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Exhaustion

DIVERGENCE WAVE [ZynAlgo]Overview ZynAlgo DIVERGENCE WAVE is a momentum-divergence oscillator designed to analyze the relationship between directional volume pressure, internal market participation, wave-based delta momentum, and structural exhaustion behavior. The system transforms buying and selling activity into a smoothed quantitative wave structure called the Divergence Wave. This helps traders identify: Hidden market weakness Buyer or seller exhaustion Divergence structures Momentum inefficiencies Potential reversal regions Unlike traditional RSI or MACD divergence systems, ZynAlgo DIVERGENCE WAVE focuses on the interaction between: Price expansion Delta participation imbalance Structural wave deterioration This creates an adaptive interpretation of market pressure across trending and volatile environments. Chart example: Core System Architecture The indicator is built around seven major components: Quantum Delta Wave Engine Critical Exhaustion Thresholds Structural Divergence Engine Premium Oscillator Visualization Overlay Signal Layer Metric Dashboard System Smart Alert Matrix Each component contributes to filtering noise and improving divergence quality. 1. Quantum Delta Wave Engine The Quantum Delta Wave Engine is the mathematical core of the system. It evaluates: Bullish participation Bearish participation Relative volume dominance Wave engine example: The engine separates volume into two categories: Bullish Volume Volume generated when candles close bullish. Bearish Volume Volume generated when candles close bearish. The system smooths both streams using EMA calculations to reduce market noise and produce a cleaner flow structure. The final output becomes the Divergence Wave. This wave represents the current dominance between buyers and sellers. Wave Interpretation Positive Divergence Wave Buyers dominate market participation. Bullish pressure is increasing. Market momentum may support continuation. Negative Divergence Wave Sellers dominate market participation. Bearish pressure is increasing. Downside pressure becomes stronger. Flattening Wave Participation imbalance weakens. Trend momentum may be slowing. Potential transition or consolidation may develop. 2. Critical Exhaustion Thresholds The system uses two major exhaustion regions: Threshold example:
Chỉ báo Pine Script®
của ZynAlgo
Exhaustion Candles MTF DashboardExhaustion Candles (MTF) + Table OVERVIEW This indicator detects "exhaustion candles" — climactic bars that frequently appear where a move runs out of momentum and price reverses or stalls. It detects them on the chart timeframe and also reports the same logic across three higher timeframes (5m, 15m, 1h) in an on-chart table, so you get multi-timeframe context from a single pane. WHAT IS AN EXHAUSTION CANDLE An exhaustion candle represents a climactic push followed by rejection: an outsized bar on heavy participation that gets faded by the close, leaving a long wick. This script defines one precisely so the signal is objective rather than discretionary. HOW IT WORKS (CALCULATIONS) A bar is flagged as exhaustion only when ALL three conditions are true on that bar: 1. Range spike — the bar's range (high minus low) is greater than its average range over the lookback period multiplied by the Range Spike Multiplier. Average range = SMA(high - low, Lookback). 2. Volume spike — volume is greater than its average over the lookback period multiplied by the Volume Spike Multiplier. Average volume = SMA(volume, Lookback). This check can be disabled for symbols without reliable volume. 3. Rejection wick — the rejection wick is larger than the candle body times the Wick > Body Ratio, AND it is the dominant wick of the bar. Direction is then assigned: • Bullish exhaustion (potential top) = the UPPER wick is the dominant rejection wick. • Bearish exhaustion (potential bottom) = the LOWER wick is the dominant rejection wick. MULTI-TIMEFRAME TABLE The same calculation is requested for the 5m, 15m and 1h timeframes and shown in a table: • "Now" = whether that timeframe's latest bar is currently an exhaustion candle. • "Last Signal" = the direction of the most recent exhaustion and how many bars ago it occurred (counted in that timeframe's own bars). The table header shows a CONFIRMED / LIVE banner indicating the current data mode (see below). CONFIRMED vs LIVE (REPAINTING) MODE • CONFIRMED (default, non-repainting): each timeframe's value is taken from its last closed bar, so values do not change on the currently forming bar. Recommended for decisions and for honest historical behavior. • LIVE: values reflect the still-forming higher-timeframe bar. They update in real time but can change before that bar closes. Use only as an early, tentative read. HOW TO USE Treat exhaustion as a context and confluence tool rather than a standalone entry. Signals are strongest when they occur into support/resistance or when multiple timeframes show exhaustion in the same direction (for example 5m aligning with 15m). Use the table for higher-timeframe context while trading a lower timeframe. Increase the range and volume multipliers and the wick-to-body ratio for fewer but stronger signals, and tune them to the symbol and timeframe you trade. SETTINGS • Detection: Average Lookback, Range Spike Multiplier, Volume Spike Multiplier, Wick > Body Ratio, Require Volume Spike, Non-repainting (confirmed bars only). • Colors: separate bullish and bearish exhaustion colors for the 5m and 15m charts, plus an "Other" color set for any other timeframe. • Table: show/hide, placement, and text size. • Alerts: bullish exhaustion and bearish exhaustion conditions are included. LIMITATIONS Bar coloring can only be applied to the chart's own timeframe (a Pine Script limitation), which is why the cross-timeframe view is provided through the table. Exhaustion is a context signal and does not guarantee a reversal. This script is published for educational purposes only and is not financial advice. Always test and manage risk before trading.
Chỉ báo Pine Script®
của StonkTrader4
MACD Dive [TTM Squeeze | Dual Lock %R]Disclaimer : This indicator is not financial advice and is strictly for educational and informational purposes only. The metrics and signals provided herein (including momentum crosses, trend saturation state icons, and squeeze markers) are calculated based on historical market data and do not guarantee future performance. Trading stocks and commodities involves significant risk of loss. The user assumes full responsibility for all trading decisions and should always perform their own due diligence before executing trades. MACD Dive is a multi-state momentum and volatility context engine. By layering momentum oscillation (MACD/PPO/MACD-V) with market stalemates (volatility squeeze) and trend exhaustion (Dual %R saturation), this suite transforms a standard MACD into a multi-dimensional 'No-Go' gatekeeper. This synergy is what gives the engine its edge: it actively blocks the trader from whipsawing in sideways chop or buying into a dying trend, highlighting high-probability market turns where momentum, volatility, and trend capacity perfectly align. Standard oscillators have a scaling problem. This script lets you choose your engine: MACD (Classic): Measures momentum in absolute dollars. Great for visual reactivity, but a "2.0" reading means something different on a $5 stock versus a $500 stock. PPO (Percentage): Measures momentum in percentages. Standardizes the reading across all assets, making it ideal for fixed-rule algorithmic trading. MACD-V (Volatility Normalized): This divides the MACD by the Average True Range (ATR). It measures momentum in "Units of Volatility," mathematically adapting to market chaos so that signals remain consistent across both different assets and shifting volatility regimes (quiet markets vs chaotic markets). This suite includes a fully optimized divergence detection engine: Regular Divergence (Solid Lines): Identifies Trend Reversals. Price pushes to a new extreme, but momentum fails to follow, signaling exhaustion. Hidden Divergence (Dashed Lines): Identifies Trend Continuations (Slingshots). Price pulls back, but momentum fully resets, signaling a high-probability entry in the direction of the dominant trend. Located in your chosen corner, the HUD provides an instant visual readout with hover tooltips for active Engine Mode, %R Fatigue state, Oscillator crossover validation, and Squeeze environment. Vertical background highlights in green or red represent filter-passed momentum crossovers, like the MACD bullish cross. Use the extensive inline tooltips in the indicator's settings panel for a comprehensive breakdown of every tunable parameter. Adaptive Time-Frames & RSI Gatekeeper Think of this as an automated gear shifter. When looking at lower timeframes (below a user-defined boundary, e.g. 1 hour), the engine automatically scales down to tight, agile lookback periods. When viewing high timeframes, it dials up to filter out noise. Buying a bullish MACD cross when the RSI is already at 85 increases risk of buying the top when the tank is empty. The optional RSI Safety Filter acts as a strict ceiling/floor blocker. If momentum crosses upward but the asset is mathematically overbought, the indicator suppresses the background highlight. It prevents signals on MACD crosses that have no fuel left. VOLATILITY ENGINE: BB-KC Squeeze Radar Building on John Carter’s TTM Squeeze by mapping the contraction of Bollinger Bands inside Keltner Channels to identify market stalemates. The implementation here color codes between a Loose Squeeze (BB inside 1.5 KC) and a hyper-compressed Tight Squeeze (BB inside 1.0 KC) to show the staged intensity of the coiled spring. While the market coils sideways, a 20-period Linear Regression calculates the trajectory of price deviation inside the bands. The directional bias is shown by customizable markers on the zero line (default ⌃ or ⌄). This reveals hidden institutional accumulation or distribution before the trigger is pulled. To bypass "dead money" risk, the script tracks the first clean candle close or intraday pierce outside the Keltner bounds following a squeeze, catching the expansion phase exactly as it starts. Furthermore, it accounts for the "Disappearing Mark" phenomenon. Bollinger Bands expand instantly when price moves, causing standard squeeze signals to vanish 1-3 bars before the real breakout candle. This script uses a memory state to remember recent compression, firing a "squeeze release" marker (default ❖) the exact moment price closes outside the Keltner bounds. Trade the release, not the waiting room. Note: While MACD Dive tracks this compression mathematically on its zero-line, you can see the actual physical boundaries of the breakout by pairing it with my companion Swing Data suite . Plotting its Keltner Channel at 1.5 multiplier over your price chart allows you to visually verify the exact moment the squeeze release mark is ignited. SATURATION ENGINE: Dual-Lock %R and Momentum Rot This suite tracks sustained trend maturity using a fast/slow dual Williams %R setup. The conceptual pairing of a fast and slow %R to identify overbought/oversold exhaustion is credited to upslidedown's excellent Trend Exhaustion indicator . I highly recommend applying their script to your chart if you want to visually learn how the two %R lines interact. While upslidedown’s implementation offers multiple display modes to paint visual boxes and exhaustion zones directly over price action, the focus here is on the discrete icons for trend status at the top and bottom of the MACD pane: Ignition (·), Saturation (□), and Fatigue (×). This suite adapts native ta.wpr() math assuming the trader is already familiar with Dual %R mechanics. Specific "Sprint" and "Marathon" tuning guidance is provided in the tooltips: heavily smoothing the fast line to ignore intraday noise, while lightly smoothing the macro slow line to preserve its reach into extreme zones. It also features one major addition: the Stall. While Dual %R tracks Price Location (confirming price is structurally pinned at the highs), it doesn't track Velocity (confirming energy is sustained). To solve this, a Stoch RSI "Rot" detector runs quietly inside the saturation state. If price continues to float at the highs but internal velocity drops below a critical threshold, the script overlays a Stall marker (•). Designed as a "one-shot" early warning, it fires only on the first detection per trend saturation leg to prevent chart clutter. This differentiates a strong trend lock from a rotting lock, warning us that the move is running on fumes: giving us the exact cue to tighten stops, trim into parabolic strength, and strictly avoid adding new size. BACKTESTER READY Out-of-the-box compatibility with a comprehensive built-in README guide is available directly inside the settings menu. For traders who prefer a "Diamond Hands" approach, the indicator fully maps to Jason5480's TTS Framework convention, outputting strict integer states (1, -1, 2, -2) to hold full position size until the trailing macro baseline completely fractures. My personal backtester, Cosmos Signal Commander (which may be released to the public in the future), broadcasts a composite float signal capable of managing active trade positioning. It tracks entries, hard stops, and partial take-profits (swapping the trailing stop from tight to a wide "runner" buffer upon hitting extended ATR targets). PERFORMANCE OPTIMIZATION O(1) Memory States: Replaced lag-heavy ta.barssince() and 50-bar for loops in the Divergence engine with O(1) var state trackers. String Caching: HUD table strings are built once in the global var scope to prevent constant memory allocation and garbage collection lag. UI Mutation: The HUD uses table.cell_set_* to alter data dynamically, bypassing the stutter caused by destroying and redrawing tables on every tick. Native C++ Backend: Replaced custom highest/lowest math arrays with native ta.wpr() functions for the %R engine to maximize computation speed. Ghost State Resets: When switching the backtester logic to "Long Only" mode, the engine actively hunts and kills lingering short-memory variables so they don't inadvertently suppress valid long signals.
Chỉ báo Pine Script®
của GoldenCosmos
2
Phase Exhaustion Reversal [BullByte]Phase Exhaustion Reversal (PXR) is an intraday reversal engine that measures one specific market phenomenon: the moment a short-horizon directional burst exhausts itself against a broader structural gradient. It is built on a single mathematical primitive - directional efficiency - applied at two horizons, and turns the gap between them into an exhaustion-detection framework. This is not a mashup of existing indicators. The entire engine is derived from one calculation family: how cleanly price travels over a window. The regime classifier, the signal trigger, the risk engine, and the dashboard are all layers of that single concept rather than separate components. --- Why This Indicator Exists Most reversal tools fire on oscillator extremes or candlestick patterns. They answer the question "is price stretched?" but not "has the energy actually run out? " A market can stay stretched for a long time before reverting. PXR was built to answer a more precise question: when has a short-horizon momentum burst exhausted its energy against the prevailing structural direction? That moment - the exhaustion-and-recede - is what PXR isolates. The phenomenon being studied can be observed on historical price data. When price moves with high short-horizon efficiency in a direction that contradicts the medium-horizon efficiency gradient, that move is consuming energy faster than structure supports. Such bursts can appear to exhaust and then realign with the broader gradient on historical data. PXR visualizes that potential realignment as an observation worth studying. --- Why a Trader Might Use It Intraday traders on 5-minute and 15-minute charts frequently face counter-trend bursts that look like reversals but are actually just temporary dislocations. PXR offers a structured way to read those bursts: it waits for the burst to peak, confirms the peak has begun receding, and only then marks the realignment as armed. The next-bar open execution model means the entry price on the chart matches what a real-time observer could actually have achieved. PXR is designed for traders who want a single coherent reading of market state - regime, bias, setup progression, and signal - rather than juggling multiple unrelated indicators. --- The Concept Imagine price as a hiker walking through terrain. Two things can be measured about that hiker over any window of time: One - how far they ended up from where they started. This is transport. Two - how much total ground they covered while getting there. This is agitation. The ratio of transport to agitation is efficiency. If a hiker walked 100 meters in a straight line, transport equals agitation, and efficiency is 1.0 - perfectly directional. If a hiker zigzagged 500 meters total but ended up only 100 meters away, efficiency is 0.2 - most of the energy was wasted on the zigzag. PXR computes this efficiency at two horizons simultaneously. The short horizon (around 35 minutes of bars, regardless of timeframe, by default) captures reactive bursts. The medium horizon (around 2 hours of bars by default) captures the structural gradient - the broader direction price is actually flowing in. When the short-horizon efficiency spikes far from the medium-horizon efficiency, the two have dislocated. PXR normalizes this dislocation into a value called the Phase Gap. When the Phase Gap stretches to an extreme and then begins to recede, the short-horizon burst is exhausting. If the medium-horizon gradient points the opposite direction at that moment, PXR marks a realignment signal - the observed behavior is a possible realignment with the structural gradient. --- What Makes This Different From a Standard Momentum Tool Three architectural choices separate PXR from typical oscillator-based reversal tools. First, the use of two-horizon efficiency phase-gap normalization. The raw difference between two efficiency readings is rescaled by its own rolling maximum so the threshold stays meaningful across all volatility regimes. A 0.6 reading means the same thing on a quiet day as on a volatile one. Second, regime-conditional adaptive thresholds. The signal threshold is not a fixed constant. It adapts based on whether the market is currently classified as Extended (clean trend), Compressed (range), Transitioning (regime shifting), or Neutral. Each regime gets a different sensitivity, and each timeframe gets its own scaling on top of that. Third, an exhaustion-and-recede state machine gated by structural gradient sign. The signal does not fire when the Phase Gap simply crosses a level. It fires only when the gap has first reached a qualified peak and then receded by a meaningful fraction of that peak - confirming exhaustion has begun - and only when that exhaustion direction opposes the sign of the medium-horizon efficiency. This is a directional fade of short-horizon energy against the prevailing structural gradient. --- Mathematical Foundation The script is built from three primitive calculations. All other logic flows from these. Transport over n bars equals close minus close n bars ago. This measures net displacement. Agitation over n bars equals the sum of absolute bar-to-bar price changes across that window. This measures total path length. Efficiency over n bars equals transport divided by agitation. This produces a signed value bounded between -1 and +1. Positive values indicate net upward directional purity, negative values indicate net downward directional purity, and values near zero indicate chop. The Phase Gap is the short-horizon efficiency minus the medium-horizon efficiency, divided by the rolling maximum of the absolute raw gap. This normalization keeps the Phase Gap roughly within plus or minus one regardless of market conditions. A realignment signal fires when the Phase Gap has peaked beyond a regime-adjusted threshold and then receded by a meaningful fraction of that peak, AND the sign of the medium-horizon efficiency points in the direction opposite to the burst that just exhausted. This calculation family is conceptually related to efficiency-ratio style measurements. PXR's originality lies in the multi-horizon phase-gap construction, the regime-adaptive thresholding, and the exhaustion-and-recede state machine. --- Recommended Timeframes and Markets PXR is built for intraday operation. The timeframe-adaptive logic is tuned for 1-minute through 15-minute charts. The default Auto-Scale setting recalibrates the horizons so the same physical time window of analysis is used regardless of timeframe. The phenomenon PXR studies appears most cleanly on liquid intraday instruments. Crypto majors such as BTCUSDT and ETHUSDT on 5-minute and 15-minute charts work well because crypto exhibits meaningful path tortuosity - the agitation-to-transport ratio carries real information. Index futures such as NQ and ES on 5-minute and 15-minute charts also work, though session boundaries can affect the normalization window on overnight sessions. PXR is built for intraday use. Higher timeframes such as 1H, 4H, or daily may behave differently because the regime thresholds and recede fractions are tuned for intraday energy cycles rather than multi-day structural shifts. --- Chart Examples The two examples below are illustrative historical signals chosen to show the engine's mechanics and visual elements. They are not representative of typical or expected outcomes. Many signals fail and reach the INVALIDATION level instead. These examples are educational only. 1. Example - Bull Realignment on BTCUSDT 15m The annotated chart shows a complete PXR realignment cycle. Price experienced a sharp short-horizon bearish burst from roughly 77,650 down to 76,150. During this drop, the medium-horizon efficiency gradient remained bullish - the slower 24-bar window still carried the structural upward bias from earlier hours. The yellow diagonal line traces this bullish medium-horizon gradient that the bearish burst was working against. At the bottom of the move, the Phase Gap reached its negative peak . The bearish burst's energy was fully spent. The yellow rectangle marks the exhaustion zone where two indecision candles stalled the fall. Beginning shortly after, the Phase Gap began receding from its negative peak. Once it had receded by the configured fraction, the exhaustion-and-recede condition was satisfied. The medium-horizon efficiency was still positive, so the structural gradient gate qualified the direction. The state machine flipped upward and the signal armed on the close of the trigger bar. On the next bar, the entry executed at the open at 76,410. The four rails drew automatically - INVALIDATION at 75,982, TARGET 1 at 76,923, TARGET 2 at 77,351. In this illustrative example, the price moved upward after the signal and later reached TARGET 1 and TARGET 2. This is one historical instance only. Outcomes vary, and many signals reach the INVALIDATION level instead. 2. Example - Bear Realignment and Engine This chart illustrates three aspects of PXR that complement the phenomenon view. First, the engine is bidirectional. The red downward callout marks a BEAR realignment signal. A short-horizon bullish burst pushed price upward over several hours. When that burst exhausted near 77,400, the Phase Gap reached its positive peak . As the gap began receding and the medium-horizon gradient pointed bearish, the exhaustion-and-recede condition triggered a BEAR signal . The four rails drew at INVALIDATION 77,465, ENTRY 76,765, TARGET 1 75,925, and TARGET 2 75,226. Second, the regime ribbon is visible across the background. Subtle orange tints mark COMPRESSED periods where both efficiencies are low and the market is consolidating. Subtle cyan tints mark TRANSITIONING periods where the Phase Gap has stretched far and a regime shift is underway. These background colors give an at-a-glance read of market state without requiring a glance at the dashboard. Third, the live dashboard in the top-right shows engine state in real time. State, Setup, Bias, Phase Gap, and Last all update on every bar. The five-line legend overlay explains what each field represents. At the moment of this screenshot, the BEAR signal was Triggered, the regime was COMPRESSED , and the Phase Gap reading was -0.07 - a sign the dislocation had largely normalized after the signal fired. Together with the dashboard and regime ribbon, the engine provides a continuous reading of market state - not just point-in-time signals, but a live framework that contextualizes each signal as it forms. --- How to Read the Chart PXR draws several elements. Each one represents something specific. The PHASE EXHAUSTION label, marked with an upward or downward arrow, appears at the bar where the signal arms. An upward arrow with the text " Realign Up " means a short-horizon bearish burst has exhausted against a bullish gradient , and the studied behavior is upward realignment. A downward arrow means the opposite. The label is anchored outside the bar's price extreme so it does not clash with other chart elements. The ENTRY rail is a dashed line drawn at the open of the bar immediately after the signal armed. This is the reference entry level. The script does not place orders - it visualizes the reference level a real-time user could have acted on. The INVALIDATION rail is a solid red line. If price reaches this level, the realignment thesis is rejected. This level is calculated as the worse of two values: a structural swing high or low with an ATR buffer, or a minimum ATR-floored distance from entry. Whichever is further from entry is used. This guarantees the invalidation level is never crammed inside short-term noise. The TARGET 1 and TARGET 2 rails are teal solid lines placed at user-configurable R-multiples of the invalidation distance. These represent profit objectives. The defaults are 1.2R and 2.2R, which can be modified in the Risk Settings group. All four rails extend forward bar by bar while the trade is conceptually active, and their labels trail slightly ahead of the live bar so they remain visible at the right edge of the chart. The regime ribbon is a subtle background tint. Red indicates an Extended regime, orange indicates Compressed, cyan indicates Transitioning, and faint grey indicates Neutral. The ribbon helps users see at a glance which regime the engine currently classifies the market in. The active tint colors bars green during an active long observation and red during an active short observation. This is purely visual and can be toggled off. --- How to Read the Dashboard The dashboard sits in the top-right of the chart and shows six live readings. State shows the current regime classification. Extended means the medium-horizon efficiency is high - the market has a clean directional gradient. Compressed means both efficiencies are low - the market is ranging. Transitioning means the Phase Gap has stretched far - a regime change is in progress. Neutral means none of the above. Setup shows the realignment setup progress. No Setup means nothing is forming. Forming means the Phase Gap has reached 60 percent of the threshold. Watching means the Phase Gap has reached 85 percent of the threshold - a setup is building but no signal has fired yet. Armed means a confirmed signal has fired and is awaiting next-bar execution. Triggered means a trade observation is currently active. Bias shows the direction of the medium-horizon efficiency gradient. BULL means the structural gradient points up. BEAR means it points down. A dash means it is neutral. Phase Gap shows the live normalized Phase Gap value, roughly bounded within plus or minus one. The color brightens when the absolute value exceeds the threshold. Last shows the direction of the most recently triggered realignment. --- Settings Explained Core Settings. Auto-Scale Horizons: when on, the Short and Medium horizons are automatically recomputed per timeframe so the analysis covers similar physical time on every chart. When off, the manually entered horizon lengths are used. Recommended on for users who switch between timeframes. Short Horizon: bars used to measure short-horizon efficiency. Lower values are more reactive but noisier. Default 7. Ignored when Auto-Scale is on. Medium Horizon: bars used to measure the structural efficiency gradient. Should span one meaningful intraday cycle. Default 24. Ignored when Auto-Scale is on. Phase Gap Threshold: the normalized Phase Gap level required for a peak to qualify as exhaustion-grade. Higher values yield fewer but stronger signals. Default 0.58. Cooldown Bars: minimum bars between two consecutive signals. Prevents clustering during noisy regimes. Default 3. Risk Settings. ATR Length: the ATR window used for the volatility-based stop floor. Default 14. ATR Floor Multiplier: minimum stop distance expressed as a multiple of ATR. Ensures the stop is never inside short-term noise. Default 1.0. TP1 R-Multiple: first profit target expressed as a multiple of the invalidation distance. Default 1.2. TP2 R-Multiple: final profit target expressed as a multiple of the invalidation distance. Default 2.2. Visuals. Show Regime Ribbon: toggles the background regime tint. Show Active Tint: toggles the green or red bar coloring during an active observation. Show Dashboard: toggles the top-right state dashboard. --- Execution Model - Why This Is Honest PXR uses a strict two-bar workflow. The signal arms only on the close of a confirmed bar - this is enforced by a barstate-confirmed gate inside the engine. The entry then executes at the open of the next bar. This means the entry price shown on the chart matches what a real-time user could have achieved by placing a market order the moment the signal arms. This workflow prevents the most common form of repaint illusion. The script does not use lookahead data. It does not use future bars. It does not modify past signal positions. Historical signals on the chart represent the same logic that fires in real time. --- What the Indicator Does Not Do PXR does not predict future price. It identifies a measurable energy state and labels the observation. It does not place trades. It does not guarantee outcomes. It does not work on all markets in all conditions. It is not a substitute for risk management, position sizing, or contextual judgment. The realignment behavior is an observed tendency on historical data, not a certainty or guarantee. The invalidation rail exists precisely because failure is expected and must be bounded. --- Limitations You Should Know Session boundaries on instruments such as NQ and ES can compress the rolling normalization window during overnight low-liquidity periods. This can make the Phase Gap appear weaker than it would on a continuous session. The engine is intentionally reversal-focused. It does not generate continuation signals. In strong trending markets, reversal signals may underperform compared to a continuation tool because the structural gradient is not exhausting - it is reinforcing itself. Auto-Scale produces horizon values that may differ substantially from the manual input defaults. If a user toggles Auto-Scale off after operating with it on, the manual values will be used immediately and behavior will shift. On very long historical lookbacks at 1-minute resolution, the efficiency calculation may require additional processing time due to the bar-by-bar path-length computation. If performance is a concern, reducing the Medium Horizon input or enabling Auto-Scale on faster timeframes will reduce the load. --- Disclaimer This script is provided for educational and analytical use only. It does not provide financial, investment, or trading advice. It does not guarantee any specific outcome. Past behavior of the indicator on historical data does not imply future results. Markets carry risk. Use independent judgment, sound risk control, and full market context before acting on any signal or observation produced by this tool. The author is not responsible for any decisions made on the basis of this script.
Chỉ báo Pine Script®
của BullByte
4
Delta Heiken Ashi - ReversalsThis indicator identifies significant delta pressure reversals on Heiken Ashi candles, marking where sustained buying or selling runs exhaust and flip. Built on the same delta-colored Heiken Ashi engine as the original indicator, this version adds filtered reversal markers designed to catch meaningful intraday turning points rather than bar-by-bar momentum reads. How it works: The indicator tracks "runs" — consecutive periods where estimated delta stays on one side of zero (net buying or net selling). When a run ends and delta flips, the completed run is evaluated against multiple filters. Only significant reversals get marked. Three filters must all pass: Run Duration — The prior run must last a minimum number of bars. Brief delta spikes don't count. Swing Size — Peak delta during the run must exceed a threshold relative to recent delta activity. Weak, indecisive runs are filtered out. Run Volume — The run's average volume per bar must meet a minimum fraction of the overall average volume. This naturally filters thin overnight sessions where delta is noisy and unreliable. Separate RTH and OVN settings — Regular Trading Hours and overnight sessions have independent thresholds for run duration, swing size, and volume requirements. OVN moves develop slower and on thinner volume, so they need different parameters. Each session can be toggled on or off independently. ⚠️ Important: This is not true delta. Delta is approximated by attributing each bar's volume based on where price closed within its range. This is directionally useful but it is not actual order flow from Level 2 data. Pairs well with support/resistance levels, market structure indicators, or any framework where knowing when a move is exhausting adds edge.
Chỉ báo Pine Script®
của TatankaTrading
MTF Kinetic Oscillator | Rainbow MatrixGENERAL OVERVIEW The MTF Kinetic Oscillator is a multi-timeframe order-flow probability oscillator that fuses 5 timeframes into a single composite score, blended with three independent order-flow sensors (CVD, Volume Climax, Squeeze) and plotted against a self-adaptive Fibonacci channel that recalibrates to current volatility conditions. Instead of treating an oscillator as a fixed 0-100 envelope where the same threshold means the same thing across all market regimes, the indicator continuously classifies the current score against an adaptive channel — and colors the chart accordingly. The main goal of this indicator is to give traders a clean, automatic read on where the order-flow consensus sits across 5 timeframes simultaneously, and how stretched that consensus is relative to its own recent statistical range — without having to manually monitor multiple oscillators on multiple timeframes. Every value the oscillator displays is the result of a weighted aggregation of 5 timeframe scores, modulated by order-flow sensors, and contextualized against an adaptive channel. It plots a single score line that travels through five color zones (yellow, orange, red, purple for upper extremes; green, teal, blue, aqua for lower extremes), each corresponding to a probabilistic regime. Combined with the Info Panel HUD, Vacuum Trail convergence lines, and Black Swan dynamic glow, the indicator gives a complete read on order-flow direction, statistical position, and proximity to exhaustion zones — all from a single oscillator pane. This indicator was developed for traders who already understand oscillator-based indicators (RSI, MFI, Stochastic, CCI) and want a multi-timeframe aggregation that calibrates its thresholds to current volatility instead of using fixed 0-100 boundaries. WHAT IS THE THEORY BEHIND THIS INDICATOR? Most oscillators on TradingView — RSI, MFI, CCI, Stochastic, and their derivatives — share two common architectural choices: they operate on a single timeframe, and they classify against fixed thresholds (typically 70/30 or 80/20). This treats every market regime as statistically equivalent. The problem: market regimes are not equivalent. A score of 75 during a tight-range, low-volatility period is structurally different from a score of 75 during a volatile expansion phase. Fixed thresholds applied to a non-stationary distribution produce systematic mismatches — overbought readings that resolve into further upside, oversold readings that continue lower, signals that appear at the wrong moments precisely when volatility shifts regimes. This mismatch becomes most visible during transitions between volatility regimes: trend climaxes, capitulation lows, squeeze breakouts. This indicator addresses both issues at once. First, the per-timeframe score is built from a Log-Normal Z-Score regression of price (which respects the asymmetric distribution of returns) blended with RSI through a sigmoid normalization. Second, the 5 per-timeframe scores are aggregated through Fibonacci weights (0.15 / 0.20 / 0.25 / 0.25 / 0.15) into a single global score — giving the most weight to the middle macro horizons rather than the shortest or longest timeframes. Third, the global score is plotted not against fixed 0-100 thresholds, but against a self-adaptive channel whose boundaries are re-computed every bar from the highest and lowest scores in the lookback window, smoothed by EMA, and proportioned by Fibonacci ratios (1.50/1.85, 1.85/1.85, 2.75/1.85, 3.85/1.85). The three order-flow sensors — CVD Z-Score, Volume Climax, and Squeeze — operate as modulators of the base score: the CVD bonus amplifies the score when directional order pressure dominates (clamped at ±12 points), Volume Climax drag dampens the score when abnormal volume is detected (statistical exhaustion signal), and the Squeeze damper compresses score amplitude to 25% during compressed-volatility regimes (suppressing false signals during low-conviction lateral phases). Why traders use it: each color zone on the chart represents a different probabilistic regime, calibrated to current volatility. When the score sits between the median and the inner band (yellow/green), the order-flow consensus is in normal operating range — equilibrium. When the score crosses into the second band (orange/teal), the move has crossed into directional territory. The third band (red/blue) marks the threshold beyond which most of the impulse has already happened — exhaustion. The fourth band (purple/aqua) marks the tail of the distribution — a Black Swan event in Taleb's sense — where score positions rarely persist under normal volatility conditions. The three order-flow sensors and the adaptive Fibonacci channel are not independent layers stacked in the same pane. They map three different aspects of the same question: where the multi-timeframe order-flow consensus currently sits (the score), how that consensus is being modulated by live order-flow pressure (the sensors), and how stretched that modulated value is relative to its own recent statistical range (the channel). The integration of all three components into a single oscillator is the reason they exist in one script rather than as three separate indicators: the cross-component blending is what surfaces multi-sensor confluence that separate-script approaches cannot produce. MTF KINETIC OSCILLATOR FEATURES The indicator includes 6 main features: Multi-Timeframe Score Engine CVD Order-Flow Sensor Volume Climax and Squeeze Sensors Adaptive Fibonacci Channel Vacuum Trail and Black Swan Dynamic Glow Info Panel HUD and Alerts Multilingual interface and full customization across all visual layers. MULTI-TIMEFRAME SCORE ENGINE 🔹 What It Does The core of the indicator. For each of the 5 configured radar timeframes, the engine performs three operations: ◇ Calculates a Log-Normal Z-Score regression of price (hlc3 transformed via natural logarithm, fitted with linear regression, residuals normalized by their own standard deviation). ◇ Computes a per-timeframe RSI at a Fibonacci-aligned length (8, 13, 21, 34, 55 — one per timeframe). ◇ Blends the Z-Score (via sigmoid normalization) and the RSI into a single per-timeframe score, bounded 0-100. The 5 per-timeframe scores are then aggregated through Fibonacci weights (0.15 / 0.20 / 0.25 / 0.25 / 0.15) into a single global score representing the multi-horizon order-flow consensus. 🔹 Method The regression runs in log space, addressing the asymmetric nature of price distribution that linear estimators (such as the Simple Moving Average) fail to account for. The directional reference (high vs low) is selected per bar based on candle direction — green candles use the high (upward pressure reference), red candles use the low (downward pressure reference). This produces a Z-Score that reflects the directional intent of each bar rather than the midpoint average. The sigmoid normalization compresses Z-Scores into a bounded 0-100 range without losing the asymmetric information of extreme values. The RSI component anchors the score to a familiar momentum reference, blending two independent signal families into one bounded value per timeframe. 🔹 Hierarchical Weighting The five timeframes are weighted by structural significance using Fibonacci proportions: ◇ TF1 (Trigger, default 5): weight 15% — fastest reactivity, lowest weight. ◇ TF2 (Intraday, default 13): weight 20% — session-scale resolution. ◇ TF3 (Macro 1, default 55): weight 25% — backbone of the score. ◇ TF4 (Macro 2, default 233): weight 25% — institutional reference horizon. ◇ TF5 (Base, default 987): weight 15% — macro trend anchor. The middle horizons (TF3 and TF4) carry the highest weight because they typically represent the most structurally significant reference for institutional decision-making — short enough to react to current conditions, long enough to filter intraday noise. CVD ORDER-FLOW SENSOR 🔹 What It Does The CVD (Cumulative Volume Delta) sensor estimates the difference between buyer and seller volume per bar — measuring market-order aggression. The signed delta is normalized to a Z-Score against a 50-period rolling reference, and the resulting bonus is clamped at ±12 points before being added to the global score. 🔹 Method For each bar, total volume is split between buyer share (proportional to `close - low / range`) and seller share (proportional to `high - close / range`). The signed delta is the difference. A 50-period mean and standard deviation define the reference; the current delta is expressed as a Z-Score against that reference, then multiplied by 4 and clamped to ±12 to control its contribution to the final score. 🔹 Why It Matters The Z-Score component answers "where is the multi-timeframe consensus", and the RSI component answers "what is the momentum". The CVD sensor answers a separate question: "who is currently aggressive in the order book". When the multi-timeframe consensus is bullish and CVD aggression confirms it, the bonus amplifies the score. When the consensus is bullish but CVD shows seller aggression, the bonus subtracts from the score — surfacing a divergence between consensus and order-flow. VOLUME CLIMAX AND SQUEEZE SENSORS 🔹 Volume Climax A standalone sensor that detects abnormal volume conditions (volume Z-Score above 3.0). When triggered, a climax drag is applied to the score, signaling potential exhaustion. The HUD reports this state explicitly in the Status row. 🔹 Squeeze A volatility-compression detector based on the percentage-rank of the current range against a 20-period lookback. When the range compresses to its 15th percentile or lower, the squeeze flag activates and the score amplitude is dampened to 25% of its normal range — preventing false directional signals during compressed-volatility regimes. 🔹 Why They Matter These sensors operate on a different axis from the price-direction sensors. Volume Climax surfaces statistical exhaustion before it becomes visible in price; Squeeze suppresses noise during periods when the oscillator would otherwise produce false reads. Together they make the oscillator behave correctly during regime transitions, where standard oscillators are typically least reliable. ADAPTIVE FIBONACCI CHANNEL 🔹 What It Does The global score is plotted against a self-adaptive channel rather than against fixed 0-100 thresholds. The channel boundaries are re-computed every bar from the highest and lowest scores in a 50-bar lookback window, smoothed by 10-period EMA, and then proportioned through Fibonacci ratios into four zones: ◇ Z-Breathing (inner, yellow/green) — ratio 1.50 / 1.85 (≈ 0.811) ◇ Z-Alert (upper limit, orange/teal) — ratio 1.85 / 1.85 = 1.000 (the visible anchor) ◇ Z-Exhaustion (outer, red/blue) — ratio 2.75 / 1.85 (≈ 1.486) ◇ Black Swan (extreme edge, purple/aqua) — ratio 3.85 / 1.85 (≈ 2.081) 🔹 Why It Adapts Fixed thresholds (70/30 or 80/20) treat every volatility regime as equivalent. The adaptive channel calibrates the rainbow visual to the actual statistical envelope of the current regime — overbought during a low-volatility consolidation does not mean the same as overbought during a volatility expansion, and the channel reflects that. 🔹 Visual Rendering The space between adjacent channel boundaries is filled with a semi-transparent color matching the zone palette (toggleable via "Show Thermal Zone Fills"). This makes the current zone immediately visible without having to read the score number — the visual position alone tells you the regime. VACUUM TRAIL AND BLACK SWAN DYNAMIC GLOW 🔹 Vacuum Trail Ghost convergence lines projecting from exhaustion extremes back toward the channel median. The lines anchor at a level 15% inside the inner Breathing zone (not at the channel boundary itself), which produces visual convergence inward rather than along the edge — useful for anticipating the typical mean-reversion path after extreme touches. 🔹 Black Swan Dynamic Glow The outermost ±3.85σ-equivalent boundaries are rendered as a main line plus a wide outer glow whose intensity scales with the score's distance from the boundary. The glow becomes bright when the score is near the Black Swan zone and fades when far — drawing visual attention only when the statistical tail is approached. 🔹 Why They Matter Both elements give the oscillator a sense of direction beyond the score's current position: the Vacuum Trail visualizes the expected return path during exhaustion; the Black Swan Glow makes statistical tail events visible at a glance, before the score itself crosses the boundary. INFO PANEL HUD AND ALERTS 🔹 What the HUD Shows A compact corner panel reports six live values: ◇ SCORE — the current global score (0-100) with color matching the active channel zone ◇ PROB. — the absolute probability (distance from neutral 50 expressed as percentage) ◇ DIRECTION — BUY / SELL / NEUTRAL based on score position relative to the median ◇ CHANNEL — current channel regime classification (Uptrend / Downtrend / Sideways / Compression / Expansion) ◇ RHYTHM — score velocity classification (Fast / Slow) ◇ STATUS — Black Swan / Squeeze / Climax / Neutral, prioritized by severity 🔹 Customization The HUD can be positioned in any of the four chart corners and rendered in any of five font sizes. The display language is controlled by the System Language input. 🔹 Alerts Three alert types are available: ◇ Exhaustion Alert — fires when the score crosses above 85% (buying exhaustion) or below 15% (selling exhaustion). ◇ Squeeze Alert — fires when the squeeze flag activates (volatility compression detected). ◇ Black Swan Alert — fires when the score enters the ±3.85σ-equivalent extreme zone; uses an edge-trigger arm/disarm mechanism (fires once on entry, locks while inside, re-arms only on exit). All alerts are gated by `barstate.isconfirmed` and use `alert.freq_once_per_bar` to prevent duplicate firings on the same candle. Five `alertcondition` blocks are also exposed for users who prefer the TradingView alert UI. MULTILINGUAL INTERFACE The indicator supports five languages for the HUD display and alert messages: English (default), Português, Español, Русский, and 中文 (Chinese). Code, comments, group names and input labels remain in English regardless of the selected language. For reference, the English text of all multilingual UI strings used in the HUD and alerts: ◇ BUY / SELL / NEUTRAL — direction states ◇ SQUEEZE — Low Volatility. Await the Explosion. ◇ CLIMAX — Abnormal Volume Detected. Possible Exhaustion. ◇ UPTREND / DOWNTREND / SIDEWAYS / COMPRESSION / EXPANSION — channel states ◇ FAST / SLOW — rhythm states ◇ SCORE: / DIRECTION: / CHANNEL: / RHYTHM: ◇ BLACK SWAN — EXTREME HIGH / BLACK SWAN — EXTREME LOW ◇ Buying Exhaustion Alert: " Buying Exhaustion: Score above 85%. High reversal probability." ◇ Selling Exhaustion Alert: " Selling Exhaustion: Score below 15%. High reversal probability." ◇ Squeeze Alert: " Squeeze Active: Volatility maximally compressed. Explosion imminent." ◇ Black Swan Alert: " Score reached the dynamic channel's extreme zone. Maximum statistical tension. Reversal probable." HOW TO USE This indicator is not a signal generator. It is a state classifier: it tells you where the multi-timeframe order-flow consensus currently sits, how stretched that consensus is relative to its own recent statistical range, and which order-flow regime (climax, squeeze, normal) is currently active. 🔹 Reading the Oscillator ◇ The score line color matches the active channel zone — visual position alone identifies the regime. ◇ The HUD reports the score numerically and classifies the channel/rhythm/status in plain language. ◇ Vacuum Trail lines indicate the expected mean-reversion path during exhaustion conditions. ◇ Black Swan glow intensity scales with proximity to the statistical extreme. 🔹 Tactical Reading ◇ Score between dyn_mid and inner band: equilibrium zone. Order-flow consensus is in normal range. ◇ Score crossing into the Alert band: directional move asserting itself across multiple timeframes. ◇ Score at the Exhaustion band: most of the impulse has already happened — continuation in trend direction becomes structurally less favorable. ◇ Score touching the Black Swan band: statistical tail event. Mean-reversion context is elevated, but regime change is also possible — the boundary itself is adaptive, so a sustained breach indicates the volatility envelope expanding. ◇ Squeeze state active: oscillator is operating in low-conviction mode. Wait for squeeze release before trusting directional reads. ◇ Climax state active: abnormal volume has been detected. Exhaustion context is present regardless of score position. 🔹 Multi-Timeframe Reading ◇ The default radar configuration (5/13/55/233/987) follows Fibonacci minute periods and is calibrated for intraday and swing trading. ◇ For scalping, configure shorter timeframes (e.g., 1/3/8/21/55). ◇ For position trading, configure longer timeframes (e.g., 60/240/D/W/M). ◇ The middle-weighted timeframes (TF3 and TF4) carry the most influence — choose them carefully. INPUTS EXPLAINED 🔹 System Language Display language for the HUD and alert messages. Options: English (default), Português, Español, Русский, 中文 (Chinese). 🔹 MTF Synchronization (TF1 to TF5) Configure each of the five timeframes to aggregate. Defaults: 5, 13, 55, 233, 987 (Fibonacci minutes). Weights are fixed at 15/20/25/25/15 percent respectively. 🔹 Show Thermal Zone Fills Toggle for the semi-transparent rainbow fills between adjacent channel boundaries. 🔹 Show Vacuum Trail (Ghost Lines) Toggle for the convergence ghost lines from exhaustion extremes back toward the channel median. 🔹 Show Dynamic Median Line Toggle for the channel midline (dyn_mid) — the adaptive zero-reference of the oscillator. 🔹 Show Black Swan Lines (Dynamic Glow) Toggle for the outermost ±3.85σ-equivalent boundaries with proximity glow. 🔹 Show Info Panel Toggle for the corner HUD reporting score, direction, channel, rhythm, and status. 🔹 Panel Position Position of the HUD on the chart. Four corners available: Bottom Right (default), Bottom Left, Top Right, Top Left. 🔹 Font Size HUD font size. Options: Tiny (default), Small, Normal, Large, Huge. 🔹 Exhaustion Alert Toggle for the alert that fires when the score crosses ±85/15 thresholds. 🔹 Squeeze Alert Toggle for the alert that fires when the squeeze flag activates. 🔹 Black Swan Alert Toggle for the alert that fires when the score enters the adaptive extreme zone. IMPORTANT NOTES The MTF Kinetic Oscillator works on any timeframe. The default MTF configuration (5/13/55/233/987 in minutes) is calibrated for intraday and swing trading on liquid instruments. The Fibonacci-aligned RSI lengths (8/13/21/34/55) and per-timeframe data lengths (288/96/72/60/40) are tuned to provide roughly equivalent statistical resolution across all five horizons. The indicator works best on instruments with reliable volume data: crypto perpetual contracts, large-cap equities, futures, major forex pairs. On low-volume instruments, the CVD component becomes less reliable, though the score engine and channel continue to function correctly using the Z-Score and RSI components alone. Alerts fire once per confirmed bar. The Black Swan alert uses an edge-trigger arm/disarm mechanism that prevents repeated firings while the score remains inside the extreme zone. Historical bars never repaint after they close. The live bar updates intra-bar as expected for a real-time indicator. The Value Area calibration factor (vp_k = 2.51) used internally by the score engine for the Volume Profile distance component is tuned to approximate the conventional 70% Value Area definition. The Fibonacci sigma multipliers (1.50, 1.85, 2.75, 3.85) used by the adaptive channel are intentionally non-standard — they are Fibonacci-inspired proportions, not arbitrary choices, and they map to four behavioral regimes derived from observation rather than to integer statistical thresholds. Pine Script v6. Open-source under Mozilla Public License 2.0. UNIQUENESS The MTF Kinetic Oscillator is unique in four ways. First, it operates across 5 timeframes simultaneously, aggregating per-timeframe scores via Fibonacci-proportioned weights (0.15 / 0.20 / 0.25 / 0.25 / 0.15) rather than operating on a single timeframe like RSI, MFI, CCI, or Stochastic. Second, the per-timeframe score is built from a Log-Normal Z-Score regression of price (which respects the asymmetric distribution of returns) blended with RSI through sigmoid normalization — producing a bounded composite that combines two independent signal families per horizon. Third, the global score is plotted not against fixed 0-100 thresholds but against a self-adaptive Fibonacci channel whose boundaries are recomputed every bar from the highest and lowest scores in the lookback window — calibrating the rainbow visual to current volatility regime rather than to static numerical levels. Fourth, three independent order-flow sensors (CVD Z-Score, Volume Climax detection, and Squeeze volatility compression) modulate the score continuously, with the Squeeze damper compressing score amplitude to 25% during low-conviction lateral phases — suppressing false directional signals at exactly the moments standard oscillators are typically least reliable. The combination of Fibonacci-weighted multi-timeframe aggregation, log-space Z-Score plus RSI per timeframe, adaptive Fibonacci channel, and three order-flow modulators produces an oscillator that behaves differently from single-timeframe and fixed-threshold oscillators, particularly during volatility regime transitions where standard oscillators are least reliable.
Chỉ báo Pine Script®
của rainbowmatrix
Climax Volume Reversal Radar Detecting abnormal volume spikes that may signal exhaustion, capitulation, or reversal pressure. Climax Volume Reversal Radar is a volume-based exhaustion indicator designed to highlight abnormal volume spikes that may occur near potential short-term reversal zones. The indicator compares current volume against a recent average volume baseline and marks bars when volume expands above a user-defined risk multiplier. It focuses on two types of potential climax events: Bullish Climax Condition: Detected when price is trading below its previous reference close, the candle closes bearish, and current volume is significantly above average. This may represent aggressive selling pressure, possible capitulation, or a potential bullish reversal watch zone. Bearish Climax Condition: Detected when price is trading above its previous reference close, the candle closes bullish, and current volume is significantly above average. This may represent aggressive buying pressure, possible exhaustion, or a potential bearish reversal watch zone. The indicator also includes an optional volume moving average to help traders compare current activity against normal participation levels. This tool can be useful for identifying: - Volume climaxes - Potential exhaustion points - Possible capitulation zones - Abnormal market participation - Short-term reversal watch areas - High-volume emotional candles Best used with support and resistance, VWAP, trend structure, liquidity zones, or price action confirmation. This indicator does not predict reversals automatically and should not be used as a standalone trading system. How it works: The indicator calculates an average volume baseline using recent bars and compares the current volume against that baseline. When current volume exceeds the average by the selected multiplier, the script checks whether price is moving aggressively upward or downward. A high-volume bearish candle may suggest selling climax or capitulation. A high-volume bullish candle may suggest buying climax or exhaustion. These events do not guarantee a reversal. They are best interpreted as warning zones where emotional market participation may be increasing. Inputs: Show MA: Enables or disables the volume moving average. Length MA: Controls the length of the volume moving average. Taking Close: Defines how many bars back the script uses as the reference close for directional comparison. Risk Factor: Controls how much current volume must exceed average volume before a climax condition is detected. Higher values create fewer but stronger signals. Limitations: - A climax volume bar does not guarantee a reversal. - Strong trends can continue after a volume spike. - Signals may appear late if the exhaustion move is already extended. - The indicator does not include trend filters, stops, targets, or confirmation logic. - Volume data may vary across assets, brokers, and markets.
Chỉ báo Pine Script®
của Ty_yanse
Cadence Reversion Cartography [JOAT]Cadence Reversion Cartography Introduction Cadence Reversion Cartography is an open-source mean-reversion and exhaustion overlay designed to locate stretched conditions around an EMA envelope and anchored VWAP framework. It focuses on mapping where price has moved too far from local balance, then grades whether a return toward value has enough supporting evidence to matter. The problem this script solves is selective reversal timing. Price can stay overextended for longer than expected, so simple band-touch logic is not enough. Cadence Reversion Cartography combines envelope stretch, VWAP stretch, RSI exhaustion, volume impulse, rejection-candle behavior, reclaim logic, and projected response boxes so the user can distinguish weak touches from stronger reversion candidates. Core Concepts 1. Dual Stretch Model Price is compared to both an EMA deviation envelope and an anchored VWAP deviation layer. A long-side exhaustion condition requires price to stretch below both lower references. A short-side exhaustion condition requires price to stretch above both upper references. 2. Exhaustion Quality Filters RSI can require oversold or overbought context, volume can require impulse relative to average participation, and candle structure can require a visible rejection profile. 3. Reclaim And Signal Grading A setup becomes actionable only after price closes back inside the envelope on a confirmed bar. The script then scores the setup by counting how many filters aligned and promotes stronger signals to a prime grade. 4. Projection Mapping When a setup forms, the script can draw a forward projection with a risk box, reward box, signal zone, and reclaim line. This is meant to show the structure of the reversion idea rather than acting as a promise of outcome. Features EMA reversion envelope: Basis plus statistical deviation bands Anchored VWAP stretch layer: Secondary value reference around VWAP RSI exhaustion filter: Optional momentum exhaustion gate Volume impulse filter: Optional participation confirmation Rejection-candle filter: Optional candle-structure confirmation Signal grading: Standard and prime long or short responses Signal zones and reclaim lines: On-chart response structure around the active setup Risk and reward projection boxes: Optional forward mapping of stop and target structure Context candle coloring: Candles can tint with stretch state Dashboard: Displays stretch, setup bias, and active context Input Parameters Reversion Envelope: Channel Length Deviation Multiplier VWAP Stretch Multiplier Filters And Display: RSI settings Volume average and impulse multiplier Rejection-candle requirement Projection-box toggle, stop percent, reward multiple, projection length, and signal cooldown Dashboard, background, candle-color, and signal-zone toggles How to Use This Indicator Step 1: Wait for price to stretch beyond both the EMA envelope and the VWAP stretch layer. Step 2: Check whether RSI, volume, and rejection filters support the move. Step 3: Wait for confirmed re-entry back inside the envelope instead of fading the first touch. Step 4: Use the signal grade and projection structure to judge whether the setup is marginal or stronger. Step 5: Use the basis and reclaim line as the first balance reference after entry. Indicator Limitations Strong directional trends can keep price stretched for extended periods and delay reversion Volume-based confirmation is less meaningful on symbols with irregular volume reporting Projection boxes are planning tools, not guaranteed outcomes This script is designed for reversion analysis and is not intended to replace broader trend context Originality Statement Cadence Reversion Cartography is original in how it coordinates envelope stretch, VWAP stretch, filter-based exhaustion grading, and forward projection structure inside one reversion workflow. The components are combined to answer one analytical problem: not just whether price is stretched, but whether the stretch is mature enough to support a structured return toward value. Disclaimer This indicator is provided for educational and informational purposes only. It is not financial advice. Reversion setups can fail during strong trends or regime expansion, so all signals should be used with independent confirmation and risk management. -Made with passion by jackofalltrades
Chỉ báo Pine Script®
của officialjackofalltrades
Exhaustion Fuel Gauge [AGPro Series]Exhaustion Fuel Gauge 🧠 Core Idea Is the current move still powered by real participation, or is the trend running on exhausted fuel? 📌 Overview / What it does Exhaustion Fuel Gauge is a premium TradingView overlay that evaluates trend fuel, participation strength, extension pressure, wick reaction, and momentum efficiency to map whether a directional move is still active, fading, or entering exhaustion territory. The script produces a forward-projected fuel zone, compact state labels, current context tags, and an AGPro-style panel that summarizes the active gauge state. It is designed to help users read whether a move has enough internal fuel to continue or whether the chart is showing signs of weakening participation and exhaustion risk. It does not predict price direction, automate trades, or provide guaranteed signals. It is a visual decision-support map for market context. 🎯 Purpose & Design Philosophy This script was built to fill the gap between simple momentum indicators and real chart context. Many tools show whether price is moving fast, but they do not clearly explain whether the move still has fuel or whether the movement is becoming fragile. Exhaustion Fuel Gauge helps discretionary traders, swing traders, intraday traders, and market-structure readers evaluate the quality of a move before overreacting to a single candle. The design philosophy is simple: trend continuation should be judged by fuel, participation, efficiency, and reaction quality together. ⚡ Why This Script Is Different Most tools focus on overbought or oversold readings. This script does NOT treat exhaustion as a single oscillator value or a generic reversal signal. Instead, it combines directional persistence, participation strength, range behavior, move efficiency, wick pressure, and extension risk into a clean overlay that explains whether the current move still has usable fuel. ⚙️ Methodology 1. Context Detection The script identifies the active directional context using recent price movement and trend baseline behavior. 2. Fuel Evaluation It measures persistence, participation, range expansion, and efficiency to estimate how much usable fuel remains in the move. 3. Exhaustion Risk Mapping It evaluates extension, fuel fade, wick pressure, and participation fade to estimate whether the move is becoming vulnerable. 4. Visual Output The script displays a forward-projected fuel zone, event labels, right-side context tags, and a structured AGPro panel. 🗺️ How to Read the Chart Zones represent the current fuel reference area where the active move should be evaluated. Labels mark important changes such as fuel activation, fuel fading, exhaustion watch, exhaustion hit, or reset build. Colors represent state context: • Green = active fuel • Pink = exhaustion risk or exhaustion hit • Yellow = caution / watch state • Indigo = fading or reset context The panel summarizes the current gauge state, direction, fuel score, exhaustion risk, participation, extension, and next context. 🚦 Signals & States • FUEL ACTIVE → directional move still has usable internal fuel • FUEL FADING → move is still present, but internal support is weakening • EXHAUSTION WATCH → extension and reaction pressure are elevated • EXHAUSTION HIT → exhaustion evidence is strong and fuel has weakened • RESET BUILD → no clean directional fuel is currently confirmed 🔔 Alerts Logic Alerts trigger when the script detects a new fuel-active state, fuel-fading state, exhaustion-watch state, exhaustion-hit state, or reset-build state. Alerts are attention markers only. They are not trade instructions and should not be interpreted as guaranteed outcomes. 🧩 Confluence Logic The strongest exhaustion context appears when extension pressure, participation fade, wick reaction, and weak fuel score align. The strongest continuation context appears when fuel score remains high while exhaustion risk stays contained. 📊 When to Use • Trending markets where continuation quality matters • Extended moves where exhaustion risk needs to be evaluated • Breakout follow-through analysis • Swing-trading context review • Intraday movement quality checks ⚠️ When NOT to Use • Extremely low-liquidity markets • Randomly choppy symbols with poor structure • News spikes where normal participation behavior is distorted • Very low timeframes with excessive noise 🎛️ Key Inputs • Trend Length → adjusts the baseline used to define directional context • Fuel Lookback → controls how many bars are used for fuel evaluation • Exhaustion Threshold → adjusts how strict exhaustion detection is • Fuel Fade Threshold → defines when a move is considered fuel-fading • Zone Projection Bars → keeps the active zone visible for publication screenshots • Panel and label settings → control visual readability 🖥️ Interface & Visual Design The interface is built for quick visual interpretation. The panel provides structured context without dominating the chart. The fuel zone gives the main story visually, while compact labels and right-side tags provide the current state without clutter. The goal is a premium, publication-ready TradingView chart. 🧪 Practical Usage Workflow 1. Read the panel state. 2. Check whether fuel is active, fading, or exhausted. 3. Observe the active fuel zone and current right-side tags. 4. Compare exhaustion risk with participation and extension. 5. Use broader market structure before making any decision. 🔍 Interpretation Guidelines High fuel with low exhaustion risk suggests the move still has internal support. High exhaustion risk with weak fuel suggests the move may be vulnerable to reaction or reset. Fuel fading does not mean reversal. It means continuation quality is weakening. Exhaustion hit does not guarantee a top or bottom. It marks a context that deserves caution. 🚫 What This Script Is NOT This script is not a prediction engine. It is not financial advice. It is not an automated trading system. It does not provide guaranteed buy or sell signals. It does not replace risk management or independent analysis. ⚠️ Limitations & Transparency The script is rule-based and depends on market conditions. Different timeframes may produce different readings. Volatility, liquidity, gaps, and news-driven moves may affect signal quality. Outputs should always be interpreted with broader market context. 🧠 Market Context Notes Exhaustion is not only about price distance. It also depends on whether participation remains strong, whether candles still close efficiently, and whether wick pressure begins to appear against the current direction. This script is designed to make those conditions easier to read visually. 🧾 Use Case Examples When price extends strongly but fuel remains high and exhaustion risk is contained, the move may still have continuation quality. When price extends while participation fades and wick pressure increases, the chart may be entering exhaustion-watch territory. When exhaustion risk rises while fuel drops, the context becomes more fragile. 🧱 System Philosophy AGPro Series tools are designed as professional visual maps, not signal machines. The goal is to make complex market context easier to interpret without reducing it to a simplistic buy or sell label. 🔐 Non-Promise Statement No script can guarantee future price movement. This tool provides structured context, not certainty. 📉 Risk Disclosure Trading involves risk. Past behavior does not guarantee future results. Users are responsible for their own decisions, position sizing, and risk management. This script does not provide financial advice. 📚 Educational Note Use this script as a learning and analysis tool to better understand momentum quality, trend fuel, and exhaustion behavior across different market conditions.
Chỉ báo Pine Script®
của AGProLabs
2
Trend Maturity Ladder [AGPro Series]Trend Maturity Ladder 🧠 Core Idea Is the trend still early, healthy, mature, stretched, or vulnerable to exhaustion? 📌 Overview / What it does Trend Maturity Ladder is a trend lifecycle visualization tool built to classify the stage of an active trend. The script builds a staged trend ladder, maps a healthy pullback shelf, marks an invalidation shelf, tracks maturity score, evaluates extension, identifies exhaustion risk, and summarizes the current lifecycle state in an AG Pro panel. It does not predict price direction, automate trades, or claim that a mature trend must reverse. It is a structured decision-support tool for reading trend stage, pullback quality, and late-trend risk. 🎯 Purpose & Design Philosophy Many trend tools answer only one question: Is price trending? This script was built to answer a more useful question: Where is the trend in its lifecycle? The design goal is to help traders separate early trend development, healthy continuation, mature structure, stretched extension, and invalidation pressure. ⚡ Why This Script Is Different Most trend tools focus on moving average direction, ribbon color, or generic trend strength. This script does NOT act as another trend-strength meter or moving-average ribbon. Instead, it models the trend as a ladder with stages: early trend, active trend, mature trend, stretched trend, exhaustion watch, and invalidation pressure. It combines trend alignment, slope, ADX, distance from the slow trend reference, trend age, pullback depth, and momentum risk into one visual lifecycle map. ⚙️ Methodology 1. Context Detection The script checks fast, slow, and anchor trend alignment to determine whether the market has a bullish trend, bearish trend, or mixed structure. 2. Maturity Scoring It scores trend age, ATR-adjusted extension, slope, ADX, and moving-average alignment to estimate how mature the trend is. 3. Pullback Evaluation It builds a healthy pullback shelf around the trend references and checks whether price is pulling back without breaking the broader ladder. 4. Exhaustion and Invalidation Review It identifies late-trend extension risk and invalidation pressure when price closes through the trend shelf. 5. Visual Output The chart displays maturity ladder zones, pullback shelves, invalidation shelves, trend rails, event labels, right-side tags, alerts, and a compact AG Pro panel. 🗺️ How to Read the Chart Trend Maturity Ladder = the active lifecycle zone around the current trend. Healthy Pullback Shelf = the area where pullbacks can remain structurally constructive. Invalidation Shelf = the area where the trend ladder becomes vulnerable. Trend Rails = fast, slow, and anchor trend references. EARLY TREND = trend alignment is fresh. ACTIVE TREND = trend structure is aligned and still developing. MATURE TREND = trend has aged and expanded meaningfully. STRETCHED TREND = the trend is extended relative to its slow reference. EXHAUSTION WATCH = maturity, extension, and momentum conditions suggest late-trend risk. INVALIDATION PRESSURE = price has closed through the invalidation shelf. Panel = summarizes trend stage, maturity score, direction, pullback health, exhaustion risk, age, extension, and next context. 🚦 Signals & States • EARLY TREND → trend alignment is fresh and still developing. • ACTIVE TREND → trend is aligned and not yet deeply mature. • MATURE TREND → trend has aged and expanded. • STRETCHED TREND → price is extended from the slow trend reference. • HEALTHY PULLBACK → price has pulled into the trend shelf without invalidating it. • EXHAUSTION RISK → maturity, extension, and momentum risk are aligned. • INVALIDATION PRESSURE → price has closed through the invalidation shelf. • NO CLEAR TREND → fast, slow, and anchor references are not aligned. 🔔 Alerts Logic Alerts trigger when a major trend lifecycle state appears. • Trend Maturity Transition → the active trend stage changes. • Healthy Trend Pullback → price pulls into the healthy trend shelf without invalidating the ladder. • Trend Exhaustion Risk → maturity, extension, and momentum conditions align. • Trend Invalidation Pressure → price closes through the invalidation shelf. Alerts are attention markers, not trade instructions. 🧩 Confluence Logic The context becomes stronger when: • Fast, slow, and anchor trend references align • The slow reference has directional slope • ADX supports directional structure • Pullbacks respect the healthy shelf • Extension is not excessively stretched • The panel state agrees with the chart label Late-trend caution increases when maturity, extension, and RSI pressure align. 📊 When to Use • Trend-following review • Pullback continuation planning • Late-trend risk monitoring • Crypto, stocks, futures, forex, and liquid markets • 30m, 1H, 4H, 1D, and 1W charts • Markets where trend structure is visible ⚠️ When NOT to Use • Very choppy, non-directional markets • Low-liquidity assets • Extremely noisy micro timeframes • Markets with frequent gaps that distort trend references • Situations where a single trend score should not be over-interpreted • When the user wants guaranteed entries or exits 🎛️ Key Inputs • Fast Trend Length → controls short-term trend pressure. • Slow Trend Length → controls the main maturity reference. • Anchor Trend Length → filters weak or mixed trend regimes. • ATR Length → controls ladder spacing, extension scoring, and label offsets. • Early Trend Max Age → defines how long a fresh trend can remain early. • Mature Trend Age → defines when age contributes strongly to maturity. • Stretched Distance ATR → defines when trend extension becomes stretched. • Healthy Pullback Width ATR → controls the pullback shelf thickness. • Invalidation Shelf ATR → controls the distance of the invalidation shelf. • Exhaustion RSI Level → adds momentum pressure to exhaustion-risk logic. 🖥️ Interface & Visual Design The visual hierarchy is built around the trend lifecycle: The ladder shows the active maturity zone. The pullback shelf shows where continuation can be evaluated. The invalidation shelf shows where the trend becomes vulnerable. Event labels mark lifecycle transitions and risk states. Right-side tags keep the current trend stage visible. The AG Pro panel compresses the current trend lifecycle into a fast, readable summary. 🧪 Practical Usage Workflow 1. Read the panel trend stage. 2. Check whether trend direction is aligned. 3. Locate the healthy pullback shelf. 4. Watch whether price respects or breaks the shelf. 5. Check maturity score and exhaustion risk. 6. Confirm with market structure, liquidity, volume, and risk planning. 🔍 Interpretation Guidelines An early trend does not guarantee continuation. A mature trend does not guarantee reversal. Exhaustion risk does not mean price must immediately turn. Invalidation pressure means the current ladder structure has weakened. The script is best used to understand trend lifecycle context, not to replace independent analysis. 🚫 What This Script Is NOT This script is not a prediction engine. It is not financial advice. It is not an auto-trading system. It does not provide guaranteed entry or exit signals. It is not a moving-average ribbon or a simple trend-strength meter. ⚠️ Limitations & Transparency Trend stages depend on timeframe. Choppy markets can create frequent stage changes. Strong news moves can stretch trend references quickly. Low-liquidity markets may create unreliable trend readings. Different assets may require different trend lengths. 🧠 Market Context Notes Trends often move through recognizable phases: alignment → expansion → maturity → extension → pullback or invalidation. This script visualizes that sequence so the user can avoid treating every trend as equally fresh. 🧾 Use Case Examples If trend references align shortly after a transition, the script may classify EARLY TREND. If price pulls into the shelf while the ladder remains intact, the script may mark HEALTHY PULLBACK. If the trend becomes aged and extended while RSI is stretched, the script may mark EXHAUSTION RISK. If price closes through the invalidation shelf, the script may mark INVALIDATION PRESSURE. 🧱 System Philosophy The goal is not to chase trend strength. The goal is to understand trend timing. This script treats trend as a lifecycle: early → active → mature → stretched → vulnerable. 🔐 Non-Promise Statement No trend stage guarantees future price direction. No pullback shelf guarantees continuation. No exhaustion label guarantees reversal. All outputs should be interpreted as analytical context. 📉 Risk Disclosure Trading involves risk. This script is for educational and analytical purposes only. It does not provide financial advice, investment advice, or guaranteed trading outcomes. Users are fully responsible for their own decisions, risk management, and trade execution. 📚 Educational Note Use the script to study where trends tend to age, stretch, reset, or fail. The most important question is not only whether a market is trending. The better question is whether the trend is still fresh enough to deserve attention.
Chỉ báo Pine Script®
của AGProLabs
Imperium FlowImperium Flow is a market flow indicator designed to evaluate the quality behind price movement. It analyzes pressure, volume participation, candle behavior, wick rejection, Money Flow, and effort versus result to help traders understand whether a move is supported, stretched, weakening, or starting to rotate. The indicator is built for confirmation and market context. It does not predict price. Its purpose is to help identify when buyers or sellers have stronger control, when continuation remains healthy, and when market conditions are becoming less efficient. Main Features Exhaustion Zones; Money Flow; Price Pressure; Price Effort; Exhaustion Warnings; Reversal Warnings; Divergence. Each section is designed to give a different view of market quality, from participation and pressure to exhaustion, consolidation, and possible rotation. Exhaustion Zones Exhaustion Zones highlight areas where directional pressure has become stretched. Reaching these zones does not mean price must reverse. Strong trends can continue through them. The zones simply warn that late entries may carry more risk because continuation can become less efficient. They are most useful when combined with pressure shifts, candle rejection, absorption, fading Money Flow, or nearby market structure. Money Flow Money Flow shows whether buying or selling participation is stronger. When Money Flow is above zero, buyer participation is stronger. When it is below zero, seller participation is stronger. Rising or stable Money Flow can support bullish continuation. Falling or weak Money Flow can support bearish continuation. When price keeps moving in one direction while Money Flow starts fading or improving against it, the move may be losing quality. High positive or deep negative readings can also show stretched market conditions. Price Pressure Price Pressure shows the active balance between bullish and bearish pressure. Positive pressure suggests stronger buyer control. Negative pressure suggests stronger seller control. Pressure is most useful when compared with price movement. When pressure supports the direction of price, the move has better confirmation. When pressure starts moving against price, continuation may be losing quality. The pressure momentum columns help show acceleration, fading pressure, absorption, rejection, or early rotation near key market areas. Price Effort Price Effort is the main directional read of Imperium Flow. It shows whether price movement is supported by strong effort and meaningful follow-through, or whether the move is becoming weak, inefficient, or exhausted. When Price Effort is above zero and in a bullish state, buyers have stronger control. When it is below zero and in a bearish state, sellers have stronger control. When it turns neutral, the market may be losing direction or entering consolidation. The strongest continuation conditions usually appear when Price Effort, Price Pressure, and Money Flow support the same direction. When these readings begin to separate, the move should be treated with more caution. Exhaustion Warnings Exhaustion warnings are shown with ✦ symbols. They appear when a strong move may be starting to lose quality. These warnings are not designed to mark the exact top or bottom. They are caution markers showing that the current direction may be becoming more vulnerable. An exhaustion warning can appear when pressure fades, Money Flow becomes stretched, candles show rejection, volume produces weaker follow-through, or absorption forms against the active move. The warning is more useful after an extended move or near important market structure, liquidity areas, previous highs or lows, support, or resistance. If price continues with strong pressure after the warning, the trend may remain valid. If it is followed by weak continuation, rejection, or a shift in Price Effort, the market may be preparing for a pullback or rotation. Reversal Warnings Reversal warnings are shown with ▼ and ▲ symbols. They appear when an extended move begins to show stronger rotation evidence. These are not automatic buy or sell signals. They highlight moments where the active side may be losing control and the opposite side is starting to react. A reversal warning can form after rejection from an extreme area, a pressure shift against the active move, fading Money Flow, or a turn in Price Effort from stretched conditions. The signal is strongest when it appears after exhaustion, near important market structure, or after a failed continuation attempt. If price ignores the warning and continues with strong pressure, the trend may still remain active. Divergence Divergence highlights when price continues to extend, but Imperium Flow no longer confirms the move with the same strength. This can help traders spot moments where momentum, pressure, or participation may be weakening behind the current price movement. Divergence does not mean price must reverse immediately. It should be checked together with market structure, support, resistance, liquidity areas, rejection, exhaustion, and Price Effort behavior. Divergence signals are confirmed after the swing confirmation period, so they can appear a few candles after the actual high or low. They are best used as context, not as standalone entry signals. Practical Use Imperium Flow is best used to evaluate whether the current move has strong confirmation or is starting to lose quality. The main read is Price Effort. Price Pressure and Money Flow should be used as supporting confirmation. When all three support the same direction, continuation conditions are usually stronger. When they separate, fade, or conflict, traders may choose to become more selective with entries, exits, and trade management. Mixed or unstable readings usually mean the market does not have clear directional control. Important Notes Exhaustion is a caution signal, not a guaranteed reversal; Reversal warnings are for context and should not be treated as automatic buy or sell signals; Divergence can appear before price reacts, especially during strong trends; Money Flow, Price Pressure, and Price Effort should be read together; Mixed readings usually mean the move lacks clear confirmation; Readings may be less reliable on symbols with missing, unreliable, or illiquid volume; Non-standard chart types may produce different readings because candle structure and volume behavior can be altered; The indicator analyzes current and recent market behavior. It does not predict future price movement. Imperium Flow is intended for structured market analysis and confirmation. It should be used as part of a broader trading process that includes market structure, execution rules, invalidation, and risk management.
Chỉ báo Pine Script®
của Crypto_Imperija
Trend Exhaustion Snapback Planner [AGPro Series]Trend Exhaustion Snapback Planner 🧠 Core Idea Is the current trend stretch becoming snapback-ready, or is momentum still supported enough to avoid calling exhaustion too early? 📌 Overview / What it does Trend Exhaustion Snapback Planner is a rule-based trend exhaustion and mean-reversion planning tool. It measures how far price has stretched away from its trend mean, then evaluates whether that stretch is supported by pressure, efficiency loss, wick behavior, and room back toward value. The script produces an exhaustion pocket, snapback rail, failure rail, room reference, event labels, right-side tags, optional bar coloring, and a compact AG Pro dashboard with a 0-100 Snapback Score. It does not predict reversals. It helps organize trend stretch, exhaustion quality, snapback reclaim behavior, failure risk, and next-action state. 🎯 Purpose & Design Philosophy Strong trends can stay stretched for longer than expected. At the same time, many reversals begin only after a trend becomes inefficient and price starts moving back toward value. This script was built to help traders review that transition without relying on a simple overbought or oversold reading. It supports a patient workflow: identify stretch, wait for reclaim behavior, evaluate room, then interpret the active state within broader market context. ⚡ Why This Script Is Different Most exhaustion tools focus on RSI extremes, distance from a moving average, or isolated reversal candles. This script does NOT treat every stretched move as a reversal. Instead, it maps a live exhaustion pocket, scores stretch quality, tracks snapback reclaim behavior, defines where the idea fails, and shows whether there is room back toward the trend mean. ⚙️ Methodology 1. Trend Stretch Detection The script measures price distance from a trend mean using ATR normalization. 2. Pressure Evaluation RSI pressure, wick behavior, and trend-efficiency loss are reviewed to decide whether the extension is weakening. 3. Snapback Rail Mapping Once a valid exhaustion pocket appears, the snapback rail becomes the first reclaim threshold. 4. Risk / Room Structure The failure rail marks continuation risk, while the room rail shows the value or structure reference that price may test after reclaim. 5. Visual Output The chart receives the exhaustion pocket, trend mean, snapback rail, failure rail, room rail, event labels, right-side tags, optional bar coloring, and dashboard panel. 🗺️ How to Read the Chart The exhaustion pocket marks the stretch area created after price moves far away from its trend mean. The snapback rail shows the reclaim level that improves the snapback context. The failure rail marks where continuation risk invalidates the active snapback idea. The room rail shows the next value or structure reference after the snapback begins. Labels highlight stretch pockets, snapback reclaim, pocket pressure, room tests, and failed snapbacks. Colors represent context: • Teal → bullish snapback context • Pink → bearish snapback context or failure • Gold → room, waiting, or neutral review • Indigo → pocket pressure or monitoring context The panel summarizes: • Pocket • Snapback Score • Stretch • Room • Action 🚦 Signals & States • Bull Snapback Pocket → downside trend stretch with bullish snapback context • Bear Snapback Pocket → upside trend stretch with bearish snapback context • Snapback Reclaim → price reclaimed the active snapback rail • Pocket Pressure → price is testing the exhaustion pocket without clean reclaim • Room Test → price reached the active room reference • Failed → price crossed the failure rail • READY → reclaim and score quality are strong enough to monitor • MONITOR → snapback context is active but not fully ready • WAIT RECLAIM → pocket exists but reclaim has not confirmed • EXPIRED → the pocket is too old to remain active 🔔 Alerts Logic Alerts can trigger when a bullish or bearish snapback pocket appears, when price reclaims the snapback rail, when the READY state appears, when pocket pressure appears, when the room rail is reached, or when the context fails. Alerts are attention markers only. They are not trade instructions. 🧩 Confluence Logic The context becomes stronger when ATR stretch, RSI pressure, wick behavior, efficiency loss, snapback reclaim, and room back toward value align. No single condition is treated as enough by itself. 📊 When to Use • Mature directional moves • Strong extensions away from trend mean • Markets with visible impulse and reaction structure • 1H, 4H, and 1D review where exhaustion context matters • Crypto, indices, forex, and liquid stocks ⚠️ When NOT to Use • Extremely illiquid symbols • Very low-volume periods • News shock candles with abnormal gaps • Very tight ranges with no meaningful trend stretch • Markets where spreads or wicks dominate the structure 🎛️ Key Inputs • ATR Length → normalizes trend stretch and rail distances • Trend Mean Length → controls the main value reference • Minimum Stretch ATR → controls how stretched price must be before a pocket appears • RSI Pressure → controls pressure thresholds for extended conditions • Efficiency Length → controls how trend efficiency loss is measured • Minimum Ready Score → controls how strict READY classification is • Projection Bars → controls how far rails and zones extend • Visual settings → control labels, tags, panel location, theme, and font size 🖥️ Interface & Visual Design The panel is designed as a compact decision dashboard, not a large data table. The first row uses a merged AG Pro header. The remaining rows show the pocket state, score, stretch context, room, and action. The visual hierarchy is built so traders can read the active plan quickly without losing chart structure. 🧪 Practical Usage Workflow 1. Read the panel. 2. Check whether an exhaustion pocket is active. 3. Watch the snapback rail for reclaim behavior. 4. Review failure risk and room back toward value. 5. Interpret labels as context markers, not trade commands. 🔍 Interpretation Guidelines A high score means the active stretch has multiple snapback conditions aligned. A snapback reclaim improves the context, but it does not guarantee continuation toward the room rail. A failed state means price crossed the continuation-risk boundary for that active pocket. Use the script to organize the question, not to outsource the answer. 🚫 What This Script Is NOT This script is not a prediction engine. It is not financial advice. It is not an automated trading system. It does not place orders. It does not guarantee reversal timing, target reach, or profitability. ⚠️ Limitations & Transparency Trend exhaustion can remain extended for long periods. Different timeframes may show different exhaustion and snapback contexts. Volatility spikes can distort ATR-normalized distance. Low liquidity can create false stretch pockets or unreliable wick behavior. The script is rule-based and should be interpreted within broader market context. 🧠 Market Context Notes Trend exhaustion is not the same as trend reversal. The most useful snapback contexts often appear when price stretches away from value, momentum efficiency weakens, and reclaim behavior begins before the failure rail breaks. The strongest readings usually come from alignment between structure, volatility, and reaction quality. 🧾 Use Case Examples When price stretches far above the trend mean, RSI pressure rises, and the candle begins reclaiming back through the snapback rail, the bearish snapback context may become more meaningful. When price stretches below the trend mean but cannot reclaim the snapback rail, the script may remain in WAIT RECLAIM or PRESSURE instead of READY. When price reaches the room rail after reclaim, the context shifts into room review rather than fresh entry signaling. 🧱 System Philosophy AGPro Series tools are built as decision-support systems. They aim to convert market structure into readable context: what is active, what improves the plan, what invalidates it, and what should be reviewed next. 🔐 Non-Promise Statement No script can provide certainty. No signal guarantees outcome. This tool provides structured context only. 📉 Risk Disclosure Trading involves risk. Markets can move quickly and unexpectedly. Users are responsible for their own analysis, risk management, and decisions. This script does not provide financial advice. 📚 Educational Note Use this tool to study how trend stretch, momentum pressure, efficiency loss, and snapback behavior interact across different markets and timeframes.
Chỉ báo Pine Script®
của AGProLabs
Volume Dry-Up Reversal Planner [AGPro Series]Volume Dry-Up Reversal Planner 🧠 Core Idea Is the market losing participation before a reversal attempt? 📌 Overview / What it does Volume Dry-Up Reversal Planner detects low-participation pockets where relative volume contracts and candle range compresses. The script maps a dry-up pocket, tracks whether price attempts to reverse out of that pocket, and displays reversal rails, failure shelves, follow-through references, event labels, and a compact AG Pro dashboard. It does not predict reversals. It helps organize participation, compression, reaction quality, failure risk, and current action state around a potential dry-up reversal context. 🎯 Purpose & Design Philosophy Many reversal tools focus on dramatic exhaustion candles or high-volume climaxes. This script was built for a quieter but important condition: participation drying up before the next reaction. It helps traders evaluate whether the market is simply inactive, compressing before movement, or beginning a structured reversal attempt from a low-participation pocket. ⚡ Why This Script Is Different Most volume indicators highlight high-volume events. This script does NOT chase volume climax or generic reversal signals. Instead, it focuses on volume dry-up, range compression, reversal rails, failure shelves, follow-through context, and a 0-100 readiness score. ⚙️ Methodology 1. Participation Detection The script compares current volume against recent average volume to identify low-participation candles. 2. Compression Mapping Current candle range is compared with recent average range. A dry-up pocket requires both lower participation and controlled range compression. 3. Reversal Evaluation After a dry-up pocket appears, the script watches whether price breaks beyond the pocket with enough quality to form a reversal attempt. 4. Visual Output The chart receives a dry-up pocket, reversal rail, failure shelf, follow-through rail, right-side tags, event labels, optional bar coloring, and a dashboard panel. 🗺️ How to Read the Chart The dry-up pocket marks the area where participation and range compressed. The reversal rail shows the level price must clear to begin a reversal attempt. The failure shelf marks where the active reversal context fails. The follow-through rail marks the first reaction reference after a reversal attempt. Labels highlight dry-up pockets, bullish reversal attempts, bearish reversal attempts, follow-through, and invalidation. Colors represent context: • Teal → bullish reversal attempt • Pink → bearish reversal attempt or invalidation • Gold → follow-through or waiting context • Indigo → dry-up pocket / monitoring context The panel summarizes: • Dry-Up state • Reversal Score • Participation • Failure Risk • Action 🚦 Signals & States • Dry-Up Pocket → relative volume and range both contracted • Bull Reversal → price broke above the dry-up pocket • Bear Reversal → price broke below the dry-up pocket • Follow-Through → price reached the first reaction rail • Invalidated → price crossed the failure shelf after a reversal attempt • READY → reversal context has enough score quality to monitor • MONITOR → reversal attempt is active but not fully ready • WAIT → no strong active context exists • EXPIRED → the dry-up pocket is too old to remain active 🔔 Alerts Logic Alerts can trigger when a dry-up pocket appears, when a bullish or bearish reversal attempt begins, when the context reaches READY state, when follow-through appears, or when invalidation occurs. Alerts are attention markers only. They are not trade instructions. 🧩 Confluence Logic The context becomes stronger when relative volume contraction, range compression, close response, rejection quality, and volatility fit align. For example, a low-volume compression pocket followed by a strong close outside the pocket can create a more structured reversal context than a random low-volume candle. 📊 When to Use • Potential reversal areas after participation fades • Pullback zones where volume dries up • Ranging markets before directional reaction • Trend pauses where continuation or reversal depends on participation • Liquid crypto, indices, forex, and equities with readable volume behavior ⚠️ When NOT to Use • Very low-liquidity symbols • Markets with unreliable volume data • News spikes and unstable spread conditions • Extremely noisy candles without structure • Situations where low volume simply means no meaningful market participation 🎛️ Key Inputs • Relative Volume Length → controls the volume baseline • Dry-Up Volume Threshold → controls how strict low-participation detection is • Range Compression Length → controls the range baseline • Maximum Range Ratio → controls how compressed the candle must be • Dry-Up Pocket Window → controls how the pocket is mapped • Reversal Buffer ATR → controls how far price must clear the pocket • Failure Shelf ATR → controls where the reversal context fails • Follow-Through ATR → controls the first reaction reference • Visual settings → control pockets, rails, labels, tags, panel, and bar colors 🖥️ Interface & Visual Design The interface is designed to make participation shifts visible without turning the chart into a noisy signal board. The dry-up pocket defines context, the reversal rail defines the first reaction threshold, the failure shelf defines risk, and the panel summarizes the current state. The goal is a premium, readable visual map for traders who care about participation and reaction quality. 🧪 Practical Usage Workflow 1. Check whether a dry-up pocket is active 2. Read the panel score and action state 3. Watch the reversal rail 4. Compare follow-through with failure risk 5. Confirm the context with broader market structure and timeframe alignment 🔍 Interpretation Guidelines A dry-up pocket means participation and range compressed. It does not mean a reversal must happen. A reversal attempt means price broke out of the pocket with enough reaction to monitor. A READY state means the rule-based score has enough quality for attention. Failure risk helps keep the reversal context grounded instead of treating every low-volume area as important. 🚫 What This Script Is NOT This script is not a prediction engine. It is not a guaranteed reversal system. It is not a high-volume climax detector. It is not an automated trading tool. It does not provide financial advice. It does not guarantee reversal, continuation, profit, or a specific target. ⚠️ Limitations & Transparency Volume behavior differs across markets, exchanges, sessions, and timeframes. Some dry-up pockets may lead to no meaningful reaction. Some reversals may begin without a clean dry-up pattern. The score is a rule-based context score, not a certainty model. 🧠 Market Context Notes Volume dry-up can represent hesitation, absorption, exhaustion, or simple inactivity. The important question is not whether volume is low by itself, but whether price reacts cleanly after participation contracts. Use the pocket as context, not confirmation by itself. 🧾 Use Case Examples When price pulls back with shrinking volume and compressed candles, the script can map a dry-up pocket. If price later breaks above that pocket, the script marks a bullish reversal attempt and tracks follow-through. If price breaks below the failure shelf after a reversal attempt, the script marks invalidation. 🧱 System Philosophy This script follows the AGPro Series approach: turn a specific market condition into a structured decision-support map. The focus is not prediction. The focus is participation, compression, reaction quality, failure awareness, and visual clarity. 🔐 Non-Promise Statement No script can remove uncertainty from markets. This tool does not promise accuracy, profitability, or future price movement. Its purpose is to organize volume dry-up context so the user can interpret the chart more clearly. 📉 Risk Disclosure Trading involves risk. Market conditions can change quickly, and any analytical output can fail. Users are responsible for their own decisions, risk management, and trade execution. This script is for educational and analytical purposes only and does not provide financial advice. 📚 Educational Note Low volume is not automatically bullish or bearish. The best reads usually come when volume dry-up, range compression, reaction quality, and market structure all support the same context.
Chỉ báo Pine Script®
của AGProLabs
Caldera Relative Pressure [JOAT]Caldera Relative Pressure Introduction Caldera Relative Pressure is an open-source effort-versus-result oscillator designed to measure whether price movement is being supported by participation, directional efficiency, and close location within the bar. It is built to distinguish clean directional drive from absorption, exhaustion, and two-way rotation. The problem this script solves is that raw price movement does not explain whether a move is efficient, forced, rejected, or fading. A wide candle on low participation is not the same as a wide candle with expanding participation and strong close location. Caldera converts candle anatomy, relative volume, range behavior, and baseline context into a structured pressure model that is easier to read in real time. Core Concepts 1. Effort-Versus-Result Framework The script blends three weighted components: Effort: candle body and directional spread relative to true range Result: directional efficiency relative to ATR Location: where the bar closes inside its own range, adjusted by wick pressure Those three parts are multiplied by relative volume so that quiet moves and committed moves do not receive the same score. 2. Directional Drive Detection Bull and bear drive states require a sufficiently large composite pressure reading, positive spread between the composite and its signal line, and close location agreement. This keeps small or conflicted moves from being treated as decisive tape control. 3. Absorption Detection Absorption is identified by unusually strong volume combined with limited body progress and asymmetric wick behavior. In practical terms, that means participation increased but result did not expand proportionally. This is often a useful clue that one side is meeting aggressive pressure with passive liquidity. 4. Exhaustion Detection The script also tracks exhaustion. It compares the current pressure state with recent pressure extremes and short-term momentum fade. A move can still be directionally positive or negative while simultaneously losing efficiency. 5. Multi-Layer Pressure Visualization The pane includes a histogram, composite line, signal line, drive quality line, balance line, participation band, efficiency band, location band, rotation ribbon, and reference ladders. These are separate on purpose: The histogram shows raw directional pressure The composite and signal lines show state and rotation Drive quality shows how healthy the move is Participation, efficiency, and location bands show what is contributing to the reading Features Composite pressure engine: Candle anatomy, ATR efficiency, location, and relative participation Bull and bear drive states: Measures directional initiative Bull and bear absorption states: Flags high-effort / low-result behavior Bull and bear exhaustion states: Flags fading pressure after prior extremes Baseline context filter: Can require price to align with a directional baseline Drive quality and balance lines: Separate force from quality Participation, efficiency, and location bands: Show what is driving the current reading Rotation ribbon: Highlights positive and negative carry Dashboard summary: State, bias, strength, regime, context, participation, quality, balance, rotation, and compression Input Parameters Core Engine: Relative Volume Length Range Normalization Length Baseline Context Length Signal Smoothing Pressure Model: Effort Weight Result Weight Location Weight Drive Threshold Expansion Threshold State Logic: Absorption Volume Z Absorption Range Cap Exhaustion Lookback Recent State Window Baseline Context Filter toggle How to Use This Indicator Step 1: Read the State Row The State row tells you whether the market is currently showing directional drive, absorption, exhaustion, or balance. This is the first layer of interpretation. Step 2: Compare Pressure With Quality A strong pressure reading with weak drive quality can be unstable. A smaller pressure reading with improving quality can be more constructive. Use those two together rather than treating histogram height alone as the answer. Step 3: Inspect Participation, Efficiency, and Location These bands explain why the model is leaning in one direction. If participation is strong but efficiency is weak, the move may be absorption. If efficiency and location are strong but participation is weak, the move may be less durable. Step 4: Watch the Rotation Ribbon Rotation tells you whether pressure is continuing, stabilizing, or turning. This can be useful for early changes in internal character even when the headline state has not fully flipped yet. Indicator Limitations Relative volume is broker and instrument dependent, so the same thresholds may not transfer perfectly across markets Absorption and exhaustion are contextual states, not guaranteed turning points High-volatility event bars can temporarily distort effort-versus-result relationships A baseline filter improves context but can delay state recognition during sharp reversals Originality Statement Caldera Relative Pressure is original in the way it turns candle anatomy, participation, efficiency, and location into a layered pressure model with separate drive, absorption, and exhaustion states. The script is not a simple volume oscillator or candle-coloring tool. Its design is centered on explaining how price is moving, not only how far it moved. Disclaimer This script is provided for educational and informational purposes only. It is not financial advice. Pressure readings are based on historical bar data and can misclassify conditions during abnormal liquidity or fast event-driven moves. Always use independent confirmation and prudent risk management.
Chỉ báo Pine Script®
của officialjackofalltrades
Vector Confluence OscillatorThe Vector Confluence Oscillator is a high-precision market terminal designed to identify the exact intersection of Price Deviation and Momentum Exhaustion. Unlike standard oscillators that only track velocity, the Vector Confluence system maps price action against its statistical mean, allowing traders to see when the market is "stretched" both in terms of value and momentum. Core Functionality This indicator operates on two primary data vectors to find high-probability reversal zones: Vector A: Statistical Price Deviation The background turns Red (Overvalued) or Blue (Undervalued) based on Standard Deviation bands. This highlights when price has moved too far, too fast from its average. Vector B: Momentum Velocity (RSI) The internal "Momentum Cloud" and dynamic oscillator line track the internal strength of the move. When the cloud flips from Green (Bullish) to Red (Bearish), it signals a shift in the trend's power. Key Features Segmented Grid Interface: Sharp vertical dividers separate each deviation bar, allowing you to count the "bars of exhaustion" at a glance. Dynamic Trend-Line: The oscillator line itself inherits colors from the trend, providing instant visual feedback on momentum direction. Micro-Peak Dots: Customizable exhaustion dots appear when momentum reaches extreme peaks (Overbought/Oversold), serving as your final confirmation for a reversal. Fully Customizable Aesthetic: Every color, transparency, and dot size (from "Tiny" to "Big") can be adjusted to fit your specific UI or dark-mode setup.
Chỉ báo Pine Script®
của rafstar_kaczmarek
Sequential Exhaustion Tracker [AGPro Series]Sequential Exhaustion Tracker 🔷 Overview Sequential Exhaustion Tracker is a price-action based trend maturity tool built for traders who want to read how far a directional candle sequence has developed, when that sequence is becoming late-stage, and whether the market is more likely to recycle the move or fail back through its terminal zone. The script is not an oscillator, not a crossover tool, and not a protected-brand sequential clone. It does not depend on classic overbought or oversold thresholds. Instead, it tracks qualified directional progress bar by bar, measures the quality of the active count, opens a visual exhaustion window when the run becomes mature, and then follows the next phase as either recycle, testing, or failure. That makes the script useful for a very specific question: Is the current directional run still building cleanly, or has it entered the kind of late-sequence area where follow-through, failure, and reset behavior need closer attention? 🔷 What The Script Measures The engine combines four practical components: 1. Directional candle count The script counts qualified progress candles in the active direction. A candle must show meaningful close-to-close progress, sufficient body commitment, and optional trend-filter alignment before it can advance the count. 2. Exhaustion threshold The count becomes mature only after it reaches the selected threshold. This avoids treating every small move as exhaustion and keeps the tool focused on developed directional sequences. 3. Exhaustion quality The quality model blends count maturity, ATR-normalized stretch from the baseline, opposing wick absorption, and body-efficiency fade. A high reading means the sequence is not only long enough, but also showing late-run characteristics. 4. Recycle/failure lifecycle Once a qualified exhaustion window appears, the script continues tracking price behavior. Strong continuation through the terminal zone can classify the sequence as recycled. A break back through the zone can classify it as failed. This turns the indicator into a lifecycle tracker instead of a one-bar label generator. 🔷 Visual Design The chart output is designed to stay premium and readable: - Compact count labels use milestone-based defaults so the chart shows sequence progress without turning into a label wall. - ATR-based label offsets keep labels away from candle bodies. - Exhaustion zones are drawn as rectangular terminal windows, not generic support/resistance blocks. - Recycle and failure markers are intentionally short and selective. - Older labels and zones are automatically removed to protect chart performance. - The summary panel uses the AGPro standard merged blue title row and a clean four-line state readout. 🔷 Panel Readout The panel summarizes the active condition in a compact format: Direction Shows whether the current qualified run is bullish, bearish, or neutral. Count Shows the active sequential count against the selected exhaustion threshold. Exhaustion Quality Shows the maturity score and the current quality band. Recycle Status Shows whether the sequence is building, mature, testing an exhaustion window, recycling, recycled, failed, or waiting. 🔷 How This Differs From Other AGPro Scripts This script is intentionally separated from AGPro oscillator exhaustion tools. Stochastic Exhaustion Map focuses on stochastic behavior, momentum fatigue, and reset context inside an oscillator framework. Williams %R Exhaustion Map focuses on Williams %R extension behavior and release-corridor logic. Sequential Exhaustion Tracker focuses on the visible candle sequence itself: directional progress, count maturity, terminal exhaustion zone, and post-exhaustion lifecycle behavior. It is also different from support/resistance reaction tools because the rectangles are not structural S/R zones. They are temporary terminal sequence windows created only when a mature count and exhaustion quality condition are present. 🔷 How This Differs From Common Sequential Count Scripts Many sequential scripts focus mainly on printing a fixed count and stopping there. Sequential Exhaustion Tracker takes a different path. It does not simply count bars for visual decoration. It asks whether the count is supported by meaningful directional progress, whether the run has become stretched relative to its own volatility, whether the candle structure is showing absorption, and what happens after the mature sequence appears. The key difference is the lifecycle layer: - Building sequence - Mature count - Exhaustion window - Testing window - Recycle build - Recycled continuation - Failed exhaustion window This gives the script a cleaner analytical role than a basic numbered label tool. 🔷 Suggested Use The script is best used as a chart-context layer for: - identifying late-stage directional runs - separating fresh continuation from mature extension - watching terminal sequence zones - studying continuation recycle behavior - spotting failed late-run pressure - keeping sequential count context visible without overcrowding the chart It is designed to complement market structure, trend context, volatility conditions, and the trader's broader workflow. 🔷 Default Settings The default settings are built for a balanced public-chart presentation: - Count threshold: 8 - Quality threshold: 62 - Trend alignment: enabled - Count label mode: Mature Milestones - Count label start: 6 - Minimum label spacing: 8 bars - Exhaustion zones: enabled - Panel: enabled - Label and panel font sizes: Normal These defaults aim to keep the chart informative without turning it into a noisy label wall. 🔷 Why It Was Built Directional markets often move in phases. Early movement can be clean and efficient. Middle movement can be supported and persistent. Late movement can still continue, but the character of the candles often starts to change. Sequential Exhaustion Tracker was built to make that progression easier to read directly on the chart. The goal is not to call every top or bottom. The goal is to show where the current sequence sits in its own lifecycle and whether the post-exhaustion behavior is confirming continuation, stalling, or failing. That narrow focus is what makes the tool distinct: it is not a general momentum dashboard, not an oscillator map, not a support/resistance engine, and not a signal checklist. It is a dedicated sequential maturity and lifecycle tracker.
Chỉ báo Pine Script®
của AGProLabs
Parabolic Move Detector [AGPro Series]🚀 Parabolic Move Detector A dedicated framework for identifying, measuring, and classifying parabolic price acceleration across any asset and any timeframe. Built on a single transparent metric — Parabolic Pace — the tool objectively detects the start bar of a parabolic move, tracks its age, scores its intensity on a 0-100 scale, classifies its lifecycle phase, and contextualizes each move against the asset's own historical parabolic events. 🔹 OVERVIEW Parabolic moves are notoriously difficult to recognize in real time. By the time they look obvious, the move is already late-stage. Conventional momentum tools (RSI, MACD, standard ROC) measure speed, not the underlying structural character of a parabolic move. They fire constantly on ordinary trends and miss what makes a parabolic move structurally different: the rate at which price is covering ATR-sized distance per bar. Parabolic Move Detector closes that gap with a single, transparent metric. It measures how many ATRs price has moved per bar over a configurable lookback window. That is the literal mathematical definition of a parabolic move: sustained directional travel at an unusual speed relative to recent volatility. The framework auto-calibrates per timeframe and per asset, so a 15m memecoin pump and a 1D large-cap rally are measured with the same structural definition. 🔹 UNIQUE EDGE Most acceleration or momentum indicators in the public space fall into two buckets: oscillators with hardcoded thresholds that need retuning per symbol, or composite "trend strength" meters that blur acceleration into raw trend direction. This tool is different in four concrete ways: 1. Single-metric detection engine. The entire detection pipeline is driven by one transparent number: Parabolic Pace = cumulative price move divided by cumulative ATR over the lookback. No percentiles, no hidden regressions, no black-box composite. This makes the tool easy to audit, fast to calibrate, and consistent across assets. 2. ATR-normalized by design. Because pace is expressed in ATRs per bar, it is inherently timeframe-adaptive and asset-adaptive. No need to retune for BTC vs a thin-volume altcoin, or for 15m vs 1W. 3. Four-phase state machine. Each move is classified through a deterministic lifecycle — Accelerating → Peaking → Decelerating → Exhaustion — with explicit transition conditions rather than heuristic labels. This turns a vague concept ("it looks parabolic") into a reproducible state with measurable transitions. 4. Per-asset historical statistics. The tool logs every completed parabolic cycle on the current chart, filters out micro-events, and reports the average duration and average drawdown from peak. That gives structural context no oscillator provides: what has this specific asset actually done the last N times it went parabolic. 🔹 METHODOLOGY Core detection pipeline: • Pace is computed as (close − close ) divided by (ATR14 × N), where N is the lookback window. The result is the number of ATRs traveled per bar. • Pace is lightly smoothed with a short SMA to reduce single-bar noise. • Detection triggers when smoothed pace exceeds the Pace Threshold and the move is directionally up. • A minimum-duration filter requires the pace condition to persist for N consecutive bars before confirming the start, eliminating single-bar spikes. • A post-move cooldown prevents the same move being re-detected as multiple events. State machine transitions: • Idle → Accelerating : pace sustained above threshold for the minimum duration. • Accelerating → Peaking : Acceleration Score drops >20% from its cycle peak while still elevated. • Any phase → Decelerating : score drops below 40% of cycle peak. • Decelerating → Exhaustion : pace rolls over below half-threshold, and the move has lived at least 6 bars. • Exhaustion → Idle : cooldown bars elapsed and score collapsed. Acceleration Score (0-100) is a direct function of pace: score rises linearly with pace and receives a small persistence bonus for sustained upward momentum, capped at 100. Historical statistics: Each time a full cycle closes on the chart, the tool checks whether the move traveled at least the minimum ATRs from start to peak. If it qualifies, duration (start bar to peak bar) and drawdown from move high to subsequent low are averaged into rolling per-asset statistics. 🔹 STATES AND VISUALS • Parabolic Zone : gradient background across the active move. Color reflects phase (brand blue in Accelerating, indigo in Peaking, amber in Decelerating). Intensity scales with Acceleration Score. • Parabolic Start label : marks the confirmed start bar of a new move. • Peaking / Decelerating labels : mark phase transitions. Labels are automatically suppressed within a confluence window to prevent stacking. • Exhaustion label : marks the bar where the move has structurally collapsed. • Duration Projection : dotted forward line sized to the asset's historical average parabolic duration, shown only while a move is active. 🔹 KEY INPUTS Detection group: • Pace Lookback — window over which parabolic pace is measured. • Pace Threshold — minimum ATRs-per-bar required to qualify as parabolic. • Minimum Move Duration — bars of sustained pace required before confirming a start. • Minimum Event Size — minimum ATR-normalized move size required to log an event in historical statistics. • Post-Move Cooldown — minimum bars after a completed move before a new one can start. Historical Stats group: • Show Duration Projection — toggle the forward projection line. • Projection Length — forward projection cap in bars. Visuals group: • Parabolic Zone Background, Ambient Score Tint, Parabolic Start Label, Exhaustion Warning Label, Phase Transition Labels — all independently toggleable. Style group: • Label Size, Panel Size, Help Text Size — default Normal. • Panel Location — six anchor positions. • Panel Theme — Dark or Light. Alerts group: • Parabolic Start, Peaking Phase Reached, Exhaustion Detected — individually toggleable alerts. 🔹 HOW TO USE • On any asset and any timeframe, wait for a confirmed Accelerating phase. The Parabolic Start label marks the reference bar. • Track the Acceleration Score as the move develops. A score climbing toward 60-100 indicates a textbook parabolic. • Compare Move Age against the panel's Avg Duration statistic. Moves significantly older than the asset's historical average are in late-cycle territory. • Compare Move Change % against the Avg Reversal statistic for post-move drawdown context. • Watch for the Peaking transition — this is the first structural deceleration, not a reversal call. • The Exhaustion state marks where pace has decisively collapsed and the move is structurally over. • Combine with your existing trend, structure, or volume framework. This tool is designed to complement directional analysis, not replace it. 🔹 LIMITATIONS AND TRANSPARENCY • The tool detects and classifies acceleration structure. It does not predict reversals, tops, or bottoms. Avg Reversal is a post-cycle statistic computed from completed events on the current chart, not a forward-looking forecast. • Historical statistics require completed cycles on the chart. Newly loaded symbols with few prior parabolic events will show low sample sizes until more cycles complete. • The tool confirms a move only after pace has been sustained for the minimum duration. The start label is therefore plotted retroactively on its true start bar, which is the correct academic behavior for a sustained-condition detector. • All computations are on confirmed bar close logic. No repainting of historical signals once a bar closes. • The Pace metric requires a valid ATR reading, so at least 14+ bars of history are needed before the tool becomes active on a fresh chart. 🔹 RISK DISCLOSURE This script is an analytical tool provided for educational and research purposes only. It is not a trading strategy, not financial advice, and does not generate buy or sell recommendations. Trading any market involves substantial risk of loss. All decisions and their consequences are the sole responsibility of the user. Past behavior of parabolic cycles on any asset does not guarantee future behavior.
Chỉ báo Pine Script®
của AGProLabs
Mean Reversion Corridors [AGPro Series]Mean Reversion Corridors 🔹 Overview Mean Reversion Corridors is a volatility-adaptive deviation framework that maps how far price has stretched from a chosen fair-value center and classifies that stretch into two actionable zones. An inner corridor marks the early reversion band where price is meaningfully extended but not yet extreme; an outer corridor marks statistical exhaustion where continuation becomes less probable under normal conditions. A higher-timeframe trend filter separates controlled mean reversion from failure-continuation expansions, so traders can tell fading the edge from respecting a real break — all from a single clean overlay. 🔸 Unique Edge Most band systems (Bollinger, Keltner, ATR channels) offer a single width engine and a single band pair, leaving the trader to guess whether a tag is an exhaustion or a breakout. Mean Reversion Corridors is built around three ideas that work together: - A dual-engine width unit that linearly blends ATR (range-based) and Standard Deviation (dispersion-based) so the corridor is stable on both gap-heavy and low-dispersion regimes. - A two-layer corridor with distinct roles — inner for early stretch, outer for exhaustion — rendered as transparent zones you can read at a glance. - A regime-aware state machine that uses a higher-timeframe trend filter to reclassify outer tags as either reversion candidates or failure-continuation, tracked as explicit REV and FAIL states with a bounded confirmation window. 🧠 Methodology - Center Model — user choice of EMA, VWMA (volume-aware, default) or HMA (responsive), calculated on chart closes. - Width Unit — the current volatility unit is a linear blend: (1 − blend) × ATR + blend × StDev, protected against empty volatility periods. - Corridors — inner band at ±(width × inner multiplier), outer band at ±(width × outer multiplier). Stretch is reported in width-unit sigma. - Trend Filter — the same center model is evaluated on a higher-timeframe via request.security with lookahead off, and its slope is normalized by ATR so the "strong" threshold is volatility-aware, not symbol-specific. - State Machine — tracks the most recent outer-band extreme with a rolling 20-bar confirmation window. A reversion is confirmed only when price closes back inside the inner corridor and the trend filter is not strongly aligned with the original stretch. When the trend is strongly aligned, the outer break is reclassified as corridor failure (continuation). - All conditions evaluate on confirmed bars to avoid repainting behavior. ⚡ Signals & Alerts On-chart markers: - REV — reversion confirmed back through the inner band after an outer extreme, trend-filtered. - FAIL — corridor failure / trend-aligned continuation beyond the outer band. Six bar-close alert conditions: - Inner corridor entered — upside stretch - Inner corridor entered — downside stretch - Outer corridor hit — upside exhaustion - Outer corridor hit — downside exhaustion - Reversion confirmed - Corridor failure (continuation) ⚙️ Key Inputs - Center Model — EMA / VWMA / Hull - Center Length and Volatility Length — independent lookbacks - ATR ↔ StDev Blend — balance between range and dispersion engines - Inner Corridor Width and Outer Corridor Width — in volatility units - Trend Filter — enable, timeframe, length, strength threshold - Visuals — outer-only mode, center line, fills, edge tags, state labels, label size - Info Panel — show/hide, position (six options), font size - Alerts — individually toggleable for each of the six events 📖 How to Use - Start with the defaults on your main chart timeframe. The 34-period VWMA center, balanced blend and 1.0 / 2.2 inner/outer multipliers are chosen to work as a neutral starting point across liquid markets. - Inner corridor tags are early stretch cues — they flag that price is extended, not that a turn is due. Use them as context for setups, not as standalone signals. - Outer corridor tags with the trend filter neutral or opposed are the primary mean reversion setup; wait for a REV confirmation back inside the inner band before acting. - When FAIL appears, the stretch is trend-aligned; treat the outer band as continuation, not resistance. This is the signal to stop fading. - Use the Info Panel to read current state, reversion bias, trend regime and stretch magnitude in sigma at a glance. ⚠️ Limitations & Transparency - This is an analytical tool, not a trading strategy or financial advice. It does not predict future price. - Band-based classification assumes statistical behavior; during shocks, news events or illiquid sessions the width engine can lag. - The trend filter uses a higher-timeframe slope — it reacts slower than short-term momentum by design, which is the intended behavior. - Signals are evaluated on confirmed bars; intrabar crosses are not counted as events. - Past behavior of any indicator does not guarantee future results. Always apply your own risk management.
Chỉ báo Pine Script®
của AGProLabs
Cumulative Volume Delta Flow [AGPro Series]Cumulative Volume Delta Flow 🔹 **Overview** Cumulative Volume Delta Flow is a hybrid CVD engine designed to expose order-flow imbalances without requiring footprint charts or exchange-native buy/sell data. It reconstructs cumulative delta using lower-timeframe breakdown when available, with intrabar polarity as a universal fallback — making it work on every symbol and every timeframe. On top of this engine, a triple-layer divergence detector identifies Regular, Hidden, and statistical Exhaustion signals, and every signal is scored by its own statistical strength with a ★/★★/★★★ rating system printed directly on the label. The indicator is built for traders who want smart-money context at a glance: when buyers are absorbing, when a rally is losing real participation, and when a climactic flush is likely to reverse — with an immediate visual cue of how strong each signal is relative to the recent flow regime. 🔹 **Unique Edge** Most CVD indicators are single-mode: either they plot cumulative delta, or they call a Regular divergence. This script combines four layers that rarely appear together in one tool: - Hybrid engine with transparent fallback (no silent failure on high TFs) - Exhaustion detection based on standard-deviation of CVD change, not price — catches reversals that price-only divergence misses - Per-signal ★/★★/★★★ strength rating using type-specific statistical metrics (pivot-gap σ for Regular/Hidden, change σ for Exhaustion), so traders instantly know which signals deserve attention - Optional reaction zones anchored at flow-driven pivots, behaving as dynamic support/resistance born from real participation events rather than pure price structure 🔹 **Methodology** - The engine computes two parallel delta streams every bar: an intrabar polarity stream (weighted by wick balance for neutral/doji candles) and a lower-timeframe stream that iterates sub-bars and signs each by its close-vs-open direction - In Hybrid mode, the LTF stream is preferred when it yields a non-zero value; the intrabar stream is used as fallback so the indicator never goes blank on exotic tickers or high timeframes - A session/daily/weekly reset prevents long-run drift and keeps the cumulative counter meaningful across regime changes - Pivots are detected on both price and CVD with a shared lookback window; the last two price pivots and their paired CVD values are tested for all four classical divergence relationships - Exhaustion is a separate statistical trigger: the single-bar CVD change is compared against a 50-bar standard deviation; a σ breach in the direction opposite to the candle body is flagged as climactic absorption - Each divergence label is rated with stars based on its type: Regular and Hidden use the CVD-pivot gap normalized by 50-bar CVD level stdev (how far apart the two flow pivots are), while Exhaustion uses the σ multiple of the current CVD change (how extreme the climactic event is) - A cooldown window suppresses signal clustering in chop, and labels are offset by ATR-scaled distance with a leader line so they never collide with candles 🔹 **Signals & Alerts** On-chart labels with star rating: - Reg Bull / Reg Bear ★-★★★ — classical reversal divergence (price exhausts, flow refuses) - Hid Bull / Hid Bear ★-★★★ — continuation divergence (pullback inside an active trend) - Exh Bull / Exh Bear ★-★★★ — statistical flow climax above the σ threshold Star thresholds for Regular/Hidden: ★★★ ≥ 2.0σ gap, ★★ ≥ 1.0σ gap, ★ < 1.0σ. Star thresholds for Exhaustion: ★★★ ≥ 3.0σ, ★★ ≥ 2.0σ, ★ < 2.0σ (minimum trigger is 1.75σ). Each signal carries its own color code and a leader line connecting the label back to the source candle for fast visual reading. Six discrete alertcondition slots are exposed plus three proactive alert() calls grouped by divergence family, so traders can route regular, hidden, and exhaustion signals to different channels. 🔹 **Key Inputs** - Calculation Method: Hybrid, LTF Only, or Intrabar Only - LTF Resolution: Auto (adaptive by chart TF) or fixed 1 / 3 / 5 / 15m - CVD Reset: Session, Daily, Weekly, or None - Pivot Length: 2–15 bars - Toggles for Regular / Hidden / Exhaustion layers independently - Exhaustion Threshold (σ): 1.0–4.0, default 1.75 - Min Bars Between Signals: anti-clustering cooldown (default 15) - Reaction Zones: optional, with ATR width, extend length, and max active cap - Label Size + Label Offset (ATR) for visual tuning - Info Panel: 5 positions, 4 text sizes, full hide toggle 🔹 **How to Use** - On the 4H timeframe, run the defaults on liquid instruments: BTCUSDT, ETHUSDT, SPX, ES, major FX pairs - Treat ★★★ signals as the highest-priority reads of the chart — these are statistical outliers - Treat ★★ signals as the normal tradeable population — the bulk of decision-making happens here - Treat ★ signals as background context — use them for bias confirmation, not as primary entries - Regular divergences are reversal warnings at structural highs/lows; they are most reliable when aligned with a key horizontal level or trendline - Hidden divergences are trend-continuation entries during pullbacks inside a confirmed trend - Exhaustion signals mark participation climaxes and often coincide with short-term reversals even when no classical pivot has formed yet - Check the Info Panel's Last Signal row for the most recent event type and its star rating without scanning the chart - Enable Reaction Zones when you want persistent S/R context from flow events; keep them off for minimal, label-only use - Consider combining with a structure tool from the AGPro Series (SFP, Breaker, Unicorn) for confluence 🔹 **Info Panel** The compact info panel on the chart surfaces seven live metrics: the current cumulative CVD value, the CVD trend classification (Up/Down/Flat based on price relative to its own EMA 21), the last signal's full name and star rating in color, the rolling divergence count over the last 200 bars (Bull / Bear), and the bar-age of the most recent bullish and bearish events. This gives a full situational snapshot without scrolling. 🔹 **Limitations & Transparency** - CVD from intrabar polarity is an approximation, not true tick-level order flow. Exchange-native buy/sell volume is only available through footprint data - On very high timeframes (Daily+), LTF breakdown may return partial data; Hybrid mode is recommended - Divergence signals appear only after both pivot legs are confirmed; the second pivot needs `pivotLen` bars of right-side confirmation, so signals print with that lag - Exhaustion requires at least 50 bars of CVD history for the standard-deviation baseline - Star ratings are statistical descriptors of signal strength relative to recent flow, not trade-quality guarantees - Past performance of any divergence pattern does not guarantee future results; this tool surfaces probabilistic context, not guaranteed reversals 🔹 **Risk Disclosure** This indicator is an analytical framework, not a trading system or financial advice. Signals are technical observations intended to support decision-making; they do not account for fundamentals, news, liquidity, or your risk tolerance. Always use proper position sizing, stop-loss placement, and risk management. Test the tool on historical data and in a simulated environment before deploying it on live capital. Trading carries risk of substantial loss.
Chỉ báo Pine Script®
của AGProLabs
Sequential ReversalSequential Momentum is an advanced indicator built upon successive counting concepts to identify momentum exhaustion and potential price reversal points. It is specifically designed to solve the problem of cluttered charts and filter out false signals, allowing traders to focus only on the most significant setups. 🌟 Key Features: Perfected Setup 9 Only (Extreme Signal Filtering): The indicator avoids printing the number 9 excessively. It only displays the "9✓" symbol when the counting meets the "Perfected" condition (e.g., bar 8 or 9 must create a new low/high compared to bars 6 and 7). This confirms that the momentum has truly reached its extreme limit. Smart Retroactive Labels (Clean Chart UI): It features a smart system that draws intermediate counts (1-8 and 1-12) along the way. However, if the count fails or is not perfected, the system automatically retroactively deletes the intermediate numbers. This ensures your chart remains clean, showing only the counts of "successful" sequences (this display can be toggled on/off). Countdown 13 Signals: After completing a Setup 9, the system continues with a 13 Countdown to identify consolidation or reversal points in a larger timeframe structure (displayed as 13▲ or 13▼). Auto Stop Loss & Take Profit (Dynamic Targets): Upon a 9✓ signal, the system immediately plots SL and TP lines: Take Profit (TP): Calculated from the internal setup resistance/support levels of that specific count. Stop Loss (SL): Calculated from the swing High/Low plus the True Range. This provides a dynamic Stop Loss that adapts to market volatility. Built-in Alerts: Fully equipped with custom alerts for all crucial points, including Buy/Sell Perfected 9 setups and completed 13 Countdowns. 🛠 How to Use: Reversal / Counter Trend Traders: Use the 9✓ or 13▲/▼ signals to find counter-trend entry points when momentum is exhausted. Utilize the plotted SL and TP lines to plan your Risk/Reward (R:R) ratio. Trend Following Traders: Use these signals as optimal zones to "Take Profit" or scale out of positions when the price completes a 9 or 13 structure in the direction of the main trend. ⚙️ Customization (Settings): Fully customizable via the Input panel. You can toggle signals, intermediate numbers, SL/TP lines, adjust line lengths, and change colors to perfectly match your chart theme. (Disclaimer: This indicator is a tool for analyzing price structure and does not guarantee 100% profitable signals. It should always be used in conjunction with broader trend analysis and proper risk management.)
Chỉ báo Pine Script®
của maipeerapoom
Liquidity Tessera [JOAT]Liquidity Tessera Introduction Liquidity Tessera is an advanced open-source volume intelligence pane that fuses Cumulative Volume Delta (CVD), Weis Wave volume clustering, multi-design intensity bars, volume absorption and climax detection, CVD momentum ribbon, liquidity exhaustion tracking, session-partitioned delta accumulation, and a comprehensive 16-row dashboard into a unified volume analysis system. This indicator transforms raw volume data into actionable intelligence about who controls the market — buyers or sellers — and whether that control is strengthening or weakening. Standard volume indicators show you how much trading occurred. Liquidity Tessera shows you the character of that trading: whether volume is flowing in or out (CVD), whether volume waves are expanding or contracting (Weis Wave), whether institutions are absorbing supply or distributing into demand (absorption detection), and whether a move is reaching climactic exhaustion (climax and exhaustion signals). The indicator operates in its own pane below the price chart, providing a complete volume intelligence layer without cluttering price action. Core Concepts 1. Cumulative Volume Delta (CVD) CVD approximates the net buying and selling pressure by assigning each bar's volume as positive (buying) when the close is above the open, and negative (selling) when the close is below the open: float barDelta = close > open ? volume : close < open ? -volume : 0.0 var float cvdRaw = 0.0 cvdRaw := nz(cvdRaw ) + barDelta The cumulative sum of these deltas creates a running total of net order flow. Rising CVD indicates net buying pressure is accumulating; falling CVD indicates net selling pressure. The indicator offers optional normalization using a z-score approach (CVD relative to its rolling mean and standard deviation), which makes CVD comparable across different instruments and timeframes. CVD divergences from price are particularly significant: when price makes a new high but CVD does not confirm (it stays below its recent high), it suggests the rally lacks genuine buying conviction and may be vulnerable to reversal. 2. Weis Wave Volume Clustering The Weis Wave method groups volume into directional waves. Rather than looking at volume bar-by-bar, it accumulates volume during each directional swing. A wave reversal is triggered when price moves against the current wave direction by more than a configurable ATR-based threshold: float waveThreshold = ta.atr(waveAtrLen) * waveAtrMul // When price reverses by more than the threshold, the wave completes // and accumulated volume is plotted as a single wave column This reveals the Wyckoff-style volume pattern: are up-waves attracting more volume than down-waves (accumulation), or are down-waves attracting more volume (distribution)? The indicator tracks wave history and detects divergences between price swings and their corresponding wave volumes. 3. Volume Absorption Detection Institutional absorption occurs when large players absorb selling pressure (or buying pressure) without allowing price to move significantly. The indicator detects this by identifying bars where volume is extremely high relative to average (above the configurable threshold, default 2x) but the price range is unusually small (below 50% of average range): High volume + small range = someone is absorbing the opposite side's orders This often occurs at the end of trends when institutions are building positions against the prevailing direction Absorption bars are highlighted with a distinct amethyst color and labeled "ABS" on the chart. 4. Volume Climax Detection A volume climax occurs when extreme volume (above the configurable threshold, default 3x average) coincides with a reversal candle pattern — specifically, a bar with a large wick-to-body ratio (wick > 2x body). This combination suggests that a massive influx of orders met strong opposition, creating a potential turning point. Climax bars are highlighted in fuchsia and labeled "CLIMAX." 5. Liquidity Exhaustion Tracking The indicator tracks consecutive Weis Waves where volume declines from wave to wave. When two or more consecutive waves in the same direction show declining volume, it signals exhaustion — the trend is running out of fuel. This is a classic Wyckoff concept: a trend sustained by decreasing volume is unsustainable. 6. Delta Intensity Bar Coloring Rather than simple up/down coloring, the indicator offers gradient-based bar coloring where the intensity of the color reflects the strength of the bar's delta relative to average volume: float deltaStr = math.min(math.abs(barDelta) / volMA, 2.0) / 2.0 // Weak delta = faint color, strong delta = vivid color baseCol := color.from_gradient(deltaStr, 0, 1, color.new(TESS_INFLOW, 65), color.new(TESS_INFLOW, 0)) This means a green bar with faint color had weak buying conviction, while a vivid green bar had strong buying conviction — information not available from standard volume bars. 7. CVD Momentum Ribbon A fast and slow EMA of the raw CVD create a momentum ribbon. When the fast CVD EMA is above the slow, delta momentum is bullish (buying pressure is accelerating). Crossovers between the two indicate shifts in delta momentum direction. Features Four Bar Design Modes: Solid (standard filled bars), Hollow (outline only), Intensity (transparency scales with volume relative to average), and Glass (semi-transparent with a stepline cap) — each providing a different visual emphasis Weis Wave Histogram: Background columns showing completed wave volumes, colored by wave direction. Up-wave volumes plot above zero, down-wave volumes below CVD Overlay: The cumulative delta line scaled to fit the volume pane, with gradient coloring from bearish (red) to bullish (teal) based on CVD value Session Volume Accumulation: Separate tracking of pre-market, regular, and post-market session volumes and deltas, with session background coloring Delta Pressure Score: A 0-100 percentage measuring net buying pressure over the last 20 bars. Above 60 = buy pressure dominant, below 40 = sell pressure dominant Wave Volume Comparison: Real-time comparison of the current wave's volume against the previous wave, classified as Expanding, Steady, or Contracting Liquidity State Classification: Categorizes the current bar as Absorption, Climax, Exhaustion, Spike, Dry-Up, or Normal based on the composite of all detection systems Volume Spike Detection: Identifies bars where volume exceeds 2.5x average with a background highlight Session Delta Bias: Tracks whether the current session's cumulative delta is net accumulating or distributing 16-Row Dashboard: Displays bar delta, CVD state, volume ratio, wave direction, session volumes, last wave volume, liquidity state, delta pressure, CVD momentum, wave volume comparison, session delta bias, delta strength, active wave volume, exhaustion counts, and bar style Input Parameters Cumulative Delta: CVD Smoothing: EMA period for CVD smoothing (default: 14) Normalize CVD: Toggle z-score normalization for cross-asset comparability (default: on) CVD Ribbon Fast/Slow: EMA periods for the momentum ribbon (default: 8/21) Wave Volume: Wave ATR Multiplier: Threshold for wave reversal detection (default: 1.5) Wave ATR Length: ATR period for wave threshold (default: 14) Signals: Absorption Vol Threshold: Volume multiple for absorption detection (default: 2.0) Climax Vol Threshold: Volume multiple for climax detection (default: 3.0) Toggles for wave divergence, absorption, climax, and exhaustion signals Visuals: Bar Style: Solid, Hollow, Intensity, or Glass (default: Intensity) Toggles for delta intensity coloring, wave histogram, CVD overlay, CVD ribbon, session background, and dashboard How to Use This Indicator Step 1: Read the Liquidity State Check the dashboard's Liquidity State. "Absorption" at support suggests institutions are buying. "Climax" after an extended move suggests a potential turning point. "Exhaustion" means the trend is losing volume fuel. "Normal" means standard conditions apply. Step 2: Monitor CVD Direction Rising CVD confirms uptrends; falling CVD confirms downtrends. CVD diverging from price is a warning sign. If price is making new highs but CVD is flat or declining, the rally may lack genuine buying support. Step 3: Compare Wave Volumes In a healthy uptrend, up-wave volumes should be larger than down-wave volumes. If down-wave volumes start exceeding up-wave volumes while price is still rising, distribution may be occurring. The Wave Volume Comparison metric in the dashboard tracks this automatically. Step 4: Use Delta Pressure for Bias The Delta Pressure score (0-100) provides a quick read on who controls the last 20 bars. Above 60 = buyers dominate. Below 40 = sellers dominate. Between 40-60 = balanced/contested. Step 5: Watch for Signal Clusters The most significant moments occur when multiple signals cluster: an absorption bar followed by a wave divergence during an exhaustion phase, for example, creates a high-conviction reversal setup. Single signals in isolation are less reliable. Indicator Limitations The CVD approximation (close > open = buying, close < open = selling) is a simplification. True order flow data requires Level 2/DOM data not available in Pine Script. This approximation works reasonably well on liquid instruments but is inherently imprecise Volume data quality varies significantly across instruments and data providers. Forex "volume" is typically tick count, not actual traded volume. Crypto volume may include wash trading. The indicator's effectiveness depends on the quality of the underlying volume data Weis Wave reversal detection depends on the ATR threshold parameter. Too small a threshold produces too many waves (noise); too large produces too few (missing genuine reversals). The optimal setting varies by instrument and timeframe Absorption and climax detection use fixed ratio thresholds. What constitutes "extreme" volume varies across instruments and market conditions. The thresholds may need adjustment Session volume tracking uses TradingView's built-in session detection, which may not align perfectly with all exchanges or instruments The indicator operates in a separate pane and cannot overlay directly on price. Cross-referencing signals with price action requires visual comparison between panes Originality Statement This indicator is original in its comprehensive fusion of multiple volume analysis methodologies into a unified intelligence pane. While individual components (CVD, Weis Wave, volume absorption) exist separately, this indicator is justified because: The integration of CVD, Weis Wave clustering, absorption detection, climax detection, and exhaustion tracking into a single system provides layered volume intelligence not available in any single existing indicator The delta intensity bar coloring system uses gradient transparency based on delta strength, providing conviction information within the volume bars themselves The liquidity state classification system synthesizes all detection subsystems into a single categorical assessment of current market conditions Session-partitioned delta tracking reveals whether accumulation or distribution is occurring within specific market sessions The CVD momentum ribbon provides a trend-following overlay on the delta data, identifying shifts in buying/selling momentum Four distinct bar design modes (Solid, Hollow, Intensity, Glass) offer visual flexibility for different analysis preferences Wave volume comparison with expanding/contracting classification automates Wyckoff-style wave analysis Disclaimer This indicator is provided for educational and informational purposes only. It is not financial advice or a recommendation to buy or sell any financial instrument. Trading involves substantial risk of loss. Volume analysis provides context about market participation but does not predict future price direction. Absorption, climax, and exhaustion signals are probabilistic patterns that can and do fail. CVD approximations are not equivalent to true order flow data. Always use proper risk management and conduct your own analysis. The author is not responsible for any losses incurred from using this indicator. -Made with passion by officialjackofalltrades
Chỉ báo Pine Script®
của officialjackofalltrades
Intrabar Order PressureDetects and visualizes significant intrabar volume bursts — defined as a cumulative volume increment above a configurable lot threshold between consecutive tick updates within a real-time candle — plotted as color-coded circles at the price level where the burst was detected. Circle size scales with burst magnitude. Green = upward price movement on the burst tick, red = downward. What it's for Spotting acute absorption and aggressive order flow within the current price movement. When significant volume clusters at a specific price level within a candle, it can indicate large players actively absorbing supply or demand. This indicator surfaces that activity directly on the chart. What it is not Not a true footprint chart. Since Pine Script has no access to aggressor side (bid/ask), the indicator uses the volume and price changes available across consecutive tick updates in the real-time candle to approximate order flow direction — bursts where price moved up are colored green, down red. Volume bursts represent batched activity across multiple transactions between tick updates, not individual orders. As these updates can only be recorded during a real-time candle’s lifecycle, historical rendering is not possible. Intended use Short-term traders and scalpers monitoring for institutional absorption, stop hunts, or momentum confirmation at key levels within the last N candles of live price action. Day traders who want to optimize their entries.
Chỉ báo Pine Script®
của OGDub
AG Pro Williams %R Exhaustion Map [AGPro Series]AG Pro Williams %R Exhaustion Map Overview / What it does AG Pro Williams %R Exhaustion Map is a bounded-oscillator reaction map built to study exhaustion behavior around the extreme ends of Williams %R. Instead of treating Williams %R as a simple overbought/oversold trigger, this script maps whether an extreme reading is only being touched briefly, held with persistence, beginning to release, failing to release, or unwinding with more structure. The goal is to organize extreme-zone behavior into readable states rather than reduce the tool to a basic reversal shortcut. The script is designed for traders who want to understand when an extreme condition is still being sustained and when that same condition may be starting to lose efficiency. In practice, that means the script focuses less on isolated crossings and more on the sequence around them: entry into an extreme zone, time spent there, the first release attempt, the possibility of a failed release, and the confirmation of an exhaustion unwind. This sequence-based framing is what gives the tool its map identity. Within the AG Pro series, this script is intentionally separate from tools that revolve around trend confirmation, centerline balance, divergence, or generic momentum shifts. It is also intentionally separate from the series' Stochastic-based exhaustion work. Stochastic can be useful for reading swing rhythm and rotational turns, while this Williams %R version is centered more tightly on bounded extreme persistence and release behavior. In other words, this script is not presented as an alternative skin for another oscillator. It is a different framework for reading how price behaves when an oscillator remains pinned near an edge and then attempts to escape that condition. Unique Edge The unique edge of this script is not that it plots Williams %R, but that it classifies the life cycle of an extreme reading. The script distinguishes between stretch, locked conditions, release attempts, failed releases, and exhaustion unwinds. That structure helps separate three situations that are often mixed together in standard oscillator use: 1) an extreme reading that is still being sustained, 2) an extreme reading that has started to weaken but may still fail, and 3) an extreme reading that is releasing with enough follow-through to qualify as an exhaustion unwind. This matters because many standard oscillator workflows treat every exit from an extreme zone as if it carried the same informational value. This script does not. It places more emphasis on persistence, release quality, and post-release follow-through, which can help users avoid treating every early reversal attempt as equivalent. Methodology The script begins with Williams %R and user-defined extreme thresholds. From there, it evaluates how long the oscillator remains in the upper or lower extreme zone and how deeply it is embedded in that zone. This forms the basis of the lock-strength logic. A fast touch into an extreme area and an extended embedded condition are therefore not interpreted in the same way. Once an extreme condition has persisted long enough, the script begins monitoring for a release. A release is not defined as any random movement away from the boundary. It requires the prior extreme condition to have had sufficient persistence and then looks for a buffered move away from the threshold. This helps reduce noise from trivial fluctuations around the extreme lines. After a release is detected, the script continues to track what happens next. If the oscillator quickly slips back into the same extreme region, the move can be classified as a failed release. If the move continues far enough away from the release anchor within the confirmation window, it can be classified as an exhaustion unwind. This post-release tracking is a central part of the script's design because it helps distinguish between temporary relief and more meaningful exhaustion release. The panel summarizes this process using state, side, lock strength, and release quality. Lock strength is intended to reflect how established the prior extreme condition was. Release quality is intended to reflect the quality of the release sequence, not forecast what price must do next. These metrics are descriptive and contextual. They are not guarantees. Signals & Alerts This script provides event-style labels and alert conditions for the main transitions in the exhaustion sequence. The alerts are deterministic and tied to explicit script conditions rather than discretionary interpretation. Main event types: - Bullish release detected - Bearish release detected - Bullish release failed - Bearish release failed - Bull exhaustion unwind confirmed - Bear exhaustion unwind confirmed How to interpret them: - A release event marks the first qualified move away from a persistent extreme condition. - A failed release marks a release attempt that reverted back into the prior extreme condition too quickly. - An exhaustion unwind confirmation marks a release that traveled far enough from its anchor within the configured window to qualify as a more established unwind sequence. These events are intended to help structure chart reading. They are not standalone trade instructions, and they are not framed as guaranteed reversal signals. Key Inputs Williams %R Length Controls the oscillator lookback period. Upper Extreme / Lower Extreme Define the zones used to classify upper and lower exhaustion behavior. Lock Bars Controls how much persistence is required before an extreme condition is treated as locked rather than only stretched. Release Buffer Adds distance beyond the raw threshold so the script does not treat every minor edge fluctuation as a release. Confirm Distance / Confirm Window Control how far and how quickly a release must extend to qualify as an exhaustion unwind. Fail Window Controls how quickly a release can revert back into the extreme zone and still be classified as a failed release. Event Memory Bars Controls how long the release state is remembered on the chart. Visual Settings Allow users to control event labels, minimum spacing between labels, background tint, and optional price-bar coloring. Panel Settings Allow users to control panel visibility, placement, font size, and theme. How this differs from related AG Pro scripts This script should not be confused with the series' other momentum or exhaustion tools. Compared with Stochastic-based exhaustion work in the AG Pro series, this script is less about oscillator rhythm and more about the persistence and release structure of a bounded extreme condition. The emphasis here is on whether Williams %R remains pinned, whether the first escape attempt fails, and whether the unwind becomes established. Compared with RSI-, CCI-, or MFI-oriented workflows, this script is not a centerline trend model, not a divergence engine, and not a money-flow proxy. Its purpose is narrower and more specific: to map the state transition of extreme Williams %R conditions. Compared with broader trend or regime tools in the AG Pro series, this script is not trying to classify the full market environment by itself. It is better understood as a focused reaction map that can be used alongside a user's own structure, trend, or risk framework. Limitations & Transparency This is an indicator, not a strategy. It does not place orders, it does not calculate performance statistics, and it does not claim to predict future price direction. It visualizes oscillator-state transitions derived from Williams %R and user-defined thresholds. Like all bounded oscillators, Williams %R can remain in extreme territory for extended periods during strong directional conditions. For that reason, an extreme reading should not automatically be interpreted as a reversal condition. This script attempts to improve that interpretation by separating stretch, lock, release, failed release, and unwind behavior, but it does not eliminate false positives. Results can vary meaningfully with symbol, timeframe, volatility regime, and input configuration. Traders should expect the script to behave differently on very quiet markets, strongly trending markets, and highly reactive instruments. Label frequency and state persistence can also change materially when thresholds and confirmation settings are adjusted. This tool is intended to support chart organization and decision framing. It should be used with the user's own market structure analysis, execution model, and risk management process. Risk Disclosure This script is provided for educational and analytical purposes only. It is not financial advice, not a solicitation, and not a promise of results. Trading and investing involve risk, including the risk of loss. No indicator can remove uncertainty from markets, and no exhaustion signal guarantees reversal, continuation, or trade success. Users should validate any workflow with their own testing, judgment, and risk controls before using it in live decision-making.
Chỉ báo Pine Script®
của AGProLabs
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