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Futures

Mystic's % Retracement ATH MapMystic Retracement Map is a chart overlay that maps key percentage drawdown levels from a selected anchor price. The indicator is designed to help traders visualize where price is trading relative to important retracement thresholds such as -5%, -10%, -20%, and -50%. These levels are commonly watched by different groups of market participants because they can represent short-term pullbacks, correction zones, deeper risk-off moves, or larger structural resets. How it works: The script calculates an anchor price using the selected Anchor Mode. Available anchor modes include Running ATH, Custom Start High, YTD High, Quarter High, Month High, and Manual Price. Once the anchor is selected, the indicator plots configurable percentage retracement levels below that anchor. Main features: • Decimal-friendly retracement inputs, including levels such as -0.5%, -2.5%, and -7.5% • Twelve active retracement levels by default • Key drawdown levels highlighted more clearly than minor levels • Compact right-side labels with optional nearest-level display • A table showing the anchor price, current drawdown, nearest retracement level, ATR distance, moving-average confluence, and trend regime • Dedicated table rows for -5%, -10%, -20%, and -50% retracement prices • Optional moving-average context using 21 EMA, 50 SMA, 100 SMA, and 200 SMA • Optional touch, reclaim, and lost-level markers • Alert conditions for nearest-level touch, reclaim, loss, and larger drawdown thresholds How to use it: Choose the anchor mode that matches your analysis. For broad market indexes, Running ATH or YTD High may be useful. For individual stocks, Custom Start High or Manual Price may be more appropriate when measuring from a specific earnings gap, swing high, breakout high, or other reference point. The plotted retracement lines show where price would be if it were down a selected percentage from the anchor. The table adds context by showing how far price is from key levels in both percentage and ATR terms. The indicator does not predict direction. It is a visual mapping tool for identifying drawdown zones, risk levels, and areas where traders may want to pay closer attention to price action. Notes: • This is an indicator, not a strategy. • It does not place trades or generate automated orders. • The plotted levels are reference zones, not guaranteed support or resistance. • Use this tool together with your own market structure, volume, trend, and risk-management process.
Wskaźnik Pine Script®
od MysticMads
Perpetual Basis Drift Map [AGPro Series]Perpetual Basis Drift Map 🧠 Core Idea Is the perpetual market quietly drifting away from spot, or is the basis relationship compressing back toward neutral? 📌 Overview / What it does Perpetual Basis Drift Map is a crypto derivatives context tool designed to monitor how the active perpetual or futures market behaves against a matching spot reference. The script compares the active chart price with an automatically selected spot reference, measures basis percentage, basis drift, normalized basis z-score, drift velocity, persistence, and trend context. It converts that relationship into an open three-rail basis drift meter, state labels, right-side tags, alerts, and an AG Pro dashboard. It does not read official funding payments, automate trades, predict future price direction, or promise that basis must mean-revert. It is a structured visual map for interpreting perpetual premium, perpetual discount, basis expansion, basis compression, reset, and spot-reference mismatch conditions. 🎯 Purpose & Design Philosophy This script was built to separate basis drift from generic funding or premium talk. Funding pressure can be noisy, and a raw premium number is often not enough. Traders need to know whether the relationship between perp/futures and spot is widening, compressing, persisting, or simply resetting. The design goal is to make basis behavior visible as a chart story, not just a number in a panel. ⚡ Why This Script Is Different Most tools show a spread or premium value and leave the interpretation to the user. This script does NOT treat basis as a simple buy or sell signal, does NOT claim that premium must reverse, and does NOT hide reference mismatch risk. Instead, it maps the basis relationship into states: Positive Drift, Negative Drift, Basis Expansion, Basis Compression, Reset, and Check Spot Ref, while the chart labels use Premium Drift, Discount Drift, Spread Expansion, and Basis Compression for faster visual reading. It uses spot-reference comparison, baseline drift, z-score, velocity, persistence, and trend context together. ⚙️ Methodology 1. Context Detection The script builds a spot reference from the active chart base currency, selected exchange, and selected quote. 2. Reference Mapping It compares the active market against the spot reference and calculates basis percentage. 3. Reaction Evaluation The model evaluates basis drift from baseline, normalized basis z-score, drift velocity, persistence, and trend context. 4. Visual Output The result is shown as a compact open basis drift meter, centered meter label, right-side tags, event labels, and dashboard panel. 🗺️ How to Read the Chart The basis drift meter separates the current read into three visible layers: state rail, basis value rail, and pressure score rail. It is intentionally open-ended rather than a closed corridor, so the visual story feels different from zone-first tools. Labels mark state changes such as Premium Drift, Discount Drift, Spread Expansion, and Basis Compression. Optional compact pulse markers add additional context when premium, discount, expansion, or compression pressure appears without turning the script into a signal engine. Colors communicate context: • Teal = positive/perp-premium drift pressure • Pink = negative/perp-discount drift pressure • Yellow = spread expansion or reference warning • Indigo = compression/reset regime The panel summarizes state, score, basis, basis z-score, velocity, persistence, direction, quality, spot reference, trend, and meter values. 🚦 Signals & States • Positive Drift → perpetual/futures market is drifting above the spot reference • Negative Drift → perpetual/futures market is drifting below the spot reference • Basis Expansion → basis deviation and drift velocity are widening • Basis Compression → basis deviation is compressing back toward neutral • Reset → no active drift state is strong enough to dominate the read • Check Spot Ref → selected spot reference appears mismatched or unavailable 🔔 Alerts Logic Alerts trigger when the script transitions into selected basis states. Positive Basis Drift alerts mark meaningful upward perp-versus-spot drift. Negative Basis Drift alerts mark meaningful downward perp-versus-spot drift. Basis Expansion alerts mark widening basis deviation and drift velocity. Basis Compression alerts mark movement back toward a neutral basis relationship. Alerts are attention markers, not trade instructions. 🧩 Confluence Logic The strongest context appears when multiple components align: Basis percentage + normalized basis z-score + drift velocity + persistence + trend context. When basis widens and persists, the relationship may deserve closer attention. When basis compresses, the market may be returning toward a more neutral perp-versus-spot condition. 📊 When to Use • Crypto perpetual and futures charts • Markets where spot reference comparison is meaningful • Perp/spot monitoring on BTC, ETH, and liquid crypto pairs • Basis expansion, basis compression, and drift-context analysis • Sessions where derivatives premium or discount behavior matters ⚠️ When NOT to Use • Symbols with poor spot-reference alignment • Illiquid markets with unreliable pricing • Spot-only charts if the user expects a derivatives basis story • Extreme news events where spread behavior can become unstable • Markets where the active symbol and selected reference are not comparable 🎛️ Key Inputs • Auto Spot Reference → automatically builds a matching spot reference • Basis Baseline Length → controls how quickly the normal basis relationship adapts • Basis Normalization Lookback → controls how unusual basis drift must be • Drift Velocity Lookback → measures whether basis is widening or tightening • Persistence Window → measures whether basis behavior continues across bars • Reference Mismatch Guard % → prevents mismatched references from being interpreted as real basis drift • Visual Settings → control meter projection, labels, right-side tags, and font sizes 🖥️ Interface & Visual Design The interface is designed around a premium chart-first story. The basis drift meter provides the main visual anchor. Centered meter text explains the state without relying on weak transparent labels or a large corridor box. Right-side tags keep the current state, basis, and score visible near the active price area. The panel follows the AG Pro standard with a merged blue header row, adjustable location, adjustable theme, and adjustable font size. 🧪 Practical Usage Workflow 1. Apply the script to a crypto perpetual or futures chart. 2. Keep Auto Spot Reference enabled for the first pass. 3. Confirm the Spot Ref row matches the active market base currency. 4. Read State, Score, Basis, Basis Z, and Velocity. 5. Inspect whether basis is drifting, expanding, compressing, or resetting. 6. Confirm the read with broader market structure, liquidity, volatility, and risk management. 🔍 Interpretation Guidelines Positive basis drift can show perp premium building, but it does not automatically mean price must fall. Negative basis drift can show perp discount building, but it does not automatically mean price must rise. Basis expansion is a context marker, not a trade instruction. Basis compression can indicate normalization, but normalization does not guarantee direction. 🚫 What This Script Is NOT This script is not a prediction engine. This script is not financial advice. This script is not an auto trading system. This script is not a guaranteed signal engine. This script does not read official funding payments directly. This script does not claim that basis drift must immediately reverse. ⚠️ Limitations & Transparency The script estimates basis from active-symbol versus spot-reference price behavior. Reference quality matters. If the selected reference is wrong or unavailable, the script shows Check Spot Ref rather than presenting the spread as valid basis drift. Different exchanges, contract types, liquidity conditions, and timeframes can produce different basis behavior. Very low basis values can be visually clean but may not produce a dramatic story. 🧠 Market Context Notes Perpetual basis can help traders understand whether derivatives pricing is leaning above or below spot. The value of this tool is strongest when combined with structure, volatility, liquidity, open interest, and disciplined risk management. Basis tells context. It does not create certainty. 🧾 Use Case Examples When a perpetual chart trades persistently above spot and basis velocity expands, the script may classify Positive Drift or Basis Expansion. When a perpetual chart trades persistently below spot and basis velocity expands downward, the script may classify Negative Drift. When basis returns toward its baseline, Basis Compression can help show normalization. 🧱 System Philosophy Perpetual Basis Drift Map follows the AGProLabs principle of building decision-support maps rather than prediction tools. The script is designed to make hidden derivatives context easier to see, not to replace judgment. 🔐 Non-Promise Statement No basis model can guarantee future price direction. No drift score removes uncertainty. This tool helps organize context; it does not create certainty. 📉 Risk Disclosure Trading involves risk. Crypto derivatives can be highly volatile and may involve leverage, liquidation risk, exchange risk, funding-cost changes, and rapid market movement. This script is for educational and analytical purposes only. It does not provide financial advice or guaranteed trading outcomes. Users remain responsible for their own decisions. 📚 Educational Note Use the script as a learning layer for understanding how perpetual premium, perpetual discount, basis drift, basis velocity, and spot-reference behavior can combine into a cleaner derivatives-context read.
Wskaźnik Pine Script®
od AGProLabs
Open Interest Commitment Map [AGPro Series]Open Interest Commitment Map 🧠 Core Idea Is open interest expansion actually committing with price, or is participation building without conviction? 📌 Overview / What it does Open Interest Commitment Map is a crypto derivatives context tool designed to evaluate whether open interest expansion, contraction, price movement, volatility, and persistence are aligning into a meaningful market participation state. The script attempts to read open interest data through configurable OI symbol builders, including Perp Contract OI, Chart Ticker + _OI, Dot-P + _OI, and Manual mode. When supported open interest data is available, it measures OI change, normalizes that change, compares it with price movement, and classifies the result into commitment states. If official open interest data is unavailable, it can fall back to a transparent Volume Proxy mode so the user knows exactly what data mode is being used. It produces a projected commitment zone, state labels, right-side tags, alerts, and an AG Pro dashboard. It does not predict price direction, automate entries, or claim that open interest expansion must continue. 🎯 Purpose & Design Philosophy This script was built because open interest is often discussed as if it has one simple meaning. In reality, rising open interest can support a trend, pressure a crowded side, reflect absorption, or become irrelevant without price confirmation. The goal is to turn open interest into a readable commitment map rather than a raw number. The script asks whether participation is expanding, whether price is accepting that expansion, whether the behavior persists, and whether the current state deserves attention. It is designed for crypto futures and perpetual traders who want to evaluate derivatives participation without relying on a simplistic “OI up equals bullish” or “OI down equals bearish” interpretation. ⚡ Why This Script Is Different Most tools show open interest as a separate line or histogram. This script does NOT treat open interest as a standalone signal, does NOT assume rising OI is automatically bullish, and does NOT hide data limitations when official OI is unavailable. Instead, it maps OI behavior into structured states: Long Build, Short Build, OI Unwind, Absorption, Reset, or Data Missing. It combines OI change, normalized OI deviation, price movement in ATR units, trend acceptance, persistence, and volume rank into one visual commitment framework. ⚙️ Methodology 1. Context Detection The script builds or reads the open interest source and checks whether official OI data is available. 2. Reference Mapping Open interest change is measured over a configurable lookback and normalized against a longer historical window. 3. Reaction Evaluation The model compares OI expansion or contraction with price movement, trend position, volatility, and persistence. 4. Visual Output The final state is displayed through a projected commitment zone, state tags, event labels, and a compact AG Pro panel. 🗺️ How to Read the Chart The commitment zone represents the active area where price and participation behavior are being monitored. Labels mark key state transitions such as Long Build, Short Build, OI Unwind, and OI Absorption. Colors communicate context: • Teal = Long Build • Pink = Short Build • Yellow = OI Unwind • Indigo = Absorption or neutral commitment context • Light/neutral = Reset or Data Missing The panel shows state, score, OI change, OI z-score, persistence, volume rank, direction, quality, data mode, OI source, and distance from the OI baseline. 🚦 Signals & States • Long Build → open interest expands while price shows constructive acceptance • Short Build → open interest expands while price shows bearish acceptance • OI Unwind → open interest contracts meaningfully while price moves • OI Absorption → open interest expands but price movement remains compressed • Reset → no strong commitment state is active • Data Missing → no usable open interest or proxy data is available 🔔 Alerts Logic Alerts trigger when the script transitions into a selected commitment state. Long Build alerts mark expanding participation with constructive price acceptance. Short Build alerts mark expanding participation with bearish price acceptance. OI Unwind alerts mark meaningful open interest contraction while price is moving. OI Absorption alerts mark expanding open interest with limited price movement. Alerts are attention markers, not trade instructions. 🧩 Confluence Logic The strongest read appears when multiple conditions align: Open interest change + OI z-score + price movement + trend acceptance + persistence + volume rank. When expansion appears without price progress, the context can shift from directional commitment to absorption. When contraction appears with price movement, the context can shift toward unwind behavior. 📊 When to Use • Crypto perpetual and futures markets • Symbols where TradingView provides open interest data through `_OI` • High-participation sessions where trader positioning may matter • Breakout, breakdown, compression, and post-liquidation environments • Situations where the user wants to distinguish commitment from noise ⚠️ When NOT to Use • Symbols with no reliable open interest data when proxy mode is not desired • Illiquid markets with unstable volume or fragmented data • Very low timeframe noise without broader context • Spot-only markets where open interest is not relevant • Major news events where positioning can change faster than the model can stabilize 🎛️ Key Inputs • OI Symbol Mode → controls whether the script uses Perp Contract OI, Chart Ticker + _OI, Dot-P + _OI, or Manual OI source selection • Manual Open Interest Symbol → allows manual OI source selection if needed • Allow Volume Proxy Fallback → uses transparent proxy mode when official OI is unavailable • OI Baseline Length → controls the smoothing baseline for participation data • OI Change Lookback → controls the change window for OI expansion or contraction • OI Normalization Lookback → controls how unusual the OI change must be • OI Commitment Z Threshold → defines the minimum normalized expansion required for commitment • Visual Settings → control zone projection, event labels, right-side tags, and font sizes 🖥️ Interface & Visual Design The interface is built around a clean commitment zone and a compact AG Pro panel. The chart should feel active but not crowded. The projected zone gives the screenshot a visible story, right-side tags show the live state, and event labels highlight meaningful historical transitions. The panel follows the AG Pro standard with a merged blue header row, adjustable location, adjustable theme, and adjustable font size. 🧪 Practical Usage Workflow 1. Apply the script to a crypto perpetual or futures chart. 2. Start with OI Symbol Mode set to Perp Contract OI. 3. Confirm the Data Mode row says Open Interest when official OI data is available. 4. If Data Mode says Volume Proxy, try Chart Ticker + _OI, Dot-P + _OI, or Manual mode before using the screenshot for publication. 5. Read the State and Score rows. 6. Inspect whether price and OI are building, unwinding, absorbing, or resetting. 7. Confirm the context with broader market structure, liquidity, volatility, and risk management. 🔍 Interpretation Guidelines Rising open interest is not automatically bullish. Falling open interest is not automatically bearish. Open interest expansion becomes more meaningful when price movement and persistence support the same story. Absorption can be important because participation is increasing without clean price progress. Unwind can be important because positioning is contracting while price is moving. 🚫 What This Script Is NOT This script is not a prediction engine. This script is not financial advice. This script is not an auto trading system. This script is not a guaranteed signal engine. This script does not guarantee official open interest data exists on every symbol. This script does not claim that open interest expansion must continue or reverse. ⚠️ Limitations & Transparency Official open interest availability depends on the symbol, exchange, and TradingView data support. If official OI data is not available and proxy fallback is enabled, the panel clearly shows Volume Proxy mode. Volume Proxy is not the same as official open interest. It can still help visualize participation pressure, but it should be interpreted more cautiously. Different exchanges, contract types, timeframes, and liquidity conditions can produce different open interest behavior. 🧠 Market Context Notes Open interest can help traders think about participation, but it needs context. Expansion with price acceptance may indicate commitment. Expansion without progress may indicate absorption. Contraction with movement may indicate unwind. No single state removes uncertainty. 🧾 Use Case Examples When OI expands and price accepts higher while trend context supports the move, the script may classify Long Build. When OI expands and price accepts lower while trend context supports the move, the script may classify Short Build. When OI expands but price remains compressed, OI Absorption can warn that participation is building without clean directional progress. When OI contracts while price moves, OI Unwind can help identify positioning reduction. 🧱 System Philosophy Open Interest Commitment Map follows the AGProLabs design principle of building decision-support maps rather than prediction tools. The script is designed to organize participation context into a readable workflow: read the panel, inspect the zone, check the state, evaluate reaction, and confirm with broader structure. 🔐 Non-Promise Statement No open interest model can guarantee future price direction. No commitment score creates certainty. This tool helps structure interpretation; it does not replace judgment. 📉 Risk Disclosure Trading involves risk. Crypto derivatives can be highly volatile and may involve leverage, liquidation risk, exchange risk, and rapid market movement. This script is for educational and analytical purposes only. It does not provide financial advice or guaranteed trading outcomes. Users remain responsible for their own decisions. 📚 Educational Note Use the script as a learning layer for understanding how participation, price movement, volatility, persistence, and open interest behavior can combine into a more complete derivatives-context read.
Wskaźnik Pine Script®
od AGProLabs
Elaris Funding Fee Leaderboard Pro# Elaris Funding Fee Leaderboard Pro Elaris Funding Fee Leaderboard Pro is a funding-rate analytics indicator designed for cryptocurrency futures traders who want to monitor market positioning and sentiment through perpetual funding behavior. The indicator estimates and visualizes funding conditions using Binance premium index data while also ranking a curated universe of major Binance Futures markets in real time. Instead of only displaying the current chart’s funding estimate, the indicator includes a leaderboard that highlights the highest and lowest funding environments across multiple futures pairs, helping traders quickly identify crowded positioning, elevated speculation, or potential mean-reversion conditions. --- ## Features ### Funding Fee Estimation * Calculates estimated funding conditions using premium index behavior * Smooth weighted averaging logic for cleaner readings * Dynamic funding visualization with positive/negative market bias ### Top & Bottom Funding Leaderboard * Displays the highest estimated funding markets * Displays the lowest estimated funding markets * Real-time ranking dashboard directly on the main chart ### Professional Dashboard UI * Optimized for both dark and light TradingView themes * Minimal and clean visual design * Main-chart overlay dashboard with organized funding statistics ### Multi-Asset Futures Monitoring Tracks a curated set of major Binance Futures pairs including: * BTC * ETH * SOL * BNB * XRP * DOGE * AVAX * LINK * ADA * and more ### Alerts Includes alert conditions for: * Extreme positive funding conditions * Extreme negative funding conditions * Leaderboard funding extremes * Current chart funding thresholds --- ## How Traders Commonly Use Funding Data Funding conditions are often used by traders to: * Monitor speculative positioning * Detect crowded market conditions * Identify elevated long or short bias * Observe potential exhaustion environments * Compare relative sentiment across futures markets Funding information should be used as contextual market data and not as a standalone trading signal. --- ## Notes * The leaderboard operates on a curated Binance Futures universe due to Pine Script symbol-request limitations. * Uses non-repainting request logic with lookahead disabled. * Intended for educational and analytical purposes only. * This script does not provide financial advice or guaranteed market predictions.
Wskaźnik Pine Script®
od ElarisGroup
Funding Carry Stress Map [AGPro Series]Funding Carry Stress Map 🧠 Core Idea Is the market carrying a hidden derivatives premium or discount that is becoming crowded enough to matter? 📌 Overview / What it does Funding Carry Stress Map is a crypto derivatives context tool designed to estimate when perpetual-style premium, carry pressure, basis drift, and volatility-adjusted crowding are becoming structurally relevant on the chart. The script compares the active chart symbol against a user-selected spot reference, builds a smoothed carry baseline, measures premium/discount deviation, evaluates persistence, and converts the result into a visual carry stress framework. It produces a projected carry stress corridor, state labels, right-side tags, alerts, and a compact AG Pro dashboard. It does not read official exchange funding payments, automate trades, predict future price direction, or promise that elevated carry stress must reverse. It is a structured analytical layer for reading derivatives pressure, premium imbalance, discount imbalance, carry squeeze risk, and cooling behavior. 🎯 Purpose & Design Philosophy This script was built to fill a gap in the public AGProLabs lineup: most chart tools focus on trend, volume, support/resistance, momentum, or volatility. Crypto traders also need a clean way to think about derivatives-side pressure without turning the chart into a noisy data terminal. The design goal is to make carry stress visible as a chart story. Instead of showing only a raw spread number, the script asks whether premium/discount is large, unusual, persistent, and supported by enough volatility context to deserve attention. It is built for traders who want to monitor crowded long carry, crowded short carry, squeeze risk, and stress cooling while still making their own decisions from broader market context. ⚡ Why This Script Is Different Most tools either show generic premium/basis values or treat funding-related pressure as a simple bullish/bearish signal. This script does NOT claim to know the next candle, does NOT treat carry pressure as an automatic reversal signal, and does NOT depend on official funding-rate feeds that may not be available on every chart. Instead, it converts spot-vs-active-symbol premium behavior into a structured carry stress map: premium size, normalized basis deviation, persistence, volatility rank, price reaction, and cooling behavior are combined into one visual decision-support framework. ⚙️ Methodology 1. Context Detection The script reads the active chart price and a spot reference. By default, it automatically builds that reference from the chart base currency, selected exchange, and selected quote. 2. Reference Mapping The premium series is smoothed into a carry baseline. The script then measures how far current premium/discount has moved away from that baseline. 3. Reaction Evaluation The model evaluates basis z-score, absolute premium percentage, persistence across a recent window, volatility rank, and whether price is starting to reject the crowded side. 4. Visual Output The result is displayed as a carry stress corridor, event labels, right-side tags, and a dashboard panel showing state, stress score, premium, basis z-score, persistence, volatility rank, and current interpretation. 🗺️ How to Read the Chart The carry stress corridor represents the active price area where derivatives-side pressure is being monitored. Labels mark important state transitions such as premium stress, discount stress, carry squeeze risk, and carry cooling. Colors communicate state: • Pink = positive carry / long-crowding stress • Teal = negative carry / short-crowding stress • Yellow = squeeze-risk reaction • Indigo = cooling or neutralization The panel summarizes the current condition so the user can quickly read whether carry pressure is low, watch-level, elevated, or extreme. 🚦 Signals & States • Premium Stress → positive premium/carry pressure is active and persistent enough to monitor • Discount Stress → negative premium/discount pressure is active and persistent enough to monitor • Carry Squeeze Risk → elevated carry pressure is present while price begins reacting against the crowded side • Carry Cooling → previously meaningful carry stress has faded below the model’s cooling zone • Reset → no active carry imbalance is strong enough to dominate the current read 🔔 Alerts Logic Alerts trigger when the internal state changes into one of the selected alert conditions. Premium Stress alerts mark a transition into meaningful positive carry pressure. Discount Stress alerts mark a transition into meaningful negative carry pressure. Carry Squeeze Risk alerts mark a transition where crowded carry pressure and adverse price reaction align. Carry Cooling alerts mark a transition where carry stress has materially faded. Alerts are attention markers, not trade instructions. 🧩 Confluence Logic The strongest context appears when multiple components align: When premium size + basis z-score + persistence + volatility rank align, the carry stress score becomes more meaningful. When that elevated score also appears with price rejection against the crowded side, the context shifts from simple premium/discount monitoring into potential squeeze-risk awareness. 📊 When to Use • Crypto perpetual and futures markets where a spot reference can be selected • Perpetual charts compared against their closest spot market • High-interest crypto pairs where basis and carry pressure can influence behavior • Volatile sessions where crowded positioning may matter more than usual • Market regimes where traders want to monitor long-crowd or short-crowd pressure ⚠️ When NOT to Use • Illiquid symbols with unreliable spot or futures pricing • Charts where the selected spot reference is not comparable to the active symbol • Markets with very noisy or fragmented data • Extreme news events where spread behavior can become unstable • Non-crypto symbols unless the user deliberately selects a meaningful reference 🎛️ Key Inputs • Auto Spot Reference → automatically builds the spot reference from the chart base currency, selected exchange, and selected quote • Carry Baseline Length → controls how quickly the premium baseline adapts • Stress Normalization Lookback → controls how far back the script looks to judge unusual basis behavior • Persistence Window → measures whether carry pressure persists across several bars • Premium Stress Threshold % → defines the minimum premium/discount level required for active stress • Reference Mismatch Guard % → prevents mismatched symbols from being interpreted as real carry stress • Basis Z-Score Threshold → defines how unusual the spread must be before stress can activate • Visual Settings → control corridor projection, labels, right-side tags, bar colors, and font sizes 🖥️ Interface & Visual Design The interface is designed around a premium first-glance chart story. The corridor gives the chart an active visual anchor. The centered label explains the current stress read without forcing the user to inspect every panel row. Right-side tags keep the current state visible near the active price area. The panel uses the AG Pro layout standard with a blue merged header row, adjustable location, adjustable theme, and adjustable font size. 🧪 Practical Usage Workflow 1. Apply the script to a perpetual or futures chart. 2. Keep Auto Spot Reference enabled, or manually select the closest matching spot market. 3. Read the panel state and stress score. 4. Check whether the corridor is neutral, premium-stressed, discount-stressed, or showing squeeze risk. 5. Evaluate price reaction around the corridor together with broader market structure, volatility, and risk rules. 🔍 Interpretation Guidelines Treat carry stress as a context layer. Premium stress can mean long-side carry is becoming crowded, but it does not automatically mean price must fall. Discount stress can mean short-side carry is becoming crowded, but it does not automatically mean price must rise. Carry squeeze risk is stronger when elevated stress and adverse price reaction appear together, but it still requires confirmation from broader market context. 🚫 What This Script Is NOT This script is not a prediction engine. This script is not financial advice. This script is not an auto trading system. This script is not a guaranteed signal engine. This script does not read official funding payment data directly. This script does not claim that premium or discount must immediately mean-revert. ⚠️ Limitations & Transparency The script estimates carry stress from active-symbol versus spot-reference behavior. It is a proxy framework, not an official exchange funding-rate feed. Results can vary by exchange, symbol mapping, liquidity, timeframe, and data quality. The selected reference must match the active market. Auto Spot Reference is enabled by default to help keep ETH charts on an ETH reference, BTC charts on a BTC reference, and similar mappings aligned. Fast market moves, low liquidity, stale references, or mismatched symbol selections can affect the accuracy of the stress interpretation. Market conditions change, and the same stress score may behave differently across different volatility regimes. 🧠 Market Context Notes In crypto markets, derivatives pressure can matter because perpetual traders may become crowded on one side when premium, basis, and volatility remain elevated. This does not create certainty. It creates context. The value of the script is strongest when the user combines carry stress with structure, liquidity, trend quality, volatility, and disciplined risk management. 🧾 Use Case Examples When price trades above the spot reference with persistent premium and the panel shifts into Premium Stress, the user may monitor whether long-side carry is becoming crowded. When price trades below the spot reference with persistent discount and the panel shifts into Discount Stress, the user may monitor whether short-side pressure is becoming crowded. When elevated carry stress appears and price starts rejecting the crowded side, the Carry Squeeze Risk state can help highlight a context worth closer attention. 🧱 System Philosophy Funding Carry Stress Map follows the AGProLabs principle of building decision-support maps rather than prediction tools. The script is designed to make hidden context easier to see, not to replace judgment. Its purpose is to organize information into a cleaner visual workflow: read the state, inspect the corridor, evaluate reaction, and confirm with broader context. 🔐 Non-Promise Statement No script can guarantee market direction. No carry stress model can remove uncertainty. This tool helps organize context; it does not create certainty. 📉 Risk Disclosure Trading involves risk. Crypto derivatives can be highly volatile and may involve leverage, liquidation risk, exchange risk, funding-cost changes, and rapid market movement. This script is for educational and analytical purposes only. It does not provide financial advice or guaranteed trading outcomes. Users remain responsible for their own decisions. 📚 Educational Note Use the script as a learning layer for understanding how premium, discount, persistence, volatility, and price reaction can combine into a more complete derivatives-pressure read.
Wskaźnik Pine Script®
od AGProLabs
Bolsacava Stats FunOntheRide Educational indicator created by Fun on the Ride / CryptoNews. This script was built as a learning exercise after watching a public video by Bolsacava, where several intraday ideas about the E-mini S&P 500 futures contract (ES1!) were discussed. The purpose of this publication is not to claim ownership of those ideas, impersonate Bolsacava, or present this as an official Bolsacava tool. It is an independent educational Pine Script project designed to show how recurring market claims can be translated into measurable statistics using 30-minute ES1! bars. The goal is simple: learn, test, and verify. Instead of assuming that a pattern works because it is often repeated, this tool checks how frequently it has actually occurred across recent historical sessions. What the indicator shows The script displays a compact on-chart table with the historical hit-rate of each pattern across three rolling windows: - 20 sessions: short-term behaviour - 60 sessions: medium-term context - 120 sessions: broader baseline This allows traders to compare whether a pattern is currently persistent, fading, or highly dependent on the selected sample size. Patterns audited The indicator tracks five ES1! intraday hypotheses: H1 — Range-bound open between 15:30 and 17:00 Madrid time H2 — Sell-off around the European close, from 17:00 to 18:00 H3 — Low-volatility window between 18:00 and 21:00 H4 — Volatility expansion between 20:00 and 21:00 H5 — Last-hour directional drift from 21:00 to 22:00 All times are referenced in Madrid local time. The calculations are based on bar timestamps and defined intraday windows. Optional filters The script can also recompute the statistics on a cleaner sample by excluding sessions affected by potentially anomalous events: - CPI release days - FOMC meeting days - Extreme sessions, defined by unusually large range or volume Comparing filtered and unfiltered results helps reveal whether a pattern is robust across normal sessions or mainly supported by outlier days. How to interpret it A higher percentage means that the pattern occurred more often within the selected rolling window. This indicator does not provide buy signals, sell signals, stop-loss levels, take-profit levels, or position sizing. It is not a trading strategy. It is a statistical screener designed to help traders test market narratives before using them as decision-making inputs. Important notes - Built for CME_MINI:ES1! on the 30-minute timeframe. - Results may not translate to other symbols, sessions, or timeframes. - The development sample covered approximately 600 historical sessions. - Hit-rates will change over time as new sessions enter the rolling windows. - Past frequency does not imply future reliability. Attribution note This is an independent educational project by Fun on the Ride / CryptoNews, inspired by a public Bolsacava video. It is not affiliated with, endorsed by, or officially published by Bolsacava. The aim is to learn Pine Script, practice statistical thinking, and explore how trading narratives can be tested with data. Disclaimer This script is for educational and statistical research purposes only. It is not financial advice, does not recommend any trade, and makes no claim of profitability. Open-source publication The code is open-source so that users can inspect the logic, verify the calculations, adapt the hypotheses, and suggest improvements.
Wskaźnik Pine Script®
od FunOntheRide
Index Futures Position Size Calculator with valuesA simple, free position size calculator for CME index futures traders. Click Entry, click Stop Loss, pick your asset, get your contract size instantly. Built for fast NY session execution — no spreadsheets, no manual maths, no noise. ═══════════════════════════════════ ✦ SUPPORTED INSTRUMENTS MNQ · MES · NQ · ES — all CME tick values hardcoded. No manual lookup, no mistakes. ═══════════════════════════════════ ✦ FEATURES → One-click Entry and Stop Loss directly on the chart → Auto 1-handle SL buffer — stop shifts 1 full point beyond your click, protecting against wick hunts → Asset dropdown — correct tick value loads automatically, zero manual entry → Smart rounding — fractional contracts of 0.75 or higher round up, otherwise round down → Green Entry line and Red SL line — both start at your exact click and extend right → Price labels on both lines — confirm your exact adjusted levels instantly → Direction arrow — ▲ Buy or ▼ Sell auto-detected from your Entry and SL position → Live dark panel — asset name, contract size, real USD risk and stop distance, all updating in real time ═══════════════════════════════════ ✦ HOW TO USE Add to chart → click Entry → click Stop Loss → pick asset → set Account Size and Risk %. Read your size from the top-right panel. Three clicks and you are sized. ═══════════════════════════════════ ✦ PROP FIRM CHALLENGE SIZING Two clean methods to work within your max drawdown limit. Method 1 — Loss budget split Divide your max loss by how many consecutive losses you can afford. Enter that result as Account Size with Risk at 100%. Example: $2,000 max loss ÷ 5 losses → Account Size $400, Risk 100% Method 2 — Direct percentage Enter your full max loss as Account Size and set your per-trade risk percentage directly. Example: $2,000 max loss, 20% per trade → Account Size $2,000, Risk 20% Both give the same result — use whichever feels natural. ═══════════════════════════════════ ✦ HOW THIS WAS BUILT Developed step by step through real trading feedback, not theory. Started as a basic calculator with manual tick inputs. Then came the asset dropdown with hardcoded CME values, smart rounding, exact click-point line rendering, the auto 1-handle SL buffer with price labels, real-time USD risk display, stop distance row, and finally a full dark panel redesign with colour-coded values and direction detection. Every feature exists because a real trade needed it. ═══════════════════════════════════ ✦ A NOTE FROM THE AUTHOR Built together with Claude AI through real iterative development. Sharing it free because clean tools should not be locked behind paywalls. No Discord, no course, no affiliate links, nothing to buy. Copy it, modify it, build something better — it is yours. ═══════════════════════════════════ ✦ DISCLAIMER Educational tool only. I do not take any responsibility when you use this indicator in your trading — always check the calculations before use. Futures trading carries substantial risk of loss. Not financial advice. Built with ❤️ by REDz and Claude
Wskaźnik Pine Script®
od Green_Room
ES/SPX/SPY & HSI Future/Cash Index Realtime converter + GEXThis script is designed for traders who monitor Gamma Exposure (GEX) levels on cash indices (SPX, HSI) but execute trades on their respective Futures (ES, HSI!) or ETFs (SPY). Because of the "Basis" (the price difference caused by interest rates and dividends), cash levels and futures prices do not align perfectly. This indicator solves that problem by calculating the real-time basis and automatically mapping your GEX levels to your current chart. 🚀 Key Features Real-Time Basis Calculation: Automatically calculates the spread between Futures and Cash for both the S&P 500 and the Hang Seng Index. Dynamic GEX Mapping: Input your daily Call Wall, Put Wall, and Zero Gamma levels for the cash index, and the script will plot them at the mathematically correct price on your Futures chart. Dual-Price Labels: Labels display both the original Cash level and the converted "Futures Equivalent" price for instant clarity. Multi-Asset Support: US Market: ES (Futures), SPX (Index), and SPY (ETF). HK Market: HSI (Index) and HSI! (Futures). Integrated Dashboard: Showing Current Basis (+/- points). Estimated SPX/SPY prices during non-RTH hours. US20Y Yield Monitor: Includes a warning emoji if bond yields cross the 5% threshold. Price Mapping Table: A quick-reference table showing cash levels in 50/100 point increments and their corresponding futures prices. 🛠️ How to Use Inputs: Every morning, update the SPX GEX Levels or HSI GEX Levels in the settings with data from your preferred gamma provider. Date Monitor: Set the GEX Data Date. If you forget to update your levels the next day, a large watermark will appear to warn you that the data is expired. UI Customization: You can move the Info Board and Levels Table to any corner of your screen to avoid cluttering your specific chart layout. 📊 Technical Details Pine Script® v6: Built using the latest version for maximum performance and stability. Sync Logic: Uses request.security to pull data from multiple tickers simultaneously, ensuring the basis calculation is always based on the most recent available tick. Disclaimer : This indicator is a tool for visual mapping and data organization. It does not provide financial advice or automated signals. GEX levels must be sourced and input manually by the user.
Wskaźnik Pine Script®
od yzlh6789
Hour Stats [NQ Stats x CantoLab]A statistical tool for NQ intraday traders built around research from NQ Stats (NQStats on twitter / nqstats.com). Credit to NQ Stats for the original concept and data — published here as an open source indicator with permission. What it does? For each New York session hour (08:00 – 16:00 NY time), the indicator tracks a specific setup: 1)Price opens strictly inside the prior hour's range 2)Price breaches the prior hour high or low by at least 1 tick (0.25 pts) 3)Whether price reverts back to the current hour open before the hour closes Only the first breach per hour is counted. Reversion is confirmed when any bar's wick touches or crosses the hour open after the breach occurs. What gets plotted When the setup triggers, the indicator draws the following levels for that hour: Hour Open — the high probability reversion target. In Simple mode labelled as "High Prob. Retrace", in Advanced mode shows the statistical probability based on which 20-minute segment the breach occurred in PHH / PHL Swept — marks the breached prior hour high or low PHH / PHL Target — the opposite side of the prior hour range, the secondary target if reversion extends further PHM (Prior Hour Mid) — the equilibrium of the prior hour range, visible in Advanced mode only Sweep Mark — a small shape plotted on the candle where the breach is first detected (x, +, or diamond, configurable) Vertical dividers — split each hour into its three 20-minute segments Simple vs Advanced mode Simple — shows Hour Open, swept level, and opposite target. Clean and uncluttered for execution focus. Advanced — adds the Prior Hour Mid level and overlays per-segment reversion probabilities directly on the prior hour high and low, showing the statistical likelihood of reversion depending on when in the hour the breach occurs. Advanced Mode - The 20-minute breakdown Each hour is divided into three 20-minute windows (00–20, 20–40, 40–60). The timing of the breach within these windows significantly affects reversion probability. As a general rule, first segment breaches carry the highest probability of reversion — the 09:00 hour first segment sits at 87.4% historically. Probabilities are pulled from 10 years of NQ data. Settings Mode — Simple or Advanced Show History — keep or clear previous setups as new ones form Time Filter — toggle NY session filter on/off, adjustable session window Show Optimal Timeframe Message — on-chart warning if you are above 5min timeframe Per-level toggles — color, style (Solid/Dotted/Dashed) and width for each plotted level Sweep Mark — toggle, color, and shape Notes Built for NQ Futures. Behaviour on other instruments is untested Best used on 1m – 5min timeframes. Warning displays above 5min, error displays at 60min and above All times are New York time Probability data is derived from 10 years of NQ historical data by @NQStats This indicator does not provide financial advice or a complete strategy. You are responsible for how you build around and execute on this data
Wskaźnik Pine Script®
od CantoLab
NQ Liquidity Zones (Pro Cluster - Ultimate) STM V1# 📊 Liquidity Zones (Pro Cluster – Ultimate) ## 🧠 Overview This indicator is a **multi-factor liquidity clustering engine** designed to identify high-probability price reaction zones using: * Price density clustering (HLC3-based) * Volume-weighted confirmation * Relative volume filtering * Multi-timeframe aggregation * Session-aware liquidity separation (RTH vs overnight) * Dynamic zone scoring + ranking system Instead of drawing arbitrary support/resistance lines, it builds **statistically validated liquidity zones** based on repeated price interaction and participation strength. --- ## ⚙️ Core Concept Markets tend to rotate around areas where: * Price revisits frequently (liquidity accumulation) * Volume participation increases (order concentration) * Sessions overlap or transition (structural imbalance zones) This tool identifies those regions by scoring price levels based on: * Touch frequency (price clustering) * Volume intensity (relative participation) * Freshness (recency of interaction) * Session behavior (RTH vs overnight separation) --- ## 📈 How It Works ### 1. Multi-Timeframe Data Engine The indicator optionally pulls higher timeframe data to build **institutional-grade zones** that reflect broader liquidity structure, not just local noise. --- ### 2. Cluster Detection Each price level is evaluated across a rolling lookback window: * Prices within ATR-based proximity are grouped * Each cluster accumulates: * Touch count * Relative volume contribution * Session-based participation bias --- ### 3. Scoring System Every cluster receives a composite strength score based on: * Density of price interaction * Volume weighting (optional) * Session behavior (regular vs overnight liquidity) * Recency of last interaction Only clusters above a **minimum strength threshold** are promoted to active zones. --- ### 4. Zone Classification Zones are automatically categorized as: * **Support Zones (Demand)** → price below current market * **Resistance Zones (Supply)** → price above current market * **ETH King Zone (optional highlight)** → highest overnight liquidity concentration --- ### 5. Dynamic Filtering To remove noise, the system filters zones using: * Minimum strength score * Minimum relative volume threshold * Age-based decay (zones lose relevance over time) * Sensitivity cutoff for stale liquidity --- ### 6. Visual Structure Each zone is rendered as: * A shaded liquidity band (not a thin line) * Color-coded by type (supply/demand) * Optional “King Zone” highlight for dominant liquidity clusters * Transparent aging effect to show weakening levels over time --- ### 7. Alert Engine The script generates real-time alerts for: * **Zone Entry** → Price enters a liquidity zone from outside * **Zone Break** → Price breaks through a liquidity zone boundary Alerts are ranked so only the strongest zones trigger notifications (configurable top-N filtering). --- ## 🧩 What Makes It “Pro Grade” Unlike standard support/resistance tools, this model: * Uses **statistical clustering instead of manual pivots** * Incorporates **volume-weighted liquidity strength** * Separates **session-based liquidity regimes** * Ranks zones dynamically instead of treating all levels equally * Applies **aging decay to reflect real market relevance** --- ## 📌 Best Use Cases * Intraday liquidity tracking (scalping / day trading) * Breakout confirmation zones * Reversal reaction areas * Session transition analysis (Asia → London → NY) * Institutional-style liquidity mapping --- ## ⚠️ Important Note This tool does not predict direction. It identifies **where liquidity is concentrated**, not what price will do — allowing traders to align entries around statistically significant reaction zones rather than arbitrary levels. ---
Wskaźnik Pine Script®
od StanTheTradingMan
1
NQ Reversal BG Ultra Faded STM F## ⚠️ DISCLAIMER This indicator is for educational and informational use only. It does not provide financial advice. Trading futures and leveraged instruments carries significant risk, including potential loss of capital. Users are fully responsible for their trading decisions and risk management. --- ## 🧠 Overview **NQ Reversal BG Ultra Faded STM** is a precision timing overlay that highlights key **intraday reversal windows** where market behavior historically shifts in liquidity and volatility. Rather than generating trade signals, this tool focuses on: * ⏱️ Time-based market structure awareness * 🌊 Liquidity expansion & contraction cycles * 🔁 Intraday reversal probability zones * 🧠 Behavioral session mapping The indicator uses ultra-faded visual backgrounds to keep charts clean while still marking **high-impact timing clusters**. --- ## ⏰ Core Concept Markets do not move randomly — they move in **time clusters**. This tool highlights key windows where: * Institutional participation increases or decreases * Liquidity is injected or withdrawn * Short-term reversals are statistically more likely * Intraday trend shifts often originate Each highlighted time zone acts as a **context layer**, not a signal. --- ## 📊 Key Time Windows Covered The indicator marks the following NY time zones: * 3:00 AM – Early liquidity positioning * 4:00 AM – London expansion continuation * 6:00 AM – Pre-New York buildup phase * 8:00 AM – Institutional pre-market positioning * 9:45 AM – Post-open rotation zone * 10:30 AM – First major intraday shift window * 11:30 AM – Midday exhaustion / continuation test * 1:30 PM – Afternoon liquidity repositioning * 2:00 PM – Late-session structural shift window Each zone is displayed with a **soft fade background** to maintain chart clarity while preserving awareness. --- ## 🎯 Strategy Purpose This tool is designed to help traders identify: * 📍 When NOT to trade (low probability chop zones) * 📍 When volatility is likely to expand or reverse * 📍 When institutional flow typically repositions * 📍 Where intraday reversals often cluster It is best used as a **context filter layered over price action systems** such as: * SMC / Liquidity models * VWAP-based strategies * Breakout & reversal systems * Order flow confirmation setups --- ## 🧪 Visual Philosophy Unlike signal-heavy indicators, this system is intentionally minimal: * Ultra-faded backgrounds (non-intrusive) * Clean time-based labeling * No repainting signals or predictive arrows * Pure structural timing awareness The goal is **chart clarity + behavioral timing insight**, not noise. --- ## 🧠 How Traders Use It Common applications include: * Avoiding entries during low-quality time windows * Waiting for high-probability reversal periods * Aligning setups with liquidity expansion phases * Timing entries around institutional rotation periods --- ## ⚡ Final Note This indicator is built around a simple edge: > **“Time is a structural variable in price movement.”** Understanding *when* price is most reactive is often more powerful than predicting *direction*. ---
Wskaźnik Pine Script®
od StanTheTradingMan
Zen RTH Trading ToolkitOVERVIEW Three research modules combined into one overlay indicator, with every feature independently toggleable. Built to answer three practical questions on intraday index futures charts: where are the normal-day targets from yesterday's close, where are the breakout targets from the 18-bar opening range, and how stretched is today's move relative to the average. WHAT MAKES THIS DIFFERENT Most ABR/ADR and opening-range tools either use 24-hour ranges or assume a single session. This indicator does three things differently: 1. Session-aware RTH tracking. The ADR uses session-filtered highs and lows, not 24-hour daily bars. Snapshot and rollover both happen on the first bar of the session, which makes it work correctly on RTH-only charts where there is no session-end transition, and on charts that include extended hours. 2. Instrument presets with timezones. A single dropdown sets the correct RTH session and timezone for ES, FDAX, HSI, and Nikkei 225 futures. No typing session strings, no DST adjustments. 3. Data Window exposure. Every stats-table metric is also published as a Data Window plot, so the values remain available even when the on-chart table is hidden. Useful for spreadsheet export, historical bar inspection, and clean-chart workflows. MODULE 1 - ABR MEASURED MOVES Projects 0.5x, 1x, 1.5x, and 2x ABR targets from yesterday's RTH close. Also plots yesterday's high and low, and the original 1x measured move from yesterday's range extremes. ABR here is the Average Bar Range - the rolling average of daily RTH ranges over a configurable lookback (default 8 days). 1x from yesterday's close represents a typical day's travel on index futures; 2x is rare, hit roughly 1 percent of days. MODULE 2 - OPENING RANGE Default 18 bars, which is 90 minutes on a 5-minute chart. Locks the range at the end of bar 18 and draws a box plus configurable breakout projections at 0.25x, 0.5x, 0.75x, 1x, 1.5x, and 2x of the range, in both directions. MODULE 3 - VOLATILITY STATS TABLE Compact on-chart table showing: - ABR: chart-timeframe average bar range - ADR: average daily range, RTH and ETH columns - Today: current session's range - % ADR: percentage of ADR already used (turns red at 80%) - OR %: opening range as a percentage of RTH ADR (fills in once the OR locks) - Swing: swing target in points (% of RTH ADR, configurable, default 40%) - Scalp: scalp target in points (% of RTH ADR, configurable, default 10%) INSTRUMENT PRESETS - ES (CME E-mini S&P 500): 0830-1600 America/Chicago - FDAX (EUREX DAX): 0900-1730 Europe/Berlin - HSI (HKEX Hang Seng): 0915-1630 Asia/Hong_Kong - Nikkei (OSE Nikkei 225): 0845-1550 Asia/Tokyo - Custom: set your own session and timezone HOW TO USE 1. Add to a 5-minute chart of one of the supported instruments. 2. In settings, pick your instrument from the dropdown. 3. Toggle the modules and features you want. If you only want the stats table, turn the MM lines and the OR box off. If you only want the OR, hide the table. 4. Adjust the Swing and Scalp percentages to match how you size your targets. WORKS ON RTH-only charts and charts including extended hours. Designed for 5-minute and other intraday timeframes on index futures. NOTES This is a research tool. It shows volatility and structure context; it does not generate buy or sell signals and makes no claim about future performance. Open-source under the Mozilla Public License 2.0.
Wskaźnik Pine Script®
od Zen_Trading_Tech
2
VoltRouter Webhook BuilderBuild TradingView alert webhook payloads for VoltRouter — a signal routing service that executes your TradingView strategy alerts directly at your broker. $0.07/signal, pay-as-you-go, no subscription required . Supports: market, limit, stop, bracket (TP+SL), trailing stop, FLAT, and cancel-all. How to use: 1. Sign up at voltrouter.com and connect your broker 2. Import this library in your strategy 3. Paste the output into a TradingView alert → Webhook URL field Setup: voltrouter.com import VoltRouterWebhook as vr // In your strategy alert message field: vr.market("MNQM26", "buy", 1, "ibkr", "my_strategy") vr.bracket("MNQM26", "sell", 1, close + 10, close - 5) vr.flat("MNQM26")
Biblioteka Pine Script®
od yuzername
ORDER FLOW DASHBOARD [DOM, Tape, Big Contracts] Percentage Based A compact, non-intrusive percentile order flow dashboard for futures scalping and intraday trading on /NQ, /MNQ, /ES, /MES and other CME instruments. Three panels, one glance. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ WHAT IS IT Most order flow tools require expensive data feeds or dedicated platforms like Bookmap or Sierra Chart. This dashboard brings the core concepts of DOM pressure, tape reading and big contract detection directly onto your TradingView chart using bar structure and volume as proxies. It is designed to sit quietly in the corner of your chart, update in real time, and give you directional context without cluttering your price action. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ THE THREE PANELS DOM Panel Estimates bid vs ask pressure by splitting each bar's volume based on where price closed within the bar's range. A bar closing near its high suggests buying pressure — near the low suggests selling. Displays Buyers %, Sellers % and a Net Delta over your chosen lookback period. The dominant side lights up automatically. Tape Panel Estimates aggressive vs passive order flow. Bars closing in the upper half of their range are classified as aggressive buyers (market orders lifting the offer). Lower half = aggressive sellers (hitting the bid). Shows aggressive buy %, aggressive sell % and passive %. The leading side highlights. Big Contracts Panel Flags bars where total volume exceeds your threshold — a proxy for institutional or block trade activity. Each entry shows price, volume, direction (BID or ASK) and a New York exchange-time timestamp for chart cross-reference. Supports a lower detection timeframe — use 1 min detection on a 2 min chart for more granular results. Confluence Signal Combines DOM and Tape into a single directional read at the bottom of the Tape panel. ▲ BUYERS LEAD — both DOM and Tape show buyers in control. Strongest bullish signal. ▼ SELLERS LEAD — both DOM and Tape show sellers in control. Strongest bearish signal. ? DOM BULL / TAPE BEAR — conflicting signals. Potential absorption or reversal brewing. ? DOM BEAR / TAPE BULL — conflicting signals. Same as above but reversed. BALANCED — neither side clearly dominant on either panel. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ DISPLAY MODES Minimalistic Mode — strips all row background colors from DOM and Tape panels. Only text colors remain. Blends cleanly into any chart style or theme. Big Contracts panel keeps its colors for easy scanning. Color Blind Friendly Mode — replaces red/green color scheme with blue/orange throughout the entire dashboard. One toggle in settings. Works alongside minimalistic mode. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ⚠ IMPORTANT — NOT REAL ORDER BOOK DATA Pine Script does not have access to real Level 2 DOM data, true bid/ask volume splits or individual order sizes. Everything this dashboard shows is a bar structure approximation, not real order book data. DOM proxy: buyVol = volume × (close − low) / (high − low) Tape proxy: close position in range = aggressor classification Big Contracts proxy: total bar volume spike — NOT individual order size Use this dashboard as a confirming tool alongside price action. For true order flow data use Bookmap, Sierra Chart, Quantower or NinjaTrader with a proper CME data feed. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ HOW TO USE IT Watch for confluence — when DOM and Tape both agree on a direction that is your strongest signal. A single panel reading alone is less reliable. Use the Big Contracts panel to identify when institutional-sized volume hits. A cluster of big BID bars at a support level, combined with DOM buyers leading and tape aggressive buy dominant, is a classic accumulation pattern. The timestamp on each entry makes it easy to find the bar on your chart. Watch the Net Delta — a rising price with falling net delta can signal a weakening move or absorption. A falling price with rising net delta may indicate buyers stepping in. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ RECOMMENDED SETTINGS BY TIMEFRAME 1 min — DOM: 8-10 bars | Tape: 5-8 bars | NQ: 1500-2000 | ES: 300-500 2 min — DOM: 5-8 bars | Tape: 4-6 bars | NQ: 2000-3000 | ES: 500-800 3 min — DOM: 5-6 bars | Tape: 4-5 bars | NQ: 2500-3500 | ES: 600-1000 5 min — DOM: 4-6 bars | Tape: 3-5 bars | NQ: 3000-5000 | ES: 800-1500 15 min — DOM: 3-5 bars | Tape: 3-4 bars | NQ: 5000-8000 | ES: 1500-3000 MNQ and MES: divide NQ/ES thresholds by 10. Tip: set Big Contracts detection timeframe to 1 min when charting on 2 min. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ CUSTOMISATION Every color, background, transparency and threshold is adjustable from settings. General — show/hide dashboard, DOM + Tape panels, Big Contracts panel, confluence row, minimalistic mode, color blind mode, dashboard position, text size, background transparency, chart background tint, session filter. DOM — lookback period, alert threshold, full color and background customization per row. Tape — lookback period, alert threshold, full color and background customization per row. Cumulative Delta — optional full-width row at bottom of dashboard, display as number only, bar chart only or both, daily reset time. Big Contracts — volume threshold, extra large threshold, detection timeframe, max entries to display, daily reset time, full color customization. Alerts — 8 individually toggleable alert conditions covering big contracts, DOM dominance, tape dominance and confluence signals. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ DESIGNED FOR Futures scalpers and intraday traders who want order flow context without cluttering their chart or paying for a separate platform. Works on any instrument with volume data — optimized for CME futures.
Wskaźnik Pine Script®
od solowit69
8
Settlement Cycle VWAP Ladder [TechnicalZen]Must have in a technical trader's toolkit! Four volume-weighted anchors stacked across derivatives-expiry horizons for all major markets. What This Is A multi-horizon VWAP reference stack, anchored to the settlement calendar of your chosen market (options and futures expiry dates). Four volume-weighted levels — monthly, weekly, week-to-date, and session — rendered on the price pane with a 20-bar historical table showing how each has evolved. The indicator does NOT guess or lag. It computes hard reference levels from actual volume and price, snaps them to real expiry dates (last Thursday for NSE, third Friday for Europe, etc.), and prints them as step-lines and accumulating curves on your chart. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ What It Does — The Four Ladders Monthly Anchor — N-day VWMA (default 20-day) whose value is snapped on the monthly expiry day and held flat until the next monthly expiry. This is your longest-horizon volume-weighted reference, updating once a month. Weekly Anchor — N-day VWMA (default 5-day) snapped every weekly expiry day. Updates once a week. Between expiries it's a flat step-line — deliberately so, because that's what makes it useful as a reference level. Week-to-Date VWAP — true cumulative VWAP accumulating bar-by-bar through the trading week. Resets the day AFTER weekly expiry (Friday for US / Europe, Monday for NSE Thursday-expiry, Wednesday for BSE Tuesday-expiry). Shows where volume-weighted consensus is building during the current cycle. Session VWAP — classic daily VWAP, resets at each session open. Tightest anchor, your intraday fair-value line. Stacked, these four tell you where price sits relative to volume-weighted consensus at every horizon: intraday → this week → this month → longer term. When price respects all four from one side, you have a strong directional bias. When price oscillates around the tight ones while respecting the wider ones, you have a range. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Market Presets — Derivatives Expiry Conventions Built In Expiry days differ by market. Pick a preset and everything calibrates: US Standard (3rd Friday) — SPX, NDX, S&P options, most index futures US EOM (Last Friday) — SPX / SPY end-of-month options Europe (3rd Friday) — DAX, FTSE 100, EURO STOXX 50, CAC 40, SMI, IBEX 35, AEX India NSE (Last Thursday) — NIFTY, Bank NIFTY, stock futures, stock options India BSE (Last Tuesday) — SENSEX, BANKEX Custom — pick any weekday + "Third" or "Last" rule manually Selecting the right preset sets the weekly snap day, the monthly snap rule (third vs last occurrence in the month), AND the week-start day for the Week-to-Date accumulator — so your "week" aligns with the actual options cycle. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ How to Use It Load with defaults. Pick the market preset that matches your instrument. Read price relative to the four ladders: Above all four = strong volume-weighted uptrend across all horizons Below all four = strong downtrend Mixed (above some, below others) = transitional Oscillating around tight (Session, WTD) while respecting wide (Weekly, Monthly) = range within bigger trend Use the Monthly and Weekly anchors as support / resistance levels — they're where institutions mark to market at expiry. Use the Week-to-Date VWAP as an intra-cycle fair value — price far above it = stretched bullish, far below = stretched bearish. Use the Session VWAP as intraday mean — a classic reversion magnet. Consult the history table for quick reference to recent values of all four, with date headers showing exactly which bar each column represents. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Main Features Six market presets plus Custom mode for any derivatives expiry convention worldwide Four stacked VWAP horizons — monthly, weekly, WTD, session — each independently togglable Session-aware for futures — NQ, ES, CL, GC and other overnight-session instruments correctly identify their trading date via time_close("D"), so Friday's expiry snap lands on Friday even when the session starts Thursday evening Date-headered history table — 20 columns of recent values, auto-formatted (HH:mm on intraday, dd MMM on daily+) Adjustable text sizes — Tiny / Small / Normal / Large / Huge for both data cells and headers Direction-aware colors — each cell and plot line shows bar-over-bar direction at a glance Step-line plots with diamonds for the snapshot-held anchors (Monthly, Weekly); circles for WTD; continuous line for Session Same-timeframe bug resolved — on D charts, VWMAs compute locally to avoid the 1-bar lookahead-off delay that `request.security` introduces; on sub-daily charts, `request.security` uses `lookahead_on` so intraday bars see today's evolving daily VWMA NA guards — anchors never get clobbered by na on the first snap if chart history is short; they simply stay blank until a valid snap fires ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Key Settings Market Preset — dropdown of expiry conventions (see above) Monthly VWMA length (days) — default 20 Weekly VWMA length (days) — default 5 Source — price used for VWMA and cumulative calcs (default close) Show Monthly / Weekly / WTD / Session — four independent plot toggles Show History Table + position + column count Data Cell Text Size / Header/Label Text Size — both adjustable Custom: Monthly Rule — Third or Last (used only when Market Preset = Custom) Custom: Expiry Weekday — Mon / Tue / Wed / Thu / Fri (used only when Market Preset = Custom) ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Session-Aware Design Cash equities (TSLA, AAPL, SPY) have a daily bar that sits squarely on the trading date. Futures (NQ, ES, CL) have an overnight session that starts the previous calendar evening. Most VWAP indicators that use `dayofweek(time)` get NQ wrong — they read Friday's session as Thursday because that's when it started. This indicator uses `time_close("D")`, which always resolves to the trading date's session close — correct for both cash equities and overnight-session futures. No manual configuration needed; it just works on whatever symbol you load. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Disclaimer This is a visualization and analytical tool, not financial advice or a signal service. VWAP levels are reference points — they do not guarantee reversals, breakouts, or any specific market behavior. Past price reactions at these levels do not guarantee future ones. Trade with your own risk management. Every trade can lose. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Four volume-weighted anchors. One chart. — TechnicalZen
Wskaźnik Pine Script®
od TechnicalZen
CVD Multi Exchange PercentileCVD Multi Exchange Percentile Aggregated order flow across four major crypto derivatives exchanges — with historical percentile ranking to measure how extreme today's session really is. A Cumulative Volume Delta (CVD) indicator with daily reset, divergence detection, and absorption signals, built for perpetual futures. It combines Binance, Bybit, OKX, and Bitget into a single aggregated flow, then ranks it against its own history to give you objective context. █ 🧩 KEY FEATURES 🔹 Multi Exchange Aggregation Four sources (Binance, Bybit, OKX, Bitget) can be toggled independently. The aggregated delta captures cross-exchange order flow that single-source CVD cannot detect — especially during liquidations or arbitrage-driven moves. 🔹 Historical Percentile System Each session's peak CVD is stored in a rolling buffer, separated by direction (bull vs bear). The current session is ranked against this distribution to measure how extreme the flow is compared to recent history. 🔹 Live Percentile A real-time percentile tracks the current CVD value as the session develops — no need to wait for session close. 🔹 Swing Divergence Detects divergences between price and CVD structure: - Bullish: price makes lower low, CVD makes higher low - Bearish: price makes higher high, CVD makes lower high Filtered by percentile threshold and optional trend filter. 🔹 Volume Absorption Highlights conditions where price and CVD move in opposite directions under high volume: - Bullish absorption: price down, CVD up - Bearish absorption: price up, CVD down Requires elevated volume and percentile confirmation. 🔹 Visual Encoding Histogram color reflects direction and momentum. Signal markers: - Divergence bullish: dark green triangle up - Divergence bearish: blue triangle down - Absorption bullish: orange circle - Absorption bearish: purple circle Optional info table provides real-time stats. Signal examples on TRXUSDT.P (1H) — three signal types visible: - Orange circle (Absorption Bull): price dropping but CVD rising on high volume — buying pressure hidden under falling price - Blue triangle (DIV- Bearish): price making higher high but CVD making lower high — selling pressure building despite rising price - Purple circle (Absorption Bear): price rising but CVD falling on high volume — selling pressure hidden under rising price Signal examples on ETHUSDT.P (1H) — bullish signals visible: - Dark green triangles (DIV+ Bullish): price making lower lows but CVD making higher lows — buying pressure increasing despite falling price, signaling potential reversal - Orange circle (Absorption Bull): same logic as above — hidden buying under selling candles █ 🔧 HOW IT WORKS The script fetches lower-timeframe OHLCV data from each exchange using `request.security_lower_tf()`. Each intrabar volume is classified using a CLV-based model (close location within range) to estimate buying vs selling pressure. The resulting deltas are summed across all exchanges and accumulated into a daily CVD, resetting at the start of each new UTC session. █ 📖 HOW TO USE Apply the indicator to Perpetual Futures charts (.P). The symbol is auto-detected from the chart and mapped across all supported exchanges — no manual input needed. Suggested timeframe: 1H (default percentile lookback is 336 bars, which equals ~14 days on 1H charts). Signals are contextual, not standalone triggers. Use them to identify: - flow/price divergences - potential absorption zones - extreme participation conditions █ ⚙️ SETTINGS Data Sources (Perpetual Futures Only) — Enable/disable Binance, Bybit, OKX, Bitget Settings — Intrabar precision (1/5/15/60), daily reset Signals — Percentile lookback (default 336 bars, ~14 days on 1H), min percentile for divergence (75), swing length (8), trend filter SMA (20), absorption volume lookback (10) and multiplier (1.5), show/hide toggles for divergences, absorption, trend filter, and info table █ 💡 WHAT MAKES THIS DIFFERENT Most CVD indicators rely on a single exchange and lack statistical context. This script aggregates flow across venues and ranks it using a percentile system, providing a clear measure of whether current activity is extreme or routine. Bull and bear distributions are handled separately, avoiding distortion from mixed data. █ ⚠️ LIMITATIONS — Works only on perpetual futures (.P required) — Delta is estimated from OHLCV, not tick-level order book data — Exchange data availability may vary by symbol — Intrabar resolution affects precision and performance █ 📌 DISCLAIMER This is a contextual analysis tool, not a signal generator. It does not provide buy/sell signals and should not be used as a standalone trading system. Always apply proper risk management.
Wskaźnik Pine Script®
od Alex975
BTC CME Weekend Gap TrackerBTC CME Weekend Gap Tracker Automatically detects and tracks weekend gaps on CME Bitcoin futures (BTC1!). When CME closes Friday evening and reopens Sunday/Monday, any price movement in spot during that window creates a gap — this indicator marks those gaps directly on your chart. What it shows Red boxes — weekend gap down (CME reopened lower than Friday close) Green boxes — weekend gap up (CME reopened higher than Friday close) Gray boxes — filled gaps (price has since traded back through the range) Key features Weekend-only filter — ignores daily maintenance gaps, only tracks the meaningful Friday-to-Monday gaps (and extended holiday closures) Price levels labeled at the right edge of each unfilled gap so you can see exact gap boundaries at a glance Date and percentage size shown inside each box Unfilled gaps extend right until filled, then fade to gray Stats table tracking total gaps, fill rate, gap-up vs gap-down fill rates, average fill time, and average gap size How to use Apply to any BTC chart (BTCUSD, BTCUSDT, BTCUSDT.P) on daily or intraday timeframes. The script pulls CME data automatically. Use unfilled gaps as potential price targets — historically, the majority of CME gaps fill over time, though large gaps in strong trends can remain open for extended periods. Settings Minimum gap size threshold (filter noise) Max bars to track (history depth) Toggle price levels, percentages, and dates independently Customize gap colors Alerts Two alert conditions included: new weekend gap up and new weekend gap down. Set these up to get notified when CME reopens Monday with a gap.
Wskaźnik Pine Script®
od dcgy
Futrues Daily Pivot ZonesAutomatically plots Daily Pivot Point levels as clean rectangle zones directly on your futures chart. Levels are calculated from the previous day's High, Low, and Close — the same levels watched by institutions, banks, and algorithms every single session. Levels Included: PP — Main Pivot Point (most watched level of the day) R1, R2, R3 — Resistance zones above PP S1, S2, S3 — Support zones below PP PDH — Previous Day High PDL — Previous Day Low How To Use: Look for price to reject or bounce off a zone in confluence with your EMA bias and VWAP direction. The more factors that agree at a zone — the stronger the trade. Recommended Zone Buffer By Instrument: MES (Micro E-Mini S&P 500) → 4.0 - 5.0 points MNQ (Micro E-Mini Nasdaq) → 8.0 - 10.0 points MGC (Micro Gold) → 15.0 - 20.0 points MCL (Micro Crude Oil) → 0.15 - 0.25 points M2K (Micro Russell 2000) → 3.0 - 4.0 points Recommended Lookback: 750 bars on a 15-min chart covers approximately 3 trading days of price action.
Wskaźnik Pine Script®
od scottjc77
Futrues Daily Pivot ZonesAutomatically plots Daily Pivot Point levels as clean rectangle zones directly on your futures chart. Levels are calculated from the previous day's High, Low, and Close — the same levels watched by institutions, banks, and algorithms every single session. Levels Included: PP — Main Pivot Point (most watched level of the day) R1, R2, R3 — Resistance zones above PP S1, S2, S3 — Support zones below PP PDH — Previous Day High PDL — Previous Day Low How To Use: Look for price to reject or bounce off a zone in confluence with your EMA bias and VWAP direction. The more factors that agree at a zone — the stronger the trade. Recommended Zone Buffer By Instrument: MES (Micro E-Mini S&P 500) → 4.0 - 5.0 points MNQ (Micro E-Mini Nasdaq) → 8.0 - 10.0 points MGC (Micro Gold) → 15.0 - 20.0 points MCL (Micro Crude Oil) → 0.15 - 0.25 points M2K (Micro Russell 2000) → 3.0 - 4.0 points Recommended Lookback: 750 bars on a 15-min chart covers approximately 3 trading days of price action.
Wskaźnik Pine Script®
od scottjc77
Futrues Daily Pivot ZonesAutomatically plots Daily Pivot Point levels as clean rectangle zones directly on your futures chart. Levels are calculated from the previous day's High, Low, and Close — the same levels watched by institutions, banks, and algorithms every single session. Levels Included: PP — Main Pivot Point (most watched level of the day) R1, R2, R3 — Resistance zones above PP S1, S2, S3 — Support zones below PP PDH — Previous Day High PDL — Previous Day Low How To Use: Look for price to reject or bounce off a zone in confluence with your EMA bias and VWAP direction. The more factors that agree at a zone — the stronger the trade. Recommended Zone Buffer By Instrument: MES (Micro E-Mini S&P 500) → 4.0 - 5.0 points MNQ (Micro E-Mini Nasdaq) → 8.0 - 10.0 points MGC (Micro Gold) → 15.0 - 20.0 points MCL (Micro Crude Oil) → 0.15 - 0.25 points M2K (Micro Russell 2000) → 3.0 - 4.0 points Recommended Lookback: 750 bars on a 15-min chart covers approximately 3 trading days of price action.
Wskaźnik Pine Script®
od scottjc77
ES Breakout Toolkit Momentum Close Filter Free=== PART OF THE ES BREAKOUT TOOLKIT === This is one of several free, standalone indicators that make up the ES Breakout Toolkit series. Each indicator isolates a single component used in the full ES London Breakout Pro strategy. They are designed to be useful on their own and educational for traders who want to understand candle close dynamics and momentum quality. === WHAT THIS INDICATOR DOES === The Momentum Close Filter analyzes where price closes within each candle's range and classifies candles by momentum strength. A candle that closes near its high has strong bullish momentum. A candle that closes near its low has strong bearish momentum. A candle that closes in the middle is indecisive. This concept — called close position analysis — is a powerful filter that many traders overlook. The indicator tracks close position in real time, identifies extreme momentum readings using a statistical threshold (1.5 standard deviations above/below average), and detects momentum streaks where multiple consecutive candles show strong directional commitment. === HOW TO USE IT === Apply this to an ES futures chart on a 5-minute timeframe. The indicator will color bars by their momentum classification and mark extreme momentum candles with diamond signals. Streak flags appear when three or more consecutive candles show strong momentum in the same direction. The dashboard shows the current candle's close position percentage, body ratio, momentum classification, streak count, and the rolling average close position over your lookback period. The running stats at the bottom show how many strong bullish vs bearish candles have occurred, giving you a sense of the session's directional bias. An optional histogram mode plots the close position as columns in a separate pane with your threshold lines and the rolling average overlaid. This is useful for studying close position distribution over time. === KEY FEATURES === - Real-time close position analysis for every candle - Configurable bullish and bearish momentum thresholds - Extreme momentum detection using standard deviation bands - Momentum streak tracking with visual flags at 3+ consecutive candles - Optional bar coloring by momentum classification - Optional histogram pane with threshold and average lines - Optional London session filter - Dashboard with close position, body ratio, momentum state, and streak info - Running session stats for strong bull vs bear candle counts - Alerts for strong and extreme momentum candles in both directions === WHY CLOSE POSITION MATTERS === Two candles can have identical body sizes but very different close positions. A candle with a long upper wick closing in the middle of its range tells a different story than a candle closing at its high with no upper wick. Close position captures this nuance. When combined with a body ratio filter, it becomes a reliable measure of whether a candle represents genuine directional commitment or just noise. === ABOUT THE ES BREAKOUT TOOLKIT === This indicator is part of a free series that breaks down the building blocks of a London session ES futures breakout strategy. Other free indicators in the series cover session highlighting, consolidation range detection, ADX regime filtering, and breakout candle scanning. Each is published separately on my profile. The full ES London Breakout Pro indicator combines all of these components into a unified strategy with additional proprietary features including advanced risk management, trade qualification, and data tracking. It is available as an invite-only script on my profile. Use the access request instructions on that script's page if you are interested. === DISCLAIMER === This indicator is provided for educational and informational purposes only. It is NOT financial advice. It does not constitute a recommendation to buy, sell, or hold any financial instrument. Trading futures involves substantial risk of loss and is not suitable for all investors. Past performance of any indicator or strategy is not indicative of future results. Always conduct your own research and consult a qualified financial advisor before making any trading decisions. You are solely responsible for your own trading activity.
Wskaźnik Pine Script®
od keyno_