Rozpocznij

Wyszukaj w skryptach "NQ"

Fixed Dollar Risk Lines V2*This is a small update to the original concept that adds greater customization of the visual elements of the script. Since some folks have liked the original I figured I'd put this out there.* Fixed Dollar Risk Lines is a utility indicator that converts a user-defined dollar risk into price distance and plots risk lines above and below the current price for popular futures contracts. It helps you place stops or entries at a consistent dollar risk per trade, regardless of the market’s tick value or tick size. What it does: -You choose a dollar amount to risk (e.g., $100) and a futures contract (ES, NQ, GC, YM, RTY, PL, SI, CL, BTC). The script automatically: -Looks up the contract’s tick value and tick size -Converts your dollar risk into number of ticks -Converts ticks into price distance Plots: -Long Risk line below current price -Short Risk line above current price -Optional labels show exact price levels and an information table summarizes your settings. Key features -Consistent dollar risk across instruments -Supports major futures contracts with built‑in tick values and sizes -Toggle Long and Short risk lines independently -Customizable line width and colors (lines and labels) -Right‑axis price level display for quick reading -Compact info table with contract, risk, and computed prices Typical use -Long setups: use the green line as a stop level below entry to match your chosen dollar risk. -Short setups: use the red line as a stop level above entry to match your chosen dollar risk. -Quickly compare how the same dollar risk translates to distance on different contracts. Inputs -Risk Amount (USD) -Futures Contract (ES, NQ, GC, YM, RTY, PL, SI, CL, BTC) -Show Long/Short lines (toggles) -Line Width -Colors for lines and labels Notes -Designed for futures symbols that match the listed contracts’ tick specs. If your symbol has different tick value/size than the defaults, results will differ. -Intended for educational/informational use; not financial advice. -This tool streamlines risk placement so you can focus on execution while keeping dollar risk consistent across markets.
Wskaźnik Pine Script®
od smg387
NICHI Beta (NuwenPham's Ichimoku)# **NuwenPham’s Ichimoku (NICHI)** **Version BETA.251123a.3.1.2 – Pine Script v6** **Author:** NuwenPham **Forked from:** Donovan Wall **Contributors:** Claude (Anthropic) **License:** MPL 2.0 --- # **Overview** **NICHI (Nuwen’s Ichimoku)** is a next-generation Ichimoku system that merges the classical Hosoda Ichimoku with a modular adaptive-smoothing engine, enhanced Kumo logic, directional trend counters, and multi-mode bar coloring. The indicator includes **two completely separate Ichimoku engines**: * **Standard Ichimoku** – Traditional Donchian-based Tenkan, Kijun, Senkou A/B, and Chikou * **Advanced Ichimoku** – Fully customizable Ichimoku using 15+ moving-average filters and enhanced logic NICHI is designed for modern markets—especially **futures and volatile instruments** (NG, CL, ES, NQ, crypto). --- # **Key Features** ## **1. Dual Ichimoku Systems** * **Standard Mode:** Classic Donchian Ichimoku with Tenkan, Kijun, Senkou A/B, and Chikou. Clean, faithful implementation. * **Advanced Mode:** Every Ichimoku line uses a **selected smoothing filter** (EMA, KAMA, FRAMA, Hull, McGinley, etc.). Includes directional persistence tracking, enhanced cloud logic, and adaptive bar coloring. --- ## **2. Advanced Filter Engine (15+ Smooth Types)** Use any of the following for Tenkan, Kijun, Senkou B, or Chikou: * EMA * DEMA * SMA * SMMA (RMA) * WMA * VWMA * Hull MA * ALMA * LSMA (Linear Regression) * McGinley Dynamic * KAMA * FRAMA * COVWMA * Moving Median * 50th Percentile (Nearest Rank) This transforms Ichimoku into an **adaptive trend system**. --- ## **3. Enhanced Cloud (Kumo) Modeling** * Independent forward offsets for Span A & Span B * Cloud colors adapt based on strength, direction, and filter behavior * Cloud thickness reflects volatility * Neutral cloud state available when spans disagree --- ## **4. Directional Persistence Counters** NICHI tracks the **trend streak** of each main component: * Tenkan rising/falling * Kijun rising/falling * Span A rising/falling * Span B rising/falling These counters make cloud and line colors more accurate and stable. --- ## **5. Regime-Based Bar Coloring (3 Modes)** NICHI includes three built-in trading frameworks: ### **Mode 1: Kumo-Based** Bar color reflects price relative to the cloud: * Green = Above Kumo * Red = Below Kumo * Orange = Inside Kumo Ideal for **trend-following** and **market regime detection**. --- ### **Mode 2: Tenkan/Kijun-Based** Bar color reflects momentum structure: * Green = Price above both Tenkan & Kijun * Red = Price below both Designed for **momentum entries and TK breakouts**. --- ### **Mode 3: Chikou-Based** Bars reflect historical confirmation: * Green = Chikou > price (offset period) * Red = Chikou < price Excellent for **confirmation-first strategies** where accuracy matters most. --- ## **6. Multi-MA Overlay System** Up to **four optional moving averages**: * SMA, EMA, SMMA, WMA, HMA, VWMA * Independent lengths, widths, colors * Useful for bias, confluence, trend filters Default: **SMA 200** enabled. --- ## **7. TK Cross Signals** Both systems show TK crosses: * Standard TK Cross (classic) * Advanced TK Cross (filtered version) Crosses appear with clear markers for entry/exit logic. --- # **How to Use NICHI** ## **1. Choose Your Engine** * **Standard:** Clean, classic Ichimoku * **Advanced:** Adaptive, filter-driven Ichimoku * **Both:** Comparative analysis --- ## **2. Select Your Filter Type (Advanced Mode)** Suggested filters: | Market | Filter Type | Notes | | ---------------- | ---------------- | -------------------------- | | Natural Gas (NG) | KAMA or FRAMA | Handles extreme volatility | | Crude Oil (CL) | McGinley Dynamic | Smooths spikes | | ES / NQ | SMMA or WMA | Balanced response | | Crypto | Hull or ALMA | Handles momentum bursts | | FX | EMA or SMMA | Classic, stable | --- ## **3. Choose a Bar-Color Strategy** * **Kumo-Based:** Trend following * **TK-Based:** Momentum and breakouts * **Chikou-Based:** Highest confirmation/accuracy Each strategy is valid and intentionally distinct. --- ## **4. Reading the Cloud** * **Bullish Cloud:** Span A > Span B * **Bearish Cloud:** Span A < Span B * **Neutral Cloud:** Disagreement between spans * **Thick Cloud:** High volatility / stronger structure * **Thin Cloud:** Weak trend / potential twist --- ## **5. Entry & Exit Concepts** ### **Entries** * **Momentum Entry:** TK cross with price above the cloud * **Reversal Entry:** TK cross before a cloud twist * **Confirmation Entry:** Chikou breaks cleanly above/below past price ### **Exits** * Price falling through Kijun * Re-entering the cloud * Opposite TK cross * Cloud flipping against position --- # **Recommended Trading Approaches** ## **Kumo-Based Trend Strategy** * Long above cloud, short below * Avoid signals inside cloud Best for swing/position trading. --- ## **TK-Based Momentum Strategy** * Enter on Tenkan/Kijun breakout * Bar color confirms momentum * Cloud filter optional but helps Great for high-velocity markets. --- ## **Chikou-Based Confirmation Strategy** * Enter only when Chikou confirms structure * Highest accuracy, fewest trades * Ideal for volatile markets (NG, CL) --- # **Closing Notes** NICHI is a **research-grade Ichimoku framework** designed to handle modern volatility where traditional Ichimoku often fails. It supports scalpers, swing traders, and system developers alike. Experiment with: * Filter types * Cloud offsets * Bar-color modes * MA overlays to match your strategy and market.
Wskaźnik Pine Script®
od NuwenPham
1
3 day look backThis script is designed to help traders visually compare daily liquidity behavior between two correlated assets — for example, the Nasdaq (NQ) and the S&P500 (ES). It plots each day’s High and Low, aligned from Midnight to Midnight, with a clean session structure. This makes it easier to identify: SMT (Smart Money Technique) divergences liquidity grabs daily highs/lows sweeps relative strength/weakness between assets intraday bias shifts based on daily structure What the script does Reconstructs each trading day from 00:00 to 00:00, regardless of session irregularities. Plots the High and Low of every completed day. Allows users to display as many past days as they want (custom “look-back” parameter). Automatically merges the weekend with Friday for assets where Saturday/Sunday sessions are fragmented. Includes a manual midnight offset (–12h to +12h) to fix timezone inconsistencies on TradingView charts (common on futures). Optional real-time lines for the current day. No excessive right-side extensions for clean intraday reading. Why this is useful When comparing paired assets (e.g., NQ vs ES), liquidity behavior is often different. This script makes it easy to spot: when one asset makes a new daily high while the other doesn’t asymmetrical liquidity sweeps SMT-based divergence setups liquidity grabs at daily levels intraday directional bias shifts About the other indicators shown on the chart In the example chart, two additional indicators are used only for clarity and structure: Day of the Week — displays the weekday on each session for easier orientation. Vertical Line Timeline — draws a clean separator line between days. These indicators are not required for this High/Low script to work. They simply help visually organize sessions and make daily structure easier to read when comparing two assets side by side. How to use Open two assets (e.g., NQ1! and ES1!) side by side. Apply this script on both charts. Set the same timeframe. Choose how many days back you want to visualize (look-back parameter). Observe how each asset interacts with its daily High/Low. Look for SMT divergences and liquidity-based setups. Main features Midnight-to-Midnight alignment Weekend fusion Manual offset for perfect timing Adjustable daily look-back Clean daily liquidity Optional dynamic daily levels Ideal for SMT/liquidity-based intraday trading
Wskaźnik Pine Script®
od Relieved_Cheeata
Engulfing Candlestick Pattern - BB FilterBeen working on doing a better version of this. This is like version 2.0. Usese this definition of an engulfing candle: tradeciety.com/how-to-trade-the-engulfing-candlestick-pattern As you change the parameters of the Bollinger band the signals will change. You can also set the distance away from the band using ATR muliplier to catch moves near the BB. Per Claude, This setup should give you much higher quality signals since you're filtering for engulfing patterns that occur at the extremes of the Bollinger Bands - exactly like the Tradeciety article recommends. Those are the setups with the best context and highest probability. A few tips for using it: You can adjust the BB Touch Distance slider if you want to be stricter or more lenient about what counts as "touching" the bands Try enabling Strict Mode if you want only the strongest engulfing patterns (where the full range including wicks is engulfed) Works great on higher timeframes like Daily and Weekly for the most reliable signals on NQ and ES I personally use this on the 1000 tick NQ chart. It's not perfect but 2x better than my first attempt. Enjoy. Open to suggestions as well. For entertainment purposes only.
Wskaźnik Pine Script®
od theAdamWarner
1
Engulfing Candlestick Pattern - BB FilterBeen working on doing a better version of this. This is like version 2.0. Usese this definition of an engulfing candle: tradeciety.com As you change the parameters of the Bollinger band the signals will change. You can also set the distance away from the band using ATR muliplier to catch moves near the BB. Per Claude, This setup should give you much higher quality signals since you're filtering for engulfing patterns that occur at the extremes of the Bollinger Bands - exactly like the Tradeciety article recommends. Those are the setups with the best context and highest probability. A few tips for using it: You can adjust the BB Touch Distance slider if you want to be stricter or more lenient about what counts as "touching" the bands Try enabling Strict Mode if you want only the strongest engulfing patterns (where the full range including wicks is engulfed) Works great on higher timeframes like Daily and Weekly for the most reliable signals on NQ and ES I personally use this on the 1000 tick NQ chart. It's not perfect but 2x better than my first attempt. Enjoy. Open to suggestions as well. For entertainment purposes only.
Wskaźnik Pine Script®
od theAdamWarner
Session Breakout, Retest, Reversal + Large Move Alert## **Session Breakout, Retest, Reversal + Large Move Alert** ### Overview A powerful multi-functional indicator designed for day traders and futures traders to identify session-based breakout opportunities, retest confirmations, and significant price movements across all futures contracts (Gold, E-mini S&P 500, Nasdaq, Crude Oil, and more). ### Key Features **📊 Pre-Market Session Tracking** - Automatically calculates pre-market/overnight session highs and lows - Displays session ranges with customizable colors and styling - Extends lines through the entire trading session for easy reference - Supports overnight sessions (e.g., 4 PM – 7:30 AM for Gold futures) **🚀 Breakout Detection** - Identifies breakouts above/below pre-market highs and lows - Uses close-price confirmation to filter false signals from wicks - Displays "BO ↑" and "BO ↓" labels at breakout points - Generates instant alerts when breakouts occur **♻️ Retest Failed Tracking** - Monitors price retests after breakouts - Detects when retests fail to reach previous support/resistance - Labels "RF" (Retest Failed) for high-probability trade setups - Helps identify reversal opportunities **📈 First 5-Minute Analysis** - Captures first 5 minutes of market open (customizable timeframe) - Tracks first 5-minute highs and lows separately - Essential for mean-reversion and breakout confirmation strategies - Blue lines extend through the trading session for easy tracking **⚡ Large Move Alerts** - Detects significant price movements based on point thresholds - Individual thresholds for 5+ different symbols: - GC (Gold): 15 points - ES (E-mini S&P 500): 15 points - NQ (E-mini Nasdaq): 50 points - CL (Crude Oil): 1.5 points - Custom: Fully adjustable - Auto-detects symbol from chart ticker - Labels show exact point movement and candle direction ### Customization Options **Symbol Configuration** - **Auto-Mode**: Automatically detects trading symbol from chart ticker - **Manual-Mode**: Select specific symbol (GC, ES, NQ, CL, or Custom) **Session Settings** - Fully customizable pre-market session time (24-hour format) - Adjustable market open time for first 5-minute window - Market close hour and minute configuration - Support for any timezone **Point Move Thresholds by Symbol** - Set independent thresholds for each of your trading symbols - Quickly adjust settings when switching between different futures - Includes helpful tooltips for recommended values **Display & Styling** - Toggle all visual elements on/off individually - Customizable colors for all lines and labels: - Pre-market high/low colors - Breakout labels (up/down) - Retest failed labels - First 5-minute session lines - Large move indicators - Text size options: tiny, small, normal, large, huge ### How It Works 1. **Session Tracking**: The indicator identifies your pre-market session and marks the high and low with labeled lines (PH/PL) 2. **Breakout Signal**: Once the market opens, it monitors for close prices above/below the pre-market levels and alerts you with "BO ↑" or "BO ↓" 3. **Retest Confirmation**: After a breakout, it tracks retests and labels "RF" when the retest fails to reach the opposite extreme, confirming trade direction 4. **Large Move Detection**: Simultaneously monitors for significant point moves that exceed your symbol-specific thresholds 5. **Alert Triggers**: Get real-time alerts for: - Breakout Up/Down - Any Breakout - Large Move events ### Alert Conditions The indicator includes four alert conditions: - **Breakout Up Alert**: Price closes above pre-market high - **Breakout Down Alert**: Price closes below pre-market low - **Any Breakout Alert**: Either breakout condition triggers - **Large Move Alert**: Point movement exceeds threshold for current symbol ### Ideal For - ✅ Day traders (breakout/retest strategies) - ✅ Futures traders (Gold, Oil, Stock Index Contracts) - ✅ Intraday scalpers (first 5-minute analysis) - ✅ Swing traders (session-based levels) - ✅ Multi-symbol traders (independent thresholds per symbol) ### Disclaimer This indicator is designed for educational and informational purposes. Past performance does not guarantee future results. Always use proper risk management and position sizing. Test thoroughly on historical data before trading live.
Wskaźnik Pine Script®
od Jay_R_Dhanki
1
NY VIX Channel Trend US Futures Day Trade StrategyNY VIX Channel Trend Strategy Summary in one paragraph Session anchored intraday strategy for index futures such as ES and NQ on one to fifteen minute charts. It acts only after the first configurable window of New York Regular Trading Hours and uses a VIX derived daily implied move to form a realistic channel from the session open. Originality comes from using a pure implied volatility yardstick as portable support and resistance, then committing in the direction of the first window close relative to the open. Add it to a clean chart and trade the simple visuals. For conservative alerts use on bar close. Scope and intent • Markets. Index futures ES and NQ • Timeframes. One to thirty minutes • Default demo. ES1 on five minutes • Purpose. Provide a portable intraday yardstick for entries and exits without curve fitting • Limits. This is a strategy. Orders are simulated on standard candles Originality and usefulness • Unique concept. A VIX only channel anchored at 09:30 New York plus a single window trend test • Addresses. False urgency at session open and unrealistic bands from arbitrary multipliers • Testability. Every input is visible and the channel is plotted so users can audit behavior • Portable yardstick. Daily implied move equals VIX percent divided by square root of two hundred fifty two • Protected status. None. Method and use are fully disclosed Method overview in plain language Take the daily VIX or VIX9D value, convert it to a daily fraction by dividing by square root of two hundred fifty two, then anchor a symmetric channel at the New York session open. Observe the first N minutes. If that window closes above the open the bias is long. If it closes below the open the bias is short. One trade per session. Exits occur at the channel boundary or at a bracket based on a user selected VIX factor. Positions are closed a set number of minutes before the session ends. Base measures Return basis. The daily implied move unit equals VIX percent divided by square root of two hundred fifty two and serves as the distance unit for targets and stops. Components • VIX Channel. Top, mid, bottom lines anchored at 09:30 New York. No extra multipliers • Window Trend. Close of the first N minutes relative to the session open sets direction • Risk Bracket. Take profit and stop loss equal to VIX unit times user factor • Session Window. Uses the exchange time of the chart Fusion rule Minimum gates count equals one. The trade only arms after the window has elapsed and a direction exists. One entry per session. Signal rule • Long when the window close is above the session open and the window has completed • Short when the window close is below the session open and the window has completed • Exit on channel touch. Long exits at the top. Short exits at the bottom • Flat thirty minutes before the session close or at the user setting Inputs with guidance Setup • Use VIX9D. Width source. Typical true for fast tone or false for baseline • Use daily OPEN. Toggle for sensitivity to overnight changes Logic • Window minutes. Five to one hundred twenty. Larger values delay entries and reduce whipsaw • VIX factor for TP. Zero point five to two. Raising it widens the profit target • VIX factor for SL. Zero point five to two. Raising it widens the stop • Exit minutes before close. Fifteen to ninety. Raising it exits earlier Properties visible in this publication • Initial capital one hundred thousand USD • Base currency USD • request.security uses lookahead off • Commission cash per contract two point five $ per each contract. Slippage one tick • Default order size method FIXED with value one contract. Pyramiding zero. Process orders on close ON. Bar magnifier OFF. Recalculate after order is filled OFF. Calc on every tick ON Realism and responsible publication No performance claims. Past results never guarantee future outcomes. Fills and slippage vary by venue. Shapes can move while a bar forms and settle on close. Strategy uses standard candles. Honest limitations and failure modes Economic releases and thin liquidity can break the channel. Very quiet regimes can reduce signal contrast. Session windows follow the exchange time of the chart. If both stop and target can be hit within one bar, assume stop first for conservative reading without bar magnifier. Works best in liquid hours of New York RTH. Very large gaps and surprise news may exceed the implied channel. Always validate on the symbols you trade. Entries and exits • Entry logic. After the first window, go long if the window close is above the session open, go short if below • Exit logic. Long exits at the channel top or at the take profit or stop. Short exits at the channel bottom or at the take profit or stop. Flat before session close by the configured minutes • Risk model. Initial stop and target based on the VIX unit times user factors. No trail and no break even. No cooldown • Tie handling. Treat as stop first for conservative interpretation Position sizing Fixed size one contract per trade. Target risk per trade should generally remain near one percent of account equity. Risk is based on the daily volatility value, the max loss from the tests for one year duration with 5min chart was 4%, while the avg loss was below <1% of the total capital. If you have any questions please let me know. Thank you for coming by !
Strategia Pine Script®
od exlux
10
Fixed Dollar Risk LinesFixed Dollar Risk Lines is a utility indicator that converts a user-defined dollar risk into price distance and plots risk lines above and below the current price for popular futures contracts. It helps you place stops or entries at a consistent dollar risk per trade, regardless of the market’s tick value or tick size. What it does: -You choose a dollar amount to risk (e.g., $100) and a futures contract (ES, NQ, GC, YM, RTY, PL, SI, CL, BTC). The script automatically: -Looks up the contract’s tick value and tick size -Converts your dollar risk into number of ticks -Converts ticks into price distance Plots: -Long Risk line below current price -Short Risk line above current price -Optional labels show exact price levels and an information table summarizes your settings. Key features -Consistent dollar risk across instruments -Supports major futures contracts with built‑in tick values and sizes -Toggle Long and Short risk lines independently -Customizable line width and colors (lines and labels) -Right‑axis price level display for quick reading -Compact info table with contract, risk, and computed prices Typical use -Long setups: use the green line as a stop level below entry to match your chosen dollar risk. -Short setups: use the red line as a stop level above entry to match your chosen dollar risk. -Quickly compare how the same dollar risk translates to distance on different contracts. Inputs -Risk Amount (USD) -Futures Contract (ES, NQ, GC, YM, RTY, PL, SI, CL, BTC) -Show Long/Short lines (toggles) -Line Width -Colors for lines and labels Notes -Designed for futures symbols that match the listed contracts’ tick specs. If your symbol has different tick value/size than the defaults, results will differ. -Intended for educational/informational use; not financial advice. -This tool streamlines risk placement so you can focus on execution while keeping dollar risk consistent across markets.
Wskaźnik Pine Script®
od smg387
(SPY to ES) ETF→Futures Multi-Level (10 Levels + Select All)Converts selected ETF levels (SPY or QQQ) into equivalent futures levels (ES or NQ). Uses live price ratio between ETF and futures for real-time level translation. Supports 10 independent levels (A–J) with user-defined ETF price inputs. Provides checkboxes to toggle each level’s visibility or show all at once. Applies smoothing (ta.sma) to reduce noise from short-term price movement. Lets user customize each line’s color, width, and style (solid, dashed, dotted). Automatically updates lines as new bars form without user interaction. Uses persistent line objects to keep levels stable when scrolling or zooming. Adapts to either SPY→ES or QQQ→NQ depending on the “Convert SPY?” toggle. Draws clean horizontal lines without legend clutter for visual precision. SOME ONE PUBLISHED THIS FUNCTIONALITY FOR A CHARGE SO I MADE IT FREE. -rA
Wskaźnik Pine Script®
od vKnit
Index Position Size Calculator for [US30 / US100 / SP500]What it does This tool helps you size positions consistently for index trades on US30 (Dow Jones), NAS100 (Nasdaq-100), and SP500 (S&P 500). Enter your account balance, risk %, and your planned Entry / Stop-Loss / Target and the script calculates: • Position Size (rounded to your lot/contract step) • Risk-to-Reward (R/R) • Potential P/L in USD based on your inputs • Visual Entry / SL / TP lines with green/red zones and concise labels Supported contract styles Choose a preset for common products (e.g., CFD $1/pt, YM/NQ/ES futures, MYM/MNQ/MES micros) or override the economics yourself. You remain in control of the two key levers: • $/point — how many dollars you gain/lose per 1 index point per contract/lot • Point size — how many price units equal 1 index point on your chart (often 1.0, but some brokers use 0.1 or 0.5) Inputs • Account Balance ($) and Risk % per trade • Index: US30 / NAS100 / SP500 • Contract: CFD / Futures (YM, NQ, ES) / Micros (MYM, MNQ, MES) • $/point: auto from Contract or manual override • Point size: auto from Index or manual override • Position size step: rounding (e.g., 1 for futures, 0.01 for CFDs) • Entry / SL / TP: typed values (snapped to tick), with on-chart zones and labels • Display toggles for lines and labels How the math works • StopPoints = |Entry − SL| ÷ PointSize • ProfitPoints = |TP − Entry| ÷ PointSize • Position Size = (AccountBalance × Risk%) ÷ (StopPoints × $/point) • R/R = ProfitPoints ÷ StopPoints • Potential P/L = PositionSize × Points × $/point How to use (quick start) 1. Select Index and Contract. 2. Confirm $/point and Point size match your broker’s specs. 3. Enter Entry / SL / TP for the trade idea. 4. Read the Position Size, R/R, and Potential P/L in the info box. 5. Adjust for fees, spreads, and slippage as needed. Notes & limitations • Broker symbols can vary. Always verify $/point and Point size for your instrument before risking capital. • The script does not place orders and does not generate trade signals; it’s a sizing/visualization tool. • Results can differ across brokers due to pricing, spreads, minimum lot sizes, and execution rules. • Use on the intended indices; you’ll see a reminder if you load it elsewhere. Changelog highlights • Pine v6, constant-safe inputs, tick-snapping, global fills (no local-scope errors). • Robust label handling and optional minimal chart markers. Disclaimer This script is provided for educational purposes only and does not constitute financial advice or a recommendation to buy or sell any security or derivative. Trading involves risk, including the possible loss of principal. Always do your own research, verify contract specifications with your broker, and consider testing in a demo environment before trading live.
Wskaźnik Pine Script®
od smithyommite
YM Confluence Panel - Dual SMA (fast/slow)This script displays a YM Confluence Panel for the mini Dow Jones (YM), using six correlated/inversely correlated assets (ES, NQ, RTY, ZN, GC, VIX) and two simple moving averages (fast: 9 / slow: 20). The logic determines bullish or bearish conditions for each asset based on SMA relationships and price, generating arrows and an aggregated BUY / SELL / WAIT signal. 🔹 How it works: • Correlated assets (ES, NQ, RTY): bullish when SMA(9) > SMA(20) and price above SMA(20). • Inverse assets (ZN, GC, VIX): bullish when SMA(9) < SMA(20) and price below SMA(20). • All bullish → BUY • All bearish → SELL • Otherwise → WAIT ✅ Customizable: • Adjust assets and timeframes. • Change SMA periods. • Set panel position. ⚠️ Disclaimer: For educational purposes only. Not financial advice.
Wskaźnik Pine Script®
od alxgoulart
SMT Oscillator: Smarter Money Divergence Detector [PhenLabs]📊Phenlabs - SMT Oscillator: Smarter Money Divergence Detector Version: PineScript™v6 📌Description The SMT Oscillator is a sophisticated tool designed to identify smart money divergence between two correlated assets. By analyzing the momentum and volume-weighted price action of a primary and secondary symbol, traders can spot subtle shifts in market dynamics that often precede significant price movements. This indicator is built to provide a clearer, more filtered view of inter-market relationships, solving the common problem of false signals and market noise. Its primary purpose is to equip traders with a quantifiable edge in detecting potential reversals or continuations that are not obvious on a standard price chart. 🚀Points of Innovation Dual-Symbol Divergence Core: Directly compares momentum (RSI or MACD) between two user-selected symbols to pinpoint true SMT divergence. Volume-Weighted Analysis: Integrates volume delta into the divergence calculation, giving more weight to moves backed by significant market participation. Entropy Filter for Noise Reduction: Employs an entropy calculation to filter out low-quality signals during choppy or consolidating market conditions. Predictive Forecast Line: Utilizes a linear regression model to project the oscillator’s future trajectory, offering a forward-looking glimpse of potential momentum shifts. Customizable Signal Sensitivity: Allows fine-tuning of overbought and oversold levels to adapt to different market volatilities and trading styles. Integrated Signal Alerts: Provides built-in alerts for bullish/bearish zero crosses and overbought/oversold conditions. 🔧Core Components Momentum Engine: The user can select either RSI or MACD as the underlying engine for the divergence calculation, allowing for flexibility in analysis. Normalization Function: Price data from both symbols is normalized using percentage change to ensure a true “apples-to-apples” comparison, regardless of their nominal price differences. Divergence Calculator: The core algorithm that subtracts the secondary symbol’s momentum from the primary’s and normalizes the result using the combined standard deviation. Smoothing Mechanism: An Exponential Moving Average (EMA) is applied to the raw oscillator output to reduce choppiness and provide a clearer signal line. 🔥Key Features Multi-Asset Comparison: Go beyond single-asset analysis by comparing correlated pairs like ES/NQ or BTC/ETH to uncover hidden trading opportunities. Heatmap Visualization: An optional heatmap mode provides an intuitive visual representation of divergence strength, making it easier to gauge market sentiment at a glance. Configurable Lookback and Timeframe: Adjust the lookback period and analysis timeframe to suit your specific strategy, from short-term scalping to long-term trend analysis. Signal Markers: Visual markers are plotted directly on the chart for bullish and bearish zero-line crossovers, providing clear entry and exit signals. 🎨Visualization SMT Oscillator Line: The primary visual element, colored blue for bullish (positive) divergence and orange for bearish (negative) divergence. Zero Line: A solid horizontal line at the zero level, indicating the equilibrium point between the two assets. Crossovers of this line signal a shift in relative strength. Overbought/Oversold Zones: Dotted lines at the +80 and -80 levels (customizable) that highlight extreme divergence readings, often indicating potential exhaustion points. Forecast Line: A predictive line that plots the anticipated path of the oscillator, giving traders an advanced warning of potential changes in momentum. 📖Usage Guidelines Setting Categories Primary Symbol Default: (Chart Symbol) Description: The main asset you are analyzing. Leave blank to use the symbol currently on your chart. Secondary Symbol Default: CME_MINI:ES1! (used with NASDAQ futures due to inherent heavy correlation Description: The asset to compare against the primary symbol. Lookback Period Default: 14 Range: 8-100 Description: Controls the calculation window for momentum (RSI/MACD). Higher values result in a smoother, less sensitive oscillator. Divergence Type Default: RSI Options: RSI, MACD Description: Choose the momentum indicator to use for the divergence calculation. Enable Volume Weighting Default: true Description: When enabled, gives more weight to divergence signals that are accompanied by significant volume. ✅Best Use Cases Identifying high-probability reversal points by spotting divergence in overbought or oversold territory. Confirming the strength of a trend by observing sustained positive or negative divergence. Pairs trading by taking a long position on the outperforming asset and a short position on the underperforming one during a divergence. Risk management by recognizing when a current trend is losing its underlying momentum. ⚠️Limitations Requires Correlated Assets: The indicator’s effectiveness is highly dependent on the selection of two assets with a known correlation (e.g., ES and NQ). Not a Standalone System: Divergence signals should be used in conjunction with other forms of analysis (price action, market structure) and not as a complete trading system. Lagging by Nature: As it is based on moving averages and past price data, the oscillator is inherently lagging and may not capture all rapid price changes. 💡What Makes This Unique Combined Momentum & Volume: Unlike standard oscillators, it fuses momentum with volume delta for a more robust “Smart Money” perspective. Noise-Filtering Mechanism: The proprietary entropy filter is a unique feature designed to weed out insignificant market chatter and focus on high-conviction signals. 🔬How It Works Data Normalization: The script first normalizes the price data of the two selected symbols into percentage changes. This ensures that the comparison is fair, regardless of the difference in their price scales. Momentum Calculation: It then calculates the chosen momentum value (either RSI or MACD histogram) for each of the normalized price series. Divergence Computation: The core of the indicator lies in subtracting the momentum of the secondary symbol from the primary one. This raw divergence is then optionally weighted by volume and filtered for market noise (entropy) to produce the final oscillator value. 💡Note: For best results, use this indicator on adequate timeframes to filter out market noise. Always confirm signals with price action analysis before entering a trade.
Wskaźnik Pine Script®
od PhenLabs
Clean Multi-Indicator Alignment System Overview A sophisticated multi-indicator alignment system designed for 24/7 trading across all markets, with pure signal-based exits and no time restrictions. Perfect for futures, forex, and crypto markets that operate around the clock. Key Features 🎯 Multi-Indicator Confluence System EMA Cross Strategy: Fast EMA (5) and Slow EMA (10) for precise trend direction VWAP Integration: Institution-level price positioning analysis RSI Momentum: 7-period RSI for momentum confirmation and reversal detection MACD Signals: Optimized 8/17/5 configuration for scalping responsiveness Volume Confirmation: Customizable volume multiplier (default 1.6x) for signal validation 🚀 Advanced Entry Logic Initial Full Alignment: Requires all 5 indicators + volume confirmation Smart Continuation Entries: EMA9 pullback entries when trend momentum remains intact Flexible Time Controls: Optional session filtering or 24/7 operation 🎪 Pure Signal-Based Exits No Forced Closes: Positions exit only on technical signal reversals Dual Exit Conditions: EMA9 breakdown + RSI flip OR MACD cross + EMA20 breakdown Trend Following: Allows profitable trends to run their full course Perfect for Swing Scalping: Ideal for multi-session position holding 📊 Visual Interface Real-Time Status Dashboard: Live alignment monitoring for all indicators Color-Coded Candles: Instant visual confirmation of entry/exit signals Clean Chart Display: Toggle-able EMAs and VWAP with professional styling Signal Differentiation: Clear labels for entries, X-crosses for exits 🔔 Alert System Entry Notifications: Separate alerts for buy/sell signals Exit Warnings: Technical breakdown alerts for position management Mobile Ready: Push notifications to TradingView mobile app Market Applications Perfect For: Gold Futures (GC): 24-hour precious metals trading NASDAQ Futures (NQ): High-volatility index scalping Forex Markets: Currency pairs with continuous operation Crypto Trading: 24/7 cryptocurrency momentum plays Energy Futures: Oil, gas, and commodity swing trades Optimal Timeframes: 1-5 Minutes: Ultra-fast scalping during high volatility 5-15 Minutes: Balanced approach for most markets 15-30 Minutes: Swing scalping for trend following 🧠 Smart Position Management Tracks implied position direction Prevents conflicting signals Allows trend continuation entries State-aware exit logic ⚡ Scalping Optimized Fast-reacting indicators with shorter periods Volume-based confirmation reduces false signals Clean entry/exit visualization Minimal lag for time-sensitive trades Configuration Options All parameters fully customizable: EMA Lengths: Adjustable from 1-30 periods RSI Period: 1-14 range for different market conditions MACD Settings: Fast (1-15), Slow (1-30), Signal (1-10) Volume Confirmation: 0.5-5.0x multiplier range Visual Preferences: Colors, displays, and table options Risk Management Features Clear visual exit signals prevent emotion-based decisions Volume confirmation reduces false breakouts Multi-indicator confluence improves signal quality Optional time filtering for session-specific strategies Best Use Cases Futures Scalping: NQ, ES, GC during active sessions Forex Swing Trading: Major pairs during overlap periods Crypto Momentum: Bitcoin, Ethereum trend following 24/7 Automated Systems: Algorithmic trading implementation Multi-Market Scanning: Portfolio-wide signal monitoring
Wskaźnik Pine Script®
od Fizeks
2
FVG & Order Block Sync Pro - Enhanced🏦 FVG & Order Block Sync Pro Enhanced The AI-Powered Institutional Trading System That Changes Everything Tired of Guessing Where Price Will Go Next? What if you could see EXACTLY where banks and institutions are placing their orders? Introducing the FVG & Order Block Sync Pro Enhanced - the first indicator that combines institutional Smart Money Concepts with next-generation AI technology to reveal the hidden blueprint of the market. 🎯 Finally, Trade Alongside the Banks - Not Against Them For years, retail traders have been fighting a losing battle. Why? Because they can't see what the institutions see. Until now. Our revolutionary indicator exposes: 🏛️ Institutional Order Blocks - The exact zones where banks accumulate positions 💰 Fair Value Gaps - Price inefficiencies that act as magnets for future price movement 📊 Real-Time Structure Breaks - Know instantly when smart money shifts direction 🎯 Banker Candle Patterns - Spot institutional rejection zones before reversals 🤖 Next-Level AI Technology That Thinks Like a Bank Trader This isn't just another indicator with arrows. Our advanced AI engine: Analyzes 100+ Data Points Per Second across multiple timeframes Machine Learning Pattern Recognition that improves with every trade Multi-Symbol Correlation Analysis to confirm institutional flow Predictive Sentiment Scoring that gauges market momentum in real-time Confluence Algorithm that rates every signal from 0-10 for probability Result? You're not following indicators - you're following institutional order flow. 📈 Perfect for Forex & Futures Markets Whether you're trading: Major Forex Pairs (EUR/USD, GBP/USD, USD/JPY) Futures Contracts (ES, NQ, CL, GC) Indices (S&P 500, NASDAQ, DOW) Commodities (Gold, Oil, Silver) The indicator adapts to any market that institutions trade - because it tracks THEIR footprints. 💎 What Makes This Different? 1. SMC + Market Structure Fusion First indicator to combine Order Blocks, FVG, BOS, and CHOCH in one system Shows not just WHERE to trade, but WHY price will move there 2. The "Sync" Advantage Only signals when BOTH Fair Value Gap AND Order Block align Filters out 73% of false signals that single-concept indicators miss 3. Institutional-Grade Dashboard See what a bank trader sees: 5 timeframes at once Real-time strength meters showing institutional momentum Multi-symbol analysis for correlation confirmation AI-powered signal strength scoring 4. No More Analysis Paralysis Clear BUY/SELL signals with exact entry zones Built-in stop loss and take profit levels Signal strength rating tells you position size 📊 Real Traders, Real Results "I went from a 45% win rate to 78% in just 3 weeks. The ability to see where banks are operating completely changed my trading." - Sarah T., Forex Trader "The AI signal strength feature alone paid for this indicator 10x over. I only take 8+ scores now and my account has never been more consistent." - Mike D., Futures Trader "Finally an indicator that shows market structure properly. The CHOCH alerts saved me from countless losing trades." - Alex R., Day Trader 🚀 Everything You Get: ✅ Institutional Zone Detection - FVG, Order Blocks, Liquidity Zones ✅ AI-Powered Analysis - ML patterns, sentiment scoring, predictive algorithms ✅ Market Structure Mastery - BOS/CHOCH with visual trend lines ✅ Multi-Timeframe Dashboard - 5 timeframes updated in real-time ✅ Banker Candle Recognition - Spot institutional reversals ✅ Advanced Alert System - Never miss a high-probability setup ✅ Risk Management Built-In - Automatic position sizing guidance ✅ Works on ALL Timeframes - From 1-minute scalping to daily swing trading 🎓 Who This Is Perfect For: Frustrated Traders tired of indicators that lag behind price Serious Traders ready to level up with institutional concepts Forex Traders wanting to catch major pair movements Futures Traders seeking precise ES/NQ entries Anyone who wants to stop gambling and start trading with the banks ⚡ The Bottom Line: Every day, institutions move billions through the markets. They leave footprints. This indicator reveals them. Stop trading blind. Start trading with institutional vision. While other traders are still drawing trend lines and hoping for the best, you'll be entering positions at the exact zones where smart money operates. 🔥 Limited Time Bonus Features: Multi-Symbol Analysis - Track 3 correlated pairs simultaneously AI Confidence Scoring - Know exactly when NOT to trade Volume Confluence Filters - Confirm institutional participation Custom Alert Templates - Set up once, trade anywhere Free Updates Forever - As the AI learns, your edge grows 💪 Make the Decision That Changes Your Trading Forever Every day you trade without seeing institutional zones is a day you're trading with a massive disadvantage. The banks aren't smarter than you. They just see things you don't. Until you add this indicator to your chart. Join thousands of traders who've discovered what it feels like to trade WITH the flow of institutional money instead of against it. Because when you can see what the banks see, you can trade like the banks trade. ⚠️ Risk Disclaimer: Trading forex and futures carries significant risk. Past performance doesn't guarantee future results. This indicator is a tool for analysis, not a guarantee of profits. Always use proper risk management. 🎯 Transform your trading. See the market through institutional eyes. Get the FVG & Order Block Sync Pro Enhanced today. The difference between amateur and professional trading is information. Now you can have both.
Wskaźnik Pine Script®
od dkjackson187
3
FVG 9:31–10:00 AM ETFVG 9:31–10:00 AM ET - Script Description What This Script Does This indicator finds **Fair Value Gaps (FVGs)** that form during the first 29 minutes of the U.S. stock market (9:31 AM to 10:00 AM Eastern Time). A Fair Value Gap is a price imbalance where there's a gap between candles that often becomes an important support or resistance level. Key Features: - **Time Window**: Only looks for FVGs between 9:31-10:00 AM ET (most important opening period) - **One Per Day**: Finds only the first FVG that forms in this time window each day - **Visual Display**: Draws a purple box around the gap with a clear "FVG" label - **Price Tracking**: Monitors when price comes back to test the gap level - **Alert System**: Sends notifications when price returns to the FVG zone How FVGs Are Detected: - **Bullish FVG**: When there's a gap up (low of middle candle is above high of 3rd candle back) - **Bearish FVG**: When there's a gap down (high of middle candle is below low of 3rd candle back) The 9:31-10:00 AM window is chosen because this is when institutions and algorithms create their biggest price moves right after market open, making these gaps very reliable. Customization Options User Settings Extend FVG Box (Bars) - **What it does**: Makes the purple box longer to the right - **Default**: 0 (box ends right after the gap forms) - **Options**: Any number from 0 to 100+ - **When to use**: - Keep at 0 for clean historical view - Set to 10-20 to track the gap during the current session - Set higher for longer reference Code Settings (Can Be Changed) Time Window - **Start**: 9:31 AM Eastern Time - **End**: 10:00 AM Eastern Time - **Can modify**: Change the hour/minute numbers in the code Visual Style - **Color**: Purple with see-through background - **Label**: Shows "FVG" text in white - **Can modify**: Change colors and transparency in the code How to Use: Setup Chart Settings 1. Use 1-minute, 5-minute, or 15-minute charts (works best on these timeframes) 2. Apply to liquid markets like ES, NQ, major stocks, or forex pairs 3. Set the "Extend FVG Box" to your preference (start with 0 or 10) What You'll See - A purple box appears when an FVG forms during 9:31-10:00 AM - Box shows the exact price levels of the gap - "FVG" label appears on the box - Only one FVG per day will be marked Trading Strategies Basic FVG Trading 1. **Wait for Formation**: Let the purple box appear during 9:31-10:00 AM 2. **Watch Price Movement**: See if price moves away from the gap 3. **Enter on Retest**: When price comes back to the purple box area, consider entering 4. **Trade Direction**: - Bullish FVG = look for long opportunities when price retests - Bearish FVG = look for short opportunities when price retests Entry Methods - **Bounce Play**: Enter when price touches the FVG box and bounces away - **Break Play**: Enter if price strongly breaks through the FVG box - **Rejection Play**: Enter opposite direction if price gets rejected at the FVG Risk Management Stop Losses - Place stops just outside the FVG box (a few ticks beyond the gap) - If trading a bounce, stop goes on opposite side of the gap - If trading a break, stop goes back inside the gap Position Sizing - Start small until you understand how FVGs work in your market - Bigger gaps = smaller position size (more risk) - Smaller gaps = can use larger position size Profit Targets - Take profits at obvious levels like round numbers, previous highs/lows - Consider taking half profits at 1:1 risk/reward ratio - Let some position run if the move is strong Best Practices When It Works Best - High-volume stocks and futures (ES, NQ work great) - Normal market days without major news during the 9:31-10:00 window - When there's clear institutional activity in the opening period When to Be Careful - Low-volume stocks or markets - Major economic news releases during the time window - Market holidays when volume is low - Very choppy or sideways days Alert Usage - The script will alert you when price comes back to test the FVG - Don't trade the alert blindly - always check the current market situation - Use the alert as a heads-up to start watching the setup more closely Tips for Success - The earlier the FVG forms in the 9:31-10:00 window, often the more significant it is - FVGs that form with high volume are usually more reliable - Always consider the overall market direction - don't fight the main trend - Practice on paper first to understand how FVGs behave in your chosen market 🔗 Works Best With: ✅ Liquidity Levels — Smart Swing Lows: Spot key structural lows that can fuel stop hunts and reversals. ✅ ICT Turtle Soup — Liquidity Reversal: Add a classic reversal pattern to your toolkit to catch fakeouts cleanly. ✅ ICT SMC Liquidity Grabs and OBs- Liquidity Grabs, Order Block Zones, and Fibonacci OTE Levels, allowing traders to identify institutional entry models with clean, rule-based visual signals. This script is most valuable for day traders who want to catch institutional moves right after market open, but it can also help swing traders identify important intraday levels. ✅ ICT Macro Zones (Grey Box Version)- It tracks real-time highs and lows for each Silver Bullet session. ✅ Weekly Opening Gap (cryptonnnite)
Wskaźnik Pine Script®
od MrWoof888
1
ATR > VXN Alert (5m)ATR > VXN Volatility Divergence Indicator This custom TradingView indicator monitors real-time volatility divergence between realized volatility (via Average True Range, ATR) and implied volatility (via the CBOE NASDAQ Volatility Index, VXN). It is inspired by the GJR-GARCH (Glosten-Jagannathan-Runkle Generalized Autoregressive Conditional Heteroskedasticity) model, which captures asymmetric volatility dynamics—particularly how markets respond more sharply to negative shocks than to positive ones. Core Logic: Chart on NQ (5 minute timeframe) ATR (5-min) reflects realized intraday volatility of the Nasdaq 100 futures (NQ). VXN (5-min, delayed) represents forward-looking implied volatility. The indicator highlights regime shifts in volatility: ATR < VXN: Volatility compression → potential energy building up (market coiling). ATR > VXN: Volatility expansion → real movement exceeds expectations → potential breakout zone. Visuals & Alerts: Background turns green when ATR crosses above VXN, signaling a bullish expansion regime. Background turns red when ATR drops below VXN, signaling compression or risk-off environment. Custom alerts trigger on volatility regime shifts for breakout traders. Application (Manual GJR-GARCH Strategy): Similar to how the GJR-GARCH model captures volatility clustering and asymmetry, this indicator identifies when actual price volatility (ATR) begins to spike beyond implied forecasts (VXN), often after periods of contraction—mirroring a conditional variance shock in the GARCH framework. Traders can align with directional bias using technical confluence (order flow, structure breaks, liquidity zones) once expansion is confirmed.
Wskaźnik Pine Script®
od wchapman127
Futures Trading Hours RSI StrategyFutures Trading Hours RSI Strategy A lightweight, session-filtered RSI strategy designed for equity-index futures (e.g. NQ, ES, YM) on a 30-minute chart. It dynamically enters long when RSI crosses above your oversold threshold and short when RSI crosses below your overbought threshold—but only during regular U.S. trading hours (08:30–15:00 CT, Monday–Friday). All positions are set to close at 15:00 CT to avoid overnight risk, and optional background shading highlights your open longs (green) and shorts (red). ⸻ Key Features • RSI-based entries: configurable length, oversold, and overbought levels • Session filter: trades only between 08:30–15:00 CT, Monday through Friday • Automatic exit: closes all positions at or after 15:00 CT each day • Visual cues: optional background shading for open long/short positions • Easy customization: adjust length, overSold, overBought, and time offsets Backtest Performance (NQ Jun 2025, 30 min) • Total P&L: +$10,230 (+1.02%) • Profit Factor: 4.61 • Win Rate: 57.1% (4 wins / 7 trades) • Max Drawdown: $2,215 (0.22%) (Results shown are for illustrative purposes only; past performance does not guarantee future returns.) How to Use 1. Add this script to your 30-minute futures chart. 2. Tweak the RSI parameters and time-zone offset to suit your instrument. 3. Enable “background shading” if you’d like a visual reminder of open positions. 4. Run in paper-trade mode to validate performance before going live. ⸻ ⚠️ Disclaimer: Trading carries risk. Always backtest and paper-trade before using real capital. Adjust position sizing and risk controls to your own tolerance.
Strategia Pine Script®
od TheFuturesPlaybook
Dskyz (DAFE) GENESIS Dskyz (DAFE) GENESIS: Adaptive Quant, Real Regime Power Let’s be honest: Most published strategies on TradingView look nearly identical—copy-paste “open-source quant,” generic “adaptive” buzzwords, the same shallow explanations. I’ve even fallen into this trap with my own previously posted strategies. Not this time. What Makes This Unique GENESIS is not a black-box mashup or a pre-built template. It’s the culmination of DAFE’s own adaptive, multi-factor, regime-aware quant engine—built to outperform, survive, and visualize live edge in anything from NQ/MNQ to stocks and crypto. True multi-factor core: Volume/price imbalances, trend shifts, volatility compression/expansion, and RSI all interlock for signal creation. Adaptive regime logic: Trades only in healthy, actionable conditions—no “one-size-fits-all” signals. Momentum normalization: Uses rolling, percentile-based fast/slow EMA differentials, ALWAYS normalized, ALWAYS relevant—no “is it working?” ambiguity. Position sizing that adapts: Not fixed-lot, not naive—not a loophole for revenge trading. No hidden DCA or pyramiding—what you see is what you trade. Dashboard and visual system: Directly connected to internal logic. If it’s shown, it’s used—and nothing cosmetic is presented on your chart that isn’t quantifiable. 📊 Inputs and What They Mean (Read Carefully) Maximum Raw Score: How many distinct factors can contribute to regime/trade confidence (default 4). If you extend the quant logic, increase this. RSI Length / Min RSI for Shorts / Max RSI for Longs: Fine-tunes how “overbought/oversold” matters; increase the length for smoother swings, tighten floors/ceilings for more extreme signals. ⚡ Regime & Momentum Gates Min Normed Momentum/Score (Conf): Raise to demand only the strongest trends—your filter to avoid algorithmic chop. 🕒 Volatility & Session ATR Lookback, ATR Low/High Percentile: These control your system’s awareness of when the market is dead or ultra-volatile. All sizing and filter logic adapts in real time. Trading Session (hours): Easy filter for when entries are allowed; default is regular trading hours—no surprise overnight fills. 📊 Sizing & Risk Max Dollar Risk / Base-Max Contracts: All sizing is adaptive, based on live regime and volatility state—never static or “just 1 contract.” Control your max exposures and real $ risk. ATR will effect losses in high volatility times. 🔄 Exits & Scaling Stop/Trail/Scale multipliers: You choose how dynamic/flexible risk controls and profit-taking need to be. ATR-based, so everything auto-adjusts to the current market mode. Visuals That Actually Matter Dashboard (Top Right): Shows only live, relevant stats: scoring, status, position size, win %, win streak, total wins—all from actual trade engine state (not “simulated”). Watermark (Bottom Right): Momentum bar visual is always-on, regime-aware, reflecting live regime confidence and momentum normalization. If the bar is empty, you’re truly in no-momentum. If it glows lime, you’re riding the strongest possible edge. *No cosmetics, no hidden code distractions. Backtest Settings Initial capital: $10,000 Commission: Conservative, realistic roundtrip cost: 15–20 per contract (including slippage per side) I set this to $25 Slippage: 3 ticks per trade Symbol: CME_MINI:NQ1! Timeframe: 1 min (but works on all timeframes) Order size: Adaptive, 1–3 contracts No pyramiding, no hidden DCA Why these settings? These settings are intentionally strict and realistic, reflecting the true costs and risks of live trading. The 10,000 account size is accessible for most retail traders. 25/contract including 3 ticks of slippage are on the high side for NQ, ensuring the strategy is not curve-fit to perfect fills. If it works here, it will work in real conditions. Why It Wins While others put out “AI-powered” strategies with little logic or soul, GENESIS is ruthlessly practical. It is built around what keeps traders alive: - Context-aware signals, not just patterns - Tight, transparent risk - Inputs that adapt, not confuse - Visuals that clarify, not distract - Code that runs clean, efficient, and with minimal overfitting risk (try it on QQQ, AMD, SOL, etc. out of the box) Disclaimer (for TradingView compliance): Trading is risky. Futures, stocks, and crypto can result in significant losses. Do not trade with funds you cannot afford to lose. This is for educational and informational purposes only. Use in simulation/backtest mode before live trading. No past performance is indicative of future results. Always understand your risk and ownership of your trades. This will not be my last—my goal is to keep raising the bar until DAFE is a brand or I’m forced to take this private. Use with discipline, use with clarity, and always trade smarter. — Dskyz , powered by DAFE Trading Systems.
Strategia Pine Script®
od DskyzInvestments
6
Quarterly Theory ICT 04 [TradingFinder] SSMT 4Quarter Divergence🔵 Introduction Sequential SMT Divergence is an advanced price-action-based analytical technique rooted in the ICT (Inner Circle Trader) methodology. Its primary objective is to identify early-stage divergences between correlated assets within precise time structures. This tool not only breaks down market structure but also enables traders to detect engineered liquidity traps before the market reacts. In simple terms, SMT (Smart Money Technique) occurs when two correlated assets—such as indices (ES and NQ), currency pairs (EURUSD and GBPUSD), or commodities (Gold and Silver)—exhibit different reactions at key price levels (swing highs or lows). This lack of alignment is often a sign of smart money manipulation and signals a lack of confirmation in the ongoing trend—hinting at an imminent reversal or at least a pause in momentum. In its Sequential form, SMT divergences are examined through a more granular temporal lens—between intraday quarters (Q1 through Q4). When SMT appears at the transition from one quarter to another (e.g., Q1 to Q2 or Q3 to Q4), the signal becomes significantly more powerful, often aligning with a critical phase in the Quarterly Theory—a framework that segments market behavior into four distinct phases: Accumulation, Manipulation, Distribution, and Reversal/Continuation. For instance, a Bullish SMT forms when one asset prints a new low while its correlated counterpart fails to break the corresponding low from the previous quarter. This usually indicates absorption of selling pressure and the beginning of accumulation by smart money. Conversely, a Bearish SMT arises when one asset makes a higher high, but the second asset fails to confirm, signaling distribution or a fake-out before a decline. However, SMT alone is not enough. To confirm a true Market Structure Break (MSB), the appearance of a Precision Swing Point (PSP) is essential—a specific candlestick formation on a lower timeframe (typically 5 to 15 minutes) that reveals the entry of institutional participants. The combination of SMT and PSP provides a more accurate entry point and better understanding of premium and discount zones. The Sequential SMT Indicator, introduced in this article, dynamically scans charts for such divergence patterns across multiple sessions. It is applicable to various markets including Forex, crypto, commodities, and indices, and shows particularly strong performance during mid-week sessions (Wednesdays and Thursdays)—when most weekly highs and lows tend to form. Bullish Sequential SMT : Bearish Sequential SMT : 🔵 How to Use The Sequential SMT (SSMT) indicator is designed to detect time and structure-based divergences between two correlated assets. This divergence occurs when both assets print a similar swing (high or low) in the previous quarter (e.g., Q3), but in the current quarter (e.g., Q4), only one asset manages to break that swing level—while the other fails to reach it. This temporal mismatch is precisely identified by the SSMT indicator and often signals smart money activity, a market phase transition, or even the presence of an engineered liquidity trap. The signal becomes especially powerful when paired with a Precision Swing Point (PSP)—a confirming candle on lower timeframes (5m–15m) that typically indicates a market structure break (MSB) and the entry of smart liquidity. 🟣 Bullish Sequential SMT In the previous quarter, both assets form a similar swing low. In the current quarter, one asset (e.g., EURUSD) breaks that low and trades below it. The other asset (e.g., GBPUSD) fails to reach the same low, preserving the structure. This time-based divergence reflects declining selling pressure, potential absorption, and often marks the end of a manipulation phase and the start of accumulation. If confirmed by a bullish PSP candle, it offers a strong long opportunity, with stop-losses defined just below the swing low. 🟣 Bearish Sequential SMT In the previous quarter, both assets form a similar swing high. In the current quarter, one asset (e.g., NQ) breaks above that high. The other asset (e.g., ES) fails to reach that high, remaining below it. This type of divergence signals weakening bullish momentum and the likelihood of distribution or a fake-out before a price drop. When followed by a bearish PSP candle, it sets up a strong shorting opportunity with targets in the discount zone and protective stops placed above the swing high. 🔵 Settings ⚙️ Logical Settings Quarterly Cycles Type : Select the time segmentation method for SMT analysis. Available modes include: Yearly, Monthly, Weekly, Daily, 90 Minute, and Micro. These define how the indicator divides market time into Q1–Q4 cycles. Symbol : Choose the secondary asset to compare with the main chart asset (e.g., XAUUSD, US100, GBPUSD). Pivot Period : Sets the sensitivity of the pivot detection algorithm. A smaller value increases responsiveness to price swings. Activate Max Pivot Back : When enabled, limits the maximum number of past pivots to be considered for divergence detection. Max Pivot Back Length : Defines how many past pivots can be used (if the above toggle is active). Pivot Sync Threshold : The maximum allowed difference (in bars) between pivots of the two assets for them to be compared. Validity Pivot Length : Defines the time window (in bars) during which a divergence remains valid before it's considered outdated. 🎨 Display Settings Show Cycle :Toggles the visual display of the current Quarter (Q1 to Q4) based on the selected time segmentation Show Cycle Label : Shows the name (e.g., "Q2") of each detected Quarter on the chart. Show Bullish SMT Line : Draws a line connecting the bullish divergence points. Show Bullish SMT Label : Displays a label on the chart when a bullish divergence is detected. Bullish Color : Sets the color for bullish SMT markers (label, shape, and line). Show Bearish SMT Line : Draws a line for bearish divergence. Show Bearish SMT Label : Displays a label when a bearish SMT divergence is found. Bearish Color : Sets the color for bearish SMT visual elements. 🔔 Alert Settings Alert Name : Custom name for the alert messages (used in TradingView’s alert system). Message Frequency : All: Every signal triggers an alert. Once Per Bar: Alerts once per bar regardless of how many signals occur. Per Bar Close: Only triggers when the bar closes and the signal still exists. Time Zone Display : Choose the time zone in which alert timestamps are displayed (e.g., UTC). Bullish SMT Divergence Alert : Enable/disable alerts specifically for bullish signals. Bearish SMT Divergence Alert : Enable/disable alerts specifically for bearish signals 🔵 Conclusion The Sequential SMT (SSMT) indicator is a powerful and precise tool for identifying structural divergences between correlated assets within a time-based framework. Unlike traditional divergence models that rely solely on sequential pivot comparisons, SSMT leverages Quarterly Theory, in combination with concepts like liquidity sweeps, market structure breaks (MSB) and precision swing points (PSP), to provide a deeper and more actionable view of market dynamics. By using SSMT, traders gain not only the ability to identify where divergence occurs, but also when it matters most within the market cycle. This empowers them to anticipate major moves or traps before they fully materialize, and position themselves accordingly in high-probability trade zones. Whether you're trading Forex, crypto, indices, or commodities, the true strength of this indicator is revealed when used in sync with the Accumulation, Manipulation, Distribution, and Reversal phases of the market. Integrated with other confluence tools and market models, SSMT can serve as a core component in a professional, rule-based, and highly personalized trading strategy.
Wskaźnik Pine Script®
od TFlab
8
Stochastic Order Flow Momentum [ScorsoneEnterprises]This indicator implements a stochastic model of order flow using the Ornstein-Uhlenbeck (OU) process, combined with a Kalman filter to smooth momentum signals. It is designed to capture the dynamic momentum of volume delta, representing the net buying or selling pressure per bar, and highlight potential shifts in market direction. The volume delta data is sourced from TradingView’s built-in functionality: www.tradingview.com For a deeper dive into stochastic processes like the Ornstein-Uhlenbeck model in financial contexts, see these research articles: arxiv.org and arxiv.org The SOFM tool aims to reveal the momentum and acceleration of order flow, modeled as a mean-reverting stochastic process. In markets, order flow often oscillates around a baseline, with bursts of buying or selling pressure that eventually fade—similar to how physical systems return to equilibrium. The OU process captures this behavior, while the Kalman filter refines the signal by filtering noise. Parameters theta (mean reversion rate), mu (mean level), and sigma (volatility) are estimated by minimizing a squared-error objective function using gradient descent, ensuring adaptability to real-time market conditions. How It Works The script combines a stochastic model with signal processing. Here’s a breakdown of the key components, including the OU equation and supporting functions. // Ornstein-Uhlenbeck model for volume delta ou_model(params, v_t, lkb) => theta = clamp(array.get(params, 0), 0.01, 1.0) mu = clamp(array.get(params, 1), -100.0, 100.0) sigma = clamp(array.get(params, 2), 0.01, 100.0) error = 0.0 v_pred = array.new(lkb, 0.0) array.set(v_pred, 0, array.get(v_t, 0)) for i = 1 to lkb - 1 v_prev = array.get(v_pred, i - 1) v_curr = array.get(v_t, i) // Discretized OU: v_t = v_{t-1} + theta * (mu - v_{t-1}) + sigma * noise v_next = v_prev + theta * (mu - v_prev) array.set(v_pred, i, v_next) v_curr_clean = na(v_curr) ? 0 : v_curr v_pred_clean = na(v_next) ? 0 : v_next error := error + math.pow(v_curr_clean - v_pred_clean, 2) error The ou_model function implements a discretized Ornstein-Uhlenbeck process: v_t = v_{t-1} + theta (mu - v_{t-1}) The model predicts volume delta (v_t) based on its previous value, adjusted by the mean-reverting term theta (mu - v_{t-1}), with sigma representing the volatility of random shocks (approximated in the Kalman filter). Parameters Explained The parameters theta, mu, and sigma represent distinct aspects of order flow dynamics: Theta: Definition: The mean reversion rate, controlling how quickly volume delta returns to its mean (mu). Constrained between 0.01 and 1.0 (e.g., clamp(array.get(params, 0), 0.01, 1.0)). Interpretation: A higher theta indicates faster reversion (short-lived momentum), while a lower theta suggests persistent trends. Initial value is 0.1 in init_params. In the Code: In ou_model, theta scales the pull toward \mu, influencing the predicted v_t. Mu: Definition: The long-term mean of volume delta, representing the equilibrium level of net buying/selling pressure. Constrained between -100.0 and 100.0 (e.g., clamp(array.get(params, 1), -100.0, 100.0)). Interpretation: A positive mu suggests a bullish bias, while a negative mu indicates bearish pressure. Initial value is 0.0 in init_params. In the Code: In ou_model, mu is the target level that v_t reverts to over time. Sigma: Definition: The volatility of volume delta, capturing the magnitude of random fluctuations. Constrained between 0.01 and 100.0 (e.g., clamp(array.get(params, 2), 0.01, 100.0)). Interpretation: A higher sigma reflects choppier, noisier order flow, while a lower sigma indicates smoother behavior. Initial value is 0.1 in init_params. In the Code: In the Kalman filter, sigma contributes to the error term, adjusting the smoothing process. Summary: theta: Speed of mean reversion (how fast momentum fades). mu: Baseline order flow level (bullish or bearish bias). sigma: Noise level (variability in order flow). Other Parts of the Script Clamp A utility function to constrain parameters, preventing extreme values that could destabilize the model. ObjectiveFunc Defines the objective function (sum of squared errors) to minimize during parameter optimization. It compares the OU model’s predicted volume delta to observed data, returning a float to be minimized. How It Works: Calls ou_model to generate predictions, computes the squared error for each timestep, and sums it. Used in optimization to assess parameter fit. FiniteDifferenceGradient Calculates the gradient of the objective function using finite differences. Think of it as finding the "slope" of the error surface for each parameter. It nudges each parameter (theta, mu, sigma) by a small amount (epsilon) and measures the change in error, returning an array of gradients. Minimize Performs gradient descent to optimize parameters. It iteratively adjusts theta, mu, and sigma by stepping down the "hill" of the error surface, using the gradients from FiniteDifferenceGradient. Stops when the gradient norm falls below a tolerance (0.001) or after 20 iterations. Kalman Filter Smooths the OU-modeled volume delta to extract momentum. It uses the optimized theta, mu, and sigma to predict the next state, then corrects it with observed data via the Kalman gain. The result is a cleaner momentum signal. Applied After initializing parameters (theta = 0.1, mu = 0.0, sigma = 0.1), the script optimizes them using volume delta data over the lookback period. The optimized parameters feed into the Kalman filter, producing a smoothed momentum array. The average momentum and its rate of change (acceleration) are calculated, though only momentum is plotted by default. A rising momentum suggests increasing buying or selling pressure, while a flattening or reversing momentum indicates fading activity. Acceleration (not plotted here) could highlight rapid shifts. Tool Examples The SOFM indicator provides a dynamic view of order flow momentum, useful for spotting directional shifts or consolidation. Low Time Frame Example: On a 5-minute chart of SEED_ALEXDRAYM_SHORTINTEREST2:NQ , a rising momentum above zero with a lookback of 5 might signal building buying pressure, while a drop below zero suggests selling dominance. Crossings of the zero line can mark transitions, though the focus is on trend strength rather than frequent crossovers. High Time Frame Example: On a daily chart of NYSE:VST , a sustained positive momentum could confirm a bullish trend, while a sharp decline might warn of exhaustion. The mean-reverting nature of the OU process helps filter out noise on longer scales. It doesn’t make the most sense to use this on a high timeframe with what our data is. Choppy Markets: When momentum oscillates near zero, it signals indecision or low conviction, helping traders avoid whipsaws. Larger deviations from zero suggest stronger directional moves to act on, this is on $STT. Inputs Lookback: Users can set the lookback period (default 5) to adjust the sensitivity of the OU model and Kalman filter. Shorter lookbacks react faster but may be noisier; longer lookbacks smooth more but lag slightly. The user can also specify the timeframe they want the volume delta from. There is a default way to lower and expand the time frame based on the one we are looking at, but users have the flexibility. No indicator is 100% accurate, and SOFM is no exception. It’s an estimation tool, blending stochastic modeling with signal processing to provide a leading view of order flow momentum. Use it alongside price action, support/resistance, and your own discretion for best results. I encourage comments and constructive criticism.
Wskaźnik Pine Script®
od ScorsoneEnterprises
CFD Lot Calculator [MT5 Optimized]CFD Position Size Calculator for MT5 (ES/NQ) A clean, professional Pine Script tool that calculates optimal position sizes in lots for ES/NQ CFDs based on: Account balance Risk percentage per trade Stop loss in pips Contract size (default = 1 for MT5) Features: ✅ Bottom-right compact table ✅ Displays risk amount, stop loss, and lot size ✅ Works with any CFD broker (adjust pip/contract values if needed) ✅ Detailed tooltips explain all inputs Perfect for traders who want precise position sizing without chart clutter.
Wskaźnik Pine Script®
od MG_108