Gabriel's Triple Impulsive Candle DetectorTriple Impulsive Candle Detector
Overview, critical for catching impulse moves in either direction.
SPX Income System is a rule-based framework designed to identify frequent, high-probability income opportunities on the S&P 500 cash index (SPX/SPY) using 0-DTE credit spreads. The core engine operates on 30-minute Impulse bars during the morning trade window and can be extended with optional modules for afternoon, overnight, and weekly swing opportunities. The methodology centers on a single, mechanical price event called a Impulse Bar (small wick to body ratio) to minimize discretion and keep execution consistent.
🔶What’s Inside
Core Strategy: SPX Daily Income
Timeframe: 3 kinds of 30-min bars.
Window: 09:30–11:30 ET (new setups only)
Instrument: SPX (cash index, XSP/SPY), executed with $5-wide credit spreads on 0-DTE SPX options
Bullish Setup
Entry on the break of setup bar high
Use an at the money put credit spread
Bearish Setup
Entry on the break of setup bar low
Use an at the money call credit spread
Intent: Enter shortly after setup; manage to >80% max profit or EOD expiration if SPX. If it's another stock, then a 1.5~2x D ATR is suggested.
Signal: An Impulse Bar that closes at/near the high (bullish) or low (bearish) of its 30-min range, verified with Volume above average.
Risk—limited to the risk of the option spread.
The spread is 5 dollars wide
The premium collected is $2.50
$5 - 2.50 = $2.50, or the breakeven point.
Which means what's left is the risk involved.
The risk is $2.50 per spread
🔶Why the 30-Minute Chart?
The 30-minute bar is the “chart of choice” because it filters noise and aligns with morning institutional flows.
On alternate timeframes, price often retraces half the candle body before following through.
On the 30m: the follow-through is more consistent, especially with 2x volume confirmation.
Adding support/resistance levels at the impulse bar hl2 strengthens execution.
This strategy has roots in MTF Crypto, and SPX/SPY TPO-Order Block logic.
🔶Bonus Examples:
🔹Afternoon SPX Income
Second chance window (typically 14:00–15:00 ET) if the morning trade has exited, 60-min bars instead.
🔹ORB 30 – Opening Range Break (first 30 min)
Classic ORB with an income twist for early action when time is limited. This can be entered on the 15 minute candle break.
🔹ORB 60 – Opening Range Break (second 30 min)
A follow-up ORB variant for traders who miss the first window, verified on a 60-min chart. Enter on the final 3 minutes of the hourly candle or wait for a pullback.
🔹B&B – Bed & Breakfast (Overnight)
Identifies income setups via the 10-minute chart in the last 30–60 minutes of the session with next-day open as the exit.
🔹JB – Just Breakfast
Uses the prior day’s end-of-day setup to enter at the opening bell, then manages into the daily income flow. I trade 0-date, and selling an ITM spread either partially or fully then gives me a head start on the daily income potential. This may work better if you either roll or the ORB 30 also meets the criteria.
🔹All-Day-Scalper
Converts income logic into 30-minute scalps using deep 75/80 delta ITM options as synthetic stock (requires >PDT). Meaning that the option will behave as if it is stock. This strategy comes with a warning: it's better if you can day trade.
🔹Tag ’n Turn—Weekly SPX Income Swing
Weekly swing overlay using 30-min Pulse Bars + Bollinger Bands (50) for 3–7 day swings and as a filter for daily income alignment. I use the TTM Squeeze and obtain similar results. Target heuristics (directional days) with a fired squeeze.
Part of my Gamma Scalping System.
🔶The Impulse Bar (10~40% Wick to Body Bar)
An Impulse Bar is a candle that:
Bullish: Closes higher than it opens and within the top ~10% of its high-low range.
Bearish: Closes lower than it opens and within the bottom ~10% of its high-low range.
Practical tip: Many traders mark 0-10-80-100% levels on the candle range (custom Fib or ruler) to quickly validate Pulse Bars. If it's accompanied by a volume spike, then it's better quality.
🔶SPX Daily Income—Rules & Execution
🔹Rules
Chart: 30 min, no indicators required. Pure PA, TPO-based strategy.
New Setups: 09:30–11:30 ET
Instrument: SPX signals, executed via SPX 0-DTE credit spreads ($5 wide, $2 for SPY)
🔹Entries
Bullish: Enter on a break of the setup bar high, use ATM put credit spread
Bearish: Enter on a break of the setup bar low, use ATM call credit spread
🔹Exits
Primary: Close at >80% of max profit (credit received)
Alternate: Hold to EOD expiration
Stop: Risk of the spread (defined by width – credit)
Target Heuristics (directional days)
Optional: 1.5–2× ATR as a reference (mirrors directional follow-through that often accelerates the >80% outcome)
Credit Guidance (typical)
OTM short strike ≈ $2.40
ITM short strike ≈ $2.50–$2.80
2× ITM short strike ≈ $2.80–$3.00
Trade Management (PDT-Aware)
If under PDT, many prefer set-and-forget with GTC buy-back (e.g., $0.20) or EOD expiration.
1:00 PM ET time check
Trending day ±$15–$20 SPX: usually no action, run to expiration
Non-trending day ±$5 SPX: consider taking 40–60% if available (optional) to avoid 50/50 end-of-day decay dynamics
Rationale: Without a favorable trend by ~1 PM, the odds of a late push decline; choosing a controlled partial outcome can improve long-run expectancy and reduce variance.
🔶Examples (Conceptual)
🔹Bullish: A green dot marks a bullish impulse bar; minor follow-through pushes the spread to >80% quickly.
🔹Bearish: A red triangle marks a bearish Impulse Bar; a modest down move is often sufficient for >80–95%.
🔹Tag ’n Turn—Weekly Swing (Filter & Stand-Alone)
Chart: 30-minute
Overlay: Bollinger Bands 50 (mean-reversion lens), or KC or TTM.
Setup: Tag of upper/lower band + Pulse Bar, enter on break of Pulse Bar in that direction
Target: Opposite Bollinger Band
Use Case: 3–7 day swings and a directional filter for Daily Income signals (trade with weekly bias)
🔹Afternoon SPX Income: Same Pulse logic, 14:00–15:00 ET window.
🔹ORB 30 / ORB 60: Uses 30/60-min opening range; can relax Pulse threshold (up to 40% bars) for early positioning when time-constrained.
🔹B&B (Overnight): Lasts 30–60 minutes; closes the next day at open or after the first 30-minute bar.
🔹JB (Just Breakfast): Enter at open using prior day’s signal; optionally roll into Daily Income if eligible.
🔹All-Day-Scalper: Deep ITM options (~0.75–0.80 delta) as synthetic stock.
Entry: Long ITM option
Stop: ~40% of option price
Target: 70–150% or 30-minute timed exit
Note: Time-intensive; for accounts above PDT.
🔹Brokerage: Must efficiently support SPX options; a <10% spread between OI and Volume is ideal. Preferences vary; Tastytrade, Thinkorswim, and Interactive Brokers are common choices. Use what’s reliable, available in your region, and cost-effective.
🔶Alerts (Check-in)
Bullish Impulse Detected (within 09:30–11:30 ET)
Bearish Impulse Detected (within 09:30–11:30 ET)
Afternoon Pulse (14:00–15:00 ET)
ORB 30/60 Trigger
B&B Window Open (last 60 mins)
JB at Open
Tag ’n Turn: Band Tag + Impulse (Bull/Bear)
🔶Inputs (Typical)
Session windows (morning, afternoon, last hour) ~5~15 Average Bar
Impulse threshold (strict 10% vs relaxed up to 40% for ORB variants)
Marker/label styles (bull/bear colors, dots vs arrows)
Filters (optional ATR TP, band touch BB(50-SMA, 2 Stdv.) for Tag ’n Turn)
Alert toggles (on-close for webhooks)
🔶Best Practices
One playbook, many Doors: Start with daily income; add afternoon or B&B/JB only after you’re consistent.
Credit discipline: Don’t chase poor pricing; stick to the credit guidance.
Time awareness: If no trend by ~1 PM ET, consider variance control.
Weekly bias: When using Tag ’n Turn, align daily trades with the weekly swing direction for added confluence.
Risk is defined as width – credit = max risk per spread. Size, accordingly, 1~2%.
🔶Disclosures & Risk
This is not financial advice. Options involve risk and are not suitable for all investors. Past performance (including backtests or theoretical studies) does not guarantee future results. Slippage, fills, assignment risk, and latency can materially impact outcomes. Trade a plan you fully understand and always size for durability. On the Daily, the Impulse bars, are often a signal that you should plan for it to return back to half of the Candle's body, and plan accordingly. Plot a horizontal support/resistance level and see how price reacts to it. Keep house-money, and use 1~2% Risk, reduce exposure when VIX is low and increase it when VIX is high.
TL;DR (Summary)
Signal: 30-min Pulse Bar (strict 10% close in range)
Window: 09:30–11:30 ET (new setups)
Execution: 0-DTE $5-wide SPX credit spreads
Exit: >80% max profit or EOD
Add-ons: Afternoon, ORB 30/60, B&B/JB overnights, All-Day-Scalper, Tag ’n Turn weekly swing/filter
Philosophy: Fully rule-based, minimal discretion, production-line consistency 0-date.
GABRIEL
Gabriel's Squeeze Momentum📊 Gabriel’s Squeeze Momentum — Deluxe Volatility + Momentum Suite
An advanced, all-in-one squeeze & momentum framework that times volatility compression/expansion and trend shifts, with optional CVD (cumulative volume delta) momentum, ATR zone context, Discontinued Signal Lines (DSL) scalps, Colored DMI trend label, Williams VIX Fix (WVF) low-volatility exhaustion pings, Buff’s VTTI/VPCI volume confirmation, and real-time divergence detection.
What it does:
Discover Squeezes. They occur when volatility contracts, often preceding significant price moves.
Measures momentum with a fast, ATR-normalized linear regression—optionally on Price or CVD—so you see direction and “how hard it’s pushing.”
🧭 Signal Legend ~ Colors the squeeze so you instantly know regime:
🟡 / 🟣 (Tight/Very Tight): Coiled spring; prepare a plan.
🔴 / ⚫ = (Regular/Wide): Watch for Divergences between Price and Momentum.
🟢 (Fired): Expansion started; trade with momentum cross and bias.
Adds context bands at ±1/±2/±3 ATR (“trend / expansion / OB-OS”) to filter late or weak signals.
DSL (Discontinued Signal Lines) give early scalp flips on momentum vs. adaptive bands.
DMI label & triangles communicate trend strength and whether +DI / −DI is in control.
Williams VIX Fix flags capitulation/exhaustion style spikes (with optional VIX proxy).
VTTI/VPCI modules confirm when volume aligns with price trend or contradicts it.
Divergences (regular & hidden) auto-draw with optional live (may repaint) or on-close.
🎢 Squeeze Momentum — How the Logic Works 🎢
The Squeeze Momentum model is built on the principle of volatility compression and expansion. In markets, periods of low volatility are often followed by explosive moves, while high volatility eventually contracts. The “squeeze” seeks to identify these compression phases and prepare traders for the likely expansion that follows.
This indicator achieves that by comparing Bollinger Bands (BB) to Keltner Channels (KC).
Bands: Bollinger vs. Keltner
Bollinger Bands (BB): Calculated using a Simple Moving Average (SMA) of price and standard deviations (σ) of the closing price. The bands expand and contract depending on volatility.
Keltner Channels (KC): Built from an SMA plus/minus multiples of the Average True Range (ATR). Unlike some simplified squeeze indicators that approximate ATR, this implementation uses a true ATR-based KC, ensuring accuracy across different assets and timeframes.
By comparing whether the Bollinger Bands are inside or outside the Keltner Channels, the indicator identifies different squeeze regimes, each representing a distinct volatility environment.
📦 Regime Colors
The squeeze states are color-coded for quick interpretation:
🔹Wide Squeeze (⚫): BB inside KC with a high ATR multiplier. Extremely low volatility, often before major expansion.
🔹Normal Squeeze (🔴): BB inside KC with a moderate ATR multiplier (about 25% more sensitive than Wide). Typical compression setting.
🔹Narrow Squeeze (🟡): BB inside KC with a lower ATR multiplier (about 50% more sensitive than Wide). Signals tighter compression.
🔹Very Narrow Squeeze (🟣): BB inside KC with the lowest ATR multiplier (100% more sensitive than Wide). Indicates extreme coiling.
🔹Fired Squeeze (🟢): BB break outside KC. Marks the release of volatility and potential trend acceleration.
This multi-layered system improves upon classical SQZPRO by using precisely calculated Keltner Channels and multiple sensitivity levels, giving traders more granular information about volatility states.
🔒 Multi-Timeframe Support
The indicator automatically adjusts squeeze thresholds for different timeframes — hourly, 4-hour, daily, weekly, and monthly charts. Each regime has been manually tuned for its timeframe, allowing traders to use the same tool whether scalping, swing trading, or holding longer-term positions.
🎯 Momentum Core
Detecting a squeeze is only half the equation — the indicator also includes a momentum engine to determine direction and strength.
Price momentum is measured as the distance of Close from its Highest High and Lowest Low range, smoothed with a Simple Moving Average, and refined with Linear Regression.
This value is then divided by ATR, normalizing momentum relative to volatility.
Optionally, CVD Mode (Cumulative Volume Delta ÷ Volume) can replace price momentum for assets where order-flow and volume dynamics dominate (e.g., crypto).
🦆 Signal Line
Momentum is paired with a Simple Moving Average signal line:
🔹Bullish: Momentum > Signal.
🔹Bearish: Momentum < Signal.
This crossover logic provides directional bias and filters for false squeezes.
🚀 When to Use Price vs. CVD
CVD Mode (Crypto, FX with tick volume): Best for assets with strong volume/order-flow signals.
Price Mode (Equities, Commodities, Higher TFs): Best for assets with irregular or thin volume data.
🛢️ATR Zones (context filter) 🛢️
Its design is straightforward yet effective: it measures the difference between the current price from its highest highs, lowest lows, and a moving average over a chosen period, then expresses that difference in terms of the Average True Range (ATR) over the same period. By normalizing price deviations against volatility, ATR provides a clear sense of how far and how fast price is moving relative to its “normal” range.
Interpreting the Zone
Positive Values: When it is above zero, price is trading above its HH, LL, and moving average, suggesting bullish momentum. The higher the value, the stronger the momentum relative to volatility.
Negative Values: When the Momentum is below zero, price is trading below its HH, LL, and moving average, signaling bearish momentum. The deeper the reading, the stronger the downside pressure.
Magnitude Matters: Because the Momentum is expressed in ATR units, traders can immediately gauge whether the move is small (less than 1 ATR), moderate (1–2 ATRs), or extreme (3+ ATRs). This makes it especially useful for assessing overbought or oversold conditions in a normalized way.
Strengths:
🔹Volatility-Normalized: Unlike simple squeeze momentum oscillators that have different OB/OS levels, this Momentum adjusts for volatility. This makes signals more consistent across assets with different volatility profiles.
🔹Simplicity:
±1 ATR: trending zone (bulls above +1, bears below −1)
±2 ATR: expansion (keep, add, or trail). Stretch/risk of mean reversion.
±3 ATR: potential exhaustion/mean-revert zone.
🔹Momentum Clarity: By framing momentum in ATR terms, it is easier to distinguish between a small deviation from trend and a genuinely significant move. Sometimes it is a good sign that it trend to ±3/2 ATR, looks for similar directional moves.
Color: The script shades +2/+3 (OB) and −2/−3 (OS) areas and provides swing alerts at ±1 ATR.
💚 What Are Discontinued Signal Lines (DSL)? 💚
In technical analysis, one of the most common tools for smoothing out noisy data is the signal line. This concept appears in many indicators, such as the MACD or stochastic oscillator, where the raw value of an indicator is compared to a smoothed version of itself. The signal line acts as a lagging filter, making it easier to identify shifts in momentum, crossovers, and directional changes.
While useful, the classic signal line approach has limitations. By design, a single smoothed line introduces lag, which means traders may receive signals later than ideal. Additionally, a one-size-fits-all smoothing process often struggles to adapt to different levels of volatility or rapidly changing market conditions.
This is where Discontinued Signal Lines (DSL) come in. DSL is an advanced extension of the traditional signal line concept. Instead of relying on just one smoothed comparison, DSL employs multiple adaptive lines that adjust dynamically to the current state of the indicator. These adaptive lines effectively “discontinue” the dependence on a single, fixed smoothing method, producing a more flexible and nuanced representation of market conditions.
How DSL Works?
Traditional Signal Line: Compares an the Momentum against its own moving average. Provides crossover signals when the raw indicator value moves above or below the smoothed line.
Strength: reduces noise. Weakness: delayed signals and limited adaptability.
DSL Extension: Uses multiple adaptive lines that respond differently to the indicator’s current behavior. Instead of one static moving average, the DSL approach creates faster and slower “reaction lines.” These lines adapt dynamically, capturing acceleration or deceleration in the indicator’s state.
Result: Traders see how momentum is evolving across multiple adaptive thresholds. This reduces false signals and improves responsiveness in volatile conditions.
Benefits of Discontinued Signal Lines
🔹Nuanced Trend Detection
DSL doesn’t just flag when momentum changes direction—it shows the quality of that shift, highlighting whether it is gaining strength, losing steam, or consolidating.
🔹Adaptability Across Markets
Because DSL adjusts to the Momentum’s own dynamics, it works well across different asset classes and timeframes, from equities and futures to forex and crypto.
🔹Earlier Signal Recognition
Multiple adaptive lines allow traders to spot developing trends earlier than with a single smoothed signal line, without being overwhelmed by raw indicator noise.
🔹Better Confirmation
DSL is particularly useful for confirmation. If both adaptive lines agree then a fill is applied in the direction, confidence in the trend is higher as the color turns bull/bear.
🔹Practical Uses
Momentum Trading: Spot acceleration or deceleration in trend strength.
Trend Confirmation: Verify whether a breakout has momentum behind it.
Noise Filtering: Smooth out erratic moves while retaining adaptability.
⚖️ Colored Directional Movement Index (CDMI) ⚖️
The Directional Movement Index (DMI), created by J. Welles Wilder, is one of the most respected trend-following indicators in technical analysis. It is actually a family of three separate indicators combined into one: the +DI (Positive Directional Indicator), the –DI (Negative Directional Indicator), and the ADX (Average Directional Index). Together, they measure not only whether the market is trending but also the strength of that trend. Traders have used the DMI for decades to identify trend direction, gauge momentum, and filter out periods of market noise.
However, despite its reliability, the traditional DMI can be challenging to interpret. Reading three separate lines at once and extracting meaningful signals requires both experience and careful observation. This complexity often discourages newer traders from fully utilizing its power.
The Colored Directional Movement Index (CDMI) is a modern reinterpretation of Wilder’s classic tool. It condenses the same information into a single visual line while using color, shape, and density to communicate what’s happening beneath the surface. The goal is simple: make the DMI’s insights faster to read, easier to act upon, and more intuitive to integrate into trading decisions.
Key Features of CDMI
🔹Color Scale for Trend Strength
The main triangle changes its base color depending on the strength of the DI reading. Dark Red or Green, colors correspond to stronger trends, while faded Gray or lighter yellow tones signal weaker or fading trends. This makes it visually clear when the market is consolidating versus trending strongly.
🔹Color Density for Momentum
Beyond strength, the CDMI uses color density to represent momentum in the trend’s strength. If the ADX is rising (trend gaining momentum), the triangles grows more darker. If the ADX is falling (trend losing momentum), the triangle becomes paler. This provides an instant sense of whether a trend is accelerating or decelerating.
🔹Directional Triangles for Trend Direction
To replace the separate +DI and –DI lines, the CDMI plots small triangle shapes along the bottom axis. An upward-facing triangle indicates that +DI is dominant, confirming bullish direction. A downward-facing triangle signals –DI dominance, confirming bearish direction. This way, both strength and direction are shown without the clutter of multiple overlapping lines.
🔹Label Display for Detailed Values
For traders who want precise data alongside the visuals, CDMI includes a label that shows:
Current trend strength (ADX value).
Current +DI and –DI values.
Momentum status of the ADX (rising or falling).
Historical values of DMI readings, so traders can track how the indicator has evolved over time.
Tooltips are also available to explain “How to read the colored DMI line”, making this version more beginner-friendly.
Why CDMI Matters
The CDMI retains the proven reliability of Wilder’s DMI while solving its biggest drawback—interpretation difficulty. Instead of juggling three separate plots, traders get a single, information-rich line supplemented with intuitive shapes and labels. This streamlined format makes trend verification, momentum analysis, and signal confirmation much faster.
For trading applications, the CDMI can help:
Confirm Entries by showing whether the market is trending strongly enough to justify a position.
Avoid False Signals by filtering out periods of low ADX (weak trend).
Enhance Timing by tracking momentum shifts in trend strength.
By simplifying the complexity of the original DMI into an elegant, color-coded tool, the CDMI makes one of technical analysis’ most advanced indicators practical for everyday use.
😅 The VIX, the Williams Vix Fix, and Market Bottoms 😎
The VIX, formally known as the CBOE Volatility Index, has long been considered one of the most reliable indicators for spotting major market bottoms. Often referred to as the “fear gauge,” it measures the market’s expectation of volatility in the S&P 500 over the next 30 days. When fear grips investors and volatility spikes, the VIX rises sharply. Historically, these moments of extreme fear often coincide with powerful buying opportunities, as markets have a tendency to rebound once panic selling exhausts itself.
Larry Williams, a well-known trader and author, developed the Williams Vix Fix as a way to replicate the insights of the VIX across any tradable asset. While the VIX itself is tied specifically to S&P 500 options, Williams wanted a tool that could capture similar panic-driven dynamics in stocks, futures, forex, and other markets where the VIX is not directly applicable. His “fix” uses price action and volatility formulas to approximate the same emotional extremes reflected in the official VIX, creating almost identical results in practice. This makes the Williams Vix Fix a powerful addition to the trader’s toolbox, allowing the same principle that works on U.S. equities to be applied universally.
One of the most important characteristics of both the VIX and the Williams Vix Fix is that they are far more reliable at signaling market bottoms than market tops. The reason is psychological as much as it is mathematical. At market bottoms, fear and panic are widespread. Retail investors often capitulate, selling in a frenzy as prices drop. This panic drives volatility higher, producing the spikes we see in the VIX. At the same time, professional traders and institutions—those with larger capital and more disciplined strategies—tend to step in when volatility is stretched. They buy when others are fearful, using the panic of retail investors as an opportunity to acquire assets at discounted prices. This confluence of retail panic and institutional buying power is what makes the VIX such a strong bottom-finding tool.
In contrast, at market tops, the dynamic is very different. Tops tend not to be marked by panic or fear. Instead, they form quietly as enthusiasm fades, liquidity dries up, and buying interest wanes. Investors are often complacent, assuming prices will continue to rise, while professional money begins distributing their positions. Because there is no surge in fear, volatility remains muted, and the VIX does not offer a clear warning. This is why traders who rely on the VIX or the Williams Vix Fix must understand its limitations: it is exceptional for detecting bottoms but less useful for anticipating tops.
For traders, the lesson is straightforward. When you see the VIX or Williams Vix Fix spiking to extreme levels, it often indicates a high-probability environment for a rebound. These tools should not be used in isolation, but when combined with support levels, sentiment indicators, and market breadth, they can provide some of the most reliable bottom-fishing signals available. While no indicator is perfect, few have stood the test of time as consistently as the VIX—and thanks to Williams’ adaptation, its power can now be applied to nearly every market.
Indicator Signals (Great in risk-off charts):
🔹Flags spike events (tops/bottoms) with both original and filtered (AE/FE) criteria.
🔹Great as a risk overlay: tighten stops into AE/FE, or require “no spike” to enter.
🤯 Volume Comfirmation: VTTI & VPCI (Buff Dormeier) 🤯
Volume Trend Technical Indicator (VTTI)
The Volume Trend Technical Indicator (VTTI) is a momentum-style tool that analyzes how volume trends interact with price movement. Unlike basic volume measures that simply report how many shares or contracts were traded, the VTTI evaluates whether volume is expanding or contracting in the same direction as the prevailing price trend. The underlying logic is that healthy trends are supported by rising volume, while weakening trends often occur on shrinking volume.
At its core, VTTI looks at the rate of change in volume compared to price movements. By smoothing and normalizing these relationships, the indicator helps traders determine whether momentum is accelerating, decelerating, or diverging.
Rising VTTI: Suggests that volume is confirming the current price trend, strengthening the case for continuation. Flips BG Green after crossing it's signal.
Falling VTTI: Indicates that the trend may be losing participation, often a sign of possible consolidation or reversal. Flips BG Red after crossing it's signal.
Traders often use VTTI to filter entries and exits. For example, if price breaks out but VTTI does not rise above zero, the breakout may lack conviction. On the other hand, when both price and VTTI are aligned, probability of continuation improves.
Volume Price Confirmation Indicator (VPCI)
The Volume Price Confirmation Indicator (VPCI), developed by Buff Dormeier, takes the relationship between price and volume a step further. While traditional indicators like On-Balance Volume (OBV) or Chaikin Money Flow look at cumulative patterns, VPCI breaks price and volume into trend and volatility components and then recombines them to measure how well they confirm each other.
In essence, VPCI asks: “Does volume confirm what price is signaling?”
The formula integrates:
Price Trend Component – whether the market is trending upward or downward.
Volume Trend Component – whether trading activity supports that price trend.
Volatility Adjustments – to account for irregular swings.
The resulting oscillator fluctuates around a zero line:
Positive VPCI: Indicates that price and volume trends are in agreement (bullish confirmation).
Negative VPCI: Suggests that price and volume are diverging (bearish warning or false move).
Crossovers of Zero: Can serve as potential buy or sell signals, depending on context.
A key strength of VPCI is its sensitivity to divergence. When prices continue rising but VPCI begins falling, it often foreshadows a weakening rally. Conversely, a rising VPCI during a flat or down market can highlight early accumulation.
VTTI (Entry Signal) vs. VPCI (Exit Signal)
While both indicators study price-volume dynamics, their focus differs:
VTTI is simpler, emphasizing the trend of volume relative to price for momentum confirmation.
VPCI is more advanced, decomposing both price and volume into multiple components to produce a nuanced oscillator.
Used together, they provide complementary insights. VTTI helps quickly spot whether volume is supporting a move, while VPCI offers deeper confirmation and highlights subtle divergences.
Note: The Up/Down Volume Alert works better on the 4 HR, for Daily scalps or 30 minute for HR scalps. Intraday it's 2/10 minute.
🦅 Divergence toolkit 🦅
Divergences in Technical Analysis
Divergence occurs when the price action of an asset moves in one direction while a technical indicator, such as RSI, MACD, or Momentum, moves in the opposite direction. This disagreement between price and indicator often signals a shift in underlying market dynamics. Traders use divergences to anticipate either potential reversals or continuations in trends.
There are two main types of divergences: regular divergences, which typically precede reversals, and hidden divergences, which suggest continuation of the current trend.
Regular Divergence (Reversal Signals)
A regular divergence occurs when price and indicator disagree during a trend extension. These divergences signal that momentum is no longer fully supporting the current trend and that a reversal may be imminent.
🔹Regular Bullish Divergence
Price Action: Forms a lower low.
Indicator: Forms a higher low.
Interpretation: Price is making new lows, but the indicator is gaining strength. This suggests that selling pressure is weakening, and a reversal to the upside may occur.
Example: RSI rising while price dips to fresh lows.
🔹Regular Bearish Divergence
Price Action: Forms a higher high.
Indicator: Forms a lower high.
Interpretation: Price is reaching new highs, but the indicator shows weakening momentum. This implies that buying pressure is fading, warning of a potential downside reversal.
Example: MACD histogram falling while price makes higher highs.
Regular divergences are often spotted near the end of trends and are most powerful when aligned with key support/resistance levels or overbought/oversold conditions.
Hidden Divergence (Continuation Signals)
A hidden divergence occurs during retracements within a trend. Unlike regular divergences, hidden divergences suggest that the prevailing trend still has strength and is likely to continue.
🔹Hidden Bullish Divergence
Price Action: Forms a higher low.
Indicator: Forms a lower low.
Interpretation: Price is retracing within an uptrend, but the indicator is overshooting downward. This shows that momentum remains intact, supporting continuation upward.
🔹Hidden Bearish Divergence
Price Action: Forms a lower high.
Indicator: Forms a higher high.
Interpretation: Price is retracing within a downtrend, while the indicator overshoots upward. This indicates that bearish momentum remains strong, supporting continuation downward.
Hidden divergences often appear during pullbacks, helping traders time entries in the direction of the prevailing trend.
Practical Use of Divergences
🔹Trend Reversal Alerts – Regular divergences are early warnings that a trend may be ending.
🔹Trend Continuation Signals – Hidden divergences help confirm that retracements are simply pauses, not full reversals.
🔹Confluence with Other Tools – Divergences are more reliable when combined with support/resistance, candlestick patterns, or volume analysis.
🔹Multi-Timeframe Analysis – Spotting divergences on higher timeframes often produces stronger signals.
🕭🔔🛎️ Alert 🛎️🔔🕭
🔹Squeeze
🟢 Fired Squeeze
⚫ Low (Wide) Squeeze / 🔴 Normal / 🟡 Tight / 🟣 Very Tight
🔹Momentum
🐂 Bullish Trend Reversal (Crossover of Momentum and Signal from sub −2)
🐻 Bearish Trend Reversal (Crossover of Momentum and Signal from above +2)
📈 Bullish Swing (cross above +1 ATR) / 📉 Bearish Swing (cross below −1 ATR)
🔹DSL
💚 Bullish DSL Scalp / 💔 Bearish DSL Scalp
🔹Volume
🎯 Strong Up Volume (VPCI > 0 and VTTI up)
⏳ Strong Down Volume (VPCI < 0 and VTTI down)
🔹Divergences
🦅 Bullish, 🦆 Bearish, 🦅 Bullish Hidden, 🦆 Bearish Hidden
Management: Search Vanguard ETFs in your browser, look up full list of VOO holdings. Download it, or copy paste all the ticker symbols. Place that with a AI, just ask it to place , in between each ticker. NVDA, TSLA, AVGO, etc. Create a new watchlist, in the + add all tickers separated by commas. Place a watchlist alert ⚠️ only available for premium + subscribers.
Practical playbook
1) Classic Squeeze Break
Setup: 🔴(D)/🟡(2D)/🟣(3D) squeeze → wait for 🟢(1HR) Fired.
Confirm: Momentum > Signal and above +1 ATR (or DMI strong & rising).
Manage: add on pullbacks that hold +1 ATR; scale near +2 ATR or WVF AE/FE.
2) DSL Scalp in Trend
Setup: Clear trend (DMI strong) + DSL bull/bear trigger in the direction of trend.
Filter: avoid tight/very tight yellow/purple unless you want micro-scalps.
Exit: opposite DSL or ATR midline loss.
3) Mean-Reversion Fade
Setup: Momentum extended to ±3 ATR, WVF spike, and a regular divergence.
Entry: Counter signal only when mom crosses back through ±3 ATR toward mid. Exit early if squeeze ⚫/🔴, Momentum may extend to ±3/2 ATR in the same direction.
Risk: reduce size; this is a fade, not trend following.
4) Volume-Confirmed Breakout
Setup: Squeeze → 🟢 Fired + VPCI > 0 and VTTI up → trend continuation.
Manage: trail behind +1 ATR (long) or −1 ATR (short). 9 SMA works good.
Inputs at a glance (key ones)
Mode: Price or CVD momentum; Squeeze Sensitivity (σ); Momentum Length; Signal Length; ATR Smoothing.
🧮 Colors:
SQZMOM: per squeeze regime, momentum, ATR fills.
DSL: On/Off, Fast/Slow, Length.
ATR Zones: Bullish/Bearish levels (±1), ±2/±3 zone lines & fills.
DMI: Lengths, key & weak thresholds, label on/off.
WVF/VIX: Lookbacks, bands, AE/FE toggles, VIX proxy symbol.
VTTI/VPCI: Fast/slow/signal (VTTI), Short/Long (VPCI), and volume source (Tick/CVD/NVI/PVI/OBV/PVT/AccDist/VWAP).
Divergences: Regular/Hidden toggles, Sensitivity %, Lifetime, Live vs On-Close, Lines/Labels.
🔎 Suggested defaults (feel free to tweak)
Calibration: Size Momentum, so that when it's above zero the asset is trending up. For the signal, it can be kept the same or lower.
Intraday (60–240m): σ = 2.0, 18~20, 3~5, DSL Fast, DMI key 23, weak 17.
Daily/Weekly: keep σ = 2.0, consider DSL Slow, DMI key 25, weak 20, widen ATR filters; lean on VPCI/VTTI (4-HR).
CVD mode: use where tick/volume quality is high (index futures, liquid equities, crypto majors).
🪟 Tips & caveats
Swing Screener: Favor liquid underlyings (index futures/ETFs, large caps). Large-Cap, 2 M Vol, Mid-Cap, 500K Vol. Squeeze: BB( 20) upper < KC (20) upper, and BB (20) lower > KC (20) lower. Optional: Price above 9 SMA, 21 SMA, and 50 SMA, they are my SMA of choice. 200 SMA too, unless you are willing to fish in a bear market. Vice-versa for shorts. Optional: ADX 4 HR > 17, or 23 depending on what you are looking for.
Scalp Screener: Same as above, change the D 9 SMA to 5, and the BB/KC from D to 1 HR. Scalps may last 2~3 days.
Position Screener: Change all daily setting to W, aside from Volume. Optional: PEG < 1.5, FCF > 0, ROA > 8% or ROE > 6%.
Good with Moving averages (9/21/50) and low-volume zones.
Position size by IV, ATR, and account risk. Consider stop/hedge rules around ±2/±3 ATR.
Let alerts stage your watchlist; act only on combined squeeze + momentum signals.
Divergences in live mode can repaint (Real-Time); for algo or alerts, use on-close.
Tight/Very tight squeezes are great for scalps but choppy; combine with DMI rising + VPCI>0.
±3 ATR is exhaustion context, not an auto-fade—look for WVF/Div/DSL confirmation.
For alerts, pair “Fired Squeeze + Bullish Swing” (or bearish) to avoid false starts.
🎯 How to Trade Entry ~ Recap:
Tight/very tight squeeze → fires → momentum crosses up (or DSL bull).
Exit/Flip: Momentum crosses down into/after expansion or hits +2/+3 ATR with fade signs. Filter: Avoid fresh longs at +3 ATR; avoid fresh shorts at −3 ATR unless fading with confirmation.
📐 Options Integrations
✅ Risk Reversal/Modified Risk Reversal (Bullish: Short Put + Long Call)
Use when: Squeeze fires up from 🟡/🟣 and momentum crosses above signal (or zero/DSL).
Playbook Entry: On or just after the bullish fire and momentum upcross. DMI or Volume supports trend as well.
Structure: Sell a put at/just below the −2 ATR reference (or recent swing support). Buy a call at/above the breakout zone (prior high/mid-range +1 to +2 ATR).
A classic risk reversal is a long call plus a short put. That’s a very bullish structure—you gain if the price rallies (via the call), and you collect a premium by selling a put. But it has a naked downside risk. The modified risk reversal fixes that by adding a long lower put (making the short put into a defined put credit spread).
Management: If momentum stays above signal, ride toward +2 → +3 ATR. Sell the put near the current price → receive big premium. Buy the lower put → spend part of that premium (risk cap). Buy the call above the current price → spend more, but the short put premium mostly pays for it.
Exits/Adjust: Momentum downcross or squeeze flips back on (new compression) → reduce. If price retests −1/−2 ATR and holds, you can roll the short put down/out.
Breakout = Big Success; No Breakout = you keep the initial credit. Reversal = Max loss is capped by the long lower put.
✅ Iron Condor (Neutral: Short OTM Put Spread + Short OTM Call Spread)
Use when: Squeeze is active (🟡/🟣), momentum is flat near zero, and there is no directional edge. 🟢 lasts for around 5~8 bars typically. I measure the historical duration of it, and wait for a range period to occur.
Playbook Entry: During compression, set wings outside ±2 ATR (or recent range extremes). I prefer identifying boxes where the rectangle pattern occurs on the chart.
Management: Time decay works while price remains trapped in the coil. High-winrate ~80%, but 1 loser can wipe most of the gains.
Exits/Adjust: If a squeeze fires and momentum breaks hard one way, close the losing side, consider converting to a vertical or rotating to a directional spread aligned with momentum.
4HR-Bullish, closing one wing:
Tip: Align daily/weekly context with your intraday entries. 9 > 50 on Weekly, similar on Daily. Sell premium into compression; switch to directional spreads on expansion and momentum confirmation.
✅ Naked Call/Puts (Directional: 10~30 Delta Calls)
Stick to naked calls and puts when the squeezes are fired from either 🔴 or ⚫.
Look for Strikes slightly out of the money with an OI and Volume spread less than <10%.
If Strike Date is >45, manage 21 Days before expiration. Scalp: Expiration Strikes of 1/4 of the Squeeze period. Leap: Expiration Strikes of 1.75x of the Squeeze period.
📐 Futures Integrations
Playbook Entry:
Verify if the squeeze on the hourly is red or green, and enter on the 2- or 5-minute during a similar squeeze state.
Trend-Following: Traditional 2 Renko Block above 21 SMA and Momentum is bullish, or vice versa. (2~ES, 5~NQ)
Structure: Go long at/just below the ATR reference (or recent swing support). Exit below the breakout zone (prior high/mid-range +1 to +2 ATR).
Management: If momentum stays above +1 ATR ride toward +2 → +3 ATR, etc. House-money, should be kept.
Exits/Adjust: Momentum downcross or squeeze flips back on (new compression) → exit. On Renko Charts, lower the sensitivity to 0.7~1. If price retests 0/−1/−2 ATR and holds, you can enter when the 9 SMA flips. The 50 SMA is better for Daily and up; I wouldn't trade against it then.
📌 FOMO Trading Playbook
Credits & License
Credits: @JF10R (Multi-Timeframe Squeeze), @BigBeluga (DSL), @OskarGallard (Colored DMI base), @ChrisMoody (WVF ideas), @PineCodersTASC (VTTI/VPCI), @EliCobra (Divergence toolkit).
License: Mozilla Public License 2.0 (MPL-2.0).
Author: © GabrielAmadeusLau
US Macro Cycle (Z-Score Model)US Macro Cycle (Z-Score Model)
This indicator tracks the US economic cycle in real time using a weighted composite of seven macro and market-based indicators, each converted into a rolling Z-score for comparability. The model identifies the current phase of the cycle — Expansion, Peak, Contraction, or Recovery — and suggests sector tilts based on historical performance in each phase.
Core Components:
Yield Curve (10y–2y): Positive & steepening = growth; inverted = slowdown risk.
Credit Spreads (HYG/LQD): Tightening = risk-on; widening = risk-off.
Sector Leadership (Cyclicals vs. Defensives): Measures market leadership regime.
Copper/Gold Ratio: Higher copper = growth signal; higher gold = defensive.
SPY vs. 200-day MA: Equity trend strength.
SPY/IEF Ratio: Stocks vs. bonds relative strength.
VIX (Inverted): Low/falling volatility = supportive; high/rising = risk-off.
Methodology:
Each series is transformed into a rolling Z-score over the selected lookback period (optionally using median/MAD for robustness and winsorization to clip outliers).
Z-scores are combined using user-defined weights and normalized.
The smoothed composite is compared against phase thresholds to classify the macro environment.
Features:
Customizable Weights: Emphasize the indicators most relevant to your strategy.
Adjustable Thresholds: Fine-tune cycle phase definitions.
Background Coloring: Visual cue for the current phase.
Summary Table: Displays composite Z, confidence %, and individual Z-scores.
Alerts: Trigger when the phase changes, with details on the composite score and recommended tilt.
Use Cases:
Align sector rotation or relative strength strategies with the macro backdrop.
Identify favorable or defensive phases for tactical allocation.
Monitor macro turning points to manage portfolio risk.
It's doesn't fill nan gaps so there is quite a bit of zeroes, non-repainting.
Fabian Z-ScoreFabian Z-Score — % Distance & Z-Scores for SPX / DJI / XLU
What it does
This indicator measures how far three market proxies are from a moving average and standardizes those distances into z-scores so you can spot stretch/mean-reversion and relative out/under-performance.
Universe: S&P 500 (SPX), Dow Jones (DJI) and Utilities (XLU). You can change any of these in Inputs.
Anchor MA: user-selectable MA type (SMA/EMA/RMA/WMA/VWMA/HMA/LSMA/ALMA) and length (default 39; a popular weekly anchor).
Outputs
% from MA: 100 × (𝐶𝑙𝑜𝑠𝑒 − 𝑀𝐴) / 𝑀𝐴
Time-series Z: z-score of the last N % distances (default 39) → “how stretched vs its own history?”
Cross-sectional Z: z-score of each % distance within the trio on this bar → “who’s strongest vs the others right now?”
A compact mini table (top-right) shows the latest values for each symbol: % from MA, Z(ts) and Z(xsec).
Panels & Visualization
Toggle what you want to see in View:
Plot % distance — raw % above/below the MA (0% line shown).
Plot time-series Z — standardized stretch with ±Threshold guides (default ±2σ).
Plot cross-sectional Z — relative z across SPX, DJI, XLU (0 = at the trio’s mean).
Smoothing — optional light MA on the plotted series (set to 1 for none).
A price-panel Moving Average is drawn with your chosen type/length for visual context.
Colors: SPX = teal, DJI = orange, XLU = purple.
Alerts
Two built-in alert conditions (time-series Z only):
“Z(ts) crosses up +Thr” — any of the three crosses above +Threshold.
“Z(ts) crosses down -Thr” — any crosses below −Threshold.
When enabled, the chart background tints faint green (up cross) or red (down cross) on those bars.
How to use (ideas, not advice)
On weekly charts, a 39-length MA/Z lookback often captures major risk-on/off swings. (Fabian Timing)
Deep negative Z(ts) (e.g., ≤ −2σ or −3σ) frequently accompanies panic and mean-reversion setups.
High positive Z(ts) suggests over-extension; watch for momentum fades.
Cross-sectional Z helps rank leadership today:
Z(xsec) > 0 → stronger than the trio’s mean this bar; Z(xsec) < 0 → weaker.
Utilities (XLU) turning positive x-sec while the others are negative can hint at defensive rotation.
If all 3 are above 0, go long, if below 0 go cash.
Combine: look for extreme Z(ts) aligning with lead/lag Z(xsec) to time entries/exits or hedges.
Inputs (quick reference)
Symbols: SPX / DJI / XLU (editable).
MA type & length: SMA, EMA, RMA, WMA, VWMA, HMA, LSMA, ALMA; default EMA(39).
Z-score lookback (ts): default 39.
Smoothing on plots: default 1 (off).
Z threshold (±): default 2.0 (guide lines & alerts).
Kent Directional Filter🧭 Kent Directional Filter
Author: GabrielAmadeusLau
Type: Filter
📖 What It Is
The Kent Directional Filter is a directionality-sensitive smoothing tool inspired by the Kent distribution, a probability model used to describe directional and elliptical shapes on a sphere. In this context, it's repurposed for analyzing the angular trajectory of price movements and smoothing them for actionable insights.
It’s ideal for:
Detecting directional bias with probabilistic weighting
Enhancing momentum or trend-following systems
Filtering non-linear price action
🔬 How It Works
Price Angle Estimation:
Computes a rough angular shift in price using atan(src - src ) to estimate direction.
Kent Distribution Weighting:
κ (kappa) controls concentration strength (how sharply it prefers a direction).
β (beta) controls ellipticity (bias toward curved vs. linear moves).
These parameters influence how strongly the indicator favors movements at ~45° angles, simulating a directional “lens.”
Smoothing:
A Simple Moving Average (SMA) is applied over the raw directional probabilities to reduce noise and highlight the underlying trend signal.
⚙️ Inputs
Source: Price series used for angle calculation (default: close)
Smoothing Length: Window size for the moving average
Pi Divisor: Pi / 4 would be 45 degrees, you can change the 4 to 3, 2, etc.
Kappa (κ): Controls how focused the directionality is (higher = sharper filter)
Beta (β): Adds curvature sensitivity; higher values accentuate asymmetrical moves
🧠 Tips for Best Results
Use κ = 1–2 for moderate directional filtering, and β = 0.3–0.7 for smooth elliptical bias.
Combine with volume-based indicators to confirm breakout strength.
Works best in higher timeframes (1h–1D) to capture macro directional structure.
I might revisit this.
Better MACD📘 Better MACD – Adaptive Momentum & Divergence Suite
Better MACD is a comprehensive momentum-trend tool that evolves the traditional MACD into a multi-dimensional, divergence-aware oscillator. It leverages exponential smoothing across logarithmic rate-of-change of OHLC data, adaptive signal processing, and intelligent divergence detection logic to provide traders with earlier, smoother, and more reliable momentum signals.
This indicator is built for professional-level analysis, suitable for scalping, swing trading, and trend-following systems.
🧬 Core Concept
Unlike the classic MACD which subtracts two EMAs of price, Better MACD constructs a signal by:
Applying logarithmic transformation on the change between OHLC components (Close, High, Low, Open).
Using double EMA smoothing to filter noise and volatility, Triangular method. 1st to 2nd Smoothing.
Averaging and de-biasing the results through a custom linear regression model, 4th Smoothing.
Subtracting a fast SMA and slow SMA response to yield a dynamic MACD value, 3rd Smoothing.
The result is a smooth, adaptive, and high-resolution MACD-style oscillator that responds more naturally to trend conditions and price geometry.
🧠 Features Breakdown
1. 📈 Multi-Layer MACD Engine
Src1: Smoothed Log Rate-of-Change on Close
Src2: Smoothed Log Rate-of-Change on High
Src3: Smoothed Log Rate-of-Change on Low
Src4: Smoothed Log Rate-of-Change on Open
These are blended using highest high, lowest low, and average Close price over a configurable window for more complete trend detection. The open-based Src4 is subtracted using SMA.
2. 🧮 Signal Line
A fast EMA (signalLength) of the Better MACD value is used for crossover logic.
Crossovers of MACD and Signal line signal potential entries or exits.
3. 📊 MACD Histogram
Visualizes the difference between MACD and Signal line.
Dynamically color-coded:
Green/Light Green for bullish impulse
Red/Pink for bearish impulse
Width and color intensity reflect strength and momentum slope.
🎨 Visual Enhancements
Feature Description
✅ Ribbon Fill Optional fill between MACD and Signal line, colored by trend direction
✅ Zero-Line Background Background highlights above/below 0 to easily read bullish/bearish bias
✅ Crossover Highlights Tiny circles plotted when MACD crosses Signal line
🔍 Divergence Detection Suite
The script includes a full Divergence Engine to detect:
🔼 Bullish Regular Divergence (Price lower lows + Indicator higher lows)
🔽 Bearish Regular Divergence (Price higher highs + Indicator lower highs)
🟢 Bullish Hidden Divergence (Price higher lows + Indicator lower lows)
🔴 Bearish Hidden Divergence (Price lower highs + Indicator higher highs)
🧩 Divergence Modes:
Supports both Regular, Hidden, or Both simultaneously
Detects from either Close Price or Heikin Ashi-derived candles
Uses dynamic pivot tracking with configurable lookback and divergence sensitivity
Divergence lines are labeled, colored, and plotted in real-time
🔁 Styling & Customization:
Choose from Solid, Dashed, or Dotted line styles
Configure separate colors and widths for all divergence types
Control number of divergence lines visible or only show the most recent
Divergences update live without repainting
⚠️ Alerts
Alerts are built-in for real-time notification:
MACD Histogram reversals (rising → falling, or vice versa)
Divergence signals (all 4 types, grouped and individually)
Combines seamlessly with TradingView alerts for actionable triggers
🔧 Input Controls (Grouped by Purpose)
Better MACD Group
1st–4th Smoothing Lengths: Controls responsiveness of MACD core engine
Signal Length: Smoothness of signal line
Toggles for crossover highlights, zero cross fills, and ribbon fills
Divergence Settings
Enable/disable divergence lines
Choose divergence type (Regular, Hidden, Both)
Set confirmation requirements
Customize pivot detection and bar search depth
Styling Options
Colors, line widths, and line styles for each divergence type
Heikin Ashi Mode for smoother pivots and divergences
🧠 How to Use
✅ For Trend Traders:
Use MACD > Signal + Histogram > 0 → Bullish confirmation
MACD < Signal + Histogram < 0 → Bearish confirmation
Wait for pullbacks with hidden divergences to enter in trend direction
✅ For Reversal Traders:
Look for Regular Divergences at trend exhaustion points
Combine with price action (e.g., support/resistance or candle pattern)
✅ For Swing & Day Traders:
Enable Heikin Ashi Mode for smoother divergence pivots
Use zero line background + histogram color to time entries
📌 Summary
Feature Description
🚀 Advanced MACD Core Smoother, more reliable, multi-source-based MACD
🔍 Divergence Engine Detects 4 divergence types with pivot logic
🎯 Real-Time Alerts Alerts for histogram slope and divergences
🎛️ Deep Customization Full styling, smoothing, and detection controls
📉 Heikin Ashi Support Improved signal quality in trend-based markets
Gabriel's Andean Oscillator📈 Gabriel's Andean Oscillator — Enhanced Trend-Momentum Hybrid
Gabriel's Andean Oscillator is a sophisticated trend-momentum indicator inspired by Alex Grover’s original Andean Oscillator concept. This enhanced version integrates multiple envelope types, smoothing options, and the ability to track volatility from both open/close and high/low dynamics—making it more responsive, adaptable, and visually intuitive.
🔍 What It Does
This oscillator measures bullish and bearish "energy" by calculating variance envelopes around price. Instead of traditional momentum formulas, it builds two exponential variance envelopes—one capturing the downside (bullish potential) and the other capturing the upside (bearish pressure). The result is a smoothed oscillator that reflects internal market tension and potential breakouts.
⚙️ Key Features
📐 Envelope Types:
Choose between:
"Regular" – Uses single EMA-based smoothing on open/close variance. Ideal for shorter timeframes.
"Double Smoothed" – Adds an extra layer of smoothing for noise reduction. Ideal for longer timeframes.
📊 Bullish & Bearish Components:
Bull = Measures potential upside using price lows (or open/close).
Bear = Measures downside pressure using highs (or open/close).
These can optionally be derived from high/low or open/close for flexible interpretation.
📏 Signal Line:
A customizable EMA of the dominant component to confirm momentum direction.
📉 Break Zone Area Plot:
An optional filled area showing when bull > bear or vice versa, useful for detecting expansion/contraction phases.
🟢 High/Low Overlay Option (Use Highs and Lows?):
Visualize secondary components derived from high/low prices to compare against the open/close dynamics and highlight volatility asymmetry.
🧠 How to Use It
Trend Confirmation:
When bull > bear and rising above signal → bullish bias.
When bear > bull and rising above signal → bearish bias.
Breakout Potential:
Watch the Break area plot (√(bull - bear)) for rapid expansion, signaling volatility bursts or directional moves.
High/Low Envelope Divergence:
Enabling the high/low comparison reveals hidden strength or weakness not visible in open/close alone.
🛠 Customizable Inputs
Envelope Type: Regular vs. Double Smoothed
EMA Envelope Lengths: For both regular and smoothed logic
Signal Length: Controls EMA smoothing for the signal
Use Highs and Lows?: Toggles second set of envelopes; the original doesn't include highs and lows.
Plot Breaks: Enables the filled “break” zone area, the squared difference between Open and Close.
🧪 Based On:
Andean Oscillator - Alpaca Markets
Licensed under CC BY-NC-SA 4.0
Developed by Gabriel, based on the work of Alex Grover
London/NY Sessions + SMC Levels📜 Indicator Description: London/NY Sessions + SMC Levels
Overview: This indicator highlights the key trading sessions — London, New York, NY Lunch, and Asian Range — providing structured visual guides based on Smart Money Concepts (SMC) and ICT principles.
It dynamically plots:
Session Backgrounds and Boxes for London, NY, Lunch, and Asian sessions
Reference Levels for the High, Low, and Close from today, previous day, or weekly data
Midnight Open line for ICT-style power of three setups
Real-time alerts for session starts, session closes, and important price level crossings
Features:
🕰️ Session Visualization:
Toggle London, NY, Lunch, and Asian session ranges individually, with customizable colors and transparent backgrounds.
🔔 Built-in Alerts:
Alerts for:
Price crossing the previous day's high/low
Price crossing the Midnight Open
Start and end of major sessions (London, NY, Lunch, Asian)
🟩 Reference Levels:
Plot selectable session reference levels:
Today’s intraday High/Low/Close
Previous Day’s High/Low/Close
This Week’s or Previous Week’s levels for broader context.
🌙 Midnight Open:
Track the Midnight New York Open as a reference point for daily bias shifts.
🎯 Customizable Settings:
Choose your session time zones (UTC, New York, London, etc.)
Customize all border colors, background colors, and session hours.
Use Cases:
Identify killzones and optimal trade entry windows for Smart Money Concepts (SMC) and ICT strategies.
Monitor liquidity pool sweeps and session transitions.
Confirm or refine your intraday or swing trading setups by referencing session highs/lows.
Recommended For:
ICT traders
Smart Money Concepts (SMC) practitioners
Forex, indices, crypto, and futures traders focusing on session-based volatility patterns
Anyone wanting a clean, professional session mapping tool
📈
Designed to help you trade with session precision and Smart Money accuracy.
Integrates seamlessly into any ICT, Wyckoff, or Liquidity-based trading approach.
Gabriel's Adaptive MA📜 Gabriel's Adaptive MA — Indicator Description
Gabriel's Adaptive Moving Average (GAMA) is a dynamic trend-following indicator that intelligently adjusts its smoothing based on both trend strength and market volatility.
It is designed to provide faster responsiveness during strong moves while maintaining stability during choppy or consolidating periods.
🧠 What it does:
This indicator plots a custom-built, highly dynamic Moving Average that adapts itself intelligently based on:
Trend Strength (via Perry Kaufman's Efficiency Ratio)
Market Volatility (via Tushar Chande's Volatility Ratio)
It reacts faster when the market is trending strongly and/or highly volatile,
and it smooths out and slows down when the market is choppy or calm.
🔍 How it works (step-by-step):
1. User Inputs:
length: (default 14)
How many bars to look back for calculations.
fastSC: Fastest possible smoothing constant (hardcoded as 2 / (2+1))
slowSC: Slowest possible smoothing constant (hardcoded as 2 / (30+1))
(These are used to control how fast/slow the KAMA can react.)
2. Calculate Trendiness — Kaufman Efficiency Ratio (ER):
Net Change = Absolute difference between current close and close from length bars ago.
Sum of Absolute Changes = Sum of absolute price changes between every bar inside the length window.
Efficiency Ratio (ER) = Net Change divided by Sum of Changes.
✅ If ER is close to 1 → Smooth, trending market.
✅ If ER is close to 0 → Choppy, sideways market.
3. Calculate Bumpiness — Volatility Ratio (VR):
Short-Term Volatility = Standard deviation of close over length.
Long-Term Volatility = Standard deviation of close over length * 2.
Volatility Ratio (VR) = Short-Term Volatility divided by Long-Term Volatility.
✅ If VR is >1 → Market is becoming more volatile recently.
✅ If VR is <1 → Market is calming down.
4. Create the Hybrid Alpha:
Multiply ER × VR.
Then square the result (math.pow(..., 2)).
This hybrid alpha decides how aggressive the MA should be based on both trend and volatility.
If ER and VR are both strong → big alpha → fast movement.
If ER and/or VR are weak → small alpha → slow movement.
5. Calculate the Final Adaptive Smoothing Constant (hybridSC):
hybridSC = slowSC + hybridAlpha × (fastSC - slowSC)
This smoothly interpolates between the slowest and fastest smoothing depending on market conditions.
6. Calculate and Plot the Adaptive MA:
The moving average is manually calculated:
hybridMA := na(hybridMA ) ? close : hybridMA + hybridSC * (close - hybridMA )
It behaves like an EMA but with dynamic smoothing, not a fixed alpha.
✅ If hybridSC is high → MA hugs the price closely.
✅ If hybridSC is low → MA stays smooth and resists noise.
Finally, it plots this Adaptive MA on the chart in blue color.
📊 Visual Summary
Market Type What Happens to GAMA
Trending hard + volatile Follows price quickly
Trending hard + calm Follows steadily but carefully
Sideways + volatile Reacts carefully (won't chase noise)
Sideways + calm Smooths heavily (avoids fakeouts)
✨ Main Strengths:
Adapts automatically without you tuning settings manually every time market changes.
Responds smartly to both trend quality (ER) and market energy (VR).
Reduces lag during real moves.
Filters out false signals during choppy mess.
🧪 Key Innovation compared to normal MAs:
Traditional MA Gabriel's Adaptive MA
Same smoothing every bar Dynamic smoothing every bar
Slow during fast moves Adapts fast during real moves
No understanding of volatility or trendiness Full market sensitivity
⚡ **Simple One-Line Description:**
"Gabriel's Adaptive MA is a dynamic, trend-and-volatility-sensitive moving average that intelligently adjusts its speed to match market conditions."
Gabriel's Asset Rotation System📈 Gabriel's Asset Rotation System
Overview
Gabriel’s Asset Rotation System is an advanced multi-asset trend-following tool that dynamically ranks and rotates up to 6 assets (plus USD) based on a customizable trend scoring matrix. Using enhanced signal detection techniques like Cauchy-weighted Supertrend, Jurík RSX, Fisherized CCI, Kalman-filtered PSAR, and Dynamic DMI Smoothing, the system identifies the most dominant asset and simulates strategy equity performance compared to buy-and-hold benchmarks.
🔍 Key Features
✅ Multi-Asset Rotation: Analyze up to 6 symbols and USD simultaneously.
✅ Relative Strength Matrix: Compares every asset against each other to find outperformers.
✅ Custom Trend Engine:
Jurik RSX with advanced RSX logic
Fisherized CCI for momentum confirmation
Kalman-smoothed PSAR for trend bias
SuperTrend using a Cauchy Moving Average
Smoothed DMI signal across looped periods (10–17)
✅ Dynamic Best Asset Detection: Identifies and tracks the asset with the highest trend score over time.
✅ Performance Table: Displays Sharpe, Sortino, and Omega Ratios along with drawdowns and means for both strategy and each asset.
✅ Visual Trend Matrix: Tabular view of asset strength comparisons against each other + final scoring.
✅ Realistic Strategy Equity Curve: Tracks performance assuming full capital rotation into the best asset.
✅ Alerts: Get notified when the top-performing asset changes.
⚙️ Inputs
🔹 Assets: Customize 6 tickers (crypto, stocks, ETFs, etc.)
🔹 Trend Classification Method:
RSI
CCI
SuperTrend
DMI
PSAR
or use all together
🔹 Jurik RSX Length
🔹 Fisherized CCI Length
🔹 Cauchy MA Gamma and ATR Settings
🔹 DMI Range and MA Type (SMA, EMA, HMA, etc.)
🔹 PSAR Parameters with Kalman smoothing
🔹 Custom Backtest Start Date
📊 Outputs
Plot 1: Best Asset Equity (colored dynamically)
Plot 2–7: Buy & Hold Curves for each asset (with labels)
Tables:
Rotation Matrix (bottom-right)
Best Performing Asset (bottom-center)
Performance Metrics Table (optional toggle)
🧠 Use Case Ideas
🔁 Dynamic Portfolio Rebalancing
⚖️ Compare Risk-Adjusted Returns Across Crypto or Stocks
🧪 Backtest Rotation Hypotheses
🚀 Identify Strongest Breakout Assets in Trend Environments
📉 Avoid Weakening Assets with Rising Drawdowns
🚨 Alerts
🔔 "New Optimal Asset": Triggers when a new top-ranking asset replaces the current one.
Gabriel's Crypto Cycle Master [Multi-Asset]🧠 Gabriel's Crypto Cycle Master
Gabriel’s Crypto Cycle Master is a comprehensive macro valuation tool designed to identify long-term accumulation and distribution zones for any crypto asset using custom on-chain and price-based models.
🔹 Fully Multi-Asset Support
Manually input full tickers from COINMETRICS, GLASSNODE, or INDEX to track:
Realized Market Cap
On-chain Supply
Total Transaction Volume
USD-denominated Price
🔹 Core Metrics Modeled
This script computes major macroeconomic valuation layers based on widely researched concepts:
Realized Price – Network's cost basis
Top Cap – 35× average historical cap
Delta Top – Gap between Realized Price and Average Cap
CVDD – Cumulative Value Days Destroyed
Terminal Price – Network floor based on age and velocity
Balanced Price – Realized minus Terminal (via regression)
🔹 Advanced Bands for Over/Undervaluation
Around Realized Price, this tool dynamically plots:
Golden Ratio Band (×φ) — "Warm Zone" undervaluation
Euler's e Band (×e) — "Caution Zone" deeper value
Pi Band (×π) — "Overheated" zone when crossed upward
🔹 Built-in Alerts
Alerts fire when:
Price crosses below or above any band
Price drops under Terminal Price
Price recovers above the network floor
🔹 Ideal For
Long-term crypto cycle investors
On-chain analysts
DCA accumulation and distribution timing
Macro-level Bitcoin or ETH valuation zones
⚙️ Setup
Manually enter tickers for Market Cap, Supply, Volume, and Price for your preferred crypto asset.
Adjust CVDD cap (21M for BTC, ~120M for ETH) if analyzing a different coin.
Enable/disable specific valuation layers and alert bands via checkboxes.
Built by OneWallStreetQuant | Dynamic adaptation by Gabriel
Published for educational and cycle analysis use — not financial advice.
Ideal for Daily Charts, since the estimate formula was created on that timeframe.
Gabriel's Global Market CapGabriel's Global Market Cap is a comprehensive financial indicator designed to track and analyze the total market capitalization across multiple asset classes. It incorporates various financial markets, including stocks, bonds, real estate, cryptocurrencies, commodities, derivatives, private equity, insurance, OTC markets, and natural resources, to provide a holistic view of global market dynamics.
This indicator integrates Ehlers' Adaptive Dominant Cycle Detection and a custom VIX formula to adjust market values based on volatility and volume fluctuations, allowing for a more refined understanding of market conditions.
Key Features
✅ Multi-Market Analysis – Tracks 10+ global financial sectors, each represented by a key ETF or index.
✅ Normalization & Readability – Converts market cap values into an easy-to-read format (Millions, Billions, Trillions, Quadrillions).
✅ Volatility & Volume Adjustments – Optional VIX-based smoothing and relative volume adjustment for more dynamic readings.
✅ Ehlers’ Cycle Detection – Utilizes dominant cycle length detection to uncover market rhythms and cyclic behavior.
✅ Risk Thresholds & Background Coloring – Identifies overbought and oversold conditions with cyclic bands and background shading.
✅ Customizable Inputs – Users can toggle different market categories on/off for focused analysis.
✅ Interactive Data Table – Displays real-time values for each asset class in a structured table format.
Market Categories & Data Sources
📈 Global Stock Market – iShares MSCI ACWI ETF (ACWI)
💰 Global Bond Market – Vanguard Total World Bond ETF (BNDW)
🏡 Real Estate Market – iShares Global REIT ETF (REET)
₿ Cryptocurrency Market – Total Crypto Market Cap (CRYPTOCAP:TOTAL)
🌾 Commodities Market – Invesco DB Commodity Index Fund (DBC)
📊 Derivatives Market – CME Group (CME)
🏦 Private Equity & VC – ProShares Global Listed Private Equity ETF (PEX)
🛡️ Insurance Market – SPDR S&P Insurance ETF (KIE)
💹 OTC Markets – OTC Markets Group (OTCM)
⛽ Natural Resources – iShares Global Energy ETF (IXC)
Technical Enhancements
1️⃣ Custom Volatility Index (VIX) Calculation (Work In Progress)
Adjusts asset values based on volatility conditions using Ehlers' Cycle Detection.
Higher VIX reduces market cap, while lower VIX stabilizes it.
2️⃣ Adaptive Market Normalization
Converts absolute market values into a relative strength scale (0-100) for better visual analysis.
Uses historical min/max values to adjust dynamically.
3️⃣ Cyclic Analysis & Overbought/Oversold Levels
Detects hidden market rhythms & time cycles.
Calculates upper and lower risk bands based on dominant cycle length.
Applies background shading for visualizing low or high risk periods.
Customization Options
🔧 Enable/Disable Market Categories – Select which asset classes to track.
📊 Toggle VIX & Volume Smoothing – Adjust how market cap reacts to volatility & volume.
🎨 Cyclic Risk Bands – Highlight overbought/oversold conditions with dynamic background colors.
Visual Elements
📉 Market Cap Trends – Each category is plotted with a unique color.
🌎 Total Global Value (TGV) – A combined index representing all selected markets.
🎨 Background Coloring – Indicates high/low risk periods.
📋 Real-Time Data Table – Displays normalized & raw market cap values in an easy-to-read format.
Practical Applications
📊 Macroeconomic Analysis – Track global liquidity and investment shifts across asset classes.
💹 Volatility & Risk Assessment – Identify high-risk market conditions based on cyclic behavior.
📈 Cross-Market Comparisons – See which sectors are leading or lagging in value growth.
🔍 Crypto & Stock Market Trends – Analyze how traditional and digital assets correlate.
Gabriel's Bull Bear Power Elder's Force IndexGabriel's Bull Bear Power Elder's Force Index (BBP-EFI) Indicator!
The Bull and Bear Power indicators were created by Dr. Alexander Elder, a renowned trader, psychologist, and author. He introduced these indicators in his book, "Trading for a Living" (1993). These tools are part of Elder's broader trading system and are designed to measure the strength of buying (bull) and selling (bear) pressures in the market.
About the Bull and Bear Power Indicators
Bull Power:
Measures the strength of buyers.
Formula:
Bull Power = High Price - Exponential Moving Average (EMA(Close))
Bull Power2 = High Price − Exponential Moving Average (EMA(Close))
Bear Power:
Measures the strength of sellers.
Formula:
Bear Power = Low Price − Exponential Moving Average (EMA)
Bear Power2 = Low Price−Exponential Moving Average (EMA)
Purpose:
These indicators work together to determine the balance of power between bulls and bears.
When combined with a trend indicator (like an EMA), they help identify potential trend reversals or continuations.
Other Indicators/Systems by Dr. Alexander Elder
Elder-Ray Index:
The Bull Power and Bear Power indicators are part of the Elder-Ray Index system.
This system combines Bull Power, Bear Power, and an EMA to analyze market trends and momentum.
Elder's Triple Screen Trading System:
One of Dr. Elder's most famous contributions.
A multi-timeframe trading system that combines trend-following indicators on higher timeframes with oscillators on lower timeframes.
Example:
Screen 1: Identify the trend on a higher timeframe using moving averages or MACD.
Screen 2: Use an oscillator such as Elder's Bull-Bear Power! or (e.g., Stochastic, RSI) to find entry points.
Screen 3: Use price action or breakouts for precise entries.
Elder's Force Index:
Measures the strength of bulls or bears by combining price changes and volume.
Formula:
Force Index = (Close − Close 𝑡 − 1) × Volume
Force Index = (Close t − Close t−1) × Volume
This is useful for identifying trend strength, momentum, and potential reversals.
Legacy of Dr. Alexander Elder
Dr. Elder’s work emphasizes:
Psychology in Trading:
As a trained psychiatrist, he highlights the importance of emotional discipline and understanding market psychology.
Multi-Factor Analysis:
He encourages using multiple indicators and timeframes for comprehensive analysis.
His contributions, particularly the Bull/Bear Power, Elder's Force Index, and the Triple Screen Trading System, remain highly respected and widely used in modern trading. I put the two famous indicators together, and I use the Triple Screen Trading system to trade with it!
Gabriel's Elder's Two-In-One Indicator:
The Bull Bear Power Elder's Force Index (BBP-EFI) is a custom technical indicator designed to analyze market momentum and identify potential trend reversals by combining the concepts of Elder's Force Index with Bull and Bear Power indicators. It offers traders a comprehensive view of buying and selling pressures in the market, helping to make more informed trading decisions.
Key Components:
First is Elder's Force Index (EFI):
Definition: Measures the strength of price movements multiplied by volume, reflecting the force behind price changes.
Calculation:
EFI for Close Prices: eficlose = EMA(change(close) * volume, length)
EFI for High Prices: efihigh = EMA(change(high) * volume, length)
EFI for Low Prices: efilow = EMA(change(low) * volume, length)
Note: length is a user-defined input for the EMA period.
Second is calculating the Bull and Bear Power using EFI as the Source:
Bull Power: Reflects the ability of buyers to push prices above the average consensus (EMA of EFI Close).
Calculation: bullPower = efihigh - EMA(eficlose, lengthInput)
Bear Power: Reflects the ability of sellers to push prices below the average consensus.
Calculation: bearPower = efilow - EMA(eficlose, lengthInput)
Note: lengthInput is a separate user-defined input for the EMA period in Bull and Bear Power calculations.
Bull Bear Power (BBP):
Calculation: bbp = bullPower + bearPower
Interpretation:
Positive BBP: Indicates bullish momentum.
Negative BBP: Indicates bearish momentum.
Features:
Customizable Parameters:
Elder's Force Index Length (length): Adjusts the sensitivity of the EFI calculation.
Bull Bear Power Length (lengthInput): Adjusts the sensitivity of the Bull and Bear Power calculations.
Moving Average Type (maTypeInput): Options include SMA, EMA, SMMA (RMA), WMA, VWMA, or none.
Moving Average Length (maLengthInput): Period for smoothing the BBP.
Bollinger Bands (bbMultInput): Applies Bollinger Bands to the SMA of BBP with customizable standard deviation multiplier.
Overbought and Oversold Bands:
Dynamic Calculation: Based on historical BBP values over a period determined by the average of length and lengthInput.
Levels (leveling): User-defined percentage to determine the overbought and oversold thresholds.
Visualization: Plots upper (ub) and lower (db) bands on the chart with optional fill between them.
Divergence Detection:
Bullish Divergence: Occurs when price makes a lower low while BBP makes a higher low, suggesting a potential upward reversal.
Bearish Divergence: Occurs when price makes a higher high while BBP makes a lower high, suggesting a potential downward reversal.
Customization:
Lookback Periods (lookbackLeft, lookbackRight): Adjusts the sensitivity of pivot detection for divergences.
Range Settings (rangeUpper, rangeLower): Defines the acceptable range of bars between pivot points.
Alerts:
Overbought/Oversold Alerts: Can be set to trigger when BBP crosses the calculated bands.
Divergence Alerts: Notifies when bullish or bearish divergences are detected.
Visualization:
Histogram and Line Plot: BBP is displayed both as a histogram and a line for better visualization.
Color Coding: Positive values in green shades (bullish), negative values in red shades (bearish).
Moving Average Plot: Optional smoothing line plotted over the BBP.
Bollinger Bands: Upper and lower bands plotted when the SMA + Bollinger Bands option is selected.
Background Coloring: Highlights areas where BBP crosses over or under the moving average.
How to Use the Indicator:
Identifying Trends:
Bullish Momentum: When BBP is above zero and rising, it indicates increasing buying pressure.
Bearish Momentum: When BBP is below zero and falling, it indicates increasing selling pressure.
Overbought/Oversold Conditions:
Overbought: When BBP rises above the upper band (ub), the market may be overextended on the buy side.
Oversold: When BBP falls below the lower band (db), the market may be overextended on the sell side.
Divergence Signals:
Bullish Divergence: Consider buying opportunities when a bullish divergence is detected.
Bearish Divergence: Consider selling or shorting opportunities when a bearish divergence is detected.
Smoothing with Moving Averages:
Trend Confirmation: Use the moving average of BBP to confirm trends and filter out noise.
Crossovers: BBP crossing above the moving average may signal a bullish trend, while crossing below may signal a bearish trend.
Bollinger Bands Application:
Volatility Assessment: Bollinger Bands widen during high volatility and narrow during low volatility.
Breakout Signals: A move outside the bands may indicate a strong trend continuation or reversal.
Settings and Inputs:
Bull Bear Power - Elder's Force Index Settings:
Elder's Force Index Length (length): Default is 13.
Bull Bear Power Length (lengthInput): Default is 13.
Calculate Oversold and Overbought Bands (calculateBands): Enables band calculation for alerts.
Calculate Divergence (calculateDivergence): Enables divergence detection and alerts.
BBP-EFI Moving Average:
Type (maTypeInput): Choose from "None", "SMA", "SMA + Bollinger Bands", "EMA", "SMMA (RMA)", "WMA", "VWMA".
Length (maLengthInput): Default is 14.
BB StdDev (bbMultInput): Standard deviation multiplier for Bollinger Bands; default is 2.0.
Important Notes:
Volume Data Requirement: The indicator relies on volume data for the EFI calculation. If volume data is not available from your data provider, the indicator will not function and will display an error.
Customization: Adjust the input parameters to suit different time frames and trading styles. Shorter lengths make the indicator more sensitive but may increase false signals.
Complementary Use: It is recommended to use the BBP-EFI in conjunction with other technical analysis tools and not as a standalone indicator.
Alerts Configuration: Ensure alerts are properly set up in your trading platform to receive notifications based on the indicator's signals.
Example Usage Scenario:
Trend Confirmation: A trader observes that BBP has crossed above zero and the smoothing moving average, with a rising histogram. This suggests a strengthening bullish trend, and the trader considers entering a long position.
Overbought Condition: BBP reaches above the upper overbought band. The trader watches closely for any signs of reversal or divergence to secure profits or tighten stop-loss orders.
Bullish Divergence: Despite price making a lower low, BBP makes a higher low, triggering a bullish divergence alert. The trader anticipates a potential trend reversal and prepares to enter a long position.
By combining momentum, volume, and price action analysis, the Bull Bear Power Elder's Force Index indicator provides a multifaceted view of market dynamics, aiding traders in making more nuanced and timely trading decisions.
Happy Thanksgiving!
