FIB 21/8 EMA Logic HyperTrend w/ ATR Bands & Buy/Sell IndicatorsEMA LOGIC SUPERTREND
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EMA Logic SuperTrend is a SuperTrend-style overlay that replaces traditional
price/ATR trend logic with a stateful, debounced EMA momentum engine.
It preserves the classic SuperTrend visuals:
- Trend bands
- Buy/Sell markers
- Background shading
But ALL trend direction is determined strictly by EMA behavior.
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CORE TREND LOGIC
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• Uses two EMAs (default: 8 & 21)
• GREEN (Buy Trend):
- Both EMAs rising for 2 consecutive candles
• RED (Sell Trend):
- Fast EMA falling for 2 consecutive candles
• Includes a 2-bar debounce filter to reduce whipsaw
• Uses a state machine for clean flips:
- Buy only on RED → GREEN
- Sell only on GREEN → RED
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ATR BANDS (VISUAL ONLY)
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• ATR is NOT used for entries or exits
• ATR ONLY controls how far the bands sit from price
• High volatility → wider bands
• Low volatility → tighter bands
• Green band = visual support guide
• Red band = visual resistance guide
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VISUAL FEATURES
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• SuperTrend-style trend bands
• Translucent background shading
• Buy/Sell labels shifted back one candle
• Adjustable band opacity
• Optional signal labels
• Optional background highlighting
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ADJUSTABLE INPUTS
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• Fast EMA Length (default: 8)
• Slow EMA Length (default: 21)
• ATR Period
• ATR Multiplier
• Band Opacity
• Show/Hide Buy & Sell Labels
• Show/Hide Background Highlighting
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BEST USED FOR
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• EMA-based trend following
• Momentum regime confirmation
• Clean directional bias
• Trend continuation trading
• Visual volatility-aware support/resistance
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IMPORTANT NOTES
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• This indicator does NOT use standard SuperTrend logic
• Price crossing the bands does NOT trigger signals
• ATR does NOT affect trade direction
• All trend changes are EMA-driven
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Nexural Regime MatrixNexural Regime Matrix
A regime detection indicator that tells you not just where price is going, but whether smart money is confirming the move.
WHY I BUILT THIS
I got tired of staring at oscillators that just wiggle up and down without telling me anything useful. RSI is overbought. Great. Now what? MACD crossed. Cool. Is anyone actually buying?
I wanted an indicator that answers the questions I actually care about when I am trading. What regime is the market in right now? Is smart money confirming this move or fading it? Is this trend accelerating or running out of steam?
That is what this indicator does. It combines trend detection with delta analysis to map the market onto a visual regime matrix. You look at the dot, you see where you are, you know what is happening. No interpretation required.
Instead of giving you a single oscillator line and leaving you to figure out what it means, it maps your current position onto a visual matrix and tells you exactly what regime you are in. The indicator also tracks how fast you are moving through the matrix. A dot racing toward the Markup corner is very different from one that is stalling in the middle. This velocity component helps you understand momentum quality, not just direction.
THE FOUR REGIMES
This indicator classifies the market into four states based on Wyckoff methodology. Understanding these four regimes is the foundation of how this indicator works.
Markup is when trend is up and buying pressure confirms it. This is the easy money environment. Trend followers thrive here. Price is rising and the money flow confirms that buyers are in control. When you see the dot deep in the Markup quadrant with strong velocity, you are in a trending bull market with conviction behind it.
Markdown is the opposite. Trend is down and selling pressure confirms it. Shorts work. Longs get destroyed. Price is falling and sellers are clearly in control. This is where trend followers short and buy the dip traders get wrecked.
Accumulation is where it gets interesting. Price trend is still negative but buying pressure is emerging underneath. Smart money is loading while retail is still bearish. This often precedes reversals to the upside. When you see the dot move from Markdown into Accumulation, someone with deep pockets is buying the weakness. Pay attention.
Distribution is the mirror image. Price trend is still positive but selling pressure is building. Smart money is unloading into strength while retail chases the move. This often precedes reversals to the downside. When you see the dot move from Markup into Distribution, the smart money is heading for the exits while everyone else is still bullish.
The matrix shows these four quadrants with color gradients. The deeper into a corner you go, the stronger that regime. A dot in the far corner of Markup with high velocity is a completely different situation than a dot barely in Markup and stalling. The gradient intensity tells you conviction at a glance.
Accumulation and Distribution are the regimes that matter most for anticipating reversals. They signal potential turning points before price confirms them. This is where the real edge lives.
WHAT MAKES THIS DIFFERENT
Three things separate this from typical regime indicators.
Zero-Lag Engine
Most indicators use moving averages that lag significantly. By the time they confirm a trend, half the move is over. This indicator uses Ehlers Instantaneous Trendline as the default smoothing method. It responds faster without adding noise.
The Ehlers algorithm was developed by John Ehlers, an electrical engineer who applied signal processing theory to financial markets. It filters out market noise while preserving the actual trend signal. The result is earlier detection without the false signals that come from overly sensitive indicators.
You also have ZLEMA and Kalman Filter options if you prefer those. ZLEMA is a zero-lag exponential moving average that compensates for inherent lag. Kalman Filter is an adaptive algorithm that adjusts its smoothing based on price behavior. Each has its own characteristics and you can experiment to find what works best for your trading style.
Smart Delta Calculation
Instead of just using volume, the indicator estimates actual buying versus selling pressure from each candle. This is not a simple calculation.
It analyzes where price closes within the bar. A close near the high suggests buyers won. A close near the low suggests sellers won. But it goes deeper than that.
It factors in the candle body direction and size. A large bullish body carries more weight than a small one.
It analyzes upper and lower wick lengths. A long lower wick means buyers stepped in and rejected lower prices. A long upper wick means sellers stepped in and rejected higher prices. These wicks tell you about intrabar rejection and intent.
It weights the result by bar size relative to ATR. A large range bar that moves significantly compared to average volatility carries more conviction than a tiny bar. Big moves matter more.
It amplifies the signal when volume is expanding. Increasing volume on a move suggests real participation. Declining volume suggests the move lacks commitment.
The final delta value combines all of these factors into a single reading that approximates order flow from standard OHLCV data.
I want to be clear about something. This is not true Level 2 order flow. It is not reading the tape or analyzing actual bid and ask volume. That data is not available in TradingView. What this does is extract the maximum possible information from candlestick structure and volume to approximate what order flow might look like. On liquid instruments during active sessions, it works well. On illiquid instruments or during thin trading, it is less reliable. That is a fundamental limitation of working with OHLCV data.
Regime Velocity
The indicator tracks not just where you are in the matrix but how fast you are moving. This is the velocity component.
A dot racing toward Markup is very different from a dot sitting in Markup but stalling. The first suggests momentum is building and the trend has legs. The second suggests the trend might be exhausted.
Velocity tells you if momentum is building or fading. It answers the question of whether you are accelerating into a regime or decelerating out of it.
The display shows momentum quality in plain terms. Surge means you are moving fast and accelerating. Fast means you are moving quickly. Steady means moderate movement. Slow means you are barely moving. Stall means you have stopped or are moving so slowly it does not matter.
Along with momentum quality, you see a direction arrow showing where you are heading. If you see Surge with an arrow pointing toward MKUP, you know momentum is strong and building toward the bullish corner. If you see Stall with no clear direction, you know the market is indecisive.
This velocity component adds a dimension that static regime classification misses. Two traders might both see Markup on their indicator. But if one sees Surge velocity and the other sees Stall, they are looking at completely different situations.
THE VOLATILITY FILTER
This might be the most underrated feature of the entire indicator.
The indicator uses ADX and ATR percentile to detect ranging conditions. When the market is choppy and directionless, it shows a Ranging state instead of forcing a regime classification.
Why does this matter? Because most losses come from trading in chop. You get long, it drops. You get short, it rips. You get chopped to pieces taking small loss after small loss while the market goes nowhere.
The volatility filter tells you when conditions are not favorable for directional trades. When you see Ranging, step aside or reduce size. This alone eliminates a significant number of bad trades.
The filter works on two dimensions. ADX measures trend strength. When ADX is below the threshold, the market lacks directional conviction. ATR percentile measures volatility expansion. When ATR is in the bottom percentile of recent readings, the market is quiet and range-bound.
Both conditions contribute to the ranging detection. You can adjust the thresholds to be more or less strict depending on your preferences.
When the indicator shows Ranging, the candles turn gray and the regime state displays Ranging instead of one of the four quadrants. This is a visual reminder to be patient. The best trade is often no trade at all.
THE CONFLUENCE SCORING SYSTEM
Behind the scenes, the indicator calculates a confluence score from zero to one hundred percent. This score combines multiple factors to gauge overall conviction.
Trend strength contributes up to thirty points. The stronger the trend value, the more points.
Delta confirmation contributes up to twenty-five points. When trend and delta agree in direction, you get confirmation points. When they disagree, you get nothing.
Volatility contributes up to twenty-five points. When ADX and ATR indicate trending conditions, you get volatility points. When the market is ranging, this component goes to zero.
RSI alignment contributes up to twenty points. When RSI confirms the trend direction, you get alignment points. When RSI diverges from trend, this component is reduced.
The final confluence percentage tells you how many factors are aligned. High confluence means multiple indicators agree. Low confluence means mixed signals.
When the market is ranging, the entire confluence score gets cut in half. This penalizes signals that come during unfavorable conditions.
The confluence score is displayed in the matrix panel. Use it as a quick gauge of conviction. A regime change with ninety percent confluence is more meaningful than one with thirty percent.
HOW TO READ THE MATRIX
The matrix overlay on your chart shows a colored dot representing your current position in regime space.
Bottom right green is Markup. This is bullish trend with bullish flow. Everything aligns to the upside.
Top right orange is Distribution. This is bullish trend but bearish flow. Price is still up but selling pressure is emerging. Smart money may be exiting.
Bottom left purple is Accumulation. This is bearish trend but bullish flow. Price is still down but buying pressure is emerging. Smart money may be entering.
Top left red is Markdown. This is bearish trend with bearish flow. Everything aligns to the downside.
The dot position within each quadrant tells you intensity. A dot in the far corner indicates strong conviction in that regime. A dot near the center indicates weak or transitioning conditions.
The color gradient in each quadrant reinforces this. Deeper color means stronger regime. Lighter color means weaker.
The trail behind the dot shows your recent path through the matrix. You can see where you have been and how you got to where you are. This context helps you understand if you are entering a regime fresh or have been in it for a while.
The axis labels show the scale. Trend runs from negative on the left to positive on the right. Delta runs from negative at the top to positive at the bottom. The plus and minus signs at the edges remind you of the orientation.
The quadrant labels at the corners show MKDN for Markdown, DIST for Distribution, ACCM for Accumulation, and MKUP for Markup. These abbreviations let you quickly identify each zone.
HOW TO READ THE INFO ROWS
Below the matrix grid you see several rows of information.
The first row shows NEXURAL branding, the current regime state in text, and the confluence percentage.
The second row shows velocity information. You see the momentum quality label, the direction arrow showing where you are heading, and the speed percentile.
The third row shows the raw values. TRD shows trend value with an arrow indicating direction. DLT shows delta value with an arrow. The final cell shows TREND or RANGE status.
The fourth row shows the engine settings. You see which zero-lag method is active and the lookback length, plus the current ADX value.
All of this information is available at a glance. You do not need to hover over anything or check multiple places. Everything you need is in one consolidated display.
HOW TO READ THE OSCILLATOR
The oscillator pane below your chart shows two lines.
The main line is the trend value. It oscillates roughly between negative ten and positive ten. Above zero is bullish. Below zero is bearish. The color shifts based on value and ranging status.
The secondary line is the delta value. It also oscillates between negative ten and positive ten. Above zero means net buying pressure. Below zero means net selling pressure.
When both lines are above zero and moving together, you have confirmation. Trend is up and buyers are in control.
When both lines are below zero and moving together, you also have confirmation. Trend is down and sellers are in control.
When the lines diverge, pay attention. If trend is positive but delta is negative, you have Distribution conditions. If trend is negative but delta is positive, you have Accumulation conditions. These divergences often precede reversals.
The end labels on the right side of the oscillator show the exact current values. Trend and Delta with their numerical readings. This gives you precision when you need it.
The fill between the trend line and zero creates a visual gradient. Green fill above zero, red fill below zero. The intensity of the fill corresponds to the strength of the move.
Dotted horizontal lines mark the threshold levels. These correspond to the Neutral Zone Width setting. Values between the thresholds are considered neutral.
When the market is ranging, the background of the oscillator pane turns slightly gray. This visual cue reinforces the ranging state.
HOW I USE THIS INDICATOR
I use this as a context filter, not as an entry signal. Let me explain what that means.
Before I take any trade, I check the regime. The regime tells me if conditions favor my trade idea or not.
If I want to go long but the matrix shows Distribution, I either skip the trade entirely or reduce size significantly. The indicator is telling me that smart money might be selling into this strength. Going long against that flow is fighting an uphill battle.
If I want to go long and the matrix shows Markup with Fast or Surge velocity, I have more confidence. Trend is up, buyers are in control, and momentum is building. Conditions favor my trade.
If I want to go long but the matrix shows Ranging, I wait. There is no edge in choppy markets. Let conditions clarify before committing capital.
I pay special attention to regime transitions. These are the moments when opportunity emerges.
When the dot moves from Markdown into Accumulation, I start looking for long setups. Smart money is buying the weakness. I want to be on the same side.
When the dot moves from Markup into Distribution, I start looking for exits on my longs or potential short setups. Smart money is selling the strength. I do not want to be the one holding when they are done.
When the dot moves from Accumulation into Markup, I know the reversal is confirming. Buyers took control and now price is following.
When the dot moves from Distribution into Markdown, I know the reversal is confirming. Sellers took control and price is following.
The velocity component helps me gauge conviction. If I see a regime change but velocity is Stall, I wait for acceleration before committing. The regime changed but there is no momentum behind it yet. That could be a false move.
If velocity is Surge and pointing toward a corner, I act with more urgency. The move has conviction and I do not want to miss it.
The Ranging state keeps me patient. When I see it, I know this is not the time to force trades. I wait for conditions to improve. The market will eventually break out of the range and when it does, the indicator will show me which direction and with what conviction.
I combine this indicator with my own price action analysis. I look for support and resistance levels. I look for candlestick patterns. I look for volume confirmation. The Nexural Regime Matrix tells me the context. My other analysis tells me the specific entry.
I never take a trade based solely on this indicator. It is one input among several. But it is an important input that shapes how aggressive or defensive I am with my positioning.
SETTINGS THAT MATTER
Let me walk through each setting and explain what it does and how to think about adjusting it.
Lookback Length
This is the main sensitivity control for trend detection. It determines how many bars the indicator uses to calculate trend values.
Default of fourteen works well across most timeframes. This is a good starting point.
Lower values respond faster but show more noise. If you set this to seven, you will see regime changes more quickly but you will also see more false signals and whipsaws. This might suit scalpers who need fast response.
Higher values are smoother but slower. If you set this to twenty or twenty-five, you will see cleaner signals but you will be later to regime changes. This might suit swing traders who can afford to wait for confirmation.
I recommend starting with the default and only adjusting if you find it too slow or too noisy for your specific trading style and timeframe.
Zero-Lag Method
This lets you choose between three different smoothing algorithms.
Ehlers is the default and what I recommend. It provides excellent noise filtering while responding quickly to real trend changes. John Ehlers developed this algorithm specifically for financial markets and it shows.
ZLEMA is a zero-lag exponential moving average. It compensates for the inherent lag in traditional EMAs by projecting price forward. It is slightly more responsive than Ehlers but also slightly more prone to noise.
Kalman is an adaptive filter that adjusts its smoothing based on price behavior. It is the smoothest of the three but also the slowest to respond to changes. If you find Ehlers too noisy, try Kalman.
Each method has its own character. I encourage you to switch between them and see which one feels right for how you trade.
Kalman Gain
This only applies if you select Kalman as your zero-lag method. It controls how responsive the Kalman filter is.
Higher values respond faster but are more sensitive to noise. Lower values are smoother but slower.
Default of 0.7 is a good balance. Adjust if needed.
Delta Smoothing
This controls noise in the delta calculation. The raw delta from each bar can be noisy, so we apply smoothing.
Default of five means the delta is smoothed with a five-period exponential moving average.
Lower values are more responsive. You see delta changes more quickly but with more noise.
Higher values are smoother. Delta changes are cleaner but slower to appear.
If you find the delta line too jumpy, increase this value. If you find it too slow, decrease it.
ADX Length
This sets the period for the ADX calculation used in ranging detection.
Default of fourteen is standard. Most traders use fourteen-period ADX.
You can adjust this but I recommend leaving it at fourteen unless you have a specific reason to change it.
ADX Threshold
This sets the level below which the market is considered ranging.
Default of twenty is standard. ADX below twenty generally indicates a trendless market.
If you want stricter trend requirements, raise this to twenty-five or thirty. The indicator will show Ranging more often.
If you want looser requirements, lower it to fifteen. The indicator will show trending regimes more often, even in weaker trends.
ATR Percentile Filter
This adds a second ranging check based on volatility expansion.
Default of thirty means if current ATR is in the bottom thirty percent of the last one hundred readings, it contributes to ranging detection.
This catches situations where ADX might be above threshold but volatility is still compressed. Low volatility often means range-bound conditions even if there is a slight directional bias.
Raise this value if you want more aggressive ranging detection. Lower it if you want less.
Confirmation Bars
This sets how many bars a new regime must persist before the indicator confirms the change.
Default of two means a regime must hold for two bars before it is displayed. This prevents single-bar whipsaws.
Set to zero for fastest response. You will see regime changes immediately but you will also see more false signals that reverse on the next bar.
Set higher for more confirmation. Three or four bars provides more confidence that the regime change is real, but you will be later to the move.
This is a classic tradeoff between responsiveness and reliability. There is no right answer. It depends on your risk tolerance and trading style.
Neutral Zone Width
This controls the dead zone around zero where the indicator shows neutral rather than bullish or bearish.
Default of 0.3 means trend or delta values between negative 0.9 and positive 0.9 are considered neutral.
This prevents tiny fluctuations around zero from causing constant regime flipping. A small buffer creates stability.
Raise this value if you want a wider neutral zone. Lower it if you want the indicator to classify regimes more aggressively.
WHAT THIS INDICATOR DOES WELL
Let me be specific about where this indicator excels.
Regime classification is fast and accurate. You know immediately whether you are in a trending or ranging environment and what type of trend it is. There is no ambiguity. The matrix shows you exactly where you stand.
Delta adds information that pure price indicators miss. Seeing buying pressure build while price is still weak is genuinely useful. This is information you cannot get from looking at price alone. It gives you a window into participation and intent.
Velocity tells you about momentum quality. You know if a move has legs or is running out of steam. Two identical regime states can have completely different implications depending on velocity.
The volatility filter keeps you out of chop. This prevents a lot of frustration and losses. Knowing when to sit on your hands is just as valuable as knowing when to trade.
The visual matrix makes everything instant. No squinting at oscillator values trying to figure out what they mean. You glance at the dot position and you know. This speed of interpretation matters when markets are moving fast.
It works across instruments and timeframes. I use it primarily on index futures but it works on crypto, forex, stocks, commodities, whatever you trade. The underlying logic is universal.
The consolidated display puts everything in one place. You do not need to check multiple indicators or panels. Regime, velocity, confluence, values, and status are all visible at a glance.
WHAT THIS INDICATOR DOES NOT DO WELL
Let me be equally specific about the limitations. Every indicator has them and pretending otherwise would be dishonest.
The delta is an approximation. It is not true order flow from Level 2 or tick data. On illiquid instruments or during thin trading sessions, it can give misleading readings. If there is no volume, the delta calculation has nothing to work with. If the market is illiquid, the candle structure may not reflect actual order flow dynamics. This is a fundamental limitation of working with OHLCV data and no indicator can overcome it.
The confirmation filter adds lag. You will not catch exact tops and bottoms. The indicator waits for persistence before confirming a regime change. This reduces whipsaws but means you sacrifice some timeliness. If you set confirmation bars to zero, you will be faster but you will also get more false signals. There is no way to have both speed and reliability. It is always a tradeoff.
Ranging detection is not perfect. Sometimes choppy markets slip through and the indicator shows a trending regime when conditions are actually range-bound. Sometimes trending markets get flagged as ranging when volatility is low but direction is clear. No volatility filter catches every condition.
Sharp V-reversals are hard to catch. By the time the regime flips from one extreme to the other, you have missed the first part of the move. The indicator needs a few bars to recognize that conditions have changed. This is the cost of filtering noise. A more responsive indicator would catch reversals faster but would also give many more false signals.
The matrix takes up screen space. If you are running multiple indicators on a small screen, it can feel crowded. You can disable it and just use the oscillator pane if needed. But then you lose the visual regime mapping which is one of the main features.
This indicator does not tell you when to enter or exit. It tells you the regime, the momentum quality, and the confluence. It does not draw arrows or give buy and sell signals. If that is what you want, this indicator is not for you.
WHAT THIS INDICATOR IS NOT
Let me be clear about what you should not expect.
This is not a signal service. There are no buy and sell arrows. I do not believe in indicators that try to tell you exactly when to enter and exit. Markets are too complex for that. Anyone who claims their indicator can reliably tell you exactly when to buy and sell is either lying or deluded.
This is not a magic solution. It will have periods where it underperforms. It will miss moves. It will occasionally be wrong about regime classification. Every indicator does. Markets are driven by human behavior and geopolitics and randomness. No mathematical formula captures all of that perfectly.
This is not a replacement for learning how to trade. It is a tool that helps you see the market more clearly. You still need to understand market structure. You still need to develop your own setups. You still need to practice proper risk management. You still need screen time and experience. The indicator helps. It does not replace the work.
This is not holy grail. There is no holy grail. If someone tells you otherwise, they are selling something.
COMMON QUESTIONS
What timeframe works best?
The indicator works on all timeframes. I primarily use it on five-minute and fifteen-minute charts for intraday futures trading. Others use it on hourly or daily charts for swing trading. The logic adapts to whatever timeframe you apply it to. Lower timeframes will show more regime changes. Higher timeframes will show fewer but larger ones.
What instruments work best?
Liquid instruments with good volume work best. Index futures, major forex pairs, large cap stocks, Bitcoin and Ethereum. The delta calculation relies on meaningful volume data. On illiquid instruments where volume is thin or unreliable, the delta component loses accuracy.
Can I use this for entries?
You can but I do not recommend it as your sole entry trigger. Use it for context. Know what regime you are in and what the velocity is. Then use your own price action analysis or other tools for specific entry timing. The indicator tells you if conditions are favorable. You decide when to pull the trigger.
Why does delta sometimes disagree with price?
That is the entire point. When price is going up but delta shows selling pressure, that is Distribution. Smart money is exiting. When price is going down but delta shows buying pressure, that is Accumulation. Smart money is entering. These divergences are the most valuable signals the indicator provides.
Why is it showing Ranging when the market is clearly trending?
Check the ADX value displayed in the panel. If it is below your threshold, the indicator classifies conditions as ranging. You can lower the ADX threshold or ATR percentile filter if you want stricter trending requirements. Sometimes a slow steady trend will register as ranging because volatility is low even though direction is clear.
Can I turn off the matrix and just use the oscillator?
Yes. In the settings under Display, you can disable Show Regime Matrix. You will still have the oscillator with trend and delta lines and the end labels. Some traders prefer the cleaner look. You lose the visual regime mapping but the core calculations remain.
FINAL WORDS
I built this indicator because I was frustrated with oscillators that just showed values without context. I wanted to know what regime the market was in. I wanted to know whether smart money was confirming the move. I wanted to know whether momentum was building or fading.
This indicator answers those questions. It is not perfect. Nothing is. But it gives me information I find useful every single session.
The regime classification helps me avoid fighting the trend. When the market is in Markdown with strong velocity, I am not looking for longs no matter how oversold price looks.
The delta component helps me see when moves have real participation behind them. A rally with positive delta is different from a rally with negative delta. The first has buyers behind it. The second might be a short squeeze or exhaustion move.
The velocity tracking helps me gauge conviction. A regime change with Surge velocity demands attention. A regime change with Stall velocity might be noise.
The volatility filter keeps me patient. When conditions are ranging, I wait. The market will eventually move and when it does, I will be ready.
Use this indicator as context, not as a crutch. Combine it with your own analysis and your own rules. Let it inform your decisions, not make them for you.
Good trading.
JINN: A Multi-Paradigm Quantitative Trading and Execution EngineI. Core Philosophy: A Substitute for Static Analysis
JINN (Joint Investment Neural and Network) represents a paradigm shift from static indicators to a living, adaptive analytical ecosystem. Traditional tools provide a fixed snapshot of the market. JINN operates on a fundamentally different premise: it treats the market as a dynamic, regime-driven system. It processes market data through a hierarchical suite of advanced, interacting models, arbitrates their outputs through a rules-based engine, and adapts its own logic in real-time.
It is designed as a complete framework for traders who think in terms of statistical edge, market regimes, probabilistic outcomes, and adaptive risk management.
II. The JINN Branded Architecture: Your Command and Control Centre
JINN’s power emerges from the synergy of its proprietary, branded architectural components. You do not simply "use" JINN; you command its engines.
1. JINN Signal Arbitration (JSA) Engine
The heart of JINN. The JSA is your configurable arbitration desk for weighing evidence from all internal models. As the Head Strategist, you define the entire arbitration philosophy:
• Priority and Weighting : Define a "chain of command". Specify which model's opinion must be considered first and assign custom weights to their outputs, directly controlling the hierarchy of your analytical flow.
• Arbitration Modes :
First Wins: For high-conviction, rapid signal deployment based on your most trusted leading model.
Highest Score: A "best evidence" approach that runs a full analysis and selects the signal with the highest weighted probabilistic backing.
Consensus: An ultra-conservative, "all-clear" mode that requires a unanimous pass from all active models, ensuring maximum confluence.
2. JINN Threshold Fusion (JTF) Engine
Static entry thresholds can be limiting in a dynamic market. The JTF engine replaces them with a robust, adaptive "breathing" channel.
• Kalman Filter Core : A noise-reducing, parametric filter that provides a smooth, responsive centre for the entry bands.
• Exponentially Weighted Quantile (EWQ) : A non-parametric, robust measure of the signal's recent distribution, resistant to outliers.
• Dynamic Fusion : The JTF engine intelligently fuses these two methodologies. In stable conditions, it can blend them; in volatile conditions, it can be configured to use the "Minimum Width" of the two, ensuring your entry criteria are always the most statistically relevant.
3. JINN Pattern Veto (JPV) with Dynamic Time Warping
The definitive filter for behavioural edge and pattern recognition. The JPV moves beyond value-based analysis to analyse the shape of market dynamics.
• Dynamic Time Warping (DTW) : A powerful algorithm from computer science that compares the similarity of time series.
• Pattern Veto : Define a "toxic" price action template—a pattern that has historically preceded failed signals. If the JPV detects this pattern, it will veto an otherwise valid trade, providing a sophisticated layer of qualitative, shape-based filtering.
4. JINN Flow VWAP
This is not a standard VWAP. The JINN Flow VWAP is an institutionally-aware variant that analyses volume dynamics to create a "liquidity pressure" band. It helps visualise and gate trades based on the probable activity of larger market participants, offering a nuanced view of where significant flow is occurring.
III. The Advanced Model Suite: Your Pre-Built Quantitative Toolkit
JINN provides you with a turnkey suite of institutional-grade models, saving you thousands of hours of research and development.
1. Auto-Tuning Hyperparameters Engine (Online Meta-Learning)
Markets evolve. A static strategy is an incomplete strategy. JINN’s Auto-Tuning engine is a meta-learning layer inspired by the Hedge (EWA) algorithm, designed to combat alpha decay.
• Portfolio of Experts : It treats a curated set of internal strategic presets as a portfolio of "experts".
• Adaptive Weighting : It runs an online learning algorithm that continuously measures the risk-adjusted performance of each expert (using a sophisticated reward function blending Expected Value and Brier Score).
• Dynamic Adaptation : The engine dynamically allocates more influence to the expert strategy that is performing best in the current market regime, allowing JINN’s core logic to adapt without manual intervention.
2. Lorentzian Classification and PCA-Lite EigenTrend
• Lorentzian Engine : A powerful probabilistic classifier that generates a continuous probability (0-1) of market state. Its adaptive, volatility-scaled distribution is specifically designed to handle the "fat tails" and non-Gaussian nature of financial returns.
• PCA-Lite EigenTrend : A Principal Component Analysis engine. It reduces the complex, multi-dimensional data from the Technical and Order-Flow ensembles into a single, maximally descriptive "EigenTrend". This factor represents the dominant, underlying character of the market, providing a pure, decorrelated input for the Lorentzian engine and other modules.
3. Adaptive Markov Chain Model
A forward-looking, state-based model that calculates the probability of the market transitioning between Uptrend, Downtrend, and Sideways states. Our implementation is academically robust, using an EMA-based adaptive transition matrix and Laplace Smoothing to ensure stability and prevent model failure in sparse data environments.
IV. The Execution Layer: JINN Execution Latch Options
A good signal is worthless without intelligent execution. The JINN Execution Latch is a suite of micro-rules and safety mechanisms that govern the "last mile" of a trade, ensuring signals are executed only under optimal, low-risk conditions. This is your final pre-flight check.
• Execution Latch and Dynamic Cool-Down : A core safety feature that enforces a dynamic cool-down period after each trade to prevent over-trading in choppy, whipsaw markets. The latch duration intelligently adapts, using shorter periods in low-volatility and longer periods in high-volatility environments.
• Volatility-Scaled Real-Time Threshold : A sophisticated gate for real-time entries. It dynamically raises the entry threshold during sudden spikes in volatility, effectively filtering out noise and preventing entries based on erratic, unsustainable price jerks.
• Noise Debounce : In market conditions identified as "noisy" by the Shannon Entropy module, this feature requires a real-time signal to persist for an extra tick before it is considered valid. This is a simple but powerful heuristic to filter out fleeting, insignificant price flickers.
• Liquidity Pressure Confirmation : An institutional-grade check. This gate requires a minimum threshold of "Liquidity Pressure" (a measure of volume-driven momentum) to be present before validating a real-time signal, ensuring you are entering with market participation on your side.
• Time-of-Day (ToD) Weighting : A practical filter that recognises not all hours of the trading day are equal. It can be configured to automatically raise entry thresholds during historically low-volume, low-liquidity sessions (e.g., lunch hours), reducing the risk of entering trades on "fake" moves.
• Adaptive Expectancy Gate : A self-regulating feedback mechanism. This gate monitors the strategy's recent, realised performance (its Expected Value). If the rolling expectancy drops below a user-defined threshold, the system automatically tightens its entry criteria, becoming more selective until performance recovers.
• Bar-Close Quantile Confirmation : A final layer of confirmation for bar-close signals. It requires the signal's final score to be in the top percentile (e.g., 85th percentile) of all signal scores over a lookback period, ensuring only the highest conviction signals are taken.
V. The Contextual and Ensemble Frameworks
1. Multi-Factor Ensembles and Bayesian Fusion
JINN is built on the principle of diversification. Its signals are derived from two comprehensive, fully customizable ensembles:
• Technical Ensemble : A weighted combination of over a dozen technical features, from cyclical analysis (MAMA, Hilbert Transforms) and momentum (Fisher Transform) to trend efficiency (KAMA, Fractal Efficiency Ratio).
• Order-Flow Ensemble : A deep dive into market microstructure, incorporating Volume Delta, Absorption, Imbalance, and Delta Divergence to decode institutional footprints.
• Bayesian Fusion : Move beyond simple AND/OR logic. JINN’s Bayesian engine allows you to probabilistically combine evidence from trend and order-flow filters, weighing each according to its perceived reliability to derive a final posterior probability.
2. Context-Aware Framework and Entropy Engine
JINN understands that a successful strategy requires not just a good entry, but an intelligent exit and a dynamic approach to risk.
• Shannon Entropy Filter : A direct application of information theory. JINN quantifies market randomness and allows you to set a precise entropy ceiling to automatically halt trading in unpredictable, high-entropy conditions.
• Adaptive Exits and Regime Awareness : The script uses its entropy-derived regime awareness to dynamically scale your Take Profit and Trailing Stop parameters . It can be configured to automatically take smaller profits in choppy markets and let winners run in strong trends, hard-coding adaptive risk management into your system.
VI. The Dashboard: Your Mission Control
JINN features a dynamic, dual-mode dashboard that provides a comprehensive, real-time overview of the entire system's state.
Mode 1: Signal Gate Metrics Dashboard
This dashboard is your pre-flight checklist. It displays the real-time Pass/Fail/Off status of every single gating and filtering component within JINN, including:
• Core Ensembles : Technical and Order-Flow Ensemble status.
• Trend Filters : VWAP, VWMA, ADX, ATR Slope, and Linear Regression Angle gates.
• Advanced Models : Dual-Lorentzian Consensus, Markov Probability, and JPV Veto status.
• Regime and Safety : Shannon Entropy, Execution Latch, and Expectancy Gate status.
• Final Confirmation : A master "All Hard Filters" status, giving you an at-a-glance confirmation of system readiness.
Mode 2: Quantitative Metrics Dashboard
This dashboard provides a high-level, institutional-style data readout of the current market state, as seen through JINN's analytical lens. It includes over 60 key metrics for both Signal Gate and Quantitative Metrics, such as:
• Ensemble and Confidence Scores : The raw numerical output of the Technical, Order-Flow, and Lorentzian models.
• Volatility and Volume Analysis : Realised Volatility (%), Relative Volume, Volume Sigma Score, and ATR Z-Score.
• Momentum and Market Position : ADX, RSI Z-Score, VWAP Distance (%), and Distance from 252-Bar High/Low.
• Regime Metrics : The numerical value of the Shannon Entropy score and the Model Confidence score.
VII. The User as the Head Strategist
With over 178 meticulously designed user inputs, JINN is the ultimate "glass box" engine. The internal code is proprietary, but the control surface is transparent and grants you architectural-level command.
• Prototype Sophisticated Strategies : Test complex, multi-model theses at your own pace that would otherwise take weeks of coding. Want to test a strategy that uses a Lorentzian classifier driven by the EigenTrend, arbitrated by JSA in "highest score" mode, and filtered by a strict Markov trend gate? These can be configured and unified.
• Tune the Engine to Any Market : The inputs provide the control surface to optimise JINN's behaviour for specific assets and timeframes, from crypto scalping to swing trading indices.
• Build Trust Through Configuration : The granular controls allow you to align the script's behaviour precisely with your own market view, building trust in your own deployment of the tool.
JINN is a commitment. It is a tool for the serious analyst who seeks to move from discretionary trading to a systematic, quantitative, and adaptive approach. If this aligns with your philosophy, we invite you to apply for access.
Disclaimer
This script is for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset.
All trading and investment decisions are the sole responsibility of the user. It is strongly recommended to thoroughly test any strategy on a paper trading account for at least one week before risking real capital.
Trading financial markets involves a high risk of loss, and you may lose more than your initial investment. Past performance is not indicative of future results. The developer is not responsible for any losses incurred from the use of this script.
JFX Smart ORBJFX Smart ORB is a complete visual trading framework built around the classic
Opening Range Breakout (ORB) concept, enhanced with:
Fixed position sizing (lots)
Automatic Martingale-style size increase after full SL only
A full, event-based alert system for entries, targets, stops, and break-even exits
All of that, plus a clean dual-language HUD (AR/EN) directly on your chart.
What JFX Smart ORB Does
🔹 Smart Opening Range (ORB)
Automatically defines the opening range via:
Fixed timeframe (e.g., 30 minutes), or
Custom session window (e.g., 09:30–09:45) with configurable time zone (UTC-5, etc.).
Plots ORH / ORL and the midline, and shades the OR building zone for visual clarity.
🔹 Regime Detection (Context)
Background shading tells you where price is trading:
📈 Green: Above ORH (bullish regime)
📉 Red: Below ORL (bearish regime)
🔵 Neutral: Inside the OR range
This gives you an instant read on context before you even think about entries.
🔹 Trade Logic & Multi-Target Management
Automatic entry when:
Price breaks ORH for long trades
Price breaks ORL for short trades
Stop loss on the opposite side of the range.
Targets calculated in R-multiples:
TP1 = 0.5R
TP2 = 1R
TP3 = 2R
Position is split across TP1 / TP2 / TP3 according to user-defined percentages, normalized automatically.
💰 Fixed Size + Martingale After Loss Only
Inputs:
Capital ($) – for display/analysis
Base Position Size (lots) – your standard trade size
Contract per 1.00 lot – to convert price movement to P/L in dollars
If a trade hits a full stop loss before TP1, the indicator:
Doubles the position size for the next trade (Martingale factor).
If the trade hits any profit (TP1, TP2, TP3) or closes at Break-Even, the:
Martingale factor resets back to 1× (base size).
Everything is tracked and shown on the chart: current trade size, P/L per trade, and net P/L.
🧠 Session Protection & Inner-Range Logic
Optional session block:
After a strong winning trade (e.g., TP2 or TP3), you can block any further trades for the rest of the ORB session to avoid overtrading.
Inner-range logic after TP1:
Prevents immediate re-entry in the same direction after a BE exit from TP1.
Waits for price to return into a defined inner range around the OR midline, filtering out random noise.
📊 On-Chart HUD / Stats (AR & EN)
The built-in info panel shows in real time:
Session status:
✅ Trading enabled
🚫 Trading disabled until a new ORB
⏳ Waiting for two bars back inside the range
Current price regime (Above ORH / Below ORL / Inside OR).
Entry price, stop loss, TP1, TP2.
Total trades, losing trades, and win rate.
Counts of TP1 / TP2 / TP3 hits.
Reported capital, current position size (lots).
Current trade P/L and total net P/L in dollars.
🔔 Full Alert System (Ready for Webhooks/Bots)
The indicator generates per-bar event flags that feed into alertcondition() so you can build any alert setup you want (pop-up, email, SMS, webhook, bot, EA, etc.).
Available alerts:
Buy Entry: JFX_ORB_BUY_ENTRY
Sell Entry: JFX_ORB_SELL_ENTRY
Stop Loss Hit: JFX_ORB_SL_HIT
TP1 Hit: JFX_ORB_TP1
TP2 Hit: JFX_ORB_TP2
TP3 Hit: JFX_ORB_TP3
Break-Even Exit: JFX_ORB_BE_EXIT
Simply create alerts in TradingView based on these conditions and messages, or plug them into your automation via webhooks.
Who Is JFX Smart ORB For?
Day traders and scalpers who like structured ORB strategies instead of random entries.
Traders who want clear, rule-based entries, well-defined stops and multi-target exits.
Anyone looking to combine ORB + position management + Martingale logic + Alerts in a single, professional tool.
Disclaimer:
This indicator is a professional analysis and trade-management tool, not a guarantee of profit.
Always test on demo first and adapt the position sizing and Martingale behavior to your own risk management and trading plan.
Position Size CalculatorA simple, clean position sizing tool designed for futures traders who want to know exactly how many contracts to trade based on their risk parameters.
How It Works
Enter your dollar risk amount and the indicator automatically calculates the number of contracts you can trade with your stop loss placed at the candle's high or low. No more manual math — just glance at the table and execute.
Features
Adjustable Risk Amount — Set any dollar amount you're willing to risk per trade (default $500)
Risk:Reward Ratio — Customize your R:R target (1:1, 1:2, 1:3, etc.) to see your take profit level and potential profit
Multiple Contract Types — Pre-configured tick values for MNQ, MGC, MES, MCL, or enter custom values for any instrument
Flexible Stop Loss Placement — Use current or previous candle, choose high/low automatically based on candle direction, or manually select. Add a buffer for extra protection
Entry Options — Calculate from close, open, high, low, or a custom price
What The Table Shows
Contract type and point value
Entry price and stop loss price
Stop loss distance in points
Take profit target based on your R:R
Risk per contract
Number of contracts to trade (highlighted)
Actual dollar risk with calculated position size
Target profit at your R:R
Best Used For
Futures day traders who size positions based on a fixed dollar risk and want quick, accurate contract calculations without cluttering the chart.
TRPTRP (Trend Reversal Point) is a trend reversal identification system that combines trend structure, breakout confirmation, and state machine logic. Its core idea is that when the price consistently stays above the upper or lower bound of a trading range for a period of time, it can be considered that a market trend has formed, thus entering a sustained bullish or bearish state.
The indicator constructs the upper and lower boundaries of the trend by smoothing high and low prices (MAH and MAL), and then counts whether the price continuously breaks through these boundaries. When the bullish or bearish conditions are met consecutively, the state machine switches to the corresponding trend state and remains stable. This "persistence" design effectively filters noise and avoids false breakouts caused by short-term fluctuations.
TRP simultaneously plots LP (Bullish Low) and HP (Bearish High) to mark trend reversal points and structural confirmation positions, visually demonstrating the switching rhythm of bullish and bearish forces.
PyTai Top/Bottom Finder v0.1When the average StochRSI line rises high (near or above 80), it often signals the asset's price is approaching the peak or end of an uptrend, as momentum becomes overextended across multiple timeframes—aligning with your view on run endings. Conversely, a low average (near or below 20) suggests exhaustion in a downtrend, hinting at potential bottoms. The cluster columns amplify this: wide green bars (high positive netScore) show broad oversold agreement for bullish reversals, while red bars indicate overbought consensus for bearish turns. However, StochRSI can remain extreme in strong trends, so combine with price action or volume to avoid false signals; backtest on your assets to refine thresholds, as shorter smoothing (e.g., 1-3) increases sensitivity but noise.
MTF Slow Stochastic Buy/Sellcompare between 2 timeframe 1 minute and 3 minute, if both 1 and 3 minute time frame value %K is greater then %D then display BUY text.
if both timeframe value %D is greater then %K, display SELL text
MAVBThe VB indicator (Velocity of Breakout) is a quantitative trend analysis tool centered on the "speed of price change." Based on the two-dimensional relationship between time and price, it reveals the market's energy rhythm and trend state by studying the magnitude of price changes within a unit of time. Its theoretical basis stems from the Kostolany egg model: the market spends approximately 15% of its time in rapid, one-sided upward movement, 70% in sideways consolidation, and 15% in rapid decline. The core objective of VB is to identify areas of "fast price fluctuation" within these three market states to capture trading opportunities, while avoiding "slow" oscillating ranges, thereby improving operational efficiency and risk-reward ratio.
Structurally, VB consists of a main line and its smoothed line, combined with a zero axis and red/green bars, visually reflecting the trend direction and momentum changes of price movement. When the market enters the high-speed zone, it indicates accelerated trend and emerging opportunities; entering the low-speed zone suggests increased volatility and the need for cautious trading. Through trend segmentation, speed breakouts, and divergence confirmation, VB can effectively identify primary and secondary trends, assisting in trading decisions. It is applicable to various markets such as stocks, futures, and cryptocurrencies. It is a dynamic quantitative tool that connects the essence of price movement with the rhythm of trading, providing traders with a new perspective on trends from the speed dimension.
SMA AreaSMA indicator modified to show as Area instead of plain indicating if this is under water or above water
Directional Movement Index - HistogramModified standard DMI to have histogram instead of standard lines
Digs Special with slThis scrpit plots the ATR levels
and it plots the SL level on break of the ATR levels for trade management
RSI-ma Wave Sensor (Free ver.)RSI-ma Wave Sensor is a 3-line RSI-based oscillator (Main / Middle / Wave) that shows trend direction, momentum and higher timeframe context in a single pane.
Compared with many classic MA/RSI tools it aims to:
• react with very low lag (almost real-time feeling)
• detect trend direction early
• avoid “overbought/oversold sticking” so you can hold calmly until the trend really starts to end
This Free version is a DAY trade preset for the 15m chart:
• Main = 14, Middle = EMA 9, Wave = EMA 28
• 1h higher timeframe wave sensor included
• good for learning / testing how to read trends with RSI waves
Current Price Label & Line📊 Current Price Label & Line Indicator
Keep track of the current price with style! This indicator displays a clean, customizable price label alongside a horizontal reference line that makes it easy to see exactly where price is trading at a glance.
✨ Key Features
The indicator creates a dynamic label that shows the current closing price with precision formatting matched to your chart's tick size. Position the label anywhere you want using the bar offset control, allowing you to keep it visible without cluttering your price action. The accompanying horizontal line extends across your chart, providing a clear visual reference point.
🎨 Full Customization
Make it match your trading style perfectly. Choose from five font sizes ranging from tiny to huge, ensuring readability on any screen size or chart layout. Customize the label background color, text color, and line color independently to match your chart theme or personal preferences. You can even adjust the line width for subtle or bold emphasis depending on your needs.
🎯 Perfect For
Day traders who need quick price reference at a glance. Chart analysts who want clean, professional-looking price markers. Anyone who prefers a minimalist approach to price tracking without unnecessary indicators cluttering their workspace.
💡 How It Works
The indicator automatically updates with each new bar, keeping your price display current. The label floats at your chosen offset from the current bar, while the line extends left across your chart history. Everything is clean, efficient, and designed to stay out of your way while providing essential information.
Simple to set up, easy to customize, and lightweight on your chart. Add it once and adjust the settings to your preference—it just works!
NQ Daily Volatility BandsThis is the fixed version, the last script had some new bug, don't know what happened. But you're gonna pay for this one if you want it still, don't know why i gave it out for free. Or you can continue to use the previous version with the bug, you just have to refresh every time there is a new 1min candle.
add me on discord. Lebonbony - if you want this fixed version, for $$$, and also an explanation of how to use it.
Plots standard deviation levels off of market open, based upon the previous day's 1m average standard deviation (volatility). The levels can be used to help provide a structure to your trading, and can be especially used as reversal levels. Good for futures trading, I personally use for NQ.
Below is an image shown of it working. It updates each day at 9:31am NY session.
Sigma-X Algo (Oscillator) Final + DivSigma-X Algo - Divergence & Momentum**
**简介 / Short Description:**
The companion oscillator for the Sigma-X system. Features absolute momentum (TRIMA), structural trend filtering, and automatic divergence detection.
Sigma-X 系统的配套副图指标。包含绝对动能算法、趋势结构过滤以及自动背离检测功能。
**详细描述 / Description:**
---
### ** 中文说明**
这是 **Sigma-X Algo** 系统的专用副图震荡指标,用于辅助主图进行动能确认和背离识别。
#### **核心功能**
1. **动能柱 (Momentum Histogram):**
* 基于价格与 TRIMA 均线的偏离度绘制。
* **实心柱:** 动能增强。
* **空心/浅色柱:** 动能衰竭(这是进场的重要参考)。
2. **👀 自动背离检测 (Auto Divergence):**
* 自动识别价格与动能之间的 **底背离 (Bullish)** 和 **顶背离 (Bearish)**。
* **绿线:** 底背离,提示潜在上涨。
* **红线:** 顶背离,提示潜在下跌。
3. **🦅 鹰眼预警 (Warning Zones):**
* 当动能突破 **1.8σ** 警戒线时,背景会变色,提示即将进入变盘区。
#### **如何配合主图使用**
当主图出现 **S+ 信号** 时,观察副图:
* 如果副图同时出现 **绿线 (底背离)**,胜率极高。
* 如果副图动能柱颜色变浅 (衰竭),确认反转即将发生。
---
### ** English Description**
This is the companion oscillator for the **Sigma-X Algo** system, designed to confirm momentum and identify divergences.
#### **Key Features**
1. **Momentum Histogram:**
* Calculated based on the deviation between Price and TRIMA.
* **Solid Colors:** Momentum is increasing.
* **Pale Colors:** Momentum is exhausting (A key trigger for entry).
2. **👀 Auto Divergence Detection:**
* Automatically plots **Regular Bullish (Green Line)** and **Regular Bearish (Red Line)** divergences between Price and Oscillator.
3. **🦅 Warning Zones:**
* Background changes color when momentum breaches the **1.8σ** warning threshold, signaling potential volatility.
#### **How to Use with Main Chart**
When a **S+ Signal** appears on the Main Chart:
* Look for a **Green Line (Bullish Divergence)** on this oscillator for high-probability confirmation.
* Wait for the histogram bars to fade (exhaustion) before pulling the trigger.
Sigma-X Algo [Main] - SMC & Volume Heatmap
**简介 / Short Description:**
A professional institutional trading system combining Statistical Mean Reversion (Sigma), Smart Money Concepts (SMC), and Volume Analysis. Designed for XAUUSD and BTC M5 scalping.
一套结合了统计学均值回归、SMC机构订单流以及量能热力图的专业交易系统。专为黄金(XAUUSD)和比特币(BTC)的M5短线交易设计。
**详细描述 / Description:**
---
### ** 中文说明**
**Sigma-X Algo** 是一套为高波动市场(如黄金、比特币)量身定制的狙击型交易系统。它不预测行情,而是通过捕捉价格的**“统计学极值”**与**“机构订单痕迹”**,寻找高胜率的反转机会。
#### **核心功能 (Core Features)**
1. **📊 统计学均值回归 (Sigma Extremes):**
* 基于 **TRIMA** 算法计算价格偏离度。
* 当价格触及 **3.0σ** 极值时,图表会出现 **钻石信号**。
* **S+ (彩色钻石):** 顺势极值,胜率加成。
* **Risk (灰色钻石):** 逆势极值,提示风险。
2. **🏛️ 多周期 SMC 订单块 (MTF Order Blocks):**
* **4H OB (绿色/橙色):** 大级别“城墙”,也是核心反转区。
* **1H OB (蓝色/红色):** 短线“战术掩体”,用于日内观察。
* **逻辑:** 采用“穿透即删除”逻辑,只保留未被截取 (Unmitigated) 的有效结构。
3. **🔥 量能热力图 (Volume Heatmap):**
* 通过 K 线染色识别主力行为。
* **亮紫色/亮黄色 K 线:** 代表成交量超过平均值的 **2.0倍**。这是机构入场护盘或出货的关键信号。
4. **🌊 趋势过滤器 (Trend Filter):**
* 内置 **EMA 50/144** 斐波那契均线组,自动判定当前是顺势还是逆势。
#### **实战策略 (How to Trade)**
* **做多狙击 (Long Setup):**
1. 价格回踩 **4H 看涨 OB (绿色框)**。
2. 主图出现 **绿色 S+ 钻石** 信号。
3. **K 线变色 (亮紫)**,确认主力爆量承接。
* **做空狙击 (Short Setup):**
1. 价格反抽 **4H 看跌 OB (橙色框)**。
2. 主图出现 **红色 S+ 钻石** 信号。
3. **K 线变色 (亮黄)**,确认主力出货。
---
### ** English Description**
**Sigma-X Algo** is a sniper-style trading system tailored for high-volatility assets like Gold (XAUUSD) and Bitcoin (BTC). Instead of predicting, it identifies high-probability reversals by combining **Statistical Extremes** with **Institutional Footprints**.
#### **Key Features**
1. **📊 Statistical Mean Reversion (Sigma Extremes):**
* Calculates price deviation based on the **TRIMA** algorithm.
* **Diamond Signals** appear when price hits the **3.0σ** extreme.
* **S+ (Colored Diamond):** Trend-following signals (High Probability).
* **Risk (Gray Diamond):** Counter-trend signals (Caution required).
2. **🏛️ MTF Smart Money Concepts (SMC):**
* **4H Order Blocks (Green/Orange):** The "HTF Wall". Primary reversal zones.
* **1H Order Blocks (Blue/Red):** Intraday tactical zones.
* **Logic:** Uses "Delete on Break" logic to keep the chart clean, showing only unmitigated zones.
3. **🔥 Volume Heatmap:**
* Highlights institutional activity by coloring candles.
* **Bright Purple/Yellow Candles:** Indicate volume is **2.0x** greater than average. This confirms "Stopping Volume" or "Climax" behavior.
4. **🌊 Trend Filter:**
* Built-in **EMA 50/144** Fibonacci ribbon to filter noise and identify the dominant trend.
#### **Trading Strategy**
* **Long Setup:**
1. Price dips into a **4H Bullish OB (Green Box)**.
2. A **Green S+ Diamond** appears.
3. **Highlighter Candle (Purple)** appears, confirming institutional absorption.
* **Short Setup:**
1. Price rallies into a **4H Bearish OB (Orange Box)**.
2. A **Red S+ Diamond** appears.
3. **Highlighter Candle (Yellow)** appears, confirming institutional distribution.
---
**Disclaimer:**
Trading involves high risk. This indicator is a tool for analysis, not financial advice. Always use stop losses.
---
# 2. 副图指标说明书 (Sub Indicator)
**标题 / Title:**
**Sigma-X Algo - Divergence & Momentum**
**简介 / Short Description:**
The companion oscillator for the Sigma-X system. Features absolute momentum (TRIMA), structural trend filtering, and automatic divergence detection.
Sigma-X 系统的配套副图指标。包含绝对动能算法、趋势结构过滤以及自动背离检测功能。
**详细描述 / Description:**
---
### ** 中文说明**
这是 **Sigma-X Algo** 系统的专用副图震荡指标,用于辅助主图进行动能确认和背离识别。
#### **核心功能**
1. **动能柱 (Momentum Histogram):**
* 基于价格与 TRIMA 均线的偏离度绘制。
* **实心柱:** 动能增强。
* **空心/浅色柱:** 动能衰竭(这是进场的重要参考)。
2. **👀 自动背离检测 (Auto Divergence):**
* 自动识别价格与动能之间的 **底背离 (Bullish)** 和 **顶背离 (Bearish)**。
* **绿线:** 底背离,提示潜在上涨。
* **红线:** 顶背离,提示潜在下跌。
3. **🦅 鹰眼预警 (Warning Zones):**
* 当动能突破 **1.8σ** 警戒线时,背景会变色,提示即将进入变盘区。
#### **如何配合主图使用**
当主图出现 **S+ 信号** 时,观察副图:
* 如果副图同时出现 **绿线 (底背离)**,胜率极高。
* 如果副图动能柱颜色变浅 (衰竭),确认反转即将发生。
---
### ** English Description**
This is the companion oscillator for the **Sigma-X Algo** system, designed to confirm momentum and identify divergences.
#### **Key Features**
1. **Momentum Histogram:**
* Calculated based on the deviation between Price and TRIMA.
* **Solid Colors:** Momentum is increasing.
* **Pale Colors:** Momentum is exhausting (A key trigger for entry).
2. **👀 Auto Divergence Detection:**
* Automatically plots **Regular Bullish (Green Line)** and **Regular Bearish (Red Line)** divergences between Price and Oscillator.
3. **🦅 Warning Zones:**
* Background changes color when momentum breaches the **1.8σ** warning threshold, signaling potential volatility.
#### **How to Use with Main Chart**
When a **S+ Signal** appears on the Main Chart:
* Look for a **Green Line (Bullish Divergence)** on this oscillator for high-probability confirmation.
* Wait for the histogram bars to fade (exhaustion) before pulling the trigger.
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Triple Screen System [FlexibleMAs MACD-RSI-ADX]#### Triple Screen System (TSS-FMR)
The TSS-FMR script is a specialized, multi-timeframe confirmation tool built for Swing, Positional Traders, and Longer Term Investors. It is engineered to filter out low-conviction noise by implementing an advanced interpretation of the Elder's Triple Screen strategy, relying on proprietary momentum, volatility, and volume analysis to isolate high-probability setups.
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#### 🧠 Core Methodology & Logic
The TSS-FMR synthesizes three distinct layers of confirmation to generate signals:
1. Macro Trend & Volatility: Determines the primary trend and overall market condition using configurable EMA+RSI metrics , the script uses Average Directional Index (ADX) as an internal component to filter out non-trending, consolidating market conditions.
2. Momentum Synchronization: A proprietary filter requiring MACD,MAs and RSI to be synchronized * within a specified bar window (`MACD/RSI Sync Window`) ensures that entries align with current short-term momentum shifts.
3. Volume & Price Action: Final entry is triggered only when the higher timeframes align and the entry timeframe (Daily or 4H) confirms the move, optionally requiring * Candle Confirmation * and filtering out low-quality trades using the * Volume Filter *
The key is the separation of input thresholds and lengths for Weekly and Daily lookbacks, allowing for precise tuning unavailable in standard public libraries.
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#### 🎯 Understanding Signal Strength & Conviction
Signals are categorized using a proprietary Strength scale (from Overbought/Oversold to 6) to help traders gauge the potential size and probability of the momentum move, This scale is dynamically influenced by the ADX volatility readings.
#### 🔍 Integrating External Visual Tools (Addressing Rule: Vendor/Chart)
The TSS-FMR generates signals based solely on its internal logic and inputs .*
We recommend overlaying the TSS-FMR signals with external tools (such as the Lux Algo SmartMoneyConcepts indicator or similar public S/R tools) for visual confirmation only :
* Signals (2, 3, 4) + CHOCH/BOS: * A signal with lower internal strength (2-4) gains stronger conviction if it aligns precisely with a CHOCH or BOS event visually identified by the external tool. This confirms that the market structure is validating the script's momentum reading.
Zone Confirmation: When signals land precisely within visually defined Liquidity or Accumulation/Distribution Zones (provided by external visual tools), it adds significant conviction to the TSS-FMR's output.
The *Overbought/Oversold regions* are decided based on the script's internal strength calculation and prevailing price action.
#### Summary:
--- This script is for Swing, Positional Traders and Longer Term Investors
--- It will only work with Monthly,Weekly, Daily and 4H chart to help you make confirmation based positions.
--- Sell Signals are Overbought Exits and Short sell signals, Plan according to Weekly Signals and Daily signals
--- Use the Momentum Table/matrix at the right top of the chart when TSS indicator is active.
--- Use Volume Filter enable to remove chaos of signals
--- Keep *Lux Algo -SmartMoneyConcepts* indicator active for visual of zones
--- Adjust Volume Filter in Settings to avoid crowding of signals
--- Adjust Input signal length to select number of history bars
--- Watch-out for Weekly 100ema Line and
--- Watch-out for Sell Signals, in discount region they are marked as Buy oversold or moderate, vise versa Sell Overbought signals are added to the charts.
--- To earn money, we need to look out for early signals, fake breakouts, breakdowns and what we want the table/matrix turning all green or red in Momentum trades.
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#### House Rule Compliance Statement
This script description is provided strictly for technical clarity. It is free from all promotional content, external links, contact information, social media references, and solicitations, as per TradingView's General House Rule #2. The justification for its closed-source nature is based on its proprietary signal synchronization logic and flexible, multi-timeframe implementation.
Futures Risk Manager Pro (v6 stable)This indicator will allow you to calculate your risk management per position.
You must first enter your capital and your risk percentage. Then, when you specify your stop-loss size in ticks, the indicator will immediately tell you the number of contracts to use to stay within your risk percentage.
Futures Risk Manager Pro (v6 stable)This indicator will allow you to calculate your risk management per position.
You must first enter your capital and your risk percentage. Then, when you specify your stop-loss size in ticks, the indicator will immediately tell you the number of contracts to use to stay within your risk percentage.
Futures Risk Manager Pro (v6 stable)This indicator will allow you to calculate your risk management per position.
You must first enter your capital and your risk percentage. Then, when you specify your stop-loss size in ticks, the indicator will immediately tell you the number of contracts to use to stay within your risk percentage.






















