Rozpocznij

Luxalgo

Historical Liquidity Proximity Heatmap [LuxAlgo]The Historical Liquidity Proximity Heatmap indicator highlights historical swing levels closest to the current price, using a volumetric heatmap to visualize potential areas of support and resistance. One buy-side and sell-side volume-weighted average is also returned to provide clear breakout indications. 🔶 USAGE This tool is designed to identify where significant liquidity resides by tracking historical pivot points and sorting them based on their proximity to the current price. By focusing on levels nearest to the market, traders can see a real-time "map" of potential structural obstacles or targets. 🔹 Identifying Liquidity Clusters The indicator plots dots representing the nearest historical pivot highs (above price) and pivot lows (below price). When multiple dots are tightly packed together, it indicates a significant liquidity zone where historical price action was concentrated. The color of these dots is determined by the volume recorded at the time the pivot was formed: High-Contrast Colors: Represent pivots formed on high volume, suggesting stronger institutional interest or "heavier" liquidity. Low-Contrast Colors: Represent pivots formed on lower volume, which may represent lighter liquidity zones. 🔹 Level Tests and Sweeps Traders can monitor how price reacts as it approaches the nearest dots. If price touches a dot and immediately rejects, it confirms the historical level as active resistance or support. A "Liquidity sweep" occurs when price moves rapidly through one or more dots, clearing the nearest historical structures before a potential reversal or continuation. 🔹 Breakouts and Volumetric Averages The indicator includes two dashed lines representing the Volume-Weighted Swing Average of the displayed liquidity points. Volume-Weighted Highs: A dotted red line representing the average price of the nearest P pivot highs, weighted by their historical volume. Volume-Weighted Lows: A dotted green line representing the average price of the nearest P pivot lows, weighted by their historical volume. A breakout above or below these Volumetric Averages suggests that the market has cleared the weighted "supply" or "demand" of the immediate vicinity, often leading to increased volatility. 🔶 DETAILS The script maintains a historical buffer of pivots. On every bar, the script filters all stored pivots to identify those currently above the price (highs) and those currently below the price (lows). These filtered levels are then sorted by price distance. The top P closest levels are selected for display. This ensures that the heatmap always focuses on the most relevant price levels regardless of how far the market has moved from older structures. The color themes (Viridis, Magma, etc.) are perceptually uniform, meaning the transition from low-volume colors to high-volume colors is mathematically linear to the human eye, making it easier to gauge relative "liquidity weight" at a glance. 🔶 SETTINGS 🔹 Pivots Pivot Left/Right Length: Determines the sensitivity of the pivot detection. Larger values find more significant structural swings, while smaller values find more frequent, minor levels. Historical Buffer Size: Controls how many historical pivots the script stores in memory. A larger buffer allows the script to track older historical levels. 🔹 Display Number of Points (P): Sets the maximum number of closest levels to display and include in the Volumetric Average calculation. Dot Transparency: Adjusts the visibility of the heatmap dots on the chart. Color Theme: Allows selection between different heatmap palettes (Viridis, Inferno, Magma, Plasma, Cividis, Turbo) to represent volume intensity.
Wskaźnik Pine Script®
od LuxAlgo
4
xLevTrading AI SMC Algo v.0.6The xLevTrading AI Smart Money Concept Indicator is a significantly expanded and independently developed institutional trading framework based on LuxAlgo’s Smart Money Concept source code. While the script builds upon established Smart Money Concept principles such as market structure, liquidity analysis, order blocks, and fair value gaps, the internal logic, filtering systems, visual prioritization, and execution tools have been heavily redesigned and extended to create a more adaptive and context-aware analytical environment. The primary objective of this indicator is not to generate excessive signals, but to help traders better understand how price interacts with liquidity, imbalance, and structural shifts in real market conditions. Instead of treating Smart Money Concepts as isolated visual tools, the indicator combines multiple layers of analysis into a unified framework where each component contributes contextual information to the others. This allows traders to evaluate not only where price currently is, but also why certain areas may become important during future market movement. At the core of the system is the Adaptive Market Structure Engine, which acts as the foundation for all higher-level calculations. This engine continuously evaluates swing highs, swing lows, internal structure transitions, and external break-of-structure events in order to determine directional context across changing market conditions. Unlike simplified structure indicators that only label highs and lows, the system distinguishes between internal market behavior and broader external trend development. This distinction allows traders to identify whether price action is currently impulsive, corrective, ranging, or transitioning into a potential reversal phase. The structure engine also serves as a contextual filter for all other modules. Order blocks, fair value gaps, liquidity sweeps, and entry confirmations are evaluated relative to active structural conditions. This prevents isolated signals from appearing without broader market confirmation and helps traders focus on areas where multiple concepts align simultaneously. One of the major components of the framework is the enhanced Order Block Engine. Traditional Smart Money Concept implementations often display large amounts of order blocks regardless of quality or contextual relevance, which can quickly overcrowd charts and reduce clarity. In this script, the order block system was redesigned to prioritize quality, structural alignment, and reaction probability instead of quantity. The engine analyzes several contextual variables before validating a zone, including displacement strength, mitigation behavior, structural positioning, surrounding liquidity conditions, and overall market alignment. Zones that do not meet minimum contextual requirements are filtered out in order to reduce noise and improve readability. This process creates a cleaner chart environment where institutional-style supply and demand zones become easier to interpret. The goal is not simply to identify historical candles, but to highlight areas where market participants may still have unfilled interest or where future reactions could become more likely. To further improve usability, the indicator introduces Dynamic Fill Technology across both order blocks and fair value gaps. Instead of displaying every zone with equal visual weight, transparency levels dynamically adapt according to the internal scoring and contextual relevance of each area. This visual hierarchy helps traders quickly distinguish stronger zones from weaker ones without manually analyzing every individual structure. Higher-confidence zones appear more visually dominant, while weaker areas fade into the background. The intention behind this system is to transform complex structural information into an intuitive visual workflow that supports faster decision-making during live market conditions. Another major feature is the Dual Fair Value Gap Engine. Fair value gaps represent areas where price moved aggressively, creating temporary inefficiencies in the market. These imbalances often become important reaction zones as price later revisits them in an attempt to rebalance liquidity and restore market efficiency. The Dual FVG system was specifically developed to identify strong imbalances across both lower timeframes (LTF) and higher timeframes (HTF) simultaneously. This allows traders to observe not only short-term inefficiencies, but also broader institutional imbalances that may influence market behavior over extended periods. One of the key advantages of this approach is the ability to identify overlapping imbalances between different timeframe structures. When lower-timeframe and higher-timeframe fair value gaps align within similar price regions, these areas can represent stronger institutional interest and potentially more precise market impulses. This multi-timeframe imbalance framework helps traders better understand where price may accelerate, react, or seek liquidity. By combining local execution zones with broader macro inefficiencies, traders gain additional context for identifying higher-probability entries and continuation opportunities. The Liquidity Engine represents another central pillar of the framework. Liquidity behavior is one of the most important concepts in institutional trading because price often seeks areas where stop-loss orders, breakout traders, and resting liquidity are concentrated. Instead of relying solely on static support and resistance levels, the liquidity system actively identifies equal highs, equal lows, liquidity pools, sweep conditions, and engineered liquidity grabs in real time. These events are then evaluated relative to structure and directional context. This allows traders to better understand potential market intent rather than simply reacting to price movement after it has already occurred. For example, a liquidity sweep occurring against higher-timeframe directional bias may indicate temporary stop-hunting behavior rather than genuine reversal strength. The interaction between liquidity and structure becomes especially important when combined with order blocks and fair value gaps. Areas where liquidity sweeps occur directly into structurally aligned imbalance zones can often provide significantly stronger contextual setups than isolated technical signals. To further support directional analysis, the indicator also incorporates a Multi-Timeframe Moving Average Module. This feature provides optional trend filtering and directional confirmation by allowing traders to compare lower-timeframe execution against higher-timeframe trend conditions. The moving average framework is not intended as a standalone signal generator, but rather as an additional contextual layer that helps traders avoid counter-trend positioning during strongly directional environments. This can be particularly useful when combining liquidity sweeps with continuation structures. One of the newest additions to the framework is the Entry Finder Module, which is currently in Beta development. The purpose of the Entry Finder is not to replace discretionary trading decisions, but to assist traders in locating areas where multiple forms of confirmation align simultaneously. The Entry Finder analyzes the relationship between structure direction, liquidity interaction, order block positioning, fair value gap alignment, and market momentum in order to identify potential execution zones. The system attempts to detect moments where price may be transitioning from liquidity collection into directional continuation. For example, during bullish market conditions, the Entry Finder may identify a scenario where downside liquidity is swept below recent lows before price re-enters a bullish order block or bullish fair value gap that aligns with higher-timeframe structure. In bearish environments, the same logic can apply inversely after upside liquidity has been collected. The purpose of this process is to help traders avoid emotional momentum entries and instead focus on structurally supported retracement opportunities where institutional participation may become more probable. The Entry Finder can also assist traders by improving timing during volatile conditions. Many traders correctly identify directional bias but struggle with execution precision. By highlighting areas where liquidity, imbalance, and structure align simultaneously, the system attempts to improve entry location and reduce unnecessary chasing behavior. Because the Entry Finder remains in Beta, its filtering logic and confirmation models are still being refined. Current versions should be viewed as execution assistance tools rather than fully automated signal systems. Traders are encouraged to combine the Entry Finder with their own risk management and market interpretation. In addition to its analytical capabilities, the overall design philosophy of the indicator focuses heavily on chart readability and workflow efficiency. One of the common challenges with Smart Money Concept tools is visual overload caused by excessive labels, overlapping zones, and unnecessary calculations appearing simultaneously. This framework was designed to reduce that issue through selective filtering, contextual prioritization, and dynamic visual weighting. Rather than attempting to display every possible technical event, the indicator focuses on highlighting areas where multiple concepts converge. The result is a cleaner trading environment that allows users to focus more effectively on liquidity behavior, structural shifts, and execution planning without becoming overwhelmed by chart clutter. The xLevTrading AI Smart Money Concept Indicator should be viewed as a professional-grade analytical framework designed for discretionary traders who want a deeper understanding of institutional price behavior. By combining enhanced Smart Money Concept principles with proprietary filtering systems, dynamic visualization methods, liquidity analysis, and multi-timeframe contextual alignment, the script aims to transform complex market behavior into a more structured and actionable decision-making process. This indicator does not guarantee profitable trades and should not be interpreted as financial advice. It is intended as a decision-support and market-structure analysis tool that assists traders in interpreting price action, identifying contextual confluence, and improving overall market awareness across different trading environments. Chart Visualization & Color Structure To improve chart readability and help traders quickly distinguish between different market concepts, the indicator uses a structured color hierarchy across all major components. The visual system was intentionally designed to reduce confusion during live analysis and to make the interaction between liquidity, structure, order blocks, and fair value gaps easier to interpret. Bearish higher-timeframe order blocks are displayed in purple. These zones represent institutional-style supply areas that align with broader bearish market structure and may act as potential reaction or continuation zones during retracements. Bearish higher-timeframe fair value gaps (HTF FVGs) are displayed in orange. These imbalance zones represent aggressive bearish displacement on higher timeframes and are intended to highlight areas where price inefficiencies may still attract future reactions or rebalancing behavior. Bearish chart timeframe fair value gaps are displayed in red. These zones reflect local bearish imbalances directly on the active chart timeframe and are primarily used for short-term execution analysis and momentum continuation setups. Bullish chart timeframe fair value gaps are displayed in green. These indicate local bullish inefficiencies where price moved aggressively to the upside, potentially leaving behind imbalance zones that may later provide support during retracements. Bullish higher-timeframe fair value gaps are displayed in turquoise. These zones represent larger bullish imbalances from higher timeframe price action and are intended to provide macro directional context and stronger institutional reaction areas. The interaction between these colors and zones is an important part of the overall framework. Traders can use overlapping higher-timeframe and lower-timeframe imbalances to identify areas where multiple forms of market inefficiency align simultaneously. For example, when a lower-timeframe bullish fair value gap develops inside a higher-timeframe bullish imbalance zone, this may indicate stronger continuation potential and improved structural confluence. The chart layout shown in the publication intentionally focuses only on the indicator’s own analytical components without unnecessary overlays or unrelated tools. This cleaner presentation is designed to help traders clearly identify how the different modules interact with one another in real market conditions. Labels such as Break of Structure (BOS), Change of Character (CHoCH), liquidity sweeps, moving averages, order blocks, and fair value gaps are displayed directly within their relevant market context to support visual interpretation and execution planning.
Wskaźnik Pine Script®
od xLevTR
Order Flow VWAP Deviation [LuxAlgo]The Order Flow VWAP Deviation indicator provides a comprehensive toolkit for analyzing market structure through volume-weighted price levels, liquidity zones, and order flow imbalances. It combines classic VWAP standard deviation bands with dynamic stop-run detection and localized volume profiles to identify high-probability reversal and expansion zones. 🔶 USAGE The tool is designed for intraday and swing traders who focus on liquidity "sweeps" and mean reversion. By plotting significant pivot highs and lows (Stop Zones) alongside VWAP bands, the indicator highlights areas where institutional liquidity is likely resting. When price pierces these zones on high volume, the script flags a potential stop-run, signaling that a trend exhaustion or reversal may be imminent. 🔹 Stop Zones and Liquidity The script tracks historical pivot points and extends them as dashed lines. When price crosses these lines with a volume surge (defined by the Stop Zone Volume Multiplier), it indicates that resting orders have been triggered. These events are marked with circles on the chart to alert the trader to a shift in order flow. 🔹 Anchor Volume Profile A specialized Volume Profile anchors to a specific time range (e.g., New York Open). This profile appears on the right side of the chart, highlighting the Point of Control (POC) in yellow and high-volume "Stop Nodes" in orange. Each significant node displays a volume multiplier (e.g., 2.5x) and a buyer/seller bias (B/S) to show which side of the market is dominant at that price level. 🔹 Inversion Fair Value Gaps (IFVGs) The indicator can optionally track Fair Value Gaps that have been "inverted." An IFVG occurs when a bearish gap is closed above or a bullish gap is closed below. These act as refreshed support or resistance levels and are visualized as boxes on the chart until they are mitigated by price action. 🔶 DETAILS The script utilizes a proxy for delta volume, calculating the bias based on the relationship between the close and the high/low of each bar within the profile calculation. The Stop Zone logic uses a lookback period to ensure only significant structural pivots are considered, preventing chart clutter while focusing on major liquidity pools. 🔶 SETTINGS VWAP Anchor: Determines the period for VWAP calculation (Session, Week, Month, or Year). Std. Dev Multiplier: Sets the distance for the upper and lower deviation bands. Pivot Lookback: The number of bars used to identify significant highs and lows for stop zones. Max Active Lines: Limits the number of horizontal liquidity levels displayed on the chart. Profile Rows: Adjusts the vertical granularity of the anchored Volume Profile. Anchor Time Range: Specifies the exact time (HHMM) used to start the volume collection for the profile. Stop Zone Volume Multiplier: Defines the threshold relative to average volume required to highlight a "Stop Node" in the profile. Show IFVGs: Toggles the visibility of Inversion Fair Value Gaps. IFVG Volatility Filter: A multiplier used to ensure only gaps formed by significant price moves are tracked.
Wskaźnik Pine Script®
od LuxAlgo
10
Liquidity Delta Profiler [LuxAlgo]The Liquidity Delta Profiler indicator identifies major buy-side and sell-side liquidity levels and visualizes internal buyer/seller activity through volume delta-filled quadrants, providing a complete toolkit for analyzing liquidity sweeps and potential reversals. 🔶 USAGE The indicator detects significant swing highs and lows to plot liquidity zones, representing areas where stop-loss orders or breakout orders are likely clustered. 🔹 Volume Delta Quadrants Unlike standard liquidity indicators, this tool splits each zone into four horizontal quadrants. As price trades within these quadrants, the script calculates the volume delta (the difference between buying and selling pressure) for each specific section. Buy Delta Fill : Indicates aggressive buyers were more active in that specific price slice. Sell Delta Fill : Indicates aggressive sellers dominated that section. Intensity : The color's opacity represents the relative magnitude of the volume delta compared to other sections of the zone. 🔹 Reversal Detection The script includes an advanced detection system that identifies unusual volume patterns during liquidity sweeps. These signals are plotted as bubbles with hoverable tooltips: ABS (Absorption) : Occurs when aggressive market orders at the extreme edge of a zone are absorbed by large limit orders in the opposite direction. EXH (Exhaustion) : Occurs when a sweep happens on very low relative volume, suggesting no follow-through. DIV (Divergence) : Identified when high volume pushes into the edge of a zone (FOMO) but price fails to close outside the level. REJ (Snapback Rejection) : Triggered when a sweep candle shows high delta in the opposite direction of the sweep and closes back inside the zone. 🔹 Time-Based Performance Dashboard To evaluate signal reliability, the indicator includes a real-time dashboard that tracks the historical performance of each reversal signal type using a time-based validation logic. A "Win" is recorded if, within the Eval Window , the price reverses from the sweep and remains in profit (on the correct side of the signal entry) for a specific number of consecutive bars ( Hold Time ). This method filters for signals that generate sustained pressure rather than just temporary wicks. 🔹 Zone Decay (Health) Active zones feature a "Health" percentage label. This tracks the cumulative volume traded within the zone relative to its capacity. As more volume is transacted at these levels, the liquidity is considered "consumed," and the percentage drops toward 0%. 🔶 DETAILS The indicator utilizes a pivot-based detection system. When a swing high is confirmed, a Buy-Side Liquidity (BSL) zone is created; a swing low creates a Sell-Side Liquidity (SSL) zone. The script includes "Filter Overlaps" logic to ensure chart clarity. If a new, more significant pivot forms within the range of an existing active zone, the tool can automatically update to the most relevant level, preventing the clutter of multiple overlapping boxes. 🔶 SETTINGS 🔹 Main Pivot Length : Lookback/lookforward period for detecting swing highs and lows. Max Zones per Type : Maximum number of active and historical zones to keep on the chart. Show Swept Zones : Keeps zones visible with dashed outlines after they have been breached. Filter Overlapping Zones : Prevents the creation of new zones that overlap with existing active zones. 🔹 Decay & Reversals Show Zone Decay : Toggles the health percentage labels. Zone Volume Capacity : Multiplier for average volume to determine how much volume a zone can absorb. Enable Reversal Detection : Toggles the signal bubbles for reversal patterns. 🔹 Dashboard Show Dashboard : Toggles the performance tracking table. Eval Window (Bars) : The maximum number of bars the script waits for a reversal to manifest. Hold Time (Bars) : The number of consecutive bars price must stay in profit to be considered a successful reversal. Position/Size : Customizes the UI placement and scale of the dashboard. 🔹 Style Colors : Customize colors for BSL/SSL outlines and the positive/negative volume delta fills.
Wskaźnik Pine Script®
od LuxAlgo
8
Structural Leg Profiler [LuxAlgo]The Structural Leg Profiler indicator is a comprehensive structural analysis tool that dynamically maps lower-timeframe volume distributions onto major market swings to reveal where the most significant trading activity occurs within a trend. 🔶 USAGE The tool is designed to bridge the gap between traditional price action swings and order flow analysis. By using an ATR-based swing detection mechanism, the indicator automatically identifies structural "legs" (upward or downward price movements) and generates a detailed volume distribution profile for each one. Users can leverage this tool to identify high-interest zones (Point of Control) and determine whether a move is supported by aggressive buying or selling volume through the Delta coloring mode. 🔹 Interpreting the Profiles Each structural leg displays a volume profile across its duration, constructed from lower-timeframe data to ensure precision. Volume Gradient Mode: Highlights nodes based on total activity. The colors transition from low-volume areas to high-volume nodes, with the Point of Control (POC) being the most prominent. Delta Mode: Colors the profile blocks based on the net difference between buying and selling volume. Bright green indicates heavy aggressive buying, while bright red indicates heavy aggressive selling. Summary Labels: Each leg includes a summary label showing the Total Leg Volume, the Net Delta, and the exact POC price. 🔹 Volume Anomalies The script automatically detects and highlights candles with unusual volume spikes using dynamic "bubbles." This helps in identifying potential exhaustion points or strong breakout momentum. Standard Bubbles: Indicate volume that is significantly above the 20-period average. Large Bubbles with Values: Indicate extreme volume spikes, with the exact volume printed inside the bubble for immediate context. 🔶 DETAILS 🔹 Untested POC Extensions A core feature of this script is the "Naked POC" logic. When a structural leg is completed, its Point of Control is projected forward as a dashed line. These levels often act as high-probability support or resistance zones. The line continues to extend until price eventually "tests" or crosses it, at which point it automatically terminates to keep the chart clean. 🔹 Lower Timeframe Precision Unlike standard profiles that use only chart-resolution data, this script utilizes request.security_lower_tf to pull granular data. This provides a much more accurate view of how volume was distributed within each leg compared to simple OHLC-based approximations. 🔶 SETTINGS 🔹 Swing Detection ATR Period: The lookback period used to calculate volatility for swing detection. Swing Multiplier (ATR): Controls the sensitivity of the legs. Higher values capture major trends; lower values capture micro-swings. 🔹 Profile Settings Max Profile Boxes: Defines the vertical resolution and maximum number of rows in the profiles. Profile Alignment: Determines where the volume bars are anchored (Left, Right, or Center) within the leg area. Show Volume Value: Toggles the visibility of numeric volume values inside the profile boxes. Extend Untested POCs: Enables the forward projection of POC lines until they are mitigated by price. 🔹 Volume Anomalies Show Volume Bubbles: Toggles the volume anomaly visualization. Spike Threshold: The multiplier relative to the 20-period average volume that triggers an anomaly bubble. 🔹 Style & Colors Box Color Mode: Choose between "Volume Gradient" (Total Volume focus) or "Delta" (Buy vs. Sell focus). Up/Down Leg Colors: Customizable color gradients for both bullish and bearish structural legs.
Wskaźnik Pine Script®
od LuxAlgo
5
Temporal Volume Profile 3D [LuxAlgo]The Temporal Volume Profile 3D indicator is a spatial visualization tool that transforms historical volume data into a three-dimensional landscape, adding a time-depth dimension to traditional volume analysis. By projecting volume across price (X), time (Y), and magnitude (Z), it allows traders to observe the evolution and migration of liquidity over time rather than viewing it as a static, aggregate value. 🔶 USAGE The primary advantage of this script is its ability to reveal the "lifecycle" of volume nodes. While a standard Volume Profile (VP) squashes all historical data into a single 2D histogram, this tool slices the lookback period into distinct segments, creating a "terrain" where the most recent volume is in the foreground and older volume resides in the background. 🔹 Identifying Volume Migration By observing the peaks of the volume mountains, you can see if the Point of Control (POC) is migrating. A POC shifting from the background (older) to the foreground (newer) indicates a trending consensus of fair value, whereas a consistent peak across all time slices suggests a long-term, stable support or resistance zone. 🔹 Price Proximity & Liquidity Interaction The indicator includes a real-time price tracker that moves across the 3D terrain. If the current price enters a significant historical volume mountain, the tracker triggers a "Peak Warning," signaling that the price is entering a high-liquidity zone likely to cause consolidation or reversal. 🔹 The Paths of Least Resistance Valleys in the 3D landscape represent Low Volume Nodes (LVNs). When price moves into a valley that has remained empty across multiple time slices, it indicates a lack of historical interest at those levels, often resulting in fast, "slippery" price action through those zones. 🔶 DETAILS Standard Volume Profiles lose the "when" of volume accumulation. For example, a 2D profile might show a large volume peak at $100, but it cannot tell you if that volume was traded 200 bars ago or 5 bars ago. The Temporal Volume Profile 3D solves this by using a Painter's Algorithm to render slices of volume data along a depth axis. 🔹 3D Engine & Projection The script uses a custom trigonometric projection engine allowing users to adjust the Yaw (rotation) and Pitch (tilt) of the landscape. This allows for a bird's-eye view to see the "map" of volume or a side-profile view to emphasize the height of the volume peaks. 🔹 POC Ridge Line This feature connects the highest volume node of every time slice. This creates a continuous path through the mountains, providing a visual history of how the most significant price levels have changed over the selected lookback period. 🔶 SETTINGS 🔹 Volume Profile & Matrix Lookback Bars: The total historical window used for the calculation. Price Bins (Width): Determines the horizontal resolution (X-axis). Higher values provide more detailed price levels. Time Slices (Depth): Determines how many segments the volume is divided into (Y-axis). Terrain Smoothing: Blends adjacent volume nodes to create a more organic, mountain-like appearance. 🔹 Camera Projection Yaw/Pitch: Controls the angle of the 3D projection. Scale X/Y/Z: Adjusts the width, depth, and height of the volume mountains. Offset X/Y: Moves the 3D object on the chart to prevent it from overlapping with current candles. 🔹 Style & Colors Show Ridge Lines: Toggles the colored outlines for each time slice. Mountain Fills: Enables the use of the background color to occlude lines, creating a solid 3D effect. Show POC Ridge Line: Toggles the yellow line tracking the peak volume through time. Peak Proximity Warning: Toggles the color change on the price tracker when entering high-volume zones.
Wskaźnik Pine Script®
od LuxAlgo
7
Momentum Terrain 3D [LuxAlgo]The Momentum Terrain 3D tool visualizes multi-dimensional RSI momentum by mapping various lookback lengths across time into a single 3D topographical landscape. 🔶 USAGE The script provides a comprehensive view of momentum by calculating multiple RSI lengths simultaneously. This allows users to see how short-term momentum (foreground) interacts with long-term structural momentum (background) in a single visual pane, offering a unique perspective on trend strength and exhaustion. 🔹 Understanding the Dimensions To navigate the 3D map, it is essential to understand the three axes: X-Axis (Width): Represents Time. The rightmost edge of the terrain represents the current bar, while moving left traverses historical data. Y-Axis (Depth): Represents the RSI Lookback Length. The front of the terrain shows fast, reactive momentum (short lookbacks), while the back shows slow, structural momentum (long lookbacks). Z-Axis (Height): Represents the RSI Value. A semi-transparent "Neutral Plane" is fixed at the 50 level. Peaks above this plane represent bullish momentum, while valleys below represent bearish momentum. 🔹 Interpreting the Topography Trend Alignment: When the entire landscape from back to front rises together, it indicates a "unified" momentum where all timeframes are in bullish agreement. Spotting Pullbacks: If the background (long-term) remains a high mountain but the foreground (short-term) drops into a valley, it identifies a pullback within a macro uptrend. Trend Compression: If the terrain appears flat and stays near the 50 neutral plane, the market is ranging or in a period of indecision. 🔹 OB/OS Pillars The script identifies extreme momentum through vertical color pillars. Red pillars indicate overbought conditions (RSI > 70), while cyan pillars indicate oversold conditions (RSI < 30). These help traders quickly spot exhaustion points across the entire momentum spectrum without checking multiple individual indicators. 🔶 DETAILS The indicator utilizes an optimized 3D rendering engine built with Pine Script's polyline and matrix systems. By calculating a range of RSI lengths (e.g., from a minimum of 5 to a maximum of 60) for every historical bar within the defined window, it creates a "momentum matrix." This matrix is then projected into 3D space using trigonometric transformations (Yaw and Pitch). The "Terrain Smoothing" feature uses an exponential smoothing calculation on the raw RSI data to transform jagged spikes into readable topographical features, making it easier to identify the flow of capital and the weight of momentum shifts. 🔶 SETTINGS 🔹 Terrain & Matrix Time History (Width): Determines how many historical bars are rendered on the X-axis. Lookback Layers (Depth): The number of different RSI lengths calculated. Increasing this creates a denser, more detailed surface. Terrain Smoothing: Applies smoothing to the RSI values to create a more natural, less noisy landscape. Minimum/Maximum Lookback: Defines the range of RSI lengths used for the front (fast) and back (slow) edges. 🔹 Camera Projection Yaw/Pitch: Rotates the landscape horizontally or tilts it vertically to change the visual perspective. Scale X/Y/Z: Adjusts the width, depth, and height intensity of the 3D model. Offset X/Y: Moves the entire 3D object on the chart pane horizontally or vertically for better positioning. 🔹 Style & Colors Show Wireframe/Surface: Toggles the visibility of the grid lines and the solid surface fill. Show OB/OS Volume Fills: Enables the vertical pillars that highlight extreme RSI levels. Show Current Price Marker: Highlights the most recent momentum profile and displays the current price label on the 3D grid. Neutral Plane Color: Adjusts the color and transparency of the RSI 50 reference floor.
Wskaźnik Pine Script®
od LuxAlgo
3
Predictive Monte Carlo Engine [LuxAlgo]The Predictive Monte Carlo Engine tool is a high-performance forecasting suite that uses probabilistic simulations to project future price paths based on historical volatility and market regimes. 🔶 USAGE The indicator generates hundreds of potential price paths starting from the current bar (or an anchored point) to visualize the most likely price distribution over a user-defined projection length. It serves as a powerful volatility and support/resistance mapping tool, providing traders with an "expected value" range rather than a single fixed forecast. Users can choose between three distinct mathematical methods to generate these paths, apply regime filters to isolate specific market conditions, and utilize a real-time dashboard that renders a visual "forecasted candle" for the next period. 🔹 Anchor Mode By default, the simulation recalculates and updates on every new bar. By enabling Anchor Mode , users can lock the projection starting point. The engine will then only update every X bars (e.g., every 100 bars). This allows traders to observe how price actually reacted against historical Monte Carlo projections and Support/Resistance levels as the chart progresses. 🔶 DETAILS The engine utilizes three primary simulation methodologies: Geometric Brownian Motion (GBM): A stochastic process that assumes returns follow a log-normal distribution. This is the industry standard for modeling asset prices, ensuring prices remain positive and incorporating both drift and volatility. Simple Random Walk (SRW): A basic additive model where price changes are sampled from a normal distribution based on historical mean and standard deviation. Historical Shuffle (Bootstrapping): Instead of using random numbers, this method randomly samples actual historical price returns from the lookback period. This preserves the "fat tails" and unique characteristics of the specific asset being traded. 🔹 Regime Filtering To improve accuracy, the engine can filter the historical data used for simulations. If "Trend" or "Momentum" regimes are selected, the indicator only calculates volatility and drift from past bars that match the current market environment (e.g., only using data from previous uptrends to forecast a current uptrend). 🔹 Fading S/R Zones The tool identifies four key levels based on the simulation distribution: Max, R1 (90th percentile), S1 (10th percentile), and Min. These are rendered as horizontal zones that feature a unique horizontal gradient, fading as they extend into the future to represent the increasing uncertainty of the projection over time. 🔶 SETTINGS 🔹 Monte Carlo Settings Simulation Method: Choose between GBM, SRW, or Historical Shuffle. Regime Filter: Filter historical data by Trend (SMA) or Momentum (RSI). Historical Lookback: The number of past bars used to calculate volatility. Projection Length: How many bars into the future the paths extend. Simulation Count: Number of individual paths to calculate (max 200). Volatility Multiplier: Scales the historical volatility to simulate "stress-test" scenarios. Anchor Mode: When enabled, locks the projection to update only at specific intervals. 🔹 Style Path Percentiles: Adjust the thresholds for coloring the "Top" and "Bottom" path groups. Colors: Customize the colors for bullish, bearish, and neutral paths, as well as the average projection line. Show S/R Levels: Toggles the visibility of the horizontally fading Support and Resistance zones. 🔹 Dashboard Show Dashboard: Toggles the statistical metrics table. Next Candle Prediction: Enables the "Forecasted Candle" visual, which uses the 1-bar-ahead expected mean and distribution to render a text-based candlestick on the dashboard.
Wskaźnik Pine Script®
od LuxAlgo
7
EQH/EQL Liquidity Zones [LuxAlgo]The EQH/EQL Liquidity Zones indicator automatically detects and tracks Equal Highs (EQH) and Equal Lows (EQL) to identify significant areas of resting liquidity. It provides a visual framework for understanding where market participants have placed stop-orders, offering dynamic targets for price action to gravitate toward and eventually "sweep." 🔶 USAGE Equal Highs and Equal Lows are key structural patterns used in Smart Money Concepts (SMC) to represent liquidity. When price forms two or more peaks or troughs at approximately the same price level, it creates a "retail" resistance or support line. The script highlights these as zones, as price often seeks to move beyond these levels to activate the liquidity (stop-orders) residing there. 🔹 Identifying Liquidity The script scans historical pivots to find matching prices within a user-defined threshold. When a match is found, a zone is drawn from the original pivot point and extended until the level is "swept" (price moves above an EQH or below an EQL). 🔹 Volume and Clusters To help traders prioritize zones, the indicator displays the volume associated with the specific pivot points forming the liquidity. If multiple liquidity zones are situated very close to one another, the script dynamically merges their labels to show a "cluster" count (e.g., 2x EQH) and the total accumulated volume at that level. 🔹 Sweep Behavior Once price breaches the maximum high or minimum low of a zone, the zone is considered "swept." Users can choose to have these zones deleted immediately or kept on the chart with a greyed-out visual style to study historical price reactions. 🔶 DETAILS The indicator uses a pivot-based detection system combined with a percentage-based threshold. This ensures that even if two highs are not exactly equal to the decimal point, they can still be classified as Equal Highs if they are within a tight proximity (the "Equality Threshold"). The script tracks "Active Zones" up to a configurable limit. For high-volatility environments or lower timeframes (like the 1m chart), users can increase the maximum active zones to ensure all relevant resting liquidity is accounted for during fast-moving market conditions. 🔶 SETTINGS 🔹 Liquidity Detection Pivot Left/Right Length: Determines the number of bars required to confirm a structural high or low. Equality Threshold (%): The maximum percentage difference allowed between two pivots to classify them as "Equal." Max Active Zones: Controls the maximum number of unswept zones tracked simultaneously. 🔹 Visuals Bullish/Bearish Zone Color: Sets the colors for EQL (supportive liquidity) and EQH (resistance liquidity). Zone Transparency: Adjusts the opacity of the liquidity boxes. Show Midline: Toggles a dashed line at the average price of the equal pivots. Show Volume: Displays the volume captured at the specific pivot points. Delete on Sweep: If enabled, removes the zone from the chart immediately once price breaches the level.
Wskaźnik Pine Script®
od LuxAlgo
15
Ultimate Opening Range Breakout [LuxAlgo]The Ultimate Opening Range Breakout indicator is a comprehensive toolkit designed to identify, visualize, and analyze price movements following the initial market session. It empowers traders to define a specific opening range and monitor subsequent breakouts with integrated volume analysis, automated trailing stops, and a performance-tracking dashboard. 🔶 USAGE The indicator identifies the high and low prices of a user-defined session (e.g., the first 30 minutes of the New York open) and projects potential expansion targets based on that range. Traders can use these levels to identify breakout opportunities and set realistic price targets. 🔹 Breakout Signals & Volume When price crosses above the range high or below the range low, the script generates "BULL BREAK" or "BEAR BREAK" labels. These signals include a volume context suffix: (HV) : High Volume breakout, where current volume exceeds the 20-period average. (LV) : Low Volume breakout, suggesting a potential lack of conviction behind the move. 🔹 Trailing Stop & Optimization A dynamic ATR-based trailing stop can be enabled to manage open positions. To help refine your strategy, the built-in Stop Optimizer runs simultaneous simulations of five different ATR multipliers in the background. It identifies which multiplier would have yielded the highest cumulative profit based on historical session data. 🔹 Hit Rate Dashboard The indicator includes a real-time statistical table that tracks the "Hit Rate" of each expansion target. This allows you to see at a glance what percentage of sessions successfully reached Target 1, 2, or 3, helping you gauge the probability of price reaching specific levels on any given day. 🔶 DETAILS 🔹 Opening Range Volume Profile (ORVP) Unlike standard range indicators, this tool includes an intra-range Volume Profile. It calculates the distribution of volume within the opening range itself, highlighting the Point of Control (POC). This helps traders identify where the most significant positioning occurred before the breakout. 🔹 Adaptive Scaling The Volume Profile utilizes an asset-adaptive scaling mechanism. By using the Average True Range (ATR) to determine "price buckets," the profile remains visually consistent whether you are trading high-priced indices or low-priced penny stocks. 🔶 SETTINGS 🔹 Session Settings Opening Range Session : Define the time window for the range (e.g., 0930-1000). Timezone : Adjust the session time to match your local or exchange timezone. 🔹 Calculation Settings Range Source : Choose between using the High/Low or the candle Close to define the range. Extension Type : Switch between standard Multiples or Fibonacci levels (0.382, 0.618, 1.0). 🔹 Volume Profile Number of Rows : Adjusts the vertical granularity of the profile. Profile Width : Controls how far the profile extends horizontally from the range. 🔹 Trailing Stop & Optimizer ATR Multiplier : The sensitivity of the active trailing stop. Show Stop Optimizer : Enables the background simulation to find the most profitable multiplier. 🔹 Plotting Duration End Plotting At : Choose to stop drawing levels at specific market closes (NY, London, or Manual) to keep the chart clean after trading hours.
Wskaźnik Pine Script®
od LuxAlgo
16
Inertial RSI [LuxAlgo]The Inertial RSI indicator introduces a novel approach to momentum smoothing by implementing "Forced Persistence," a technique that achieves stability at the mathematical source rather than through traditional lagging filters. By dynamically optimizing the RSI lookback period on every bar to minimize the variation between consecutive values, the tool effectively creates an inertial effect that resists erratic market noise and "sawtooth" fluctuations, providing a significant advantage over standard oscillators by maintaining a high degree of smoothness and trend coherence without the heavy group delay typically introduced by long-period moving averages. 🔶 USAGE The indicator is used similarly to a standard Relative Strength Index (RSI) but with significantly reduced noise and more stable transitions. It helps traders identify momentum and overbought/oversold conditions while maintaining a more consistent trajectory, making it easier to interpret the underlying market trend without being shaken out by minor price jitters. 🔹 Forced Persistence Traditional oscillators achieve smoothness by applying lagging filters (like moving averages) to a fixed-length calculation. The Inertial RSI introduces the concept of "Forced Persistence," where smoothing is achieved by selecting the input data dynamically. By selecting the lookback length that results in the smallest change from the previous bar, the oscillator "forces" itself to remain stable. This allows the indicator to stay at extreme levels during strong trends or transition smoothly during reversals without the typical noise found in fixed-length oscillators. 🔹 Interpretation Inertial RSI (Solid): Represents the primary smoothed RSI value. It changes color based on whether it is above or below the 50 centerline (Bullish/Bearish). Signal Line (Dotted): A secondary signal line calculated as a simple moving average of the RSI line, used to identify potential local crossovers or momentum shifts. Zones: The area between the RSI line and the 50 level is filled with a gradient to highlight the strength and direction of the current momentum. 🔶 DETAILS The core logic of the script is an optimization loop that runs on every bar. Instead of using one fixed value for N (the lookback period), the algorithm evaluates every possible integer length within the user-defined range (from Minimum Length to Maximum Length). For each potential length, the script calculates a raw RSI value using an RMA-based approach (Wilder's Moving Average) for consistent bar-to-bar logic. It then measures the absolute difference between that candidate value and the final output from the previous bar. The algorithm "hunts" for the specific length that minimizes this difference: Best RSI = min(|Current Candidate(N) - Previous Final RSI|) By selecting the value that is most similar to the previous one, the indicator effectively filters out market noise by choosing a lookback window that "agrees" with the current trend's inertia. This methodology allows the oscillator to be responsive to major price shifts while ignoring minor fluctuations that do not significantly alter the internal relative strength calculation. 🔶 SETTINGS 🔹 Settings Minimum Length: The shortest lookback period the algorithm can consider for the optimization loop. Maximum Length: The longest lookback period the algorithm can consider. A wider range between min/max allows for more "inertia" but increases computational intensity. RSI Smoothing: The length of the SMA used to provide a final aesthetic smoothing to the inertial RSI value. Signal Line Length: The length of the SMA used to create the signal line from the smoothed RSI. 🔹 Visuals Show Gradient Fill: Enables or disables the gradient fill between the RSI line and the 50 centerline. Bullish Color: Defines the color of the RSI line and the upper gradient fill when the value is above 50. Bearish Color: Defines the color of the RSI line and the lower gradient fill when the value is below 50.
Wskaźnik Pine Script®
od LuxAlgo
5
Initial Balance Volume Deficit [LuxAlgo]The IB Volume Deficit indicator measures the relationship between Initial Balance (IB) volume and the volume traded during the remainder of the session to identify shifts in market participation, institutional conviction, and potential exhaustion. 🔶 USAGE The indicator operates on the principle that the first 60 minutes of a trading session (the Initial Balance) often set the tone for the day, representing the period where institutional "price discovery" and large-scale orders are most prevalent. By tracking the cumulative volume during this period and subsequently subtracting the volume from the rest of the session, the script visualizes whether the "opening conviction" is being sustained or overwhelmed by subsequent market activity. 🔹 Volume Deficit and Trend Conviction When the oscillator drops below the zero line, a "Volume Deficit" occurs. This signifies that the volume traded after the Initial Balance has exceeded the volume accumulated during the IB. This is a critical marker for trend traders; a deep deficit often confirms that the market has found a directional bias with enough sustained participation to overcome the initial opening volatility. If the deficit continues to grow (the oscillator moves further into negative territory), it suggests that late-session participants are aggressively following the trend established (or reversed) after the first hour. 🔹 No Deficit Detection & Market Psychology If the oscillator remains above zero until the end of the session, the script highlights this at the start of the next session with a colored background. This "No Deficit" event indicates that the volume in the first hour was greater than the volume of the entire rest of the day combined. From a psychological perspective, this represents a "Loud Open, Quiet Close" scenario. It suggests that while there was significant institutional interest or news-driven positioning at the open, it failed to attract follow-through participation from the broader market. This often results in: Exhaustion: The initial move spent all available "fuel" in the first hour. Range-Bound Behavior: Without a volume deficit, the market likely spent the afternoon in a low-liquidity chop, unable to break the IB high or low. Lack of Retail Follow-through: It indicates that the initial institutional orders were met with indifference rather than a trend-following response. 🔹 Trading with the Anchored Moving Average (AMA) The indicator includes an Anchored Moving Average (AMA) that resets at the start of each session. The relationship between the oscillator and the AMA provides a real-time gauge of volume momentum. Bullish Momentum: When the oscillator is above the AMA during the IB, it indicates an accelerating buildup of volume, often seen in high-impact opens. Bearish Momentum (Depletion): After the IB, if the oscillator crosses below the AMA, it suggests that volume is being subtracted (consumed) faster than the average rate. This can be used as a confirmation signal for entering trend trades as the market moves toward a deficit state. 🔶 DETAILS The indicator calculates a cumulative sum starting at the first bar of a new session. During the first 60 minutes (IB), the oscillator increases by the volume of each bar. After 60 minutes, the logic flips, and the volume of each subsequent bar is subtracted from the total. 🔹 Tops and Bottoms Averages To provide historical context and act as dynamic benchmarks for volume conviction, the indicator plots two dashed horizontal lines: Tops Average (Benchmark of Opening Strength): This is the average peak volume reached at the end of the IB over the last N sessions. If the current session's peak is significantly higher than this average, it suggests an unusually high-conviction opening, often triggered by major news or earnings. If the peak fails to reach this average, the session may lack the necessary liquidity for a sustained directional move. Bottoms Average (Benchmark of Session Intensity): This tracks the average final deficit value at the close of the last N sessions. It serves as a target or "support" level for volume. If the oscillator breaches this average to the downside, it signals an exceptionally high-conviction trend day that is outperforming historical norms. 🔶 SETTINGS Moving Average Length: Sets the smoothing period for the Anchored Moving Average (AMA). A shorter length makes the AMA more reactive to sudden bursts in volume. Tops/Bottoms Average Length: Determines the lookback period (in sessions) used to calculate the historical benchmarks for IB peaks and session-end deficits. Style Group: Bullish Color: Sets the color of the oscillator during the IB accumulation phase. Bearish Color: Sets the color of the oscillator once it enters a deficit (below zero) or starts subtracting volume. MA Color: Sets the color of the Anchored Moving Average line.
Wskaźnik Pine Script®
od LuxAlgo
4
Market State Matrix [LuxAlgo]The Market State Matrix indicator is a high-density radial dashboard designed to visualize the entire market condition as a layered, 360-degree "radar." Unlike linear indicators, the Matrix organizes data into 5 concentric rings and 12 multi-scale slices , providing an instant snapshot of market confluence, conflict, and cyclical phases. 🔶 USAGE The indicator operates in a dedicated pane, providing a centralized view of market health across five dimensions and twelve lookback periods. 🔹 The 5 Radial Dimensions (Inside to Outside) Ring 1: Trend Regime (Teal/Red) - Visualizes the primary EMA-based direction. Ring 2: Momentum Intensity (Cyan/Purple) - A heatmap based on RSI distance from the 50-level. Ring 3: Volatility Glow (Gold) - Brightens as ATR expands relative to its historical average. Ring 4: Volume Pressure (White) - Highlights areas of high relative participation and interest. Ring 5: Price Structure (Lime/Orange) - Tracks Higher Highs/Lows vs. Lower Highs/Lows across various scales. 🔹 Interpretation Full Alignment: Look for solid "columns" of color from the core to the outer ring. This represents maximum conviction across all market dimensions. Internal Conflict: Mixed colors within a slice indicate internal disagreement—for example, a bullish trend (Ring 1) with bearish momentum (Ring 2) suggests potential exhaustion or a mean-reversion setup. Volatility Breaks: Watch the Gold ring (Ring 3) for expansion. High volatility paired with high volume (Ring 4) often precedes a significant trend shift. Regime Core: The center circle acts as your primary anchor, glowing solid Bullish or Bearish based on the fastest timeframe's regime. 🔶 DETAILS The Matrix utilizes a Multi-Scale Engine divided into 12 radial slices, each representing a progressively longer lookback period (ranging from 8 to 220 bars). This allows users to see how different time-clusters are reacting simultaneously. "Sensitive Slices" respond to micro-shifts and short-term volatility, while "Stable Slices" reflect the long-term macro regime. The tool also features a **Dominant Phase Highlighter**: A glowing radial arc and focus overlay highlight the current active slice of price action. This identifies where the market is positioned in its current cycle (Expansion, Exhaustion, Contraction, or Accumulation). 🔶 SETTINGS 🔹 Visual Settings Horizontal Offset: Adjusts the X-axis position of the wheel on the chart. Core Radius: Sets the size of the inner-most circle. Ring Width: Determines the thickness of each of the 5 concentric rings. Ring Gap: Sets the thin separation distance between segments for visual clarity. Show Dashboard Legend: Toggles the visibility of the "Matrix Layers" table in the top-right corner.
Wskaźnik Pine Script®
od LuxAlgo
7
Sigmoid Transition Trailing Stop [LuxAlgo]The Sigmoid Transition Trailing Stop indicator provides a dynamic risk management tool that utilizes a mathematical sigmoid function to smoothly adjust stop levels when price trends become overextended. Unlike traditional trailing stops that move linearly or remain static until a new high/low is formed, this script proactively "catches up" to price during periods of high momentum using a non-linear transition. 🔶 USAGE The indicator functions as a trend-following stop-loss or take-profit level. When the price crosses the trailing stop, the trend direction flips, and a new stop is calculated based on the ATR-derived distance. The unique behavior of this tool occurs during "Adjustment" phases. When the distance between the price and the trailing stop becomes too wide (exceeding the initial ATR multiplier), the script triggers a sigmoid transition. During this phase: The trailing stop line becomes solid (0% transparency) to indicate an active adjustment. The stop level moves towards the price following an S-curve, providing a smooth acceleration and deceleration of the stop level. The adjustment concludes once the sigmoid duration is reached or if the stop gets too close to the price (defined by the Min Distance setting). 🔹 Visual Cues Green Line/Fill: Indicates a bullish trend where the stop is below the price. Red Line/Fill: Indicates a bearish trend where the stop is above the price. Solid Line: The sigmoid adjustment is currently active, moving the stop closer to price. Transparent Line: The stop is in its standard state, maintaining its level or trailing highs/lows. 🔶 DETAILS The core of the script is the sigmoid function, which creates a natural-looking transition between two price levels. Mathematically, it maps a linear time input (bars passed) to an S-shaped curve between 0 and 1. The logic ensures that the "trailing" property is never violated; even during a sigmoid transition, the stop level can only move in the direction of the trend (up for bullish, down for bearish). If the price moves against the trend during an adjustment, the stop will simply hold its level until the price moves favorably again or the adjustment period ends. 🔶 SETTINGS 🔹 General Settings ATR Length: The lookback period used to calculate the Average True Range, which determines the volatility-based distance of the stop. ATR Multiplier: The base distance (in ATR units) used when the trend first flips. Sigmoid Length (Bars): The number of bars over which the sigmoid transition occurs once triggered. Sigmoid Amplitude (ATR Units): The maximum distance the stop is allowed to travel toward the price during an adjustment phase. Min Distance (ATR Units): A safety buffer that prevents the sigmoid adjustment from moving the stop too close to the current price, preventing premature exits.
Wskaźnik Pine Script®
od LuxAlgo
4
3D Opportunity Cone [LuxAlgo]The 3D Opportunity Cone indicator is a multi-dimensional visualization tool that maps market conditions into a 3D geometric space to identify high-value, low-risk entry points. By synthesizing price action, volatility, and volume into a single spatial model, it allows traders to visualize the "distance" between current market states and optimal buying conditions. 🔶 USAGE The indicator projects a 3D cone onto the right side of the chart, representing a theoretical "Opportunity Space." A historical trail of dots moves through this space, showing how the market's internal mechanics have evolved over time. 🔹 The 3D Coordinate System The position of the market "point" within the cone is determined by three distinct factors: Height (Value Factor): Derived from the Stochastic oscillator. Higher positions in the cone represent oversold (value) conditions, while lower positions represent overbought states. Radius (Risk Factor): Derived from the Average True Range (ATR). Points closer to the center of the cone represent lower volatility risk, while points pushed toward the outer edges indicate high-volatility environments. Angle (Conviction Factor): Derived from Normalized Volume. The rotation around the central axis indicates the level of market participation and conviction behind the current price movement. 🔹 Interpreting the Zones The "Buy Zone" is located at the apex (top) of the cone. An ideal opportunity occurs when the market point is high (Value), centered (Low Risk), and supported by conviction. Conversely, the "Risk Zone" at the base of the cone represents overbought or high-volatility conditions where caution is required. 🔶 DETAILS The script uses a custom projection engine to convert 3D coordinates (X, Y, Z) into 2D chart space. The "Opportunity Space" is anchored to a Simple Moving Average (SMA) to provide a localized context for the visualization. The historical trail provides a temporal dimension, allowing users to see if the market is spiraling toward a value zone or drifting away into a high-risk state. The trail colors fade from red (High Risk/Overbought) to green (High Value/Oversold) to provide an immediate visual cue of market health. 🔶 SETTINGS 🔹 Cone Settings Evaluation Lookback: The period used for calculating the Stochastic, ATR, and Volume normalization. Cone Scale: Adjusts the visual size of the 3D cone on the chart. X Offset (Bars): Determines how many bars to the right of the current price the cone is rendered. 3D Tilt: Adjusts the perspective/inclination of the 3D projection. 🔹 Trail & Colors Highlight Color: The color of the current market point and its projection lines. Cone Fill Color: The background color of the cone's surface. Trail Length: The number of historical periods to display within the 3D space.
Wskaźnik Pine Script®
od LuxAlgo
5
Inertial Stochastic [LuxAlgo]The Inertial Stochastic indicator introduces a novel approach to oscillator smoothing by implementing "Forced Persistence," a technique that achieves stability at the mathematical source rather than through traditional lagging filters. By dynamically optimizing the lookback period on every bar to minimize the variation between consecutive values, the tool effectively creates an inertial effect that resists erratic market noise and "sawtooth" fluctuations. This provides a significant advantage over standard oscillators, as it maintains a high degree of smoothness and trend coherence without the heavy group delay typically introduced by long-period moving averages, allowing traders to stay positioned in trends while identifying overbought or oversold conditions with greater clarity. 🔶 USAGE The indicator is used similarly to a standard Stochastic oscillator but with significantly reduced noise and more stable transitions. It helps traders identify momentum and overbought/oversold conditions while maintaining a more consistent trajectory, making it easier to interpret the underlying market trend without being shaken out by minor price jitters. 🔹 Forced Persistence Traditional oscillators achieve smoothness by applying lagging filters (like moving averages) to a fixed-length calculation. The Inertial Stochastic introduces the concept of "Forced Persistence," where smoothing is achieved by selecting the input data dynamically. By selecting the lookback length that results in the smallest change from the previous bar, the oscillator "forces" itself to remain stable. This allows the indicator to stay at extreme levels during strong trends or transition smoothly during reversals without the typical noise found in fixed-length oscillators. 🔹 Interpretation K Line (Solid): Represents the primary smoothed inertial stochastic. It changes color based on whether it is above or below the 50 centerline (Bullish/Bearish). D Line (Dotted): A signal line calculated as a simple moving average of the K line, used to identify potential local crossovers. Zones: The area between the K line and the 50 level is filled with a gradient to highlight the strength and direction of the current momentum. 🔶 DETAILS The core logic of the script is an optimization loop that runs on every bar. Instead of using one fixed value for N (the lookback period), the algorithm evaluates every possible integer length within the user-defined range (from Minimum Length to Maximum Length). For each potential length, the script calculates a raw Stochastic value. It then measures the absolute difference between that candidate value and the final output from the previous bar. The algorithm "hunts" for the specific length that minimizes this difference: Best Stoch = min(|Current Candidate(N) - Previous Final Stoch|) By selecting the value that is most similar to the previous one, the indicator effectively filters out market noise by choosing a lookback window that "agrees" with the current trend's inertia. This methodology allows the oscillator to be responsive to major price shifts while ignoring minor fluctuations that do not significantly alter the lookback's internal range. 🔶 SETTINGS 🔹 Settings Minimum Length: The shortest lookback period the algorithm can consider for the optimization loop. Maximum Length: The longest lookback period the algorithm can consider. A wider range between min/max allows for more "inertia" but increases computational intensity. K Smoothing: The length of the SMA used to provide a final aesthetic smoothing to the inertial stochastic value. D Smoothing: The length of the SMA used to create the signal (D) line from the K line. 🔹 Visuals Bullish Color: Defines the color of the K line and the upper gradient fill when the value is above 50. Bearish Color: Defines the color of the K line and the lower gradient fill when the value is below 50.
Wskaźnik Pine Script®
od LuxAlgo
4
HTF Volume Spike & Imbalance Projection [LuxAlgo]The HTF Volume Spike & Imbalance Projection indicator provides a comprehensive multi-timeframe analysis tool that projects higher timeframe (HTF) candle structures, volume spikes, and volume profiles directly onto the current chart. This script aims to bridge the gap between different time horizons, allowing traders to identify institutional interest, supply/demand zones, and significant order flow imbalances within an HTF context without ever switching timeframes. 🔶 USAGE 🔹 The Core Concept While standard charts only show the OHLC of a candle, this indicator deconstructs a single large candle (e.g., a 1-hour candle) into its individual internal components. It looks for Volume Spikes (moments of high activity) and Stacked Imbalances (where aggressive participants stepped in repeatedly) to reveal the "story" inside the bar. 🔹 Reading the Projection The indicator projects two visual blocks to the right of your current price action: Ghost Bar (Left Block): This represents the previous completed HTF candle. It is faded out to provide historical context and show where the previous "value" was established. Current Bar (Right Block): This represents the HTF candle currently forming and updates in real-time as new data arrives. Each block is divided into three distinct visual sections: HTF Candle: A standard candle representation of the higher timeframe (Open, High, Low, Close). Scatter Plot (The Bubbles): Every bubble represents a volume spike that occurred on the lower timeframe (LTF) granularity. The size of the bubble indicates higher volume, while the color indicates buying (Green) or selling (Red) pressure. Dotted lines connect the High and Low of the candle to this zone for reference. Volume Profile (The Histogram): Displays the total distribution of volume across the entire HTF candle, highlighting high-volume nodes. 🔹 Key Feature: Stacked Imbalances Look for the solid colored boxes behind the scatter plot bubbles. These "Stacked Imbalances" appear when 3 or more volume spikes of the same direction occur at the same price level within one HTF candle. Bullish Imbalance (Green Box): Indicates a strong area of buying interest. These often act as support levels. Bearish Imbalance (Red Box): Indicates a strong area of selling interest. These often act as resistance levels. 🔹 On-Chart Bubbles The bubbles visible on the actual candles of your chart are the same spikes shown in the projection. A cluster of large bubbles at the top of a candle indicates exhaustion or heavy selling at the highs. Large bubbles at the bottom indicate a strong floor being built by buyers. 🔶 DETAILS The indicator uses request.security_lower_tf() to pull granular data. By analyzing volume at this "Spike Granularity," the script can pinpoint specific price levels where volume exceeded a moving average by a user-defined multiplier. 🔹 Trading Tips Identify Point of Control: Use the Volume Profile in the projection to see where the "Value" is. Trading usually gravitates back to high-volume areas. Trade the Imbalances: When price returns to a previously formed "Stacked Imbalance" box from the Ghost Bar, look for a reversal. These are high-probability areas where institutional activity was detected. Volatility Detection: If the scatter plot is empty, the current move is "low conviction" (low volume). If it's filled with large bubbles, big players are active. 🔶 SETTINGS 🔹 Higher Timeframe (Anchor) HTF Anchor Timeframe: Defines the timeframe of the main projection. The "Auto" setting selects a logical HTF based on your current chart. 🔹 Volume Spike Detection Spike Granularity: The lower timeframe used to find individual spikes. Volume Spike Multiplier: The threshold used to define a "spike" relative to the volume average. Volume MA Length: The lookback period for the volume average. 🔹 Advanced Features Show Ghost (Previous) Bar: Toggles the visualization of the previous HTF period. Highlight Stacked Imbalances: Enables detection of price zones with high-frequency aggressive volume. Show Anchor Connection Lines: Toggles lines connecting chart levels to the projection block. Show Bubbles on Chart Candles: Toggles the LTF volume spikes directly on the main chart bars.
Wskaźnik Pine Script®
od LuxAlgo
7
Daily Polynomial Regressions [LuxAlgo]The Daily Polynomial Regressions indicator uses matrix calculations to solve polynomial regression (degrees 1-4) on a daily basis, providing a dynamic visualization of intraday trends and price distribution. By fitting a curved line to price action throughout the trading session, it helps traders identify the underlying momentum and strength of the daily trend. The fit for the current day may be subject to repainting 🔶 USAGE The indicator highlights each trading day with a dynamic box that expands as the daily high and low are updated. Inside this box, a polynomial regression curve is plotted using a polyline to represent the best-fit path of price action for that specific day. The tool is particularly useful for identifying: Intraday Trend Direction: The background and curve color change based on whether the current regression endpoint is higher (bullish) or lower (bearish) than its daily starting point. Trend Strength: A higher R² value indicates that the price action is following the regression curve more closely, suggesting a more "orderly" or predictable trend. Mean Reversion: The regression curve acts as a dynamic moving average that adapts to the specific curvature of the day's price movement, highlighting potential overextensions. 🔶 DETAILS 🔹 Polynomial Degrees The indicator allows users to select between different regression complexities: Degree 1 (Linear): Fits a straight line. Best for identifying simple linear trends. Degree 2 (Quadratic): Fits a simple curve (parabola). Useful for identifying trend exhaustion or rounding tops/bottoms. Degree 3 (Cubic) & 4 (Quartic): Provides a highly flexible curve that can account for multiple shifts in momentum within a single day. 🔹 Matrix Calculations Unlike standard moving averages, this script solves the Normal Equation (X'X)B = X'Y using matrix inversion to find the coefficients for the selected polynomial degree. All accumulators reset at the start of each new day to ensure the analysis remains strictly intraday. 🔹 R-Squared (R²) The R² statistic is calculated as 1 - (SSres / SStot). It represents the proportion of variance for the price that's explained by the polynomial model. A value of 1.0 would mean the price is perfectly following the curve. 🔶 SETTINGS Polynomial Degree: Determines the complexity of the regression curve (1: Linear, 2: Quadratic, 3: Cubic, 4: Quartic). Show Median Line: Toggles the visibility of a dashed line representing the midpoint (HL2) of the daily high-low range. Show R² Label: Displays the R-squared statistic at the top of the daily box to indicate how well the curve fits the price data. Bullish Color: The color used for the curve and box background when the trend is positive. Bearish Color: The color used for the curve and box background when the trend is negative. Fill Transparency: Adjusts the opacity of the daily background highlighting.
Wskaźnik Pine Script®
od LuxAlgo
3
Rolling KPSS Statistic [LuxAlgo]The Rolling KPSS Statistic indicator evaluates the stationarity of price action within a rolling window using the Kwiatkowski-Phillips-Schmidt-Shin (KPSS) test. This tool helps traders identify whether the current market environment is ranging, trending, or undergoing a structural regime shift by providing a continuous statistical measure of mean reversion. 🔶 USAGE The indicator is designed to distinguish between stationary price action (where price fluctuates around a mean or trend) and non-stationary price action (where price exhibits random walk or breakout behavior). By applying a rolling window calculation, it provides a real-time assessment of market stability. The script offers two primary modes of operation tailored to different market conditions: 🔹 Level Mode This mode tests for stationarity around a constant mean. It is the optimal setting for detecting ranging or mean-reverting environments. When the KPSS statistic is low in this mode, it suggests the market is staying within a defined horizontal corridor. 🔹 Trend Mode This mode tests for stationarity around a linear trend. It is used to identify if the market is moving consistently within a trending channel. A low KPSS value here indicates that while the price is moving up or down, it is doing so in a mathematically stable "stationary" trend rather than an erratic or parabolic one. 🔶 DETAILS The KPSS test operates on the null hypothesis that the series is stationary. Unlike other unit root tests (like the Augmented Dickey-Fuller test), a low value in KPSS indicates stationarity, while a high value suggests the presence of a unit root (non-stationarity). 🔹 Critical Levels The indicator plots three significance thresholds: 10%, 5%, and 1%. KPSS < 5% Level: The market is considered stationary. In "Level" mode, this implies a Range. In "Trend" mode, this implies a stable Trend. KPSS > 5% Level: The null hypothesis is rejected. The market is "Non-Stationary," suggesting a breakout, a trend reversal, or a transition into a random walk state. KPSS > 1% Level: This indicates a highly significant deviation from stationarity, often seen during impulsive market expansions. 🔹 Visual Feedback The indicator uses a Viridis gradient theme. Brighter colors (yellow/green) represent stationary, mean-reverting behavior, while darker colors (purple/blue) represent non-stationary or trending behavior. A real-time dashboard is also included to provide an immediate summary of the current market state. 🔶 SETTINGS 🔹 Main Settings Window Length: The number of bars used for the rolling window. The default of 100 provides a balanced statistical lookback for most timeframes. Source: The price data used for the calculation (default is Close). Test Type: Select between "Level" (for ranges) or "Trend" (for trending stationarity). Newey-West Bandwidth: A lag truncation parameter used to account for serial correlation in the residuals. 🔹 Visuals & Dashboard Show Critical Levels: Toggles the visibility of the 10%, 5%, and 1% dashed lines. Dashboard: Enables or disables the on-screen information table. Position/Size: Controls the location and scale of the dashboard on the chart.
Wskaźnik Pine Script®
od LuxAlgo
3
KNN Supertrend Horizon [LuxAlgo]The KNN Supertrend Horizon indicator is a machine learning tool that combines K-Nearest Neighbors (KNN) classification with Supertrend logic to identify high-probability trend directions and price rejection zones. 🔶 USAGE The indicator provides a comprehensive view of market trends by filtering traditional Supertrend calculations through a machine learning engine. It is designed to help traders stay on the right side of the trend while identifying potential exhaustion points through visual "Rejection Orbs." 🔹 Trend Identification The core trend logic is driven by the KNN engine, which analyzes RSI and volatility (ATR) features over a lookback window to determine the most likely trend direction. When the ML confidence aligns with the Supertrend, the indicator displays a colored horizon at the top or bottom of the chart. 🔹 3D Rejection Orbs Specialized rejection signals appear when price interacts with the Supertrend level and forms a significant wick. The size of the orb is dynamically adjusted based on relative volume. A label attached to the orb displays the exact volume of the rejection candle. These orbs serve as potential entry or exit signals where price is "bouncing" off the trend baseline. 🔹 Confidence Visualization The script features "Liquid Smooth" gradient candle coloring. The intensity of the candle colors shifts based on the ML engine's confidence level. Brighter, more vibrant colors indicate a high-conviction trend, while muted colors suggest the trend may be weakening or entering a sideways phase. 🔶 DETAILS The KNN engine functions by searching for historical similarities in price behavior. By comparing the current RSI and ATR-based volatility to the past N bars (Search Window), it finds the K closest matches (Neighbors) to predict the current trend state. A confidence buffer is applied to this probability to filter out market noise and prevent rapid signal flipping. 🔶 SETTINGS 🔹 Machine Learning Settings K-Neighbors: The number of historical neighbors the algorithm looks for to determine the trend direction. Search Window: The lookback period (in bars) used to find similar historical patterns. 🔹 Supertrend Settings ATR Length: The period used for the Average True Range calculation. Factor: The multiplier applied to the ATR to set the distance of the Supertrend line. 🔹 Noise Filter Settings Smooth Price Input: Enables HMA smoothing on the price source used for ML features. ML Confidence Buffer (%): The percentage threshold above/below 50% required to trigger a trend change. 🔹 Rejection Signal Settings Show 3D Rejection Orbs: Toggles the visibility of the volume-based rejection bubbles. Min Wick-to-Body Multiplier: The required ratio of wick length to body size to qualify as a rejection. Min Bubble Gap: The minimum number of bars required between consecutive rejection signals. 🔹 Visual & Dashboard Settings Liquid Smoothness: Controls the EMA smoothing applied to the ML confidence for visual gradients. Vibrancy: Increases the color intensity of the gradient candles and horizons. Show Dashboard: Toggles the real-time statistics table containing trend direction, ML confidence, and relative volatility.
Wskaźnik Pine Script®
od LuxAlgo
7
Trailing Peak Activity Level [LuxAlgo]The Trailing Peak Activity Level indicator tracks the price level associated with the highest volume during the current trading session, updating dynamically when price displacement exceeds a volatility-based threshold. This tool helps traders identify significant high-volume nodes that act as trailing points of interest or potential support and resistance throughout the trading day. 🔶 USAGE The indicator identifies the "Peak Activity Level" by monitoring the bar with the highest volume in the current session. Unlike a static Volume Profile, this indicator treats the peak activity level as a trailing anchor that updates based on price movement and volume intensity. 🔹 Directional Shifts When the peak activity level moves, the script provides visual cues to identify the direction and magnitude of the shift: A Green dotted vertical line appears when the peak activity level shifts upward. A Red dotted vertical line appears when the peak activity level shifts downward. 🔹 Sensitivity and Volatility The indicator uses an ATR (Average True Range) multiplier to determine how much the price must deviate from the current level before a new peak can be established. This prevents the level from flickering or shifting during periods of low volatility or insignificantly small price changes. 🔶 DETAILS The script logic follows a session-based reset. At the start of each new trading day, the volume tracker resets, and the initial peak level is established at the session's opening price. As the session progresses, the script compares the current volume to the session's maximum volume. If a new volume peak is reached and the price has moved beyond the "Sensitivity" threshold (ATR x Multiplier), the indicator updates the horizontal level to the current price. An integrated dashboard provides a real-time summary of the session's data: Peak Level: The current price coordinate of the high-volume node. Max Volume: The highest volume value recorded in a single bar during the session. 🔶 SETTINGS The settings are organized into three primary groups to allow for easy customization of both logic and appearance. 🔹 Settings Sensitivity: The ATR multiplier used to determine the minimum price displacement required to establish a new peak activity level. ATR Length: The lookback period used for the Average True Range calculation. 🔹 Dashboard Dashboard: Toggles the visibility of the on-screen information table. Position: Determines where the dashboard is located (Top Right, Bottom Right, or Bottom Left). Size: Adjusts the scale of the dashboard text and cells.
Wskaźnik Pine Script®
od LuxAlgo
8
Omni-Flow Consensus [LuxAlgo]The Omni-Flow Consensus indicator is a high-performance momentum and liquidity oscillator designed to visualize the directional pressure behind price movements through volume-weighted aggression and adaptive smoothing. It provides a comprehensive view of market regimes, identifying high-conviction capital injections while filtering out low-probability market noise. 🔶 USAGE The indicator is designed to be used as a primary trend-confirmation tool. Unlike standard oscillators that only track price, Omni-Flow incorporates volume and candle body relativity to determine if a move has "weight" behind it. 🔹 Momentum Regimes Bullish Flow (Cyan): Occurs when the main flow line is above zero and expanding toward the upper bands. This indicates aggressive buying pressure. Bearish Flow (Red): Occurs when the main flow line is below zero and expanding toward the lower bands. This indicates aggressive selling pressure. Accumulation/Neutral (Gray): When the flow line stays within the "Zero Zone" (±10), the market is in a contraction phase. Users should exercise caution as this is often a "no-trade" zone. 🔹 Impulse Injections The indicator plots small diamond shapes within the oscillator pane. These represent "Flow Injections"—moments where momentum has been confirmed by the Signal Strictness logic and has broken out of the neutral threshold. These are high-probability entry or trend-continuation points. 🔹 Gradient Candle Coloring The script features a cinematic gradient coloring system for price bars. Instead of binary "Up/Down" colors, the candles transition smoothly between Bullish, Neutral, and Bearish states based on the flow intensity. This allows traders to visually "feel" the momentum fading or building before a crossover actually occurs. 🔶 HOW TO USE Traders can utilize the Omni-Flow Consensus to filter entries and manage trend expectations: Trend Confirmation: Look for the main flow line to cross the Zero Axis. A cross above zero suggests a shift toward bullish dominance, while a cross below suggests bearish dominance. Identifying Injections: Pay attention to the Diamond symbols. These appear when the flow line crosses its signal line and maintains its direction for a set number of bars (defined by Strictness). These are often the start of volatile "expansion" phases. Volatility Monitoring: When the flow line remains flat near the zero line and the dashboard displays "ACCUMULATION," it indicates a lack of directional conviction. Traders may use this as a signal to avoid trend-following strategies until an injection occurs. Exhaustion Signals: When the flow line enters the glow bands (±70 to ±90), the market is in an extreme state. While trends can persist here, a crossover of the signal line within these bands often precedes a mean reversion or deep pullback. 🔶 DETAILS 🔹 Smart-Flow Engine To ensure the tool works across all assets (including Forex, which lacks centralized volume), the script uses a "Smart-Flow" proxy. If volume data is available, it calculates (Close - Open) / (High - Low) * Volume. If volume is missing, it automatically swaps to a Volatility Proxy using True Range, ensuring consistent behavior on any chart. 🔹 Adaptive Spectral Filter (ASF) The main flow line uses an adaptive alpha-based smoothing technique. This allows the indicator to remain reactive during high-volatility spikes (reducing lag) while smoothing out "whipsaws" during sideways consolidation. 🔹 Stochastic Normalization The values are mapped to a fixed -100 to +100 range using a double-lookback window. This ensures the oscillator utilizes the full vertical space of the pane, making Overbought and Oversold levels much easier to identify compared to standard Z-score oscillators. 🔶 SETTINGS 🔹 Core Logic Flow Sensitivity: Adjusts the primary lookback for the flow calculation. Higher values result in a slower, more macro view. Spectral Smoothing: Controls the responsiveness of the Adaptive Spectral Filter. Signal Boost: A non-linear multiplier that "magnifies" movements near the zero line to make crossings more distinct. 🔹 Signal Filtering Smooth Signals: When enabled, uses the Strictness and Threshold logic to remove false "whipsaw" signals. Signal Strictness: Defines how many bars the flow must maintain its position to confirm an "Impulse." Momentum Threshold: The level the flow must break (e.g., ±15) before a signal is considered valid. 🔹 Aesthetics Gradient Candle Coloring: Toggles the smooth color transitions on the price chart. Glow Intensity: Adjusts the visual brightness of the "Momentum Fill" between the main and signal lines. Flow Dashboard: Enables a real-time HUD showing the current Regime, Flow Intensity %, and Signal Status.
Wskaźnik Pine Script®
od LuxAlgo
2
Spline Quantile Regression Channel [LuxAlgo]The Spline Quantile Regression Channel indicator implements an advanced non-linear regression model to fit a flexible, multi-level channel over recent price action. Unlike standard linear regression which identifies the mean trend, this tool fits specific price percentiles (quantiles) using cubic splines, providing robust support and resistance zones that adapt to market volatility and non-linear structures. 🔶 USAGE The indicator is designed to provide a sophisticated view of the current trend and its extremes. By fitting cubic splines to specific quantiles, the script offers a "bendable" channel that can follow complex price movements more accurately than traditional straight-line regressions. 🔹 Trend Identification The median line (default 0.5 quantile) represents the central tendency of the price action. When the spline is sloping upward, it indicates a non-linear bullish regime; a downward slope indicates a bearish regime. 🔹 Support and Resistance The upper and lower bands represent the specified extremes (e.g., the 90th and 10th percentiles). These act as dynamic boundaries: Prices reaching the upper band often indicate overextended conditions within the current lookback period. Prices reaching the lower band suggest the asset is trading at the lower end of its recent distribution. 🔹 Forecasting The indicator projects the calculated spline into the future using a dashed line. This forecast is a mathematical extrapolation of the current non-linear trend, helping traders visualize where the price distribution is headed if the current momentum and curvature persist. 🔶 DETAILS The script employs several advanced mathematical concepts to ensure accuracy and stability: Cubic Spline Basis: The model uses a piecewise polynomial basis ($1, x, x^2, x^3$) combined with truncated power functions at "knots." This allows the curve to change its curvature locally, adapting to swings that a simple polynomial cannot capture. Quantile Optimization: Instead of minimizing squared errors (OLS), the script uses an Iteratively Reweighted Least Squares (IRLS) solver to minimize the "check function." This allows the script to target specific percentiles of the price data. Numerical Stability: To prevent matrix overflows common in high-degree polynomial calculations, the script standardizes price data (Z-score) and scales time coordinates between 0 and 1 before performing matrix inversion. 🔶 SETTINGS 🔹 Spline Configuration Lookback Period: The number of historical bars used to fit the spline regression. Larger windows result in a more "macro" trend, while smaller windows react quickly to recent changes. Internal Knots: Determines the "flexibility" of the spline. More knots allow the curve to follow price swings more tightly, while fewer knots yield a smoother, more rigid curve. 🔹 Optimization IRLS Iterations: The number of optimization passes for the solver. Higher values improve the accuracy of the quantile fit, especially in volatile markets. Forecast Length: The number of bars to project the calculated spline into the future. 🔹 Quantile Levels Upper Quantile: The specific percentile for the upper band (e.g., 0.95 for the top 5%). Median Quantile: The central percentile (typically 0.5 for the median). Lower Quantile: The specific percentile for the lower band (e.g., 0.05 for the bottom 5%). 🔹 Visuals Colors: Individual color settings for the upper, median, and lower bands. Line Width: Controls the thickness of the polylines rendered on the chart.
Wskaźnik Pine Script®
od LuxAlgo
14