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Nifty Hierarchical Macro GuardOverview The Nifty Hierarchical Macro Guard is a "Market Compass" indicator specifically designed for Indian equity traders. It locks its logic to the Nifty 50 Index (NSE:NIFTY) and applies a strict hierarchy of trend analysis. The goal is simple: prioritize the long-term trend (Monthly/Weekly) to decide if you should even be in the market, then use the short-term trend (Daily) for precise exit timing. This script ensures you never ignore a macro "crash" signal while trying to trade minor daily fluctuations. The Color Hierarchy (Priority Logic) The indicator uses a "Top-Down" filter. Higher timeframe signals override lower timeframe signals: Level 1: Monthly (Ultra-Macro) — Deep Maroon Condition: Nifty 10 EMA is below the 20 EMA on the Monthly chart. Action: This is the highest priority. The background will turn Deep Maroon, overriding all other colors. This is your "Forget Trading" signal. The long-term structural trend is broken. Level 2: Weekly (Macro Warning) — Dark Red Condition: Monthly is Bullish, but Nifty 10 EMA is below the 20 EMA on the Weekly chart. Action: The background turns Dark Red. This indicates a significant macro correction. You should stay out of fresh positions and protect capital. Level 3: Daily (Tactical) — Light Red / Light Green Condition: Both Monthly and Weekly are Bullish (Green). Action: The background will now react to the Daily 10/20 EMA cross. Light Green: Nifty is healthy; safe for fresh positions. Light Red: Tactical exit signal. Nifty is seeing short-term weakness; exit positions quickly. Key Features Symbol Locked: No matter what stock you are viewing (Reliance, HDFC, Midcaps), the background only reacts to NSE:NIFTY. Clean Interface: No messy lines or labels on the price chart. The information is conveyed purely through background color shifts. Customizable: Change the MA types (EMA/SMA) and lengths (e.g., 10/20 or 20/50) in the settings. Macro Dashboard: A small, transparent table in the top-right corner displays exactly which timeframe is currently controlling the background color. How to Use for Nifty Strategy Stay Out: If the chart is Deep Maroon or Dark Red, do not look for "buying the dip." Wait for the macro health to return. Take Exits: If the background is Light Green and suddenly turns Light Red, it means the Daily Daily 10/20 cross has happened. Exit your Nifty-sensitive positions immediately.
Chỉ báo Pine Script®
của arora_rohit0999
BTC - VDD Multiple (Approx)Overview & Philosophy ⚠️ Note: This indicator is optimized for the Daily (1D) Timeframe. Please switch your chart to 1D for accurate signal reading. The BTC – VDD Multiple (Approx) is an advanced oscillator designed to identify market overheating and cycle tops by analyzing the velocity of value moving through the market. In traditional On-Chain Analysis, Value Days Destroyed (VDD) is a premier metric for spotting macro tops. It multiplies the coin age (how long a coin was held) by the price at which it was moved. When old coins (HODLer money) move at high prices, VDD spikes, signaling massive profit-taking. The Problem: Real "Coin Days Destroyed" (CDD) data is typically locked behind institutional paywalls or unavailable on standard TradingView plans. The Solution: This script calculates a Deterministic Proxy. By analyzing the relationship between Exchange Volume, Price, and a Dormancy Constant, we can approximate the structure of the VDD Multiple without needing a premium data feed. Methodology The VDD Multiple works by comparing short-term market velocity against a long-term baseline. 1. The Proxy Calculation Since we cannot directly access the age of coins on TradingView, we model the economic weight of the move: Proxy Value = Exchange Volume * Price * Dormancy Factor This creates a synthetic representation of "Value Throughput." 2. The Multiple We compare the immediate heat of the market against the yearly trend: • Short-Term MA (2 Days): Captures flash spikes and sudden liquidity exit events. • Long-Term MA (365 Days): Represents the baseline "hum" of network activity. VDD Multiple = Short Term MA / Long Term MA How to Read the Chart The indicator plots the Multiple as a line and uses background highlighting to signal extreme regimes. 🔴 The Red Zone (Overheated > 2.9) Meaning: Current value transfer is ~3x higher than the yearly average. Interpretation: Historically, sharp spikes into the Red Zone correlate with Local or Cycle Tops. This indicates that massive volume is changing hands at high prices—typically a sign of "Smart Money" distributing into "Dumb Money" FOMO. Note: In strong bull runs, price can push higher even after a VDD spike, but the risk/reward ratio is extremely poor here. 🟢 The Green Zone (Undervalued < 0.75) Meaning: Market activity is quiet and below the yearly baseline. Interpretation: These are periods of apathy or accumulation. Historically, extended time spent in the Green Zone (the "flatline") has offered the best asymmetric buying opportunities. 🟠 The Orange Line (Neutral) Meaning: The market is in transition or equilibrium. Strategy & Context This indicator is best used as a Macro Cycle Tool, not a day-trading signal. • Exit Strategy: Look for "Clusters" of Red Spikes. A single spike often marks a local correction, but a cluster of intense spikes while price makes new highs (Divergence) is a strong Cycle Top warning. • Entry Strategy: Historically the best entries occur when the indicator flattens out in the Green Zone for weeks or months. This suggests sellers are exhausted and the market has reached a floor. Credits This script is an approximation of the original VDD Multiple concept. Full credit for the underlying on-chain theory goes to the pioneers of this metric: • Concept: The original Value Days Destroyed metric was popularized by Hans Hauge and Glassnode. • The Multiple: The specific application of a Short/Long MA Multiple on VDD is widely attributed to analysts like TXMC and Bitbo. This script adapts these concepts for the free TradingView environment using exchange volume proxies. Settings • Data Source: Defaults to BINANCE:BTCUSDT to capture high-volume liquidity. • Short MA: Default is 2 Days to capture rapid velocity spikes. • Long MA: Default is 365 Days to track the annual trend. Disclaimer This tool is an approximation based on exchange volume, not raw blockchain data. While exchange volume and on-chain volume are highly correlated during cycle extremes, they are not identical. This script is for educational and research purposes only. Past performance does not guarantee future results. Tags bitcoin, btc, onchain, vdd, cdd, valuation, cycle, top, bottom, Rob Maths
Chỉ báo Pine Script®
của Rob_Maths
Guru Dronacharya Option Pair Intelligence SystemGuru Dronacharya is an advanced options-pair analysis and intraday trading system designed for index and stock options (NIFTY, BANKNIFTY, and selected equities). The script analyzes Call (CE) and Put (PE) option pairs simultaneously to identify: • Low-risk option combinations • Price overlap (compression) zones • Breakout-based Buy Call / Buy Put opportunities • Re-entry hedge signals • Nth-candle angle-based momentum trades It combines price structure, volatility and time-based geometry to produce high-probability directional option trades with automatic target projections. IMPORTANT NOTES • This is not a fully automated system • Always use proper risk management • Avoid trading during low-volume or sideways markets • Designed for intraday option buying only • Targets are projections, not guarantees How to use : 1. Enter index/stock opening price in index/option stock price box. 2. Select the CE/PE pair from the center Grid Table. 3. Ensure that final condition showing "yes" in all section. WHO SHOULD USE THIS? ✔ Intraday option buyers ✔ Traders who prefer structure + confirmation ✔ Users who want strike-selection assistance ✔ Traders avoiding emotional or random trades DISCLAIMER This indicator is for educational and analytical purposes only. The author is not responsible for any financial losses. Please consult a licensed financial advisor before trading.
Chỉ báo Pine Script®
của ManishDhyani
Key High/Low liquidity @sheershThe Key High/Low ICT by @sheersh169sharma indicator is designed to identify key liquidity levels across multiple timeframes and custom trading sessions. It provides precise visualization of historical highs and lows to assist in technical analysis. ## Key Features * Multi-Timeframe Support: Automatically plots Previous Day, Week, 4-Hour, and 1-Hour levels. * Custom Sessions: Supports up to 6 independently configurable time windows. * Precise Anchoring: Lines originate exactly from the time the high or low formed. * Mitigation Logic: Options to terminate lines upon price interaction or extend them indefinitely. ## Configuration Guide ### Standard Timeframes Users can toggle and customize the following levels: * Previous Day High/Low * Previous Week High/Low * Previous 4-Hour High/Low * Previous 1-Hour High/Low Each level allows for customization of visibility, color, and line style (Solid, Dashed, Dotted). ### Custom Sessions The indicator supports 6 distinct custom sessions, ideal for defining specific market hours (e.g., Asia, London, New York). Setup Instructions: 1. Navigate to the desired Session group in settings (e.g., Session 1). 2. Enable the session. 3. Define the time range in HHMM-HHMM format (e.g., 0930-1600). 4. Assign custom labels for identification. 5. Select line colors and styles. ### Extension Logic The "Extend until Mitigated Only" setting controls how lines are drawn: * Disabled (Default): Lines extend from the custom timeframe to the current chart bar. * Enabled: Lines terminate strictly at the point where price touches the level. ### Visual Settings * Line Width: Adjusts the thickness of all indicator lines globally. * Labels: Text labels are positioned to the right of the lines to maintain chart clarity.
Chỉ báo Pine Script®
của sheersh169sharma
BTC Halving VWAP [Cycle Analysis]█ OVERVIEW This indicator plots Anchored Volume Weighted Average Prices (VWAPs) from each Bitcoin halving date, revealing the "fair value" of each market cycle. The key insight: When price closes below the current cycle's VWAP on the monthly chart (after 1+ year into the cycle), it historically signals the end of the bull market and continuation toward the previous halving's VWAP. █ HALVING DATES • H1: November 28, 2012 (Block 210,000) • H2: July 9, 2016 (Block 420,000) • H3: May 11, 2020 (Block 630,000) • H4: April 19, 2024 (Block 840,000) █ FEATURES ◽ Anchored VWAPs — VWAP lines calculated from each halving date ◽ Consolidation Bands — Adjustable percentage bands around each VWAP (default ±15%) ◽ Cycle Top Detection — Tracks the highest high before VWAP breakdown ◽ Breakdown Signals — Visual markers when price breaks below cycle VWAP (bearish confirmation) ◽ Interactive Dashboard — Shows cycle progress, VWAP levels, and historical comparison ◽ Alerts — Configurable alerts for VWAP crossovers and breakdowns █ HOW TO USE 1. Apply to BTCUSD on the Monthly timeframe for best results 2. Watch the H4 VWAP (gold line) — this is the current cycle's fair value 3. When price is ABOVE the VWAP → Bullish bias 4. When price is BELOW the VWAP → Bearish bias, expect move to previous cycle VWAP 5. The ▼ signal marks confirmed cycle tops (VWAP breakdown after 1+ year) █ DASHBOARD GUIDE • Price — Current price and gain from halving • Day — Days since halving and cycle progress % • VWAP Levels — Current VWAP values with status (ABOVE/BELOW/CONSOL) • Cycle Tops — Historical days to cycle top for H2 and H3 • Next Halving — Estimated date and countdown █ SETTINGS Display: • Toggle dashboard, consolidation bands, vertical lines, cycle tops, breakdown signals VWAPs: • Show/hide individual halving VWAPs (H1-H4) Settings: • Dashboard text size • Consolidation band percentage • Cycle top label size █ ALERTS • VWAP Breakdown — Price breaks below any halving VWAP • VWAP Reclaim — Price reclaims a halving VWAP • Consolidation Zone — Price enters consolidation around VWAP █ NOTES • Best used on Monthly (1M) timeframe for cycle analysis • Weekly timeframe also works for more granular view • H1 VWAP disabled by default (requires data from 2012) • Cycle top locks when price closes below VWAP after 365+ days into the cycle
Chỉ báo Pine Script®
của PlainView
Smart S/R Levels [Stansbooth] Introducing the Ultimate Support & Resistance Indicator for Live Market Analysis! Unlock the power of real-time market insights with our cutting-edge Support & Resistance Indicator! Designed for traders who demand precision and clarity, this tool automatically plots key support and resistance levels on your chart, ensuring you never miss crucial price action points. 🚀 Key Features: Real-Time Tracking: Accurately identifies and updates support & resistance levels as market conditions evolve. Easy-to-Use: Simple integration into your TradingView charts with no complicated setup. Customizable Alerts : Get notified when the price approaches key levels for actionable trading opportunities. Accurate & Reliable : Built using advanced algorithms for pinpoint precision in real-time market conditions. Time-Saving: Automatically draws support and resistance lines, so you can focus on strategy and execution. Whether you’re a day trader, swing trader, or a long-term investor, this indicator is designed to give you the edge by highlighting the most important levels for price reversals and breakouts. Start trading smarter today with the Support & Resistance Indicator —your ultimate market companion!
Chỉ báo Pine Script®
của stans_booth
SMA vs Candle True CloudSMA vs Candle – Trend Cloud Indicator (Brief Note) This indicator compares price (candle source) with a long-period Hull Moving Average (SMA) to identify trend direction, momentum shifts, and regime changes. The SMA, being momentum-sensitive, reacts to changes in price speed, while price itself represents real-time market action. A dynamic two-way cloud is drawn between price and SMA: Green cloud when price is above SMA → bullish dominance and accumulation Red cloud when price is below SMA → bearish control and distribution The width of the cloud reflects the strength of momentum: Narrow cloud → compression / consolidation Expanding cloud → impulse move or trend acceleration This setup is especially effective on short timeframes with long SMA periods, where it filters noise while preserving early trend signals. Overall, the indicator acts as a visual trend-momentum framework, highlighting early warnings, trend confirmation, and exhaustion zones in a single view.
Chỉ báo Pine Script®
của akghuf19ag24
1
Trend Warning / Direction (EMA20/50)This indicator visualizes trend changes and consolidation phases using the 20 EMA and 50 EMA. 🔹 Trend Signals • Green triangle (▲): EMA 20 crosses above EMA 50 → bullish trend signal • Red triangle (▼): EMA 20 crosses below EMA 50 → bearish trend signal • Crosses are confirmed on candle close to avoid false signals. 🔹 EMA Distance Warning The indicator highlights low-momentum / squeeze zones when the distance between EMA 20 and EMA 50 falls below a configurable threshold. • Yellow triangle with number: Displays the current EMA distance in percent (without the % symbol). • The warning threshold can be configured individually for each timeframe: • 1m, 5m, 15m, 30m • 1h, 4h, 8h • 1D, 1W • The active chart timeframe automatically determines which threshold is applied. 🔹 Customization • Enable or disable EMA distance warnings via settings • Adjust distance thresholds per timeframe • Option to limit warning labels to one per bar • Works on all markets and timeframes 🔹 Use Cases • Trend identification • Momentum exhaustion and consolidation detection • Early warning before potential breakouts • Trade confirmation in combination with other indicators This indicator is non-repainting, lightweight, and designed for clean, actionable chart signals.
Chỉ báo Pine Script®
của Aethem
20-50 EMA Bear / Bull TrendThis indicator identifies uptrends and downtrends based on confirmed EMA crossovers between the 20 EMA and 50 EMA, using candle close confirmation only to avoid false intrabar signals. • Green up arrow (↑): EMA 20 crosses above EMA 50 → bullish signal / start of an uptrend • Red down arrow (↓): EMA 20 crosses below EMA 50 → bearish signal / start of a downtrend The signals are plotted directly on the chart and can be used to create separate TradingView alerts for bullish and bearish crosses. Key features: • Visual identification of uptrends and downtrends • EMA 20 & EMA 50 plotted on the chart • Signals confirmed on candle close (non-repainting) • Clear arrow-based signals instead of text labels • Selectable alert conditions for bullish and bearish crosses • Optional support for “Any alert() function call” This indicator works on all timeframes and is suitable for trend detection, momentum shifts, and trade confirmation.
Chỉ báo Pine Script®
của Aethem
ZenAlgo - Coin XA multi input Z Score framework that compares the behavior of a selected symbol against several market wide aggregates: total crypto market metrics, alternative asset baskets, stablecoin dominance, Bitcoin, and risk composites. The script processes each data stream into comparable normalized values, evaluates their relationships, and derives a set of bias states, alerts, and real time conditions. Data Preparation and Normalization The indicator starts by gathering multiple reference series: The chart ticker. A basket representing non Bitcoin crypto assets. Bitcoin market data. Several total market variations (full, without Bitcoin, and additional categories). A stablecoin dominance series. A macro risk composite. A daily anchored average used for context. Each series is transformed into a normalized value using a lookback window. This produces multiple comparable Z Scores that reflect how far each series currently sits from its typical range. Smoothing is optionally applied to macro based values to reduce noise. These normalized values allow consistent comparisons across unrelated instruments. This works because Z Score based normalization removes scale differences and makes directional deviations directly comparable across many independent metrics, which is necessary when the script later evaluates their relationships. Cross and Momentum Detection The script then evaluates structural interactions between the normalized series: Whether one group rises above or falls below another. Whether any of the series crosses over or under another. Whether each series is currently advancing or declining. Whether price is above or below the daily anchored average. Whether stablecoin dominance is rising or falling. Whether a sharp directional change occurs within a single bar. Whether a multi threshold movement happens within a defined number of bars. These checks capture relative strength shifts across the market. For example, an increase in the ticker combined with a decline in dominance suggests capital rotation toward the ticker, while the opposite suggests defensive flows. Using normalized changes allows these comparisons to be scale independent. Combined Bias Logic The indicator then evaluates a hierarchy of conditions that combine normalized relationships, momentum, and sharp movement checks. Each condition corresponds to a specific market state. The script tests the conditions in a defined order because later conditions depend on earlier structural checks. Examples of combined evaluations include: Cases where the ticker and alternative asset basket rise together while dominance declines. Cases where both the ticker and alternatives fall together under a rising dominance series. Conditions where several aggregates cross above or below dominance simultaneously. Cases where multiple aggregates show coordinated sharp rises or sharp declines. Situations where stablecoin dominance rises during weakness of other groups. Situations where stablecoins fall while the ticker strengthens. Conditions where the ticker rapidly moves through several thresholds in a short period. The script assigns a bias label that corresponds to the earliest satisfied condition. This design ensures that highly distinctive and rare states take priority over broader or more common states. The reasoning behind this is that specific coordinated market moves provide clearer view than general divergence or simple momentum alone. Crash and Pump Amplification The script includes a section that detects extreme scenarios by combining several coordinated factors: Very negative or very positive normalized values across multiple aggregates. Sharp bar by bar declines or rises across key series. Simultaneous movement in the risk composite and dominance. These checks amplify certain bias states when market conditions show synchronized extreme movement. This provides additional clarity when multiple parts of the market behave in the same direction beyond typical deviation. The logic relies only on the relationships of the normalized values and their changes. Fast Movement Detection Two additional mechanisms evaluate movements over a short multi bar window. A fast ticker move is detected when the current normalized ticker value differs from one several bars ago by multiple threshold increments. A fast stablecoin rise or fall is detected using a step based method. The script checks for progression through sequential levels across the window while verifying whether the ticker moves in agreement or disagreement with the direction. These mechanisms are intended to identify sudden acceleration or deceleration that standard normalized changes may not fully capture. Season Scale The script calculates a quantitative scale from minus 100 to plus 100 by evaluating several binary conditions: Whether the ticker is above or below the alternative basket. Whether the alternative basket is above or below dominance. Whether the ticker and alternative basket are rising or falling. Whether dominance is rising or falling. Optionally whether price is above or below the anchored average. Each condition contributes positively or negatively. The weighted combination produces the season value which is rounded. The naming of the state (Full Bull, Neutral, Full Bear etc.) is derived from where the score falls on the range. This works because combining several directional tests across related groups provides a compressed singular measure of market structure. Divergence Detection The script includes divergence logic for Bitcoin, the alternative asset basket, and the chart ticker. It evaluates pivot highs and lows in price and compares them with pivot highs and lows in their respective normalized values. The script checks for pairs of pivot points where price moves in one direction while the normalized oscillator moves in the opposite. Both regular and hidden forms are evaluated. This works because divergences highlight points where price and its normalized deviation disagree which often marks a structural imbalance. Table Output If enabled, the indicator displays a table showing the current normalized values of all monitored series along with color backgrounds reflecting structural relationships identified earlier. This supports interpretation without opening additional charts. Visual Lines and Background The script draws horizontal reference lines for several normalized levels using a fading mechanism if ghost mode is enabled. The background color changes according to the main season logic and intensifies with market wide deviations. Optional pulse effects are triggered when the bias state changes. This works because visual context helps understand how extreme the current market state is relative to its typical historical range. Alerts The indicator creates alerts for all important structural states: Bias state changes. Fast ticker moves. Fast stablecoin rises or falls. Divergence based triggers. Cross conditions corresponding to notable structural transitions. These alerts correspond exactly to the logical conditions already described. Added Value Compared to Free Alternatives It evaluates many separate market wide aggregates simultaneously rather than relying on a single comparison. It uses a consistent normalized framework so unrelated metrics become comparable. It identifies multi series coordinated shifts which many simpler indicators cannot detect. It provides a full deterministic bias state hierarchy that removes interpretation ambiguity. It includes fast movement evaluation through multi level and multi bar logic. It combines multiple categories of divergences with normalized values rather than only price based oscillators. It provides a unified season value derived from several independent binary conditions. Limitations and Situations Where It May Fall Short Normalized values depend on the chosen lookback window and may behave differently under unusual volatility regimes. If reference data feeds are incomplete or delayed the relationships may briefly reflect distorted values. Extreme single bar events can cause temporary exaggeration of normalized values before stabilization. Divergence detection depends on identifying pivots which may repaint until the pivot is confirmed. Bias states rely on hierarchical evaluation so rare but extreme conditions will override more common states by design. Sudden changes in stablecoin supply or methodology on the data source may influence stable dominance readings. How to Interpret the Values Positive normalized values indicate movement above the typical range while negative values indicate movement below the typical range. The relationships between the ticker, the alternative asset basket, dominance, and the risk composite define the structural meaning of each bias. The season value near plus 100 means most bull related conditions are simultaneously satisfied while near minus 100 means most bear related conditions are satisfied. Sharp rise or fall conditions indicate abrupt movement beyond the usual deviation. Cross conditions indicate structural transitions such as the ticker moving above or below another aggregate. Divergences indicate inconsistency between price action and normalized deviation. Best Practices for Practical Use Use the bias state as a structural context rather than a direct entry or exit trigger. Observe whether multiple aggregates align in the same direction since the script is designed around confirming coordinated behavior. Combine the season value with the main bias state to evaluate whether short term view agree with broader conditions. Use fast movement alerts for monitoring sudden volatility or intraday acceleration. Use divergence conditions to identify potential exhaustion points when the main bias does not align with price behavior. Reference the table and background colors for a quick visual overview of how several groups relate in the current moment.
Chỉ báo Pine Script®
của ZenAlgo_Official
ETHThe Indicator is using the combination of below indicators: Relative Strength Index (RSI): A momentum oscillator used to identify overbought (above 70) or oversold (below 30) conditions, which can signal potential price reversals. Moving Averages (MA & EMA): These smooth out price data to help identify the direction of the overall trend. Crossovers between different period MAs (e.g., a short-term MA crossing above a long-term MA) can generate buy or sell signals. Moving Average Convergence Divergence (MACD): A trend-following momentum indicator that shows the relationship between two moving averages. A bullish crossover (MACD line above signal line) suggests upward momentum, while a bearish crossover (MACD line below signal line) indicates downward momentum. Bollinger Bands: This volatility indicator consists of a middle band (moving average) and two outer bands based on standard deviation. Price touching the upper band may signal overbought conditions, while touching the lower band may signal oversold conditions or a potential bounce. Volume Indicators (e.g., On-Balance Volume - OBV): Volume confirms the strength of a price movement. A price increase with high volume suggests strong buying pressure, validating the trend. Ethereum Long/Short Ratio: This sentiment indicator compares the number of traders holding long positions versus short positions. A high ratio might indicate excessive bullish sentiment, potentially preceding a market correction.
Chỉ báo Pine Script®
của Zulkiflizul2018
Navidad SharksThis indicator is NOT a signal system. It is not designed for blind BUY/SELL execution. If you trade it like signals, you will most likely lose consistency. What is it then? It is a visual execution tool built around the Sharks Value Zones methodology. The indicator helps you: Define a value range Wait for a valid breakout Visualize risk (STOP) and reward (1:1) in a structured way The indicator does not make decisions for you — it gives structure. The trader still decides. ⚠️ Important for new users This is NOT an automated signal tool It only makes sense if you learn the Sharks Value Zones system inside the Sharks community Entering trades just because a BUY or SELL label appears is not the method This indicator provides levels and structure, not trade instructions. 🦈 Sharks Mindset Professional traders don’t chase signals. They repeat clear structures, disciplined execution, and controlled risk. This indicator exists to: bring order to your chart remove emotional guessing help you execute with consistency ✅ What the indicator draws Base range / Value Zone based on the selected market session Breakout direction (BUY or SELL) after the range STOP zone (risk) and 1:1 target zone (reward) Additional markers: 80% TP → price reached 80% of the target TP ✅ / STOP ❌ → trade resolution 🧩 Inputs explained (simple) Market Select the session you want to trade (NY, Europe, Crypto, etc.). This defines when the value range is calculated. Anchor boxes from range start (bars) How many candles the boxes extend to the right. Higher value = longer visual boxes. BUY/SELL label offset Moves the BUY/SELL label left or right (visual only). TP/STOP label offset Moves TP / STOP / 80% labels (visual only). ENTRY TICKS (number of breakout ticks) Filters weak breakouts. 0 = instant breakout (more signals, more sensitivity) 3–5 ticks recommended for Forex Indices and crypto may require higher values depending on volatility Use 2nd opportunity If the first trade hits STOP, the system may allow a second structured attempt on the opposite break (if enabled). This is part of the Sharks methodology, not revenge trading. 🧠 How to use it correctly Learn the Sharks Value Zones system Use the indicator as a map, not a signal Combine structure + context + risk management ==========================================
Chỉ báo Pine Script®
của AndresOlave
ORB Fusion ML AdaptiveORB FUSION ML - ADAPTIVE OPENING RANGE BREAKOUT SYSTEM INTRODUCTION ORB Fusion ML is an advanced Opening Range Breakout (ORB) system that combines traditional ORB methodology with machine learning probability scoring and adaptive reversal trading. Unlike basic ORB indicators, this system features intelligent breakout filtering, failed breakout detection, and complete trade lifecycle management with real-time visual feedback. This guide explains the theoretical concepts, system components, and educational examples of how the indicator operates. WHAT IS OPENING RANGE BREAKOUT (ORB)? Core Concept: The Opening Range Breakout strategy is based on the observation that the first 15-60 minutes of trading often establish a range that serves as support/resistance for the remainder of the session. Breakouts beyond this range have historically indicated potential directional moves. How It Works: Range Formation: System identifies high and low during opening period (default 30 minutes) Breakout Detection: Monitors price for confirmed breaks above/below range Signal Generation: Generates signals based on breakout method and filters Target Projection: Projects extension targets based on range size Why ORB May Be Effective: Opening period often represents institutional positioning Range boundaries historically act as support/resistance Breakouts may indicate strong directional bias Failed breakouts may signal reversal opportunities Note: Historical patterns do not guarantee future occurrences. SYSTEM COMPONENTS 1. OPENING RANGE DETECTION Primary ORB: Default: First 30 minutes of regular trading hours (9:30-10:00 AM ET) Configurable: 5, 15, 30, or 60-minute ranges Precision: Optional lower timeframe (LTF) data for exact high/low detection LTF Precision Mode: When enabled, system uses 1-minute data to identify precise range boundaries, even on higher timeframe charts. This may improve accuracy of breakout detection. Session ORBs (Optional): Asian Session: Typically 00:00-01:00 UTC London Session: Typically 08:00-09:00 UTC NY Session: Typically 13:30-14:30 UTC These provide additional reference levels for 24-hour markets. 2. INITIAL BALANCE (IB) The Initial Balance concept extends ORB methodology: Components: A-Period: First 30 minutes (9:30-10:00) B-Period: Second 30 minutes (10:00-10:30) IB Range: Combined high/low of both periods IB Extensions: System projects multiples of IB range (0.5×, 1.0×, 1.5×, 2.0×) as potential targets and key reference levels. Historical Context: IB methodology was popularized by traders observing that the first hour often establishes the day's trading range. Extensions beyond IB may indicate trend day development. 3. BREAKOUT CONFIRMATION METHODS The system offers three confirmation methods: A. Close Beyond Range (Default): Bullish: Close > ORB High Bearish: Close < ORB Low Most balanced approach - requires bar to close beyond level. B. Wick Beyond Range: Bullish: High > ORB High Bearish: Low < ORB Low Most sensitive - any touch triggers. May generate more signals but higher false breakout rate. C. Body Beyond Range: Bullish: Min(Open, Close) > ORB High Bearish: Max(Open, Close) < ORB Low Most conservative - entire candle body must be beyond range. Volume Confirmation: Optional requirement that breakout occurs on above-average volume (default 1.5× 20-bar average). May filter weak breakouts lacking institutional participation. 4. MACHINE LEARNING PROBABILITY SCORING The system's key differentiator is ML-based breakout filtering using logistic regression. How It Works: Feature Extraction: When breakout candidate detected, system calculates: ORB Range / ATR (range size normalization) Volume Ratio (current vs. average) VWAP Distance × Direction (alignment) Gap Size × Direction (overnight gap influence) Bar Impulse (momentum strength) Probability Calculation: pContinue = Probability breakout continues pFail = Probability breakout fails and reverses Calculated via logistic regression: P = 1 / (1 + e^(-z)) where z = β₀ + β₁×Feature₁ + β₂×Feature₂ + ... Coefficient Examples (User Configurable): pContinue Model: Intercept: -0.20 (slight bearish bias) ORB Range/ATR: +0.80 (larger ranges favored) Volume Ratio: +0.60 (higher volume increases probability) VWAP Alignment: +0.50 (aligned with VWAP helps) pFail Model: Intercept: -0.30 (assumes most breakouts valid) Volume Ratio: -0.50 (low volume increases failure risk) VWAP Alignment: -0.90 (breaking away from VWAP risky) ML Gating: When enabled, breakout only signaled if: pContinue ≥ Minimum Threshold (default 55%) pFail ≤ Maximum Threshold (default 35%) This filtering aims to reduce false breakouts by requiring favorable probability scores. Model Training: Users should backtest and optimize coefficients for their specific instrument and timeframe. Default values are educational starting points, not guaranteed optimal parameters. Educational Note: ML models assume past feature relationships continue into the future. Market conditions may change in ways not captured by historical data. 5. FAILED BREAKOUT DETECTION & REVERSAL TRADING A unique feature is automatic detection of failed breakouts and generation of counter-trend reversal setups. Detection Logic: Failure Conditions: For Bullish Breakout that fails: - Initially broke above ORB High - After N bars (default 3), price closes back inside range - Must close below (ORB High - Buffer) - Buffer = ATR × 0.1 (default) For Bearish Breakout that fails: - Initially broke below ORB Low - After N bars, price closes back inside range - Must close above (ORB Low + Buffer) Automatic Reversal Entry: When failure detected, system automatically: Generates reversal entry at current close Sets stop loss beyond recent extreme + small buffer Projects 3 targets based on ORB range multiples Target Calculations: For failed bullish breakout (now SHORT): Entry = Close (when failure confirmed) Stop = Recent High + (ATR × 0.10) T1 = ORB High - (ORB Range × 0.5) // 50% retracement T2 = ORB High - (ORB Range × 1.0) // Full retracement T3 = ORB High - (ORB Range × 1.5) // Beyond opposite boundary Trade Lifecycle Management: The system tracks reversal trades in real-time through multiple states: State 0: No trade State 1: Breakout active (monitoring for failure) State 2: Breakout failed (not used currently) State 3: Reversal entry taken State 4: Target 1 hit State 5: Target 2 hit State 6: Target 3 hit State 7: Stopped out State 8: Complete Real-Time Tracking: MFE (Maximum Favorable Excursion): Best price achieved MAE (Maximum Adverse Excursion): Worst price against position Dynamic Lines & Labels: Visual updates as trade progresses Color Coding: Green for hit targets, gray for stopped trades Visual Feedback: Entry line (solid when active, dotted when stopped) Stop loss line (red dashed) Target lines (green when hit, gray when stopped) Labels update in real-time with status This complete lifecycle tracking provides educational insight into trade development and risk/reward realization. Educational Context: Failed breakouts are a recognized pattern in technical analysis. The theory is that trapped traders may need to exit, creating momentum in the opposite direction. However, not all failed breakouts result in profitable reversals. 6. EXTENSION TARGETS System projects Fibonacci-based extension levels beyond ORB boundaries. Bullish Extensions (Above ORB High): 1.272× (ORB High + ORB Range × 0.272) 1.5× (ORB High + ORB Range × 0.5) 1.618× (ORB High + ORB Range × 0.618) 2.0× (ORB High + ORB Range × 1.0) 2.618× (ORB High + ORB Range × 1.618) 3.0× (ORB High + ORB Range × 2.0) Bearish Extensions (Below ORB Low): Same multipliers applied below ORB Low Visual Representation: Dotted lines until reached Solid lines after price touches level Color coding (green for bullish, red for bearish) These serve as potential profit targets and key reference levels. 7. DAY TYPE CLASSIFICATION System attempts to classify trading day based on price movement relative to Initial Balance. Classification Logic: IB Extension = (Current Price - IB Boundary) / IB Range Day Types: Trend Day: Extension ≥ 1.5× IB Range - Strong directional movement - Price extends significantly beyond IB Normal Day: Extension between 0.5× and 1.5× - Moderate movement - Some extension but not extreme Rotation Day: Price stays within IB - Range-bound conditions - Limited directional conviction Historical Context: Day type classification comes from market profile analysis, suggesting different trading approaches for different conditions. However, classification is backward-looking and may change throughout the session. 8. VWAP INTEGRATION Volume-Weighted Average Price included as institutional reference level. Calculation: VWAP = Σ(Typical Price × Volume) / Σ(Volume) Typical Price = (High + Low + Close) / 3 Standard Deviation Bands: Band 1: VWAP ± 1.0 σ Band 2: VWAP ± 2.0 σ Usage: Alignment with VWAP may indicate institutional support Distance from VWAP factored into ML probability scoring Bands suggest potential overbought/oversold extremes Note: VWAP is widely used by institutional traders as a benchmark, but this does not guarantee its predictive value. 9. GAP ANALYSIS Tracks overnight gaps and fill statistics. Gap Detection: Gap Size = Open - Previous Close Classification: Gap Up: Gap > ATR × 0.1 Gap Down: Gap < -ATR × 0.1 No Gap: Otherwise Gap Fill Tracking: Monitors if price returns to previous close Calculates fill rate over time Displays previous close as reference level Historical Context: Market folklore suggests "gaps get filled," though statistical evidence varies by market and timeframe. 10. MOMENTUM CANDLE VISUALIZATION Optional colored boxes around candles showing position relative to ORB. Color Coding: Blue: Inside ORB range Green: Above ORB High (bullish momentum) Red: Below ORB Low (bearish momentum) Bright Green: Breakout bar Orange: Failed breakout bar Gray: Stopped out bar Lime: Target hit bar Provides quick visual context of price location and key events. DISPLAY MODES Three complexity levels to suit different user preferences: SIMPLE MODE Minimal display focusing on essentials: ✓ Primary ORB levels (High, Low, Mid) ✓ Basic breakout signals ✓ Essential dashboard metrics ✗ No session ORBs ✗ No IB analysis ✗ No extensions Best for: Clean charts, beginners, focus on core ORB only STANDARD MODE Balanced feature set: ✓ Primary ORB levels ✓ Initial Balance with extensions ✓ Session ORBs (Asian, London, NY) ✓ VWAP with bands ✓ Breakout and reversal signals ✓ Gap analysis ✗ Detailed statistics Best for: Most traders, good balance of information and clarity ADVANCED MODE Full feature set: ✓ All Standard features ✓ ORB extensions (1.272×, 1.5×, 1.618×, 2.0×, etc.) ✓ Complete statistics dashboard ✓ Detailed performance metrics ✓ All visual enhancements Best for: Experienced users, research, full analysis DASHBOARD INTERPRETATION Main Dashboard Sections: ORB Status: Status: Complete / Building / Waiting Range: Actual range size in price units Trade State: State: Current trade status (see 8 states above) Vol: Volume confirmation (Confirmed / Low) Targets (when reversal active): T1, T2, T3: Hit / Pending / Stopped Color: Green = hit, Gray = pending or stopped ML Section (when enabled): ML: ON Pass / ON Reject / OFF pC/pF: Probability scores as percentages Setup: Action: LONG / SHORT / REVERSAL / FADE / WAIT Grade: A+ to D based on confidence Status: ACTIVE / STOPPED / T1 HIT / etc. Conf: Confidence percentage Context: Bias: Overall market direction assessment VWAP: Above / Below / At VWAP Gap: Gap type and fill status Statistics (Advanced Mode): Bull WR: Bullish breakout win rate Bear WR: Bearish breakout win rate Rev WR: Reversal trade win rate Rev Count: Total reversals taken Narrative Dashboard: Plain-language interpretation: Phase: Building ORB / Trading Phase / Pre-market Status: Current market state in plain English ML: Probability scores Setup: Trade recommendation with grade All metrics based on historical simulation, not live trading results. USAGE GUIDELINES - EDUCATIONAL EXAMPLES Getting Started: Step 1: Chart Setup Add indicator to chart Select appropriate timeframe (1-5 min recommended for ORB trading) Choose display mode (start with Standard) Step 2: Opening Range Formation During first 30 minutes (9:30-10:00 ET default) Watch ORB High/Low levels form Note range size relative to ATR Step 3: Breakout Monitoring After ORB complete, watch for breakout candidates Check ML scores if enabled Verify volume confirmation Step 4: Signal Evaluation Consider confidence grade Review trade state and targets Evaluate risk/reward ratio Interpreting ML Scores: Example 1: High Probability Breakout Breakout: Bullish pContinue: 72% pFail: 18% ML Status: Pass Grade: A Interpretation: - High continuation probability - Low failure probability - Passes ML filter - May warrant consideration Example 2: Rejected Breakout Breakout: Bearish pContinue: 48% pFail: 52% ML Status: Reject Grade: D Interpretation: - Low continuation probability - High failure probability - ML filter blocks signal - Small 'X' marker shows rejection Note: ML scores are mathematical outputs based on historical data. They do not guarantee outcomes. Reversal Trade Example: Scenario: 9:45 AM: Bullish breakout above ORB High 9:46 AM: Price extends to +0.8× ORB range 9:48 AM: Price reverses, closes back below ORB High 9:49 AM: Failure confirmed (3 bars inside range) System Response: - Marks failed breakout with 'FAIL' label - Generates SHORT reversal entry - Sets stop above recent high - Projects 3 targets - Trade State → 3 (Reversal Active) - Entry line and targets display Potential Outcomes: - Stop hit → State 7 (Stopped), lines gray out - T1 hit → State 4, T1 line turns green - T2 hit → State 5, T2 line turns green - T3 hit → State 6, T3 line turns green All tracked in real-time with visual updates. Risk Management Considerations: Position Sizing Example: Account: $25,000 Risk per trade: 1% = $250 Stop distance: 1.5 ATR = $150 per share Position size: $250 / $150 = 1.67 shares (round to 1) Stop Loss Guidelines: Breakout trades: ORB midpoint or opposite boundary Reversal trades: System-provided stop (recent extreme + buffer) Never widen system stops Target Management: Consider scaling out at T1, T2, T3 Trail stops after T1 reached Full exit if stopped These are educational examples, not recommendations. Users must develop their own risk management based on personal tolerance and account size. OPTIMIZATION SUGGESTIONS For Stock Indices (ES, NQ): Suggested Settings: ORB Timeframe: 30 minutes Confirmation: Close Volume Filter: ON (1.5×) ML Filter: ON Display Mode: Standard Rationale: 30-min ORB standard for equity indices Close confirmation balances speed and reliability Volume important for institutional participation ML helps filter noise Historical Observation: Indices often respect ORB levels during regular hours. For Individual Stocks: Suggested Settings: ORB Timeframe: 5-15 minutes Confirmation: Close or Body Volume Filter: ON (1.8-2.0×) RTH Only: ON Failed Breakouts: ON Rationale: Shorter ORB may be appropriate for volatile stocks Volume critical to filter low-liquidity moves RTH avoids pre-market noise Failed breakouts common in stocks For Forex: Suggested Settings: ORB Timeframe: 60 minutes Session ORBs: ON (Asian, London) Volume Filter: OFF or low threshold 24-hour mode: ON Rationale: Forex trades 24 hours, need session awareness Volume data less reliable in forex Longer ORB for slower forex movement For Crypto: Suggested Settings: ORB Timeframe: 30-60 minutes Confirmation: Body (more conservative) Volume Filter: ON (2.0×+) Display Mode: Advanced Rationale: High volatility requires conservative confirmation Volume crucial to distinguish real moves from noise 24-hour market benefits from multiple session ORBs ML COEFFICIENT TUNING Users can optimize ML model coefficients through backtesting. Approach: Data Collection: Review rejected breakouts - were they correct to reject? Pattern Analysis: Which features correlate with success/failure? Coefficient Adjustment: Increase weights for predictive features Threshold Tuning: Adjust minimum pContinue and maximum pFail Validation: Test on out-of-sample data Example Optimization: If finding: High-volume breakouts consistently succeed Low-volume breakouts often fail Action: Increase pCont w(Volume Ratio) from 0.60 to 0.80 Increase pFail w(Volume Ratio) magnitude (more negative) If finding: VWAP alignment highly predictive Gap direction not helpful Action: Increase pCont w(VWAP Distance×Dir) from 0.50 to 0.70 Decrease pCont w(Gap×Dir) toward 0.0 Important: Optimization should be done on historical data and validated on out-of-sample periods. Overfitting to past data does not guarantee future performance. STATISTICS & PERFORMANCE TRACKING System maintains comprehensive statistics: Breakout Statistics: Total Days: Number of trading days analyzed Bull Breakouts: Total bullish breakouts Bull Wins: Breakouts that reached 2.0× extension Bull Win Rate: Percentage that succeeded Bear Breakouts: Total bearish breakouts Bear Wins: Breakouts that reached 2.0× extension Bear Win Rate: Percentage that succeeded Reversal Statistics: Reversals Taken: Total failed breakouts traded T1 Hit: Number reaching first target T2 Hit: Number reaching second target T3 Hit: Number reaching third target Stopped: Number stopped out Reversal Win Rate: Percentage reaching at least T1 Day Type Statistics: Trend Days: Days with 1.5×+ IB extension Normal Days: Days with 0.5-1.5× extension Rotation Days: Days staying within IB Extension Statistics: Average Extension: Mean extension level reached Max Extension: Largest extension observed Gap Statistics: Total Gaps: Number of significant gaps Gaps Filled: Number that filled during session Gap Fill Rate: Percentage filled Note: All statistics based on indicator's internal simulation logic, not actual trading results. Past statistics do not predict future outcomes. ALERTS Customizable alert system for key events: Available Alerts: Breakout Alert: Trigger: Initial breakout above/below ORB Message: Direction, price, volume status, ML scores, grade Frequency: Once per bar Failed Breakout Alert: Trigger: Breakout failure detected Message: Reversal setup with entry, stop, and 3 targets Frequency: Once per bar Extension Alert: Trigger: Price reaches extension level Message: Extension multiple and price level Frequency: Once per bar per level IB Break Alert: Trigger: Price breaks Initial Balance Message: Potential trend day warning Frequency: Once per bar Reversal Stopped Alert: Trigger: Reversal trade hits stop loss Message: Stop level and original entry Frequency: Once per bar Target Hit Alert: Trigger: T1, T2, or T3 reached Message: Which target and price level Frequency: Once per bar Users can enable/disable alerts individually based on preferences. VISUAL CUSTOMIZATION Extensive visual options: Color Schemes: All colors fully customizable: ORB High, Low, Mid colors Extension colors (bull/bear) IB colors VWAP colors Momentum box colors Session ORB colors Display Options: Line widths (1-5 pixels) Box transparencies (50-95%) Fill transparencies (80-98%) Momentum box transparency Label Behavior: Label Modes: All: Always show all labels Adaptive: Fade labels far from price Minimal: Only show labels very close to price Label Proximity: Adjustable threshold (1.0-5.0× ATR) Labels beyond threshold fade or hide Reduces clutter on wide-range charts Gradient Fills: Optional gradient zones between levels: ORB High to Mid (bullish gradient) ORB Mid to Low (bearish gradient) Creates visual "heatmap" of tension FREQUENTLY ASKED QUESTIONS Q: What timeframe should I use? A: ORB methodology is typically applied to intraday charts. Suggestions: 1-5 min: Active trading, multiple setups per day 5-15 min: Balanced view, clearer signals 15-30 min: Higher timeframe confirmation The indicator works on any timeframe, but ORB is traditionally an intraday concept. Q: Do I need the ML filter enabled? A: This is a user choice: ML Enabled: Fewer signals Potentially higher quality (filters low-probability) Requires coefficient optimization More complex ML Disabled: More signals Simpler operation Traditional ORB approach May include lower-quality breakouts Consider paper trading both approaches to determine preference. Q: How should I interpret pContinue and pFail? A: These are probability estimates from the logistic regression model: pContinue 70% / pFail 25%: Model suggests favorable continuation odds pContinue 45% / pFail 55%: Model suggests breakout likely to fail pContinue 60% / pFail 35%: Borderline, depends on thresholds Remember: These are mathematical outputs based on historical feature relationships. They are not certainties. Q: Should I always take reversal trades? A: Reversal trades are optional setups. Considerations: Potential Advantages: Trapped traders may need to exit Clear stop loss levels Defined targets Potential Risks: Counter-trend trading Original breakout may resume Requires quick reaction Users should evaluate reversal setups like any other trade based on personal strategy and risk tolerance. Q: What if ORB range is very small? A: Small ranges may indicate: Low volatility session opening Potential for expansion later Less reliable breakout levels Considerations: Larger ranges often more significant Small ranges may need wider stops relative to range ORB Range/ATR ratio helps normalize The ML model includes this via the ORB Range/ATR feature. Q: Can I use this on stocks, forex, crypto? A: System is adaptable: Stocks: Designed primarily for stock indices and equities. Use RTH mode. Forex: Enable session ORBs. Volume filter less relevant. Adjust for 24-hour nature. Crypto: Very volatile. Consider conservative confirmation method (Body). Higher volume thresholds. Each market has unique characteristics. Extensive testing recommended. Q: How do I optimize ML coefficients? A: Systematic approach: Collect data on 50-100+ breakouts Note which succeeded/failed Analyze feature values for each Identify correlations Adjust coefficients to emphasize predictive features Validate on different time period Iterate Alternatively, use regression analysis on historical breakout data if you have programming skills. Q: What does "Stopped Out" mean for reversals? A: Reversal trade hit its stop loss: Price moved against reversal position Original breakout may have resumed Trade closed at loss Lines and labels gray out Trade State → 7 This is part of normal trading - not all reversals succeed. Q: Can I change ORB timeframe intraday? A: ORB timeframe setting affects the next day's ORB. Current day's ORB remains fixed. To see different ORB sizes, you would need to change setting and wait for next session. Q: Why do rejected breakouts show an 'X'? A: When "Mark Rejected Breakout Candidates" enabled: Small 'X' appears when ML filter rejects a breakout Shows where system prevented a signal Useful for model calibration Helps evaluate if ML making good decisions You can disable this marker if it creates clutter. ADVANCED CONCEPTS 1. Adaptive vs. Static ORB: Traditional ORB uses fixed time windows. This system adds adaptability through: ML probability scoring (adapts to current conditions) Multiple session ORBs (adapts to global markets) Failed breakout detection (adapts when setup fails) Real-time trade management (adapts as trade develops) This creates a more dynamic approach than simple static levels. 2. Confluence Scoring: System internally calculates confluence (agreement of factors): Breakout direction Volume confirmation VWAP alignment ML probability scores Gap direction Momentum strength Higher confluence typically results in higher grade (A+, A, B+, etc.). 3. Trade State Machine: The 8-state system provides complete trade lifecycle: State 0: Waiting → No setup State 1: Breakout → Monitoring for failure State 2: Failed → (transition state) State 3: Reversal Active → In counter-trend position State 4: T1 Hit → First target reached State 5: T2 Hit → Second target reached State 6: T3 Hit → Third target reached (full success) State 7: Stopped → Hit stop loss State 8: Complete → Trade resolved Each state has specific visual properties and logic. 4. Real-Time Performance Attribution: MFE/MAE tracking provides insight: Maximum Favorable Excursion (MFE): Best price achieved during trade Shows potential if optimal exit used Educational metric for exit strategy analysis Maximum Adverse Excursion (MAE): Worst price against position Shows drawdown during trade Helps evaluate stop placement These appear in Narrative Dashboard during active reversals. THEORETICAL FOUNDATIONS Why Opening Range Matters: Several theories support ORB methodology: 1. Information Incorporation: Opening period represents initial consensus on overnight news and pre-market sentiment. Range boundaries may reflect this information. 2. Order Flow: Institutional traders often execute during opening period, establishing supply/demand zones. 3. Behavioral Finance: Traders psychologically anchor to opening range levels. Self-fulfilling prophecy may strengthen these levels. 4. Market Microstructure: Opening auction establishes price discovery. Breaks beyond may indicate new information or momentum. Academic Note: While ORB is widely used, academic evidence on its effectiveness varies. Like all technical analysis, it should be evaluated empirically for each specific application. Machine Learning in Trading: This system uses supervised learning (logistic regression): Advantages: Interpretable (can see feature weights) Fast calculation Probabilistic output Well-understood mathematically Limitations: Assumes linear relationships Requires feature engineering Needs periodic retraining Not adaptive to regime changes automatically More sophisticated ML (neural networks, ensemble methods) could potentially improve performance but at cost of interpretability and speed. Failed Breakouts & Market Psychology: Failed breakout trading exploits several concepts: 1. Stop Hunting: Large players may push price to trigger stops, then reverse. 2. False Breakouts: Insufficient conviction leads to failed breakout and quick reversal. 3. Trapped Traders: Those who entered breakout now forced to exit, creating momentum opposite direction. 4. Mean Reversion: After failed directional attempt, price may revert to range or beyond. These are theoretical frameworks, not guaranteed patterns. BEST PRACTICES - EDUCATIONAL SUGGESTIONS 1. Paper Trade Extensively: Before live trading: Test on historical data Forward test in real-time (paper) Evaluate statistics over 50+ occurrences Understand system behavior in different conditions 2. Start with Simple Mode: Initial learning: Use Simple or Standard mode Focus on primary ORB only Master basic breakout interpretation Add features incrementally 3. Optimize ML Coefficients: If using ML filter: Backtest on your specific instrument Note which features predictive Adjust coefficients systematically Validate on out-of-sample data Re-optimize periodically 4. Respect Risk Management: Always: Define maximum risk per trade (1-2% recommended) Use system-provided stops Size positions appropriately Never override stops wider Keep statistics of your actual trading b]5. Understand Context: Consider: Is it a trending or ranging market? What's the day type developing? Is volume confirming moves? Are you aligned with VWAP? What's the overall market condition? Context may inform which setups to emphasize. 6. Journal Results: Track: Which setup types work best for you Your execution quality Emotional responses to different scenarios Missed opportunities and why Losses and lessons Systematic journaling improves over time. FINAL EDUCATIONAL SUMMARY ORB Fusion ML combines traditional Opening Range Breakout methodology with modern enhancements: ✓ ML Probability Scoring: Filters breakouts using logistic regression ✓ Failed Breakout Detection: Automatic reversal trade generation ✓ Complete Trade Management: Real-time tracking with visual updates ✓ Multi-Session Support: Asian, London, NY ORBs for global markets ✓ Institutional Reference: VWAP and Initial Balance integration ✓ Comprehensive Statistics: Track performance across breakout types ✓ Full Customization: Three display modes, extensive visual options ✓ Educational Transparency: Dashboard shows all relevant metrics This is an educational tool demonstrating advanced ORB concepts. Critical Reminders: The system: ✓ Identifies potential ORB breakout and reversal setups ✓ Provides ML-based probability estimates ✓ Tracks trades through complete lifecycle ✓ Offers comprehensive performance statistics Users must understand: ✓ No system guarantees profitable results ✓ Past performance does not predict future results ✓ All indicators require proper risk management ✓ Paper trading essential before live trading ✓ Market conditions change unpredictably ✓ This is educational software, not financial advice Success requires: Proper education, disciplined risk management, realistic expectations, personal responsibility for all trading decisions, and understanding that indicators are tools, not crystal balls. For Educational Use Only - ORB Fusion ML Development Staff ⚠️ FINAL DISCLAIMER This indicator and documentation are provided strictly for educational and informational purposes. NOT FINANCIAL ADVICE: Nothing in this guide constitutes financial advice, investment advice, trading advice, or any recommendation to buy or sell any security or engage in any trading strategy. NO GUARANTEES: No representation is made that any account will or is likely to achieve profits or losses similar to those shown. The statistics, probabilities, and examples are from historical backtesting and do not represent actual trading results. SUBSTANTIAL RISK: Trading involves substantial risk of loss and is not suitable for every investor. The high degree of leverage can work against you as well as for you. YOUR RESPONSIBILITY: You are solely responsible for your own trading decisions. You should conduct your own research, perform your own analysis, paper trade extensively, and consult with qualified financial advisors before making any trading decisions. NO LIABILITY: The developers, contributors, and distributors of this indicator disclaim all liability for any losses or damages, direct or indirect, that may result from use of this indicator or reliance on any information provided. PAPER TRADE FIRST: Users are strongly encouraged to thoroughly test this indicator in a paper trading environment before risking any real capital. By using this indicator, you acknowledge that you have read this disclaimer, understand the substantial risks involved in trading, and agree that you are solely responsible for your own trading decisions and their outcomes. Educational Software Only | Trade at Your Own Risk | Not Financial Advice Taking you to school. — Dskyz, Trade with insight. Trade with anticipation.
Chỉ báo Pine Script®
của DskyzInvestments
2
Breakout Pro (B:Pro) v4.0Breakout PRO (B:Pro) v4.0 is a multi-filter breakout and trend suite designed for discretionary trading on any symbol and timeframe. It combines a custom EMA cloud, volatility and momentum filters, higher-timeframe trend, and quality scoring into one tool, instead of using multiple separate indicators. Core concept The script builds a three-layer EMA cloud around price. The relative position of fast, mid, and slow EMAs plus an ATR padding defines: Bull regime: stacked EMAs with cloud acting as dynamic support Bear regime: stacked EMAs with cloud acting as dynamic resistance Neutral regime: mixed EMAs, cloud fades to neutral color This cloud defines the main trend and the breakout levels (cloud upper / cloud lower). A higher-timeframe 200 EMA (configurable timeframe) adds a long-term bias filter. Support, resistance and structure Last confirmed swing high and swing low are detected with pivot logic and plotted as dotted support / resistance lines. These levels are invalidated with a small ATR buffer when price clearly breaks them. Optional long-term EMA targets (T1 and T2, default 233 and 377) are plotted on the price scale as potential mean-reversion or trend-continuation targets. Filters used in entries Long and short breakout signals are only shown when multiple conditions agree. You can enable or disable each filter: Volume: current volume vs volume SMA MACD: direction and histogram momentum RSI: classic OB/OS, with sentiment-adjusted levels Stoch RSI: direction of K vs D in valid zones Bollinger Bands + Keltner Channel: squeeze and BB breakouts VWAP: price relative to VWAP ADX: trend strength threshold OBV and Ichimoku: optional extra trend confirmation A separate Market Sentiment input (Standard, Bullish, Bearish, Consolidation) shifts RSI zones, ADX threshold, and volume requirements so the same logic adapts to different environments. Signals and exits The main entry logic: Long signal: bull EMA stack, breakout above the last pivot resistance and above the upper cloud, plus all enabled long filters are satisfied. Short signal: mirror conditions below support and below the lower cloud. Trade state is tracked inside the script: ATR-based stop level is set on entry using mode-dependent ATR multipliers. Optional maximum trade duration (different for Short, Mid and Long modes). Exit markers are plotted when stops are hit, the cloud / EMA stack flips against the trade, MACD or RSI contradict the position, or the time limit is exceeded. Additional icons mark: Strong breakouts / breakdowns with large ATR and volume Squeeze releases after a volatility contraction EMA cross signals Continuation and potential reversal zones inside the cloud Optional RSI divergence arrows based on a separate RSI tuned per trade mode. Quality and safety scoring For every entry the script computes: Safety score (1–3): based mainly on volume, ADX trend strength, and alignment with the cloud regime. Quality score (1–3): based on BB breakout, MACD and RSI agreement, and whether the signal matches the selected market sentiment. You can: Show small S/Q labels next to the entry signal Use the fixed panel in the bottom-left corner to view the last 5 trade events (opens, closes, crosses) with their S and Q values. Inputs and layout options Key inputs: Trade Mode: Short (e.g. 30 min), Mid (e.g. 4h), Long (e.g. 1D+). Adjusts EMA lengths, ATR settings and the RSI length used for divergences. Market Sentiment: adjusts filters as described above. Per-filter toggles for volume, MACD, RSI, Stoch RSI, BB, Ichimoku, ADX, OBV, VWAP, HTF levels. Panel size: Desktop, Phone, or None for the signal history table. Side labels: Desktop (full text labels on the price scale) or Phone (compact labels without text) for better compatibility on small screens. Usage notes This is a technical analysis tool, not a trading system or financial advice. Signals are calculated on closed data without intentional look-ahead, but values on the current forming bar can still change until the bar closes. Use the script as a structured framework for trend, breakout and confluence analysis, and always confirm signals with your own risk management and testing.
Chỉ báo Pine Script®
của synthexlive