using a volatility-adjusted moving average that automatically accelerates or slows based on market activity.
Volatility-Aware Entry & Exit Signals – Utilize standard deviation bands to define dynamic breakout and invalidation zones, helping reduce false signals during low-volatility consolidation phases.
Noise-Filtered Trend Participation – Avoid whipsaws by requiring price expansion beyond adaptive deviation thresholds before confirming trend direction.
Systematic Backtesting & Evaluation – Analyze historical trend performance using built-in equity curves and date filters to assess effectiveness across different market regimes.
Visual Trend Confirmation – Leverage color-coded VIDYA lines, deviation zones, and optional labels to clearly interpret trend state and momentum strength in real time.
This framework bridges volatility analysis with adaptive trend logic, providing a disciplined and data-driven method for trend participation while maintaining clarity and interpretability in live trading environments.
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Conclusion
The Standard Deviation VIDYA MA by QuantLapse represents a modern evolution of adaptive trend analysis, blending volatility-weighted smoothing with statistically driven deviation thresholds. By integrating VIDYA’s responsiveness with standard deviation-based confirmation, the system delivers clearer trend structure, reduced noise, and more reliable directional context across varying market regimes.
This indicator is particularly well-suited for traders who value adaptability, clarity, and rule-based decision-making over static moving average techniques.
🔹 Who should use Standard Deviation VIDYA MA:
📊 Trend-Following Traders – Identify and stay aligned with sustained directional moves while avoiding premature reversals.
⚡ Momentum Traders – Capture volatility-supported expansions when price breaks beyond adaptive deviation bands.
🤖 Systematic & Algorithmic Traders – Ideal as a volatility-aware trend filter for rule-based entries, exits, and portfolio frameworks.
🔹 Disclaimer: Past performance does not guarantee future results. All trading involves risk, and no indicator or methodology can ensure profitability.
🔹 Strategic Advice: Always backtest thoroughly, optimize parameters responsibly, and align settings with your personal risk tolerance, timeframe, and market conditions before deploying the indicator in live trading.
krishnadeshmukh/NIFTY50 Micro Sentiment Part 1📘 Script Description: NIFTY50 Micro Sentiment — Part 1
This indicator tracks real-time micro sentiment across the top 25 weighted stocks of the NIFTY50 index using a volume-based distribution model.
🔍 How it works:
Scans last N bars (configurable) for each stock.
Divides each stock’s price range into equal bins.
Measures bullish vs bearish volume in each bin based on:
Candle Color (Close > Open) or
Close Near High (Close > Midpoint).
Assigns a sentiment value:
+1 → Bullish dominance
-1 → Bearish dominance
0 → Neutral
📊 Each stock's sentiment is weighted by its contribution to the index.
🧮 Displays:
Weighted Sentiment Score
Bullish / Bearish / Neutral Components
Updated every 5 bars with an easy-to-read table.
Use this to gauge underlying micro shifts in sentiment before broader market moves.
krishnadeshmukh/NIFTY50 Micro Sentiment Part 1📘 Script Description: NIFTY50 Micro Sentiment — Part 1
This indicator tracks real-time micro sentiment across the top 25 weighted stocks of the NIFTY50 index using a volume-based distribution model.
🔍 How it works:
Scans last N bars (configurable) for each stock.
Divides each stock’s price range into equal bins.
Measures bullish vs bearish volume in each bin based on:
Candle Color (Close > Open) or
Close Near High (Close > Midpoint).
Assigns a sentiment value:
+1 → Bullish dominance
-1 → Bearish dominance
0 → Neutral
📊 Each stock's sentiment is weighted by its contribution to the index.
🧮 Displays:
Weighted Sentiment Score
Bullish / Bearish / Neutral Components
Updated every 5 bars with an easy-to-read table.
Use this to gauge underlying micro shifts in sentiment before broader market moves.
krishnadeshmukh/NIFTY50 Micro Sentiment Part 2📘 Script Description: NIFTY50 Micro Sentiment — Part 2
This indicator continues the NIFTY50 Micro Sentiment model by analyzing the remaining 25 stocks (Rank 26–50 by index weight) of the NIFTY50.
🔍 Key Features:
Applies the same volume-bin methodology used in Part 1.
Sentiment detection based on:
Candle Color (default) or
*Close vs Midpoint of the candle range.
Stocks are weighted by their index influence.
Output is a clean sentiment table:
+ve / -ve / Neutral Volume Score
Weighted Sentiment Output
Use this in conjunction with Part 1 to analyze the entire NIFTY50 sentiment landscape.
📘 Script Description: NIFTY50 Combined Score
This script aggregates live sentiment data from both:
🧩 NIFTY50 Micro Sentiment — Part 1
🧩 NIFTY50 Micro Sentiment — Part 2
🚀 What it does:
Imports Score, +ve, -ve, and Neutral components from both scripts.
Combines them to produce:
✅ Total Weighted Sentiment
🟢 Bullish Weight
🔴 Bearish Weight
🟡 Neutral Component
📊 Outputs are shown via a middle-right sentiment table, updated every 5 bars.
Perfect for traders seeking a unified view of micro sentiment across the entire NIFTY50 ecosystem — in one glance.
Triple Supertrend + EMA CrossoverCustomized 3 supertrend and EMA crossover which is helpful for identification of the trend.
Adaptive Trend-Based Fib Extension + TrendlinesThis advanced analysis tool is designed to take the guesswork out of Fibonacci trading. By combining Adaptive Fibonacci Extensions with multi-method Pivot Detection, Dynamic Trendlines, and Horizontal Support/Resistance, this indicator provides a comprehensive roadmap for any market trend.
Learn volume trading - @pricevolumetraders
Key Features
Adaptive Fibonacci Engine: Unlike static tools, this indicator uses an ATR-based adaptive factor to adjust extension levels according to current market volatility.
Smart Trend Detection: Automatically identifies trend direction using EMA cross-overs or Higher High/Higher Low sequences to determine whether to plot Bullish or Bearish extensions.
Multi-Method Pivots: Choose from six different pivot detection methods, including Volume-Based, Fractal, ATR-Based, and Long Wick detection, to suit your specific trading style.
Automated Trendlines & S/R: High-probability diagonal trendlines and horizontal S/R levels are drawn only when they meet a minimum "touch" requirement and volume confirmation.
Institutional Zones: Highlights the "Golden Zone" between the 127.2% and 161.8% extension levels, where trends often reach exhaustion or find major targets.
How to Use
Trend Alignment: Use the built-in Dashboard to quickly identify the current trend (Bull/Bear) and RSI momentum.
The 3-Point Setup: The indicator automatically finds Point 1 (Trend Start), Point 2 (Impulse End), and Point 3 (Retracement/Last Touch) to project future price targets.
Entry Confirmation: Look for price action near the 61.8% or 78.6% Retracement levels for high-probability entries in the direction of the trend.
Targeting: Use the extension levels (100%, 127.2%, 161.8%) as your primary Take Profit zones.
Confluence: The strongest setups occur when a Fibonacci level aligns perfectly with a Horizontal S/R line or a Diagonal Trendline.
Technical Settings
Pivot Settings: Adjust 'Left' and 'Right' bars to change the sensitivity of swing high/low detection.
Fib Timeframe: You can anchor Fibonacci levels to a higher timeframe (e.g., 1-hour levels) while trading on a lower timeframe (e.g., 5-minute).
Volume Multiplier: Filter for horizontal levels that were formed with significant institutional volume.
Disclaimer: Trading involves significant risk. This tool is for educational and analytical purposes only and should be used in conjunction with a complete trading plan.
First Presented FVGSummary: First Presented FVG Indicator
This is a Pine Script v6 TradingView indicator that identifies and visualizes the first Fair Value Gap (FVG) that forms within configurable time windows during a trading session.
What it Does
1. Detects FVGs : Uses the classic 3-candle FVG definition:
- Bullish FVG: When low > high (gap up)
- Bearish FVG: When high < low (gap down)
2. "First Presented" Logic : For each configured time slot, it captures only the first qualifying FVG that forms—subsequent FVGs in that window are ignored.
3. Visual Display :
- Draws a colored box spanning from detection time to session end
- Optional text label showing detection time (e.g., "9:38 Tue FP FVG")
- Optional grade lines at 25%, 50%, and 75% levels within the FVG
Key Configuration
Setting Description
Timeframe Only works on 5-minute charts or lower
Timezone IANA timezone for session times (default: America/New_York)
Session Futures trading hours (default: 1800-1715)
Min FVG Size Minimum gap size in ticks to qualify
4 Time Slots Each with enable toggle, time window, and color
Default Time Slots
Slot 1 (enabled): 09:30-10:30 — lime green
Slot 2 (enabled): 13:30-14:30 — blue
Slot 3 (disabled): 13:00-13:30 — teal
Slot 4 (disabled): 14:15-14:45 — fuchsia
Technical Features
Handles cross-midnight sessions correctly
Resets all drawings at each new session
Skips the first bar of each window to ensure valid 3-candle lookback
Clamps slot windows to session boundaries
GME Warrant Tracker [theUltimator5]The GME Warrant Tracker was designed to be used for GME warrants tracking. The theory behind this indicator is that warrants are priced similarly to options and generally follow the same Greeks. With that assumption, we can break down the price of the warrants by using known Greeks to estimate either the theoretical price, or even estimate Implied Volatility (IV).
The base settings for this indicator plot the calculated IV, the theoretical price (there are multiple methods of calculation which I will discuss later) and the current warrant price.
You can toggle on or off all of these plots to display only what you want to track.
For example, you can simply track the difference between the theoretical price and the current price to see if warrants are trading at a premium or a discount vs what the indicator calculates it to be.
Calculating implied volatility is extremely difficult and must be approximated.
The theoretical warrant price produced by this indicator depends primarily on the volatility input (σ) used in the Black–Scholes pricing model.
This script supports five distinct methods for approximating σ, each extracting different information from the market.
1) Close-to-Close Historical Volatility
Close-to-Close computes the standard deviation of daily close-to-close returns and uses a lookback window scaled to time-to-expiry. As the expiration approaches, the lookback window tightens, giving a more responsive volatility approximation relative to time-to-expiry.
This option produces conservative approximations for volatility, and may lag actual volatility intraday.
2) Parkinson High-Low Volatility
Parkinson High-Low volatility uses daily high and low prices to calculate intraday trading range for a more responsive estimation to volatility. It ignores opening and close gaps, so overnight volatility is not accounted for.
This option produces higher theoretical volatility during choppy price action and can over estimate actual volatility.
3) Garman–Klass Volatility
Garman–Klass volatility is a way to estimate how much price is fluctuating by using the open, high, low, and close for each period. Because it draws on multiple intraperiod price points (not just the range or close-to-close moves), it typically produces a tighter, more informative volatility estimate than simpler approaches. It’s often most helpful when gaps occur and when the open and close carry meaningful information about the session’s trading.
4)Yang–Zhang Volatility
The Yang–Zhang volatility estimator is designed to account for both opening jumps and price drift. It estimates volatility by combining overnight (close-to-open) variance, intraday (open-to-close) variance, and a weighted Rogers–Satchell component using OHLC data, often yielding a more robust measure than simpler close-to-close style estimators.
5) Option price
By default, the indicator uses the call option strike dated closest to the warrant expiration date. Since the Greeks for both the warrants and the
options are assumed to be equivalent with a minor difference in theta (time-to-expiry), the theoretical price of the warrants closely matches the trade price of the call strike chosen.
There is a table that can be enabled (off by default because it is large and fills entire screen on mobile) which shows all the configuration settings and Greeks.
You can also manually adjust the "dilution" factor for the warrants, which shifts the number of active warrants and moves the count into the shares outstanding for the underlying (GME). The reason for this is that as warrants get exercised, the total quantity of warrants in circulation decreases and the the total quantity of shares outstanding increases.
Since this indicator was built around the single warrant, ticker NYSE: GME/W, it is only meant to be used with NYSE:GME. Any other ticker will not work properly with this indicator.
A program written by a beginner# TXF Choppy Market Detector (Whipsaw Filter)
## Introduction
This project is a technical indicator developed in **Pine Script v5**, specifically optimized for **Taiwan Index Futures (TXF)** intraday trading.
The TXF market is known for its frequent periods of low-volatility consolidation following sharp moves, often resulting in "whipsaws" (double-loss scenarios for trend followers). This script utilizes **volatility analysis** and **trend efficiency metrics** to filter out noise and detect potential "Stop Hunting" or "Liquidity Sweep" setups within range-bound markets.
## Methodology & Algorithms
The strategy operates on the principle of **Mean Reversion**, combining two core components:
### 1. Market Regime Filter: Choppiness Index (CHOP)
We use the Choppiness Index (originally developed by E.W. Dreiss) to determine if the market is trending or consolidating based on **Fractal Dimension** theory.
* **Logic**:
The index ranges from 0 to 100. Higher values indicate low trend efficiency (consolidation), while lower values indicate strong directional trends.
* **Condition**: `CHOP > Threshold` (Default: 50).
* **Application**: When this condition is met, the background turns **gray**, signaling a "No-Trade Zone" for trend strategies and activating the Mean Reversion logic.
### 2. Whipsaw Detection: Bollinger Bands
Bollinger Bands are used to define the dynamic statistical extremities of price action.
* **Logic**:
We identify **Fakeouts** (False Breakouts) that occur specifically during the choppy regime identified above. This is often where institutional traders hunt for liquidity (stops) before reversing the price.
#### Signal Algorithms (Pseudocode)
**A. Bull Trap (Washout High)**
A false upside breakout designed to trap long traders.
```pine
Condition:
1. Is_Choppy == true (Market is sideways)
2. High > Upper_Bollinger_Band (Price pierces the upper band)
3. Close < Upper_Bollinger_Band (Price fails to hold and closes back inside)
History Trading SessionsThis indicator helps visually structure the trading day by highlighting custom time zones on the chart.
It is designed for historical analysis, trading discipline, and clear separation between analysis time, active trading, and no-trade periods.
Recommended to use on 4h and below time frames.
Delta Strength (True TV Delta)Description
Delta Strength measures the intensity of aggressive trading activity using TradingView’s native Volume Delta engine (ta.requestVolumeDelta).
Volume Delta shows which side is aggressive (buyers or sellers).
Delta Strength answers a different question:
How strong is that aggression compared to recent market behavior?
This indicator converts true per-bar volume delta into a relative strength ratio, helping identify institutional participation, initiative moves, absorption, and potential traps at key price locations.
No candle-based approximation is used. The calculation relies on TradingView’s internal bid-ask volume classification from lower timeframes.
How It Is Calculated
• Per-bar delta is derived from the difference between cumulative delta at bar close and bar open
• Absolute delta is averaged over a user-defined lookback period
• Current delta is compared against this average to produce a normalized strength value
This makes the indicator adaptive across instruments, volatility regimes, and sessions.
How to Read Delta Strength
• Values below the lower threshold indicate normal or low-quality activity
• Rising values show increasing professional participation
• Very high values indicate strong imbalance or aggressive initiative orders
• Extreme values without price follow-through often signal absorption or trapping
Delta Strength measures intensity only, not direction.
How to Use (Important)
Always combine Delta Strength with price location and structure.
Best locations include:
• VWAP and VWAP bands
• Previous Day High / Low
• Session highs and lows
• Range boundaries or value edges
Interpretation logic:
• Strong delta with price acceptance supports continuation
• Strong delta with price rejection suggests absorption or exhaustion
What This Indicator Is NOT
• Not a directional signal
• Not a standalone entry tool
• Not a trend indicator
Using Delta Strength without context can lead to false conclusions.
Intended Use
This indicator is designed for:
• Order Flow Analysis
• Market microstructure study
• Institutional activity confirmation
• Advanced discretionary trading workflows
It works best when combined with Volume Delta, VWAP, and structure-based analysis.
Summary
Delta shows who is aggressive.
Delta Strength shows how aggressive they are.
Price reaction shows whether that aggression is accepted or absorbed.
Used together, they provide insight into market intent rather than just price movement.
Implicit Dolar MEPWhich stock or CEDEAR offers the best implied MEP dollar rate?
This indicator displays labels positioned at the level of the implied MEP dollar rate for the 10 equity instruments (stocks, CEDEARs and ETFs) with the highest trading volume in MEP dollars over the last month on the BYMA market.
The implied rate for each asset is calculated as the ratio between its price in ARS and its price in MEP dollars, for example:
GGAL / GGALD.
As a reference (benchmark), a white line is plotted representing the implied MEP dollar rate of the AL30 bond, calculated as AL30 / AL30D, which is the most liquid government bond in the BYMA market.
Settings
• The user may enter the ticker of any bi-currency instrument (fixed income or equity) to add its label to the chart.
Key information
An information box highlights:
• The asset with the most expensive implied dollar (Best SELL).
• The asset with the cheapest implied dollar (Best BUY).
Not an investment recommendation.
This information is provided for informational purposes only and does not constitute an offer, solicitation, or investment advice. Investment decisions are the sole responsibility of the investor.
Goldbach Continuum | PO3 Market FrameworkGoldbach Continuum is an indicator recreation and reinterpretation based on the original Goldbach Trifecta methodology and teachings developed by Hopiplaka.
The indicator applies Power of Three (PO3) dealing ranges to visualize institutional price cycles using Goldbach-based mathematical levels. Price is organized into Liquidity, Flow, and Rebalance layers, highlighting where liquidity is engineered, directional bias is established, and price temporarily pauses or redistributes risk.
This implementation was built to preserve the core structural logic of the original model while presenting it in a clear, modular, and execution-focused format. Each layer can be displayed independently, and an optional mini-map provides higher-timeframe context for multi-timeframe analysis.
This project is created with respect to the original framework and is intended as an educational and analytical recreation, not a replacement for the official Goldbach Trifecta indicator.
Credits & Acknowledgments
Original methodology and teachings: Hopiplaka
Framework & code implementation: Noctis
Official reference: hopiplaka.gumroad.com
Goldbach TrifectaGoldbach Trifecta applies Power of Three (PO3) dealing ranges to map institutional price cycles using mathematically derived Goldbach-based levels.
Price is structured into three purpose-driven layers — Liquidity, Flow, and Rebalance — helping traders visualize where liquidity is engineered, bias is defined, and price pauses or redistributes risk with precision. Each layer can be displayed independently, and an optional mini-map provides higher-timeframe structural context at a glance.
This model builds on the foundational teachings of Hopiplaka, whose original Goldbach framework revolutionized how traders interpret engineered price cycles — thank you for the core insights and methodology. The underlying code structure and implementation were developed by Noctis, bringing this advanced framework to life in an easy-to-use indicator.
Credits: Hopiplaka (original founder & methodology), Noctis (framework development)
Reference: hopiplaka.gumroad.com
TASC 2026.01 The Reversion Index█ OVERVIEW
This script implements the Reversion Index as presented by John F. Ehlers in the January 2026 edition of the TASC Traders' Tips , "Identifying Peaks And Valleys In Ranging Markets”. This indicator was created to provide timely buy and sell signals for mean reversion strategies.
█ CONCEPTS
Ehlers came up with the idea for the Reversion Index following the development of the "Continuation Index" (featured in the September 2025 edition). While the Continuation Index provides indications for trend onset, continuation, and exhaustion; the Reversion Index serves as its counterpart for mean-reversion trading.
The raw Reversion Index value is calculated as the net change in price normalized to the sum of the absolute value of change in price over the same period; for clarity, it is then smoothed using Ehlers' SuperSmoother.
The Smooth Reversion Index value is led by a "Trigger" line, which is created by smoothing the raw data to half the smoothing period of the smoothed index.
Note: Ehlers suggests the smoothing lengths be left at 8 and 4 (Reversion Index & Trigger). For this reason these lengths are hard-coded in the script but can be easily modified in the code.
█ USAGE
In order to identify peaks and valleys effectively, the "Length" should ideally be set to half of that of the expected cycle of the data. If the expected cycle of your trading data is 20 bars, a 10 bar length should be set.
Note: The Reversion Index is intended to identify peaks and valleys within a cycle, not over a large sample period. Ehlers suggests that this would create an estimation of trend, which is not the goal here.
Once the length is set, peaks and valleys are interpreted as the cross of the "Trigger" and "Smooth" lines.
ICT MTF FVG BPR Toolkit [D4A}The ICT MTF FVG BPR Toolkit encompasses the following 5 components:
- Fair Value Gaps - current timeframe
- Fair Value Gaps - higher timeframe
- BPR - Balanced Price Range
- Long Wicks - which are considered to be gaps by ICT
- Immediate Rebalance - it leaves no gaps, but is as important in assessing current workflow
This is advanced Fair Value Gaps script that uses trading methodology taught by ICT trader. To use it effectively it requires at least some basic knowledge of Smart Money Concepts (SMC) as outlined in ICT's lectures found on YT. I may publish another SMC related scripts in future if this kind of tool is useful to anybody.
The idea behind this work, is to have all the necessary tools related to Fair Value Gaps in one script that is easy to use (requires SMC knowledge), fully customizable and will keep the chart as clutter free as possible. Since, I could not find a ready-made script which would tick all my requirements, I created this new script, partially by borrowing some ideas and code from existing open source projects that I liked. Rather than re-inventing the wheel, I focused on adopting and improving existing solutions and have them work together in one tool that could present the information accurately and in a polished way, where the trader can customize almost everything. Full credit goes to other coders, who tackled this subject before me, but particularly to:
QuantVue
LuxAlgo
pmk07
The script have these unique features:
- Can present FVGs from up to 3 different timeframes at any given interval
- The amount and interval of higher timeframe FVGs is fully customizable
- FVGs can be displayed based on size
- Volume Imbalance can be included as part of FVG (as recommended by ICT)
- Higher timeframe FVGs can have quadrants displayed along with C.E. (based on ATR filter)
- Both current and higher timeframe FVGs can be displayed in different ways depending on price interactions
- BPR which works on current timeframe only
- Long Wick detection logic has been slightly changed from the original LuxAlgo code
- Immediate Rebalance code has been simplified and re-focused on clarity
-----------------
Disclaimer
The information contained in my Scripts/Indicators/Ideas/Algos/Systems does not constitute financial advice or a solicitation to buy or sell any securities of any type. I will not accept liability for any loss or damage, including without limitation any loss of profit, which may arise directly or indirectly from the use of or reliance on such information.
All investments involve risk, and the past performance of a security, industry, sector, market, financial product, trading strategy, backtest, or individual's trading does not guarantee future results or returns. Investors are fully responsible for any investment decisions they make. Such decisions should be based solely on an evaluation of their financial circumstances, investment objectives, risk tolerance, and liquidity needs.
My Scripts/Indicators/Ideas/Algos/Systems are only for educational purposes!
SMC Academy [PhenLabs]📊 SMC Academy
Version: PineScript™ v6
📌 Description
The SMC Academy indicator is a comprehensive educational tool designed to demystify Smart Money Concepts (SMC) for traders of all levels. Unlike standard indicators that simply print signals, this script uses a “Learning Phase” system that allows users to toggle between individual concepts—such as Market Structure, Liquidity, Imbalances, and Order Blocks—or view them all simultaneously. It lets you focus on one piece of the puzzle at a time.
🚀 Points of Innovation
Progressive Learning Modes: Toggle between 5 distinct phases to master concepts individually before using the Full Strategy Mode.
Educational Tooltips: Hover over labels to read detailed explanations of why a BOS, MSS, or Liquidity zone was identified.
Smart Filtering: Uses ATR and Volume integration to filter out low-quality Fair Value Gaps and weak Order Blocks.
HTF Dashboard: A built-in panel analyzes Higher Timeframe (4H) data to ensure you are trading in alignment with the broader trend.
🔧 Core Components
Market Structure Engine: Automatically detects Swing Highs and Lows to map out market direction using configurable swing lengths.
Liquidity Manager: Identifies unmitigated swing points that serve as Buy-Side (BSL) and Sell-Side (SSL) liquidity magnets.
Imbalance Detector: Highlights Fair Value Gaps (FVG) where price inefficiencies exist, using ATR thresholds to ignore noise.
Order Block Identifier: Locates the specific candles responsible for structure breaks, validated by volume analysis.
🔥 Key Features
Break of Structure (BOS): Automatically marks trend continuation signals with solid lines and color-coded labels.
Market Structure Shift (MSS): Identifies potential trend reversals when significant swing points are breached.
Dashboard Context: Displays the current trend direction and the 4H context directly on your chart.
Custom Alerts: Built-in alert conditions for structure breaks and new Order Blocks allow for automated tracking.
🎨 Visualization
Structure Lines: Solid lines indicate confirmed breaks (Green for Bullish, Red for Bearish).
Liquidity Zones: Dotted lines extending rightward indicate resting liquidity levels that price may target.
FVG Boxes: Shaded boxes highlight imbalance zones, automatically extending for a user-defined number of bars.
Dashboard: A clean, non-intrusive table in the top-right corner displays trend status and active mode.
📖 Usage Guidelines
Setting Categories
Learning Mode: Select from ‘1. Market Structure’ through ‘5. Full Strategy Mode’ to filter what appears on the chart.
Swing Detection Length: Default (5). Determines the sensitivity of the swing high/low detection.
Structure Break Type: Options (Close/Wick). Choose whether a candle close or just a wick is required to confirm a break.
Min FVG Size: Default (0.5 ATR). Filters out gaps smaller than this multiplier to reduce noise.
Filter Weak OBs by Volume: Default (True). Only highlights Order Blocks where volume exceeds the 20-period average.
✅ Best Use Cases
Educational Study: Isolate “Phase 1: Market Structure” to practice identifying trend changes without distraction.
Trend Following: Use “Phase 3: Imbalances” to find entry points within an established trend.
Reversal Trading: Combine “Phase 2: Liquidity” and “Phase 4: Order Blocks” to catch reversals at key levels.
⚠️ Limitations
Subjectivity: Market structure can be interpreted differently depending on the swing length settings used.
Ranging Markets: Like all trend-following concepts, false BOS/MSS signals may generate during choppy, sideways price action.
Repainting: While the signals are non-repainting once confirmed, the live candle may flash a signal before the close if “Close” mode is selected.
💡 What Makes This Unique
Interactive Learning: The inclusion of tooltip explanations transforms this from a simple tool into an active mentor.
Phase-Based Workflow: The ability to strip the chart back to basics at the click of a button is unique to the PhenLabs ecosystem.
🔬 How It Works
Swing Analysis: The script calculates pivot highs and lows based on your length input to define the structural landscape.
Break Validation: It checks if price crosses these pivot points to trigger BOS (Continuation) or MSS (Reversal) logic.
Volume Confirmation: For Order Blocks, it looks back inside the swing leg to find the specific candle responsible for the move, verifying it has significant volume.
💡 Note:
For the best experience, start in Phase 1 to calibrate your Swing Detection Length to the specific volatility of the asset you are trading before enabling Full Strategy Mode.
RS High Beta Exposure | QuantLapseRS High Beta Exposure | QuantLapse
Conceptual Foundation and Innovation
The RS High Beta Exposure indicator from QuantLapse is a comprehensive multi-asset allocation and momentum-ranking system that integrates beta and trend analysis, pairwise relative strength comparison, and volatility-adjusted filtering.
Its objective is to identify dominant crypto assets while dynamically reallocating High Beta exposure based on a calculated relative strength. The objective is to integrate trend analysis along with volatility filtering to these pairs to determine its relative strength.
At its core, RS High Beta Exposure indicator measures the systematic (β) performance of each asset relative to other assets provided combining these measures with inter-asset ratio trends to determine which assets exhibit superior strength and momentum relative to the other assets.
This integration of relative strength comparison, and trend and filtering analysis represents a quantitative evolution of traditional relative strength analysis, designed for adaptive asset rotation across major cryptocurrencies.
Technical Composition and Calculation
The indicator is structured around three major analytical layers:
1. Beta and Alpha Analysis
-Each asset’s return is decomposed into systematic components relative to the other assets by using a trend based, volatility filtering model.
-Assets with the highest point on a relative strength basis above the median are considered outperformers and eligible for allocation.
2. Pairwise Ratio Momentum
-Every asset is compared against all others through a ratio-trend, where momentum based trend scores quantify the directional momentum between each pair.
-In addition, we filter any false signals with volatility adjusted trends in which ensure high quality signals.
3. High Confidence Ranking
-Using the Pairwise Momentum signals, the RS High Beta Exposure scores them. If the asset comparison is given a signal, the RS High Beta Exposure scores points for each asset.
-If the total points of an asset is 5, its given the rank the dominant asset and is most likely to outperform.
By combining these layers, RS High Beta Exposure determines not only which assets is the strongest but also which assets to be invested.
User Inputs and Feature Adaptability
The indicator includes set of customizable parameters to support portfolio and risk management preferences:
Start Date Filter – Defines the beginning of live strategy evaluation.
Display Options – Able to change the location of the RS Table, Background and equity color.
Asset Selection – Modify or replace up to six crypto assets in the ranking matrix
asset1 = input.symbol("CRYPTO:XRPUSD", title ="Asset 1")
asset2 = input.symbol("CRYPTO:BNBUSD", title ="Asset 2")
asset3 = input.symbol("CRYPTO:ADAUSD", title ="Asset 3")
asset4 = input.symbol("CRYPTO:DOGEUSD", title ="Asset 4")
asset5 = input.symbol("CRYPTO:XLMUSD", title ="Asset 5")
asset6 = input.symbol("CRYPTO:LINKUSD", title ="Asset 6")
Each module operates cohesively to maintain analytical transparency while allowing user-level control over system sensitivity and behavior.
Real World, Practical Applications
The RS High Beta Exposure indicator is designed for systematic traders and quantitative portfolio managers who seek a disciplined framework for dynamic crypto asset rotation.
Key applications include:
High-Beta Asset Identification: Systematically identify crypto assets exhibiting relative dominance and stronger momentum characteristics versus peers within the comparison set.
Rule-Based Portfolio Rotation: Reallocate exposure toward leading assets using objective pairwise signals, reducing emotional decision-making and FOMO-driven trades.
Trend-Aligned Risk Participation: Employ the pairwise relative strength model to maintain exposure only during favorable momentum conditions, helping avoid prolonged participation in weak or deteriorating trends.
By combining relative strength comparisons with trend-aware filtering, this framework bridges quantitative finance and market regime analysis, providing a structured, data-driven approach to crypto asset allocation.
Advantages and Strategic Value
RS High Beta Exposure goes beyond conventional relative strength tools by integrating multi-asset comparison, ratio-based dominance scoring, and volatility-aware regime filtering into a single coherent framework.
By employing a three-layer confluence model — combining trend integrity, relative performance attribution, and volatility-state confirmation — the system improves the reliability of rotation and trend-following decisions.
The model is particularly valuable for traders seeking to:
Mitigate drawdowns while participating in higher-beta assets through regime-aware exposure control.
Identify persistent outperformers early in emerging market trends.
Maintain capital exposure only when statistical and momentum conditions signal elevated confidence.
The inclusion of visual allocation tables and a dynamic alert system makes RS High Beta Exposure both transparent and actionable, supporting discretionary analysis as well as systematic or automated trading workflows.
Alerts and Visualization
The script delivers clear, intuitive visual cues and alert-based feedback to support real-time decision-making:
Color-coded background states visually indicate the current allocation regime.
Allocation labels and summary tables display the dominant asset and its relative strength in real time.
An integrated alert system automatically notifies users whenever allocation states change (e.g., “100% XRP” or “100% CASH”).
Together, these visualization and alert features make RS High Beta Exposure both analytically rigorous and easy to interpret, even in fast-moving live market conditions.
Summary and Usage Tips
RS High Beta Exposure is an advanced interpretation of relative strength analysis, blending pairwise momentum comparisons, multi-asset dominance scoring, and adaptive volatility filters into a disciplined framework for crypto asset rotation.
By combining cross-asset selection with systematic allocation logic, the indicator helps traders determine when to be exposed, which asset demonstrates leadership, and when to step aside during unfavorable conditions. The model is best applied on the 1D timeframe, where its structure is optimized for identifying sustained leadership rather than short-term price noise. For broader context and confirmation, it can be used alongside other QuantLapse systematic models at the portfolio level.
Note: Past performance does not guarantee future results. This indicator is intended for research and educational use within TradingView.
Bullish Breakout Finder by St0icTraderThis breakout finder is for PSEI. Buy on breakout candle close with stop loss of 5%.
