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ChronoPulse MS-MACD Resonance Strategy ChronoPulse MS-MACD Resonance Strategy A systematic trading strategy that combines higher-timeframe market structure analysis with dual MACD momentum confirmation, ATR-based risk management, and real-time quality assurance monitoring. Core Principles The strategy operates on the principle of multi-timeframe confluence, requiring agreement between: Market structure breaks (CHOCH/BOS) on a higher timeframe Dual MACD momentum confirmation (classic and crypto-tuned profiles) Trend alignment via directional EMAs Volatility and volume filters Quality score composite threshold Strategy Components Market Structure Engine : Detects Break of Structure (BOS) and Change of Character (CHOCH) events using confirmed pivots on a configurable higher timeframe. Default structure timeframe is 240 minutes (4H). Dual MACD Fusion : Requires agreement between two MACD configurations: Classic MACD: 12/26/9 (default) Fusion MACD: 8/21/5 (default, optimized for crypto volatility) Both must agree on direction before trade execution. This can be disabled to use single MACD confirmation. Trend Alignment : Uses two EMAs for directional bias: Directional EMA: 55 periods (default) Execution Trend Guide: 34 periods (default) Both must align with trade direction. ATR Risk Management : All risk parameters are expressed in ATR multiples: Stop Loss: 1.5 × ATR (default) Take Profit: 3.0 × ATR (default) Trail Activation: 1.0 × ATR profit required (default) Trail Distance: 1.5 × ATR behind price (default) Volume Surge Filter : Optional gate requiring current volume to exceed a multiple of the volume SMA. Default threshold is 1.4× the 20-period volume SMA. Quality Score Gate : Composite score (0-1) combining: Structure alignment (0.0-1.0) Momentum strength (0.0-1.0) Trend alignment (0.0-1.0) ATR volatility score (0.0-1.0) Volume intensity (0.0-1.0) Default threshold: 0.62. Trades only execute when quality score exceeds this threshold. Execution Discipline : Trade budgeting system: Maximum trades per session: 6 (default) Cooldown bars between entries: 5 (default) Quality Assurance Console : Real-time monitoring panel displaying: Structure status (pass/fail) Momentum confirmation (pass/fail) Volatility readiness (pass/fail) Quality score (pass/fail) Discipline compliance (pass/fail) Performance metrics (win rate, profit factor) Net PnL Certification requires: Win Rate ≥ 40%, Profit Factor ≥ 1.4, Minimum 25 closed trades, and positive net profit. Integrity Suite : Optional validation panel that audits: Configuration sanity checks ATR data readiness EMA hierarchy validity Performance realism checks Strategy Settings strategy( title="ChronoPulse MS-MACD Resonance Strategy", shorttitle="ChronPulse", overlay=true, max_labels_count=500, max_lines_count=500, initial_capital=100000, currency=currency.USD, pyramiding=0, commission_type=strategy.commission.percent, commission_value=0.015, slippage=2, default_qty_type=strategy.percent_of_equity, default_qty_value=2.0, calc_on_order_fills=true, calc_on_every_tick=true, process_orders_on_close=true ) Key Input Parameters Structure Timeframe : 240 (4H) - Higher timeframe for structure analysis Structure Pivot Left/Right : 3/3 - Pivot confirmation periods Structure Break Buffer : 0.15% - Buffer for structure break confirmation MACD Fast/Slow/Signal : 12/26/9 - Classic MACD parameters Fusion MACD Fast/Slow/Signal : 8/21/5 - Crypto-tuned MACD parameters Directional EMA Length : 55 - Primary trend filter Execution Trend Guide : 34 - Secondary trend filter ATR Length : 14 - ATR calculation period ATR Stop Multiplier : 1.5 - Stop loss in ATR units ATR Target Multiplier : 3.0 - Take profit in ATR units Trail Activation : 1.0 ATR - Profit required before trailing Trail Distance : 1.5 ATR - Distance behind price Volume Threshold : 1.4× - Volume surge multiplier Quality Threshold : 0.62 - Minimum quality score (0-1) Max Trades Per Session : 6 - Daily trade limit Cooldown Bars : 5 - Bars between entries Win-Rate Target : 40% - Minimum for QA certification Profit Factor Target : 1.4 - Minimum for QA certification Minimum Trades for QA : 25 - Required closed trades Signal Generation Logic A trade signal is generated when ALL of the following conditions are met: Higher timeframe structure shows bullish (CHOCH/BOS) or bearish structure break Both MACD profiles agree on direction (if fusion enabled) Price is above both EMAs for longs (below for shorts) ATR data is ready and above minimum threshold Volume exceeds threshold × SMA (if volume gate enabled) Quality score ≥ quality threshold Trade budget available (under max trades per day) Cooldown period satisfied Risk Management Stop loss and take profit are set immediately on entry Trailing stop activates after 1.0 ATR of profit Trailing stop maintains 1.5 ATR distance behind highest profit point Position sizing uses 2% of equity per trade (default) No pyramiding (single position per direction) Limitations and Considerations The strategy requires sufficient historical data for higher timeframe structure analysis Quality gate may filter out many potential trades, reducing trade frequency Performance metrics are based on historical backtesting and do not guarantee future results Commission and slippage assumptions (0.015% + 2 ticks) may vary by broker The strategy is optimized for trending markets with clear structure breaks Choppy or ranging markets may produce false signals Crypto markets may require different parameter tuning than traditional assets Optimization Notes The strategy includes several parameters that can be tuned for different market conditions: Quality Threshold : Lower values (0.50-0.60) allow more trades but may reduce average quality. Higher values (0.70+) are more selective but may miss opportunities. Structure Timeframe : Use 240 (4H) for intraday trading, Daily for swing trading, Weekly for position trading Volume Gate : Disable for low-liquidity pairs or when volume data is unreliable Dual MACD Fusion : Disable for mean-reverting markets where single MACD may be more responsive Trade Discipline : Adjust max trades and cooldown based on your risk tolerance and market volatility Non-Repainting Guarantee All higher timeframe data requests use lookahead=barmerge.lookahead_off to prevent repainting. Pivot detection waits for full confirmation before registering structure breaks. All visual elements (tables, labels) update only on closed bars. Alerts Three alert conditions are available: ChronoPulse Long Setup : Fires when all long entry conditions are met ChronoPulse Short Setup : Fires when all short entry conditions are met ChronoPulse QA Certification : Fires when Quality Assurance console reaches CERTIFIED status Configure alerts with "Once Per Bar Close" delivery to match the non-repainting design. Visual Elements Structure Labels : CHOCH↑, CHOCH↓, BOS↑, BOS↓ markers on structure breaks Directional EMA : Orange line showing trend bias Trailing Stop Lines : Green (long) and red (short) trailing stop levels Dashboard Panel : Real-time status display (structure, MACD, ATR, quality, PnL) QA Console : Quality assurance monitoring panel Integrity Suite Panel : Optional validation status display Recommended Usage Forward test with paper trading before live deployment Monitor the QA console until it reaches CERTIFIED status Adjust parameters based on your specific market and timeframe Respect the trade discipline limits to avoid over-trading Review quality scores and adjust threshold if needed Use appropriate commission and slippage settings for your broker Technical Implementation The strategy uses Pine Script v6 with the following key features: Multi-timeframe data requests with lookahead protection Confirmed pivot detection for structure analysis Dynamic trailing stop management Real-time quality score calculation Trade budgeting and cooldown enforcement Comprehensive dashboard and monitoring panels All source code is open and available for review and modification. Disclaimer This script is for educational and informational purposes only. It is not intended as financial, investment, or trading advice. Past performance does not guarantee future results. Trading involves substantial risk of loss and is not suitable for all investors. Always conduct your own research and consult with a qualified financial advisor before making any trading decisions. The author and TradingView are not responsible for any losses incurred from using this strategy.

FVG Maxing - Fair Value Gaps, Equilibrium, and Candle Patterns What this script does This open-source indicator highlights 3-candle fair value gaps (FVGs) on the active chart timeframe, draws their midpoint ("equilibrium") line, tracks when each gap is mitigated, and optionally marks simple candle patterns (engulfing and doji) for confluence. It is intended as an educational tool to study how price interacts with imbalances. 3-candle bullish and bearish FVG zones drawn as forward-extending boxes. Equilibrium line at 50% of each gap. Different styling for mitigated vs unmitigated gaps. Compact statistics panel showing how many gaps are currently active and filled. Optional overlays for bullish/bearish engulfing patterns and doji candles. 1. FVG logic (3-candle gaps) The script focuses on a strict 3-candle definition of a fair value gap: Three consecutive candles with the same body direction. The wick of candle 3 is separated from the wick of candle 1 (no overlap). A bullish gap is created when price moves up fast enough to leave a gap between candle 1 and 3. A bearish gap is the mirror case to the downside. In Pine, the core detection looks like this: // Three candles with the same body direction bull_seq = close > open and close > open and close > open bear_seq = close < open and close < open and close < open // Wick gap between candle 1 and candle 3 bull_gap = bull_seq and low > high bear_gap = bear_seq and high < low // Final FVG flags is_bull_fvg = bull_gap is_bear_fvg = bear_gap For each detected FVG: Bullish FVG range: from high up to low (gap below current price). Bearish FVG range: from low down to high (gap above current price). Each zone is stored in a custom FVGData structure so it can be updated when price later trades back inside it. 2. Equilibrium line (0.5 of the gap) Every FVG box gets an optional equilibrium line plotted at the midpoint between its top and bottom: eq_level = (top + bottom) / 2.0 right_index = extend_boxes ? bar_index + extend_length_bars : bar_index bx = box.new(bar_index - 2, top, right_index, bottom) eq_ln = line.new(bar_index - 2, eq_level, right_index, eq_level) line.set_style(eq_ln, line.style_dashed) line.set_color(eq_ln, eq_color) You can use this line as a neutral “fair value” reference inside the zone, or as a simple way to think in terms of premium/discount within each gap. 3. Mitigation rules and styling Each FVG stays active until price trades back into the gap: Bullish FVG is considered mitigated when the low touches or moves below the top of the gap. Bearish FVG is considered mitigated when the high touches or moves above the bottom of the gap. When that happens, the script: Marks the internal FVGData entry as mitigated. Softens the box fill and border colors. Optionally updates the label text from "BULL EQ / BEAR EQ" to "BULL FILLED / BEAR FILLED". Can hide mitigated zones almost completely if you only want to see unfilled imbalances. This allows you to distinguish between current areas of interest and zones that have already been traded through. 4. Candle pattern overlays (engulfing and doji) For additional confluence, the script can mark simple candle patterns on top of the FVG view: Bullish engulfing — current candle body fully wraps the previous bearish body and is larger in size. Bearish engulfing — current candle body fully wraps the previous bullish body and is larger in size. Doji — candles where the real body is small relative to the full range (high–low). The detection is based on basic body and range geometry: curr_body = math.abs(close - open) prev_body = math.abs(close - open ) curr_range = high - low body_ratio = curr_range > 0 ? curr_body / curr_range : 1.0 bull_engulfing = close > open and close < open and open <= close and close >= open and curr_body > prev_body bear_engulfing = close < open and close > open and open >= close and close <= open and curr_body > prev_body is_doji = curr_range > 0 and body_ratio <= doji_body_ratio On the chart, they appear as: Small triangle markers below bullish engulfing candles. Small triangle markers above bearish engulfing candles. Small circles above doji candles. All three overlays are optional and can be turned on or off and recolored in the CANDLE PATTERNS group of inputs. 5. Inputs overview The script organizes settings into clear groups: DISPLAY SETTINGS : Show bullish/bearish FVGs, show/hide mitigated zones, box extension length, box border width, and maximum number of boxes. EQUILIBRIUM : Toggle equilibrium lines, color, and line width. LABELS : Enable labels, choose whether to label unmitigated and/or mitigated zones, and select label size. BULLISH COLORS / BEARISH COLORS : Separate fill and border colors for bullish and bearish gaps. MITIGATED STYLE : Opacity used when a gap is marked as mitigated. STATISTICS : Toggle the on-chart FVG statistics panel. CANDLE PATTERNS : Show engulfing patterns, show dojis, colors, and the body-to-range threshold that defines a doji. 6. Statistics panel An optional table in the corner of the chart summarizes the current state of all tracked gaps: Total number of FVGs still being tracked. Number of bullish vs bearish FVGs. Number of unfilled vs mitigated FVGs. Simple fill rate: percentage of tracked FVGs that have been marked as mitigated. This can help you study how a particular market tends to treat gaps over time. 7. How you might use it (examples) These are usage ideas only, not recommendations: Study how often your symbol mitigates gaps and where inside the zone price tends to react. Use higher-timeframe context and then refine entries near the equilibrium line on your trading timeframe. Combine FVG zones with basic candle patterns (engulfing/doji) as an extra visual anchor, if that fits your process. Hope you enjoy, give your feedback in the comments! - officialjackofalltrades

RiskCraft - Advanced Risk Management System RiskCraft – Risk Intelligence Dashboard Trade like you actually respect risk "I know the setup looks good… but how much am I actually risking right now?" RiskCraft is an open-source Pine Script v6 indicator that keeps risk transparent directly on the chart. It is not a signal generator; it is a risk desk that calculates size, frames volatility, and reminds you when your behaviour drifts away from the plan. Core utilities Calculates professional-style position sizing in real time. Reads volatility and market regime before position size is confirmed. Adjusts risk based on the trader’s emotional state and confidence inputs. Maps session risk across Asian, London, and New York hours. Draws exactly one stop line and one target line in the preferred direction. Provides rotating education tips plus contextual warnings when risk escalates. It is intentionally conservative and keeps you in the game long enough for any separate entry logic to matter. --- Chart layout checklist Use a clean chart on a liquid symbol (e.g., AMEX:SPY or major FX pairs). Main RiskCraft dashboard placed on the right edge. Session Risk box on the left with UTC time visible. Floating risk badge above price. Stop/target guide lines enabled. Education panel visible in the bottom-right corner. --- 1. On-chart components Right-side dashboard : account risk %, position size/value, stop, target, risk/reward, regime, trend strength, emotional state, behavioural score, correlation, and preferred trade direction. Session Risk box : highlights active session (Asian, London, NY), current UTC time, and risk label (High/Med/Low) per session. Floating risk badge : keeps actual account risk percent visible with colour-coded wording from Ultra Cautious to Very Aggressive. Stop/target lines : exactly one dashed stop and one dashed target aligned with the preferred bias. Education panel : rotates core principles and AI-style warnings tied to volatility, risk %, and behaviour flags. --- 2. Volatility engine – ATR with context 📈 atr = ta.atr(atrLength) atrPercent = (atr / close) * 100 atrSMA = ta.sma(atr, atrLength) volatilityRatio = atr / atrSMA isHighVol = volatilityRatio > volThreshold ATR vs ATR SMA shows how wild price is relative to recent history. Volatility ratio above the threshold flips isHighVol , which immediately trims risk. An ATR percentile rank over the last 100 bars indicates calm versus chaotic regimes. Daily ATR sampling via request.security() gives higher time-frame context for intraday sessions. When volatility spikes the script dials position size down automatically instead of cheering for maximum exposure. --- 3. Market regime radar – Danger or Drift 🌊 ema20 = ta.ema(close, 20) ema50 = ta.ema(close, 50) ema200 = ta.ema(close, 200) trendScore = (close > ema20 ? 1 : -1) + (ema20 > ema50 ? 1 : -1) + (ema50 > ema200 ? 1 : -1) = ta.dmi(14, 14) Regimes covered: Danger : high volatility with weak trend. Volatile : volatility elevated but structure still directional. Choppy : low ADX and noisy action. Trending : directional flows without extreme volatility. Mixed : anything between. Each regime maps to a 1–10 risk score and a multiplier that feeds the final position size. Danger and Choppy clamp size; Trending restores normal risk. --- 4. Behaviour engine – trader inputs matter 🧠 You provide: Emotional state : Confident, Neutral, FOMO, Revenge, Fearful. Confidence : slider from 1 to 10. Toggle for behavioural adjustment on/off. Behind the scenes: Each state triggers an emotional multiplier . Confidence produces a confidence multiplier . Combined they form behavioralFactor and a 0–100 Behavioural Score . High-risk emotions or low conviction clamp the final risk. Calm inputs allow normal size. The dashboard prints both fields to keep accountability on-screen. --- 5. Correlation guardrail – avoid stacking identical risk 📊 Optional correlation mode compares the active symbol to a reference (default AMEX:SPY ): corrClose = request.security(correlationSymbol, timeframe.period, close) priceReturn = ta.change(close) / close corrReturn = ta.change(corrClose) / corrClose correlation = calcCorrelation() Absolute correlation above the threshold applies a correlation multiplier (< 1) to reduce size. Dashboard row shows the live correlation and reference ticker. When disabled, the row simply echoes the current symbol, keeping the table readable. --- 6. Position sizing engine – heart of the script 💰 baseRiskAmount = accountSize * (baseRiskPercent / 100) adjustedRisk = baseRiskAmount * behavioralFactor * regimeAdjustment * volAdjustment * correlationAdjustment finalRiskAmount = math.min(adjustedRisk, accountSize * (maxRiskCap / 100)) stopDistance = atr * atrStopMultiplier takeProfit = atr * atrTargetMultiplier positionSize = stopDistance > 0 ? finalRiskAmount / stopDistance : 0 positionValue = positionSize * close Outputs shown on the dashboard: Position size in units and value in currency. Actual risk % back on account after adjustments. Risk/Reward derived from ATR-based stop and target. --- 7. Intelligent trade direction – bias without signals 🎯 Direction score ingredients: EMA stack alignment. Price versus EMA20. RSI momentum relative to 50. MACD line vs signal. Directional Movement (DI+/DI–). The resulting Trade Direction row prints LONG, SHORT, or NEUTRAL. No orders are generated—this is guidance so you only risk capital when the structure supports it. --- 8. Stop/target guide lines – two lines only ✂️ if showStopLines if preferLong // long stop below, target above else if preferShort // short stop above, target below Lines refresh each bar to keep clutter low. When the direction score is neutral, no lines appear. Use them as visual anchors, not auto-orders. --- 9. Session Risk map – global volatility clock 🌍 Tracks Asian, London, and New York windows via UTC. Computes average ATR per session versus global ATR SMA. Labels each session High/Med/Low and colours the cells accordingly. Top row shows the active session plus current UTC time so you always know the regime you are trading. One glance tells you whether you are trading quiet drift or the part of the day that hunts stops. --- 10. Floating risk badge – honesty above price 🪪 Text ranges from Ultra Cautious through Very Aggressive. Colour matches the risk palette inputs (High/Med/Low). Updates on the last bar only, keeping historical clutter off the chart. Account risk becomes impossible to ignore while you stare at price. --- 11. Education engine & warnings 📚 Rotates evergreen principles (risk 1–2%, journal trades, respect plan). Triggers contextual warnings when volatility and risk % conflict. Flags when emotional state = FOMO or Revenge. Highlights sub-standard risk/reward setups. When multiple danger flags stack, an AI-style warning overrides the tip text so you can course-correct before capital is exposed. --- 12. Alerts – hard guard rails 🚨 Excessive Risk Alert : actual risk % crosses custom threshold. High Volatility Alert : ATR behaviour signals danger regime. Emotional State Warning : FOMO or Revenge selected. Poor Risk/Reward Alert : risk/reward drops below your standard. All alerts reinforce discipline; none suggest entries or exits. --- 13. Multi-market behaviour 🕒 Intraday (1m–1h): session box and badge react quickly; ideal for scalpers needing constant risk context. Higher time frames (1D–1W): dashboard shifts slowly, supporting swing planning. Asset classes confirmed in validation: crypto majors, large-cap equities, indices, major FX pairs, and liquid commodities. Risk logic is price-based, so it adapts across markets without bespoke tuning. 15. Key inputs & recommended defaults Account Size : 10,000 (modify to match actual account; min 100). Base Risk % : 1.0 with a Maximum Risk Cap of 2.5%. ATR Period : 14, Stop Multiplier 2.0, Target Multiplier 3.0. High Vol Threshold : 1.5 for ATR ratio. Behavioural Adjustment : enabled by default; disable for fixed risk. Correlation Check : optional; default symbol AMEX:SPY , threshold 0.7. Display toggles : main dashboard, risk badge, session map, education panel, and stop lines can be individually disabled to reduce clutter. 16. Usage notes & limits Indicator mode only; no automated entries or exits. Trade history panel intentionally disabled (requires strategy context). Correlation analysis depends on additional data requests and may lag slightly on illiquid symbols. Session timing uses UTC; adjust expectations if you trade localized instruments. HTF ATR sampling uses daily data, so bar replay on lower charts may show brief data gaps while HTF loads. What does everyone think RISK really means?

Custom Index Composite Custom Index Composite calculates an unweighted composite index by averaging the daily returns of multiple stock tickers. Instead of using price-level weighting, it focuses solely on percentage change, allowing you to compare diverse market themes side by side on a common basis. Why Use a Custom Index Composite? Unlike traditional indices that often lean on market capitalization or price-level data, a custom composite based solely on returns strips out the bias inherent to high-priced stocks. This provides several benefits: Objective Cross-Comparison: When stocks or market themes trade at very different price levels, it can be difficult to assess performance objectively. Using percentage returns, the composite creates an even playing field, enabling a clear comparison between different assets or themes. Tailored Benchmarking: By selecting and combining specific tickers, you can create benchmarks that better represent the segments or strategies you’re interested in. This is particularly useful when standard indices do not capture the nuances of your investment approach. Performance Normalization: Converting raw price data into daily percentage returns minimizes distortions that arise from price differences. This normalization helps in understanding true performance trends across the chosen tickers, making the composite index a more reliable gauge of relative market movement. Custom Analysis Framework: The indicator offers flexibility to adjust the lookback period (defaulting to about 3 months) so you can fine-tune the sensitivity of the index to recent market behavior. This enables you to either smooth out volatility or capture a more immediate trend, depending on your analytical needs. Key Features: Configurable Appearance: You can easily configure the line color, line width, index name, and index name color via the options panel. Ticker Configuration: By default, you can enter up to 15 different tickers into the composite index. Technically, the indicator supports up to 40 tickers (these additional inputs are commented out by default to maintain performance), and you may enable them individually if required. Calculated Bars Length: The indicator uses a “Calculated bars length” setting, which is set by default to 63 days (approximately 3 months). This value can be adjusted, and it is recommended to use the greatest common denominator for consistent analysis. How To Configure Your Chart: Add the Indicator: Place the Custom Index Composite on your chart. Disable Main Symbol Visibility: Hide the primary symbol’s plot and set its scale to “None” to prevent interference with the composite display. Pin to Right Scale: Set the scale of the first composite indicator to “Pinned to right scale.” This helps maintain consistency across different composite indicators. Add Multiple Composites: You can add additional composite indicators and set their scales to “Pinned to right scale” (or alternatively to “A”) for convenient comparison. Limitations: If a ticker symbol is set once in the options, it cannot be cleared to an empty value later. As a result, the symbol will continue to appear in the indicator’s title on the chart. The only way to remove an unwanted symbol is to completely reset the settings and re-enter your desired tickers.

Confluence Candles This indicator looks for confluence among three indicators (RSI, Stochastic, and MACD), a strategy popularized by Markus Heitkoetter in his book, “The PowerX Strategy: How to Trade Stocks and Options in Only 15 Minutes a Day”, and expands it to look for agreement on up to four symbols. Each indicator is configurable in the settings, as well as the ability to choose which of the indicators are used. Default Logic Green Candles RSI > 50 Stochastic > 50 MACD Histogram > 0 Red Candles RSI < 50 Stochastic < 50 MACD Histogram < 0 When multiple symbols are selected, the above needs to be true for all selected symbols. Example Use Cases - Setting the indicator to the Nasdaq 100 (QQQ or NQ1!) while trading a stock that is part of that index such as AAPL or TSLA - Setting the indicator to multiple indexes that tend to move together in order to trade one of them since they tend to make stronger moves when moving together (ex. SPY & QQQ, or ES1! & NQ1!) - Setting the indicator to Bitcoin while trading a smaller crypto pair that moves as a sympathy play. Tip If you have trouble finding the full name for a specific instrument from an exchange such as BTCUSD from Coinbase, you can bring up TradingView’s “Symbol Search” pop-up modal, enter your search term, use the down arrow key on your keyboard to move the focus to the symbol you want, and you will see the full name in the search field such as “COINBASE:BTCUSD”.