Displacement## Displacement Indicator (Institutional Momentum Filter)
This indicator highlights **true price displacement** — candles where price moves with **abnormal force relative to recent volatility**.
It is designed to help traders distinguish **real momentum** from normal market noise.
Displacement often precedes:
- Breaks of structure
- Fair Value Gaps (FVGs)
- Strong continuation or meaningful pullbacks
This tool focuses on **confirmation**, not prediction.
---
### 🔍 How Displacement Is Defined
A candle is marked as *displacement* only when **all conditions are met**:
• Candle body is larger than a multiple of ATR (volatility-adjusted)
• Candle body makes up a high percentage of the full candle (strong close)
• Directional conviction (bullish or bearish close)
This filters out:
- Small or average candles
- Wick-heavy indecision
- Low-quality breakouts
---
### 🎯 What This Indicator Is Best Used For
✔ Confirming impulsive moves
✔ Validating structure breaks
✔ Anchoring Fair Value Gaps
✔ Filtering low-probability setups
✔ Identifying institutional participation
Works best on **M5, M15, and H1**, especially during **London and NY sessions**.
---
### ⚠️ Important Notes
• This is **not** a buy/sell signal by itself
• Best used with trend, structure, or liquidity context
• Not designed for ranging or low-volatility markets
Think of this indicator as a **momentum truth filter** —
if displacement is missing, conviction is likely missing too.
---
### ⚙️ Inputs Explained
• ATR Length – defines normal volatility
• ATR Multiplier – how aggressive displacement must be
• Minimum Body % – ensures strong candle closes
All inputs are adjustable to fit different markets and styles.
---
### 🧠 Philosophy
Displacement reflects **commitment**, not anticipation.
This tool helps you wait for **proof**, not hope.
---
If you want, I can:
- Tighten this for **ICT-style language**
- Rewrite for **beginner clarity**
- Add a **“How I personally use it”** section
- Optimize it for **TradingView algorithm visibility**
**Tell me which you want changed.**
Chỉ báo và chiến lược
SMI Trigger System The SMI Trigger System is a lower-pane momentum indicator based on a Hull-smoothed Stochastic Momentum Index (SMI). It is designed to assist in identifying potential momentum shifts by highlighting signal alignment and level interactions.
This indicator is intended to be used as part of a broader analysis framework. Confluence between trend, structure, and higher-timeframe context defines the setup, while SMI signal behavior may be used for confirmation.
The script can be applied across multiple timeframes and markets. It does not generate trade signals on its own and should be used alongside additional analysis and risk management techniques.
For educational purposes only. Not financial advice.
EMA Slope Angle V2 Auto Threshold# EMA Slope Angle Indicator
## Overview
The EMA Slope Angle Indicator visualizes the Exponential Moving Average (EMA) slope as an angle in degrees, providing traders with a clear, quantitative measure of trend strength and direction. The indicator features **automatic threshold calculation based on Gaussian distribution**, making it adaptive to any market and timeframe.
## Key Features
### 🎯 **Automatic Threshold Calculation (NEW!)**
- **Gaussian Distribution-Based**: Automatically calculates optimal thresholds from the 50% interquartile range (IQR) of historical angle data
- **Asset-Adaptive**: Thresholds adjust to each instrument's unique volatility and price characteristics
- **No Manual Tuning Required**: Simply enable "Use Auto Thresholds" and let the indicator optimize itself
### 📊 **Dynamic EMA Coloring**
- **Color Intensity**: EMA line color intensity reflects slope strength
- **Visual Feedback**:
- Green shades for uptrends (darker = stronger)
- Red shades for downtrends (darker = stronger)
- Gray for flat/neutral conditions
### 📈 **Regime Detection**
- **Three Regimes**: RISING, FALLING, and FLAT
- **Smart Classification**: Based on statistical distribution of angles
- **Non-Repainting**: All calculations use confirmed bars only
### 🔔 **Trend-Shift Signals**
- **Visual Arrows**: Automatic signals when transitioning from FLAT to RISING/FALLING
- **Configurable**: Enable/disable signals as needed
- **Reliable**: Only triggers on significant regime changes
### 📋 **KPI Dashboard**
- **Real-Time Metrics**: Current angle, regime, and last signal
- **Auto-Threshold Display**: Shows calculated thresholds when auto-mode is active
- **Statistics**: Optional angle distribution statistics
- **Clean Layout**: Top-right corner, non-intrusive
### 📊 **Angle Statistics (Optional)**
- **Distribution Analysis**: Histogram of angle ranges
- **Dynamic Buckets**: Automatically adjusts to data distribution when auto-mode is enabled
- **Percentage Breakdown**: See how often each angle range occurs
## Settings
### Main Settings
- **EMA Length**: Period for the Exponential Moving Average (default: 50)
- **Slope Lookback Bars**: Number of bars to calculate slope over (default: 5)
### Angle Settings
- **Use Auto Thresholds**: Enable automatic threshold calculation (recommended!)
- **Analysis Period**: Number of bars to analyze for distribution (default: 500)
- **Manual Thresholds**: Flat, Rising, and Falling triggers (used when auto-mode is off)
- **Max Angle for Color Saturation**: Maximum angle for color intensity scaling
### Display Options
- **Colors**: Customize uptrend, downtrend, and flat colors
- **Show Signals**: Enable/disable trend-shift arrows
- **Show Statistics**: Display angle distribution table
- **Show Dashboard**: Toggle KPI dashboard visibility
## How It Works
### Angle Calculation
The indicator calculates the angle between the current EMA value and the EMA value N bars ago:
```
Angle = arctan((EMA_now - EMA_then) / lookback) × 180° / π
```
### Auto-Threshold Calculation
When enabled, the indicator:
1. Analyzes historical angle data over the specified period
2. Calculates mean and standard deviation
3. Determines thresholds based on the 50% interquartile range (IQR):
- **Flat Threshold**: ±0.674σ (middle 50% of data)
- **Rising Trigger**: 75th percentile (mean + 0.674σ)
- **Falling Trigger**: 25th percentile (mean - 0.674σ)
### Regime Classification
- **FLAT**: Angle within ±Flat Threshold
- **RISING**: Angle ≥ Rising Trigger
- **FALLING**: Angle ≤ Falling Trigger
## Use Cases
### Trend Following
- Identify strong trends (high angle values)
- Spot trend reversals (regime changes)
- Filter trades based on trend strength
### Range Trading
- Detect flat/consolidation periods
- Avoid trading during choppy markets
- Enter when regime shifts from FLAT to RISING/FALLING
### Multi-Timeframe Analysis
- Apply to different timeframes for confirmation
- Use higher timeframe for trend direction
- Use lower timeframe for entry timing
## Tips for Best Results
1. **Enable Auto-Thresholds**: Let the indicator adapt to your instrument
2. **Adjust Analysis Period**: Use more bars for stable markets, fewer for volatile ones
3. **Combine with Price Action**: Use regime changes as confirmation, not standalone signals
4. **Multi-Timeframe**: Check higher timeframes for trend context
5. **Backtest First**: Test settings on historical data before live trading
## Technical Details
- **Non-Repainting**: All calculations use `barstate.isconfirmed`
- **Pine Script v6**: Latest version for optimal performance
- **Efficient**: Minimal computational overhead
- **Customizable**: Extensive settings for fine-tuning
## Version History
**v2.0** (Current)
- Added automatic threshold calculation based on Gaussian distribution
- Dynamic bucket adjustment for statistics
- Enhanced dashboard with auto-threshold display
- Improved regime detection using IQR method
**v1.0**
- Initial release with manual thresholds
- Basic EMA coloring
- Trend-shift signals
- KPI dashboard
## Support
For questions, suggestions, or bug reports, please leave a comment or contact the author.
---
**Disclaimer**: This indicator is for educational purposes only. Past performance does not guarantee future results. Always use proper risk management and never risk more than you can afford to lose.
**Keywords**: EMA, slope, angle, trend, automatic thresholds, Gaussian distribution, regime detection, non-repainting, adaptive
SCOTTGO - RVOL Bull/Bear Painter (Real-Time) SCOTTGO - RVOL Bull/Bear Painter (Real-Time Momentum Detection)
📌Overview
The RVOL Bull/Bear Painter is a Pine Script indicator designed to instantly highlight high-momentum candles driven by significant Relative Volume (RVOL).
It provides a clear visual signal (bar color, shape, and label) when a candle's volume exceeds its average by a user-defined threshold, confirming strong bullish or bearish interest in real-time. This helps traders quickly identify potential institutional accumulation/distribution or breakout/breakdown attempts.
✨ Key Features
Relative Volume (RVOL) Calculation: Automatically calculates the ratio of the current bar's volume to its moving average (SMA or EMA) over a customizable lookback period.
Momentum Confirmation: Paints the candle green (bullish) or red (bearish) only when both price direction and high RVOL criteria are met.
Real-Time Detection: Uses a plotshape method to display the signal triangle as soon as the RVOL and direction conditions are met on the currently forming candle, aiming for faster alerts than bar-close coloring.
Customizable Threshold: Easily adjust the RVOL multiplier (e.g., 1.5x, 2.0x, 3.0x) to filter out noise and only focus on truly significant volume events.
Labels and Alerts: Displays a volume multiplier label (e.g., BULL 2.55x) and includes pre-configured alert conditions for automated notifications.
🛠️ How to Use It
1. Identify High-Conviction Moves
Look for the painted candles and the corresponding labels. A candle painted green with a BULL label (e.g., BULL 2.5x) indicates that buyers stepped in with 2.5 times the typical volume to drive the price higher.
2. Configure Your Sensitivity
The power of the script lies in customizing the inputs:
RVOL Lookback Period: Determines the length of the volume moving average.
Shorter periods (e.g., 9-20) make the indicator more reactive to recent volume changes.
Longer periods (e.g., 50-200) require a much larger volume spike to trigger a signal.
RVOL Threshold: This is the multiplier.
Lower values (e.g., 1.5) will generate more signals.
Higher values (e.g., 3.0) will generate fewer, but generally higher-conviction, signals.
3. Set Up Alerts
Use the pre-configured alert conditions (Bullish RVOL Signal and Bearish RVOL Signal) in TradingView's alert menu. Crucially, set the alert frequency to "Once per bar" or "Once per minute" to receive notifications as soon as the high RVOL event occurs, without waiting for the bar to close.
EM Levelsstdv levels for you using VIX and VXN for ES and NQ so hopefully it helps you try it out and have fun
Danny Gee EMA Trend RibbonDanny Gee EMA Trend Ribbon - Multi-Timeframe Trend Analysis
A sophisticated 9-EMA ribbon system designed to visualize trend strength and direction with precision. This indicator creates a dynamic color-coded ribbon that adapts to market conditions, making trend identification effortless.
Key Features:
9 Customizable EMAs - Default periods: 8, 14, 20, 26, 32, 38, 44, 50, and 60
Intelligent Ribbon Coloring - Automatically displays bullish (green), bearish (red), or neutral (gray) based on EMA consensus
Smoothing Control - Adjustable smoothing period (default 2) reduces noise and false signals
Real-Time Trend Status - Live dashboard showing current trend state and EMA agreement count (e.g., "Bullish 8/9")
Visual Clarity - Color-coded EMA lines with the 60 EMA highlighted for key support/resistance
How It Works:
The indicator analyzes the slope direction of all 9 EMAs. When 7 or more EMAs agree on direction, the ribbon displays a clear bullish or bearish color. This consensus-based approach helps filter out weak or conflicting trends, keeping you focused on high-probability setups.
Best Used For:
✓ Identifying strong trending conditions
✓ Avoiding choppy, sideways markets
✓ Confirming trade direction with other indicators
✓ Multi-timeframe analysis (works on any chart timeframe)
Customization Options:
Adjust all EMA periods to match your trading style
Customize ribbon colors for personal preference
Toggle ribbon visibility on/off
Modify smoothing sensitivity
Perfect for swing traders, scalpers, and day traders looking for a clean, reliable trend filter that works across all markets - forex, crypto, stocks, and indices.
Raeinex Momentum Liquidity IndexEntry arrow signals with volumetric momentum (buying and selling pressure) and the possibility to use all entry signals as liquidity area for price retest.
Session HeatmapIntraday Seasonality
Overview
Analyzes historical patterns by time of day. Identifies when volatility, volume, and open interest changes tend to be highest or lowest.
Features
Multiple Metrics: TR (volatility), Volume, and Open Interest changes
Flexible Grouping: View patterns by weekday or month to spot day-of-week or seasonal effects
Heatmap Visualization: Blue (low) to Red (high) color scale for quick pattern recognition
Percentile Mode: Reduces outlier impact by using 5th-95th percentile range
Timezone Support: Display in UTC alongside your local time
Metrics Explained
TR: Volatility - when markets move most
Volume: Liquidity - when participation is highest
OI Increase: When new positions are opened
OI Decrease: When positions are closed
OI Net: Net open interest change
Usage
Set your timezone and preferred slot size (30min/1H)
Choose a date range (relative or custom)
Select a metric to analyze
Use "Group By" to see weekday or monthly patterns
Switch to Percentile color scale if outliers dominate
Notes
Chart timeframe should be equal to or smaller than Slot Size
OI metrics require Binance Perpetual symbols
DST is not automatically adjusted; consider seasonal shifts for US/EU sessions
Probability-Based Adaptive Detection🙏🏻 PBAD (Probability-Based Adaptive Detection) : adaptive control tool for outliers || novelty detection, made for worst case data & processes, for the highest time complexity O(n^2) compared with the alternatives (would be explained in a sec). Thresholds are completely data driven and axiomatic, no need in provided hyperparameters, are not learned or optimized. The method accepts multiple weights, e.g. both temporal and volatility weights.
Method briefly explained (I can go deeper if any1 asks explicitly):
Performs weighted KDE on initial input data, finds KDE global maximum (mode), creates new “residuals” dataset by centering initial data around this value;
Performs weighted KDE on residuals, uses sigmoid based probability mass targets with increasing probability coverage to construct a set of non-disjoint High Density Intervals (also called HDR, HPD in Bayesian terms);
Uses these intervals to calculate analogs of centralized & standardized moments;
Uses these ^^ moments to construct a set of control thresholds. The scheme used in PBAD is not only based on a central threshold, or on neighboring ones, it utilizes all previous thresholds, gaining more information.
...
The most important part is to understand whether you really need PBAD. Because even tho it seems to be the best one given highest algocomplexity, irl it would work worse in cases when it’s not required by your data.
Here’s the menu (aka taxonomy omg) of methods you can use that would let you make the right choice:
Moment-Based Adaptive Detection (MBAD) :
Norm: L2
Time complexity: original O(n), successfully reduced to O(1) in online version
Use case: default, general purpose
Based on: method of moments (powers of residuals from mean)
Thresholds architecture: centralized
Quantile-Based Adaptive Detection (QBAD):
Norm: L1
Time complexity: O(nlogn)
Use case: either bad data Or process instability
Based on: quantile moments (dyadic percentiles of residuals from median)
Thresholds architecture: chained/recursive/sequential
Probability-Based Adaptive Detection (PBAD):
Norm: L0
Time complexity: O(n^2)
Use case: both bad data And process instability
Based on: probability moments (target probability masses of residuals from KDE mode)
Thresholds architecture: decentralized (for lack of a better name xd, the idea is that these thresholds gain information from the all other threshold and are Not exclusively based on the central or neighboring thresholds)
...
Examples of true use cases:
^^ an appropriate financial instrument to use PBAD
^^ and another one
...
Additional details about how to use it:
Keep the student5 kernel, it’s the best you can do. I added others mostly for comparisons and if you want to use the tool Not for its primary purpose (on a fine data)
“Calculate for N bars” and “Starting at bar N” options allow to reduce calculation period only on the N number of last bars or next bars from a chosen one. It's vital, because calculations here are heavy
Keep plotting offset at 1 (allows to visually compare current bar with the previous threshold values). This is the way it should be done on price data.
HLC3 is the optimal source input, unless you want to use your own better one point estimate of each datapoint (in the best case done by using PBAD itself on OHLC+ values).
In essence it should be used just like MBAD or QBAD, fade/push extensions and limit, fade/push/skip deviations & basis, or other strategies of your. Again, the only reason for 3 methods to exist is to be chosen for according data characteristics.
Btw:
This is the initial version, I don’t consider it perfected tbh, even tho it works as expected, however this method is very situational anyways.
In this script KDE function is modified to ensure the outcoming probabilities Do sum up to 1. I didn’t do this normalization in Weighted KDE Mode script , but there it’s not required since we just need a KDE global max.
see ya
∞
Box Indicator - Auto Draw Previous Day's - High / Midline / LowThis indicator draws a box around the previous day’s high and low, calculates the midline, and displays them on the current day’s chart. It helps visualize key support/resistance levels from the prior trading day.
This script gives you a static reference box from the prior day’s trading range, including a midpoint. It’s useful for spotting potential reversal zones, breakout levels, or intraday targets based on yesterday’s price action.
15min Candle > 20% of Daily ATRThis Pine Script® (v6) indicator, titled "15min Candle > 20% of Daily ATR", detects unusually large 15-minute candles by comparing their size (full range or body) to a user-defined percentage (default 20%) of the previous day's Average True Range (ATR, default 14-period).
Current and Previous Period Anchored VWAPanchored VVWAPS and previous month VWAP extend out into the following month. Includes 1SD for both
Selected Days Indicator V3-TrDoes the stock drop every Wednesday? Do March months always move similarly? Does the 1st week of the month behave differently?
Do you ever say "it always makes this move in these months"? Don't you want to see more clearly whether it actually makes this move or not? Don't you want to see and test periodically repeating price patterns?
Hisse her Çarşamba düşüyor mu? Mart ayları hep benzer mi hareket ediyor? Ayın 1. haftası farklı mı davranıyor?
Bazen "bu aylarda hep bu hareketi yapıyor" dediğiniz oluyor mu? Gerçekten de bu hareketi yapıp yapmadığını daha net görmek istemez misiniz? Periyodik tekrarlayan fiyat kalıplarını görmek ve test etmek istemiyor musunuz?
1. Problem
Some stocks or crypto assets exhibit systematic behaviors on certain days, weeks, or months. But it's hard to see - everything is mixed together on the chart. This indicator isolates the days/weeks/months you want and shows only them. Hides everything else.
2. How It Works
Three-layer filter: Day (Monday, Tuesday...), Week (1st, 2nd, 3rd week of the month), Month (January, February...). Select what you want, let the rest disappear. Example: Show only Thursdays of March-June-September. Or compare every 1st week of the month. View as candlestick, line, or column chart.
3. What's It Good For?
Test "end-of-month effect". Find "day-of-the-week anomaly". Analyze crypto volatility by days. See seasonality in commodities. Discover patterns specific to your own strategy. Past data doesn't guarantee the future but provides statistical advantage.
Box Theory StrategyHere is an explanation of the Box Theory trading strategy.
The Core Philosophy
This strategy is based on the idea that the market is a battle between buyers and sellers, and that these groups often defend the same price levels they used previously. Instead of trying to predict every move, this method focuses on trading only at the "extremes" where the probabilities are highest, while avoiding the middle of the chart where price action is random.
1. The Setup: Drawing the Box
To use this strategy, you must define the "playing field" for the day before you take any trades.
Top of the Box: Draw a line at the Previous Day’s High.
Bottom of the Box: Draw a line at the Previous Day’s Low.
Center Line: Draw a line roughly in the middle of these two points.
This box represents the established range where the market recently found value.
2. The Three Zones & Rules
Once the box is drawn, the chart is divided into three zones. Each zone dictates a specific action.
Zone 1: The Top (Resistance / Sell Zone)
What it represents: This is where sellers previously stepped in and pushed the price down. It is a known area of supply.
The Rule: NO BUYING.
If the price rallies to this level, you should look for Short/Sell opportunities.
Why? Buying here means purchasing at a price that was previously rejected. The probability of a reversal (price going down) is high.
Zone 2: The Bottom (Support / Buy Zone)
What it represents: This is where buyers previously stepped in and pushed the price up. It is a known area of demand.
The Rule: NO SELLING.
If the price drops to this level, you should look for Long/Buy opportunities.
Why? Selling here means shorting into support. The probability of a bounce (price going up) is high.
Zone 3: The Middle (Indecision Zone)
What it represents: This is the area of noise and confusion. Neither buyers nor sellers have clear control here.
The Rule: DO NOT TRADE.
Why? In the middle of the range, the odds of the price going up or down are roughly 50/50. Trading here is considered gambling because you do not have a statistical edge.
3. Execution: How to Trade
The Entry
Short Setup: Wait for the price to touch or slightly pierce the Top of the Box. Enter a short position when you see the price failing to break out (e.g., leaving a wick and closing back inside the box).
Long Setup: Wait for the price to touch or slightly pierce the Bottom of the Box. Enter a long position when you see the price failing to break down (e.g., bouncing off the level).
Stop Loss (Risk Management)
This strategy offers a very clear invalidation point.
For Shorts: Place your Stop Loss just above the box.
For Longs: Place your Stop Loss just below the box.
Logic: If the price clearly breaks out of the box, the range is broken, and you want to exit the trade immediately with a small loss.
Take Profit (Targets)
First Target: The Center Line. This is a safe place to take some profit or move your stop loss to breakeven.
Main Target: The opposite side of the box (e.g., if you sold at the top, target the bottom).
4. Handling Gaps (The "Cheater Box")
If the market opens significantly higher or lower than the previous day's range (a large gap), the original box may be too far away to be useful.
Adjustment: In this scenario, you can draw a new box using the highest and lowest price points of the current trading session so far.
Once this new range is established, apply the same rules: Sell the high, Buy the low, and avoid the middle.
Tails and WicksTails and Wicks 📊
A clean price action tool that spots strong wick rejection candles and draws semi-transparent colored boxes around their high-to-low range. 🔍
Boxes extend forward to highlight potential S/R zones – perfect for pinbars, hammers, shooting stars & indecision dojis! 🚀
Features:
• 🟢 Bullish tails (long lower wick – default green)
• 🔴 Bearish tails (long upper wick – default red)
• 🟠 Indecision (both long wicks – default orange)
• Independent toggles & custom colors 🎨
• Adjustable wick % threshold (default 60%)
• Fixed or infinite right extension ➡️
• Limit recent zones per type (default 4) to keep charts tidy 🧹
• Pure visual – no text clutter (disable "Labels on price scale" in indicator Style tab if needed)
Lightweight, customizable, and great for clean price action trading! 💹
SHAP-Aligned BUY Signal (Daily, Edge-Triggered)Based on the XGBoost + SHAP interpretation report, I'll explain which indicators to monitor for buying NVO. However, I must emphasize that this model performed poorly (47.5% accuracy) and should NOT be used for actual trading! That said, here's what the model learned (for educational purposes):
📊 Top Indicators to Monitor for BUY Signals
1. Days_Since_Low (Most Important - 1.264)
Direction: BULLISH ↑
Interpretation: Higher values → UP prediction
What to monitor: Track how many days since the stock hit its recent low
Buy signal: When the stock has been recovering for an extended period (e.g., 100+ days from low)
Why it matters: The model learned that stocks in long-term recovery tend to continue rising
2. SMA_50 (50-day Moving Average) (0.413)
Direction: BULLISH ↑
Interpretation: Higher absolute SMA_50 values → UP prediction
What to monitor: The 50-day simple moving average price level
Buy signal: When SMA_50 is at higher levels (e.g., above $80-90)
Why it matters: Higher moving averages indicate stronger long-term trends
3. SMA_200 (200-day Moving Average) (0.274)
Direction: BULLISH ↑
Interpretation: Higher SMA_200 → UP prediction
What to monitor: The 200-day simple moving average
Buy signal: When SMA_200 is trending upward and at elevated levels
Why it matters: Long-term trend indicator; golden cross (SMA_50 > SMA_200) is traditionally bullish
4. BB_Width (Bollinger Band Width) (0.199)
Direction: BULLISH ↑
Interpretation: WIDER Bollinger Bands → UP prediction
What to monitor: The distance between upper and lower Bollinger Bands
Buy signal: When BB_Width is expanding (increasing volatility often precedes trend moves)
Why it matters: Widening bands can signal the start of a new trend
5. Price_SMA_50_Ratio (0.158)
Direction: BULLISH ↑
Interpretation: When price is ABOVE the 50-day MA → UP prediction
What to monitor: Current price ÷ SMA_50
Buy signal: When ratio > 1.0 (price is above the 50-day average)
Why it matters: Price above moving averages indicates uptrend
6. Momentum_21D (21-day Momentum) (0.152)
Direction: BULLISH ↑
Interpretation: Positive 21-day momentum → UP prediction
What to monitor: 21-day rate of change
Buy signal: When momentum is positive and increasing
Why it matters: Positive momentum suggests continuation
7. Stoch_K (Stochastic Oscillator) (0.142)
Direction: BULLISH ↑
Interpretation: Higher Stochastic K → UP prediction
What to monitor: Stochastic oscillator (0-100 scale)
Buy signal: When Stoch_K is rising from oversold (<20) or in mid-range (40-60)
Why it matters: Measures momentum and overbought/oversold conditions
Timeframe Overlay 24HrDaily High–Low Box (00:00–23:59)
This indicator highlights each trading day with a shaded box spanning from 00:00 to 23:59 (based on the selected timezone) and covering the day’s highest and lowest price.
• Green box when the day closes above its open
• Red box when the day closes below its open
• Historical days are fully drawn for easy comparison
• Current day box builds dynamically as new candles form
Useful for visualising daily range, market bias, and intraday structure across all timeframes.
BTC - Bitcoin Strategic Dashboard by RM Title: BTC - Bitcoin Strategic Dashboard | RM
Overview & Philosophy
The Bitcoin Strategic Dashboard is a comprehensive analytics tool designed to provide deeper market context beyond simple price action.
While a standard chart displays price history, this dashboard focuses on the structural health of the market. It aims to answer clearer questions: Is the asset statistically overextended? Is the current volatility compressed or expanding? How is Bitcoin currently correlating with traditional equity markets?
This script aggregates key data points—Performance, Risk, Valuation, and Macro Correlations—into a single, organized table. It is designed to be a quiet, high-density reference tool that sits unobtrusively in the corner of your screen, helping to contextualize daily price movements without cluttering your workspace.
Methodology & Module Breakdown
The dashboard is divided into 5 strategic modules. Here is exactly how to read them, how they are calculated, and how to interpret the data.
1. PERFORMANCE
This section answers: "Is Bitcoin actually beating the traditional market, and by how much?"
BTC Return : The raw percentage growth of Bitcoin.
Timeframes: 1-Year (Tactical Trend) and 4-Year (The Halving Cycle).
Alpha (vs SPX / Gold):
Meaning : "Alpha" measures true outperformance. It tells you how much better your capital worked in Bitcoin compared to the S&P 500 (Stocks) or Gold.
Calculation : We use a Relative Growth Ratio. Instead of simple subtraction, we calculate the growth factor of BTC divided by the growth factor of the Benchmark.
Interpretation :
Green: Bitcoin is outperforming. It is the superior vehicle for capital.
Red: Bitcoin is underperforming traditional assets (Opportunity Cost is high).
2. RISK PROFILE
This section answers: "How dangerous is the market right now?"
Drawdown (DD):
Meaning : The percentage loss from the 1-Year High.
Interpretation : Deep Drawdowns (e.g., > -50%) historically signal generational buying opportunities (Deep Red). Small Drawdowns (< -5%) signal we are near "Discovery Mode" (Blue/Green).
Sharpe Ratio:
Meaning : The industry standard for "Risk-Adjusted Return." It asks: "Is the profit worth the stress?"
Timeframe : Annualized over 365 Days.
Interpretation :
> 1.0: Good. The return justifies the risk.
> 2.0: Excellent. (Dark Green).
< 0.0: Bad. You are taking risk for negative returns.
Sortino Ratio:
Meaning : Similar to Sharpe, but it only counts downside volatility as "risk." Bitcoin often rallies aggressively (Good Volatility); Sortino ignores the upside "risk" and focuses only on minimizing losses.
Volatility (Vol) & Rank:
Meaning : How violently the price is moving.
Calculation : We compare the current 30-Day Volatility against the last 4 Years of volatility history (Rank 0-100).
Interpretation (The Squeeze Strategy) :
BLUE (Cold / <25%): Volatility is historically low. The market is "compressed." Big moves often follow these periods.
RED (Hot / >75%): Volatility is extreme. High risk of mean reversion or panic.
3. VALUATION & MOMENTUM
This section answers: "Is Bitcoin cheap or expensive?"
Mayer Multiple (MM):
Meaning: A "Godfather" of Bitcoin ratios.
Calculation : Current Price divided by the 200-Day Moving Average.
Interpretation :
< 0.8 (Blue): Historically "Cheap."
1.0: Fair Value (Price = Trend).
> 2.4 (Red): Speculative Bubble territory.
RSI (Relative Strength Index):
Timeframe : 14 Days.
Interpretation : >70 suggests the market is overheated (Red). <30 suggests oversold conditions (Blue).
Trend (ADX) :
Meaning : The Average Directional Index measures the strength of a trend, not the direction.
Interpretation : Values >25 (Green) indicate a strong trend is present. Values <20 (Gray) indicate a choppy/sideways market (no trend).
vs 200W (Macro):
Meaning : The distance to the 200-Week Moving Average.
Interpretation : This line is historically the "Cycle Bottom" or "Absolute Support" for Bitcoin. Being close to it (or below it) is rare and often marks cycle lows.
4. MACRO CORRELATIONS
This section answers: "Is Bitcoin moving on its own, or just following the Stock Market?"
vs TradFi (SPX):
Timeframe : 90-Day Correlation Coefficient.
Interpretation :
High Positive (Red): BTC is just acting like a tech stock. No "Safe Haven" status.
Negative/Zero (Green): BTC is "decoupled." It is moving independently of Wall Street.
vs DXY (US Dollar):
Interpretation : Bitcoin usually moves inverse to the Dollar.
Negative (Green): Normal healthy behavior.
Positive (Red): Warning signal. If both DXY and BTC rise, something is breaking in the system.
5. HISTORICAL LEDGER
A Year-by-Year breakdown of returns.
Feature : You can toggle the comparison column in the settings to compare Bitcoin against either S&P 500 or Gold.
Usage : Helps visualize the cyclical nature of returns (e.g., the 4-year cycle pattern of Green-Green-Green-Red).
How to Read the Visuals (Heatmap)
The dashboard uses a standardized Bloomberg-style heatmap to let you assess the market state in milliseconds:
🟢 Green: Profit / Good Performance / Positive Alpha.
🔴 Red: Loss / Overheating / High Risk.
🔵 Blue: "Cold" / Cheap / Low Volatility (Potential Buy Zones).
🟠 Orange: Warning / High Drawdown.
⚫ Gray/Black: Neutral or Fair Value.
Settings & Customization
Visuals: Change the text size (Tiny, Small, Normal) to fit your screen resolution.
Modules: You can toggle individual sections on/off to save screen space.
Calculation: Switch the Historical Benchmark between "S&P 500" and "Gold" depending on your thesis.
Disclaimer
This script is for research and educational purposes only. The metrics provided (Sharpe, Sortino, Mayer Multiple) are derived from historical data and do not guarantee future performance. "Cheap" (Low Mayer Multiple) does not mean the price cannot go lower. Always manage your own risk.
Tags
bitcoin, btc, bloomberg, terminal, dashboard, onchain, mayer multiple, sharpe ratio, volatility, alpha, risk management, Rob Maths
Hybrid Trend-Following Inside Bar BreakoutHybrid Trend-Following Inside Bar Breakout Strategy
The Hybrid Trend-Following Inside Bar Breakout Strategy is a rule-based trading system designed to capture strong directional moves while controlling risk during uncertain market conditions. It combines trend-following, price action, and volatility-based risk management into a single robust framework.
Core Concept
The strategy trades inside bar breakouts only in the direction of the dominant market trend. Inside bars represent periods of consolidation, and when price breaks out of this consolidation in a trending market, it often leads to impulsive moves with favorable risk–reward characteristics.
Key Components
1. Trend Filter
Uses 50 EMA and 200 EMA to define the market trend.
Bullish bias: 50 EMA above 200 EMA
Bearish bias: 50 EMA below 200 EMA
This filter prevents counter-trend trades and improves trade quality.
2. Volatility Filter
Compares fast ATR (14) with slow ATR (50).
Trades are taken only when volatility is expanding or above a minimum threshold.
This avoids low-volatility, choppy market conditions.
3. Inside Bar Breakout
An inside bar forms when the current candle’s high is lower than the previous candle’s high and the low is higher than the previous candle’s low.
A trade is triggered only when price breaks above or below the inside bar range in the direction of the trend.
4. Candle Quality Filter
Requires a minimum body-to-range ratio, ensuring that the breakout candle has strong momentum and is not driven by weak wicks.
Risk Management & Trade Management
Stop Loss (SL)
Placed using ATR-based dynamic stops, adapting to current market volatility.
Prevents tight stops in volatile conditions and wide stops in calm markets.
Partial Profit Taking
50% of the position is exited at 1.5R, locking in profits early.
This reduces psychological pressure and improves equity stability.
Trailing Stop
After partial profit is taken, the remaining position is managed with an ATR-based trailing stop.
Allows the strategy to capture large trend moves while protecting gains.
Cooldown Mechanism
After a losing trade, the system enters a cooldown period and skips a fixed number of bars.
This helps avoid revenge trading and overtrading during unfavorable market phases.
Why This Strategy Works
Trades only high-probability breakouts in trending markets
Adapts automatically to changing volatility
Combines price action precision with systematic risk control
Designed for consistent performance over long historical periods
Multi-TF RSI+EMA+Clean S/R v6Visual Confirmation (What You'll See)
✅ EMAs: Blue (9) + Red (21) lines
✅ Pivot Points: Red circles (high) + Green circles (low)
✅ S/R Lines: Red resistance + Green support
✅ MTF Table: Top-right corner (RSI/ADX values)
✅ Signals: 🚀 STRONG BUY / 🔻 STRONG SELL labels
✅ Background: Green/Red tint during strong trends
Session ATR Progression Tracker📊 Session ATR Progression Tracker - SIYL Regression Trading Tool
Track how much of your instrument's 7-day Average True Range (ATR) has been covered during the current trading session. This indicator is specifically designed for regression traders who follow the "Stay In Your Lane" (SIYL) methodology, helping you identify when the probability of mean reversion significantly increases. If you are interested in more on that check out Rod Casselli and tradersdevgroup.com.
🎯 Key Features:
• Real-time ATR Coverage Percentage - See at a glance what percentage of the 7-day ATR has been covered in the current session
• SIYL-Optimized Thresholds - See at a glance when the instrument has achieved 80% and 100% ATR coverage, the proven thresholds where mean reversion probability increases (customizable)
• Flexible Session Modes:
- Daily: Resets at calendar day change
- Session: Uses exchange-defined trading sessions
- Custom Session: Set your exact session start/end times (perfect for futures traders and international markets)
• Visual Alerts - Color-coded display (gray → orange → red) and optional background highlighting
• Repositionable Display - Choose from 9 screen positions to avoid chart clutter
• Session Markers - Green triangles mark the start of each new session
• Detailed Stats - View current range, ATR value, session high/low, and session status
💡 Why Use This Indicator?
This tool is built around a proven concept: regression trading becomes significantly more effective once a session has achieved at least 80% of its 7-day ATR. At this threshold, the probability of price reverting to mean increases substantially, creating higher-probability trade setups for SIYL practitioners.
Benefits for regression traders:
- Identify optimal entry points when mean reversion probability is highest (≥80% ATR coverage)
- Avoid premature regression entries before adequate range has been established
- Recognize when daily moves have "earned their range" and are ripe for reversal
- Time fade-the-move and counter-trend strategies with statistical backing
- Improve win rates by trading only after proven probability thresholds are met
⚙️ Setup Instructions:
1. Add the indicator to your chart
2. Select your preferred "Reset Mode" (recommend "Custom Session" for futures/international markets)
3. If using Custom Session, enter your session times in 24-hour format (e.g., 0930-1600 for US stocks, 1700-1600 for CME futures)
4. Adjust alert thresholds if desired (default: 80% and 100% - proven SIYL thresholds)
5. Position the display where it's most visible on your chart
📈 Works Across All Markets:
Stocks • Futures • Forex • Indices • Crypto • Commodities
Perfect for regression traders, mean reversion specialists, and SIYL practitioners who want to trade with probability on their side by entering only after the session has "earned its range."
---
Tip: For futures contracts with overnight sessions that span calendar days (like MES, MNQ, MYM), use "Custom Session" mode with your exchange's official session times for accurate tracking.
Price Crossing 144 EMA Alert (No Visuals)Price Crossing 144 EMA Alert (No VisuPrice Crossing 144 EMA Alert (No Visuals)Price Crossing 144 EMA Alert (No Visuals)Price Crossing 144 EMA Alert (No Visuals)Price Crossing 144 EMA Alert (No Visuals)als)
[AlscapeLabs] HTF Candle Stack (Multi-Timeframe)
Overview
The HTF Candle Stack (Multi-TF) indicator is a powerful visualization tool designed to overlay high-timeframe (HTF) price action directly onto your current chart, independent of the chart's price scale. This gives traders a clear, aligned, and non-overlapping view of simultaneous price movements across customizable timeframes.
By stacking the candles horizontally next to the chart's price action, the indicator allows for quick identification of multi-timeframe correlation, trend confluence, and key levels without switching chart timeframes.
Key Features
6 Independent Stacks: Configure up to 6 separate timeframes (e.g., 5m, 15m, 1H, 4H, Daily, Weekly) to view the complete market fractals from micro to macro.
Price-Aligned Visualization : All HTF candle stacks are perfectly aligned with the main chart's vertical price axis
Replay Mode Safe : Includes dedicated logic to prevent "duplicate candles" during Bar Replay, ensuring accurate backtesting and historical analysis.
Toggleable Stacks : Each stack can be individually enabled or disabled via input settings
Dynamic Spacing : The distance between active stacks is automatically calculated and adjusted based on the visibility of the preceding stack.
Settings Guide
Stack Configuration (1 - 6)
Each of the six stacks has identical controls:
Show/Hide : Enable or disable this specific stack.
Timeframe : The specific HTF to display (e.g., "60" for 1 Hour, "D" for Daily).
[*} Count : How many candles to show in this stack (Current Active Candle + Past Closed Candles). Tip: Use higher counts (10-12) for lower TFs (Stack 1-2) and lower counts (2-4) for higher TFs (Stack 5-6)
Candle Color
Controls global coloring
Bullish / Bearish : Customize the body colors.
Wick : Separate control for wick color and transparency
Layout
Distance from Chart : How far (in bars) to the right the first stack begins
Space between Stacks : The gap (in bars) between each active stack.
Candle Width : The thickness of the HTF candles.
Labels
Displays a time-frame next to the active (live) candle in each stack
Show TF Labels : Enable or disable labels through all stacks
Text Color : Label text color
Background : Label background color
Style : Label position (Left, Down)
Size : Label text size (Tiny, Small, Normal, Large, Huge)
Developed by AlscapeLabs
