Ultra-Fast Scalp Predictor 2This is a Pine Script (version 5) indicator engineered for ultra-low latency scalping, optimized specifically for very short timeframes (1-second to 1-minute charts) to predict price direction over the next 30-60 seconds.
It operates as a single, composite directional score by combining six highly sensitive, fast-moving analytical components.
Core Prediction Methodology:
The indicator calculates a single predictionScore which is a sum of six weighted factors, designed to capture immediate changes in market momentum, volatility, and order flow pressure.
The Prediction Score determines the signal:
predictUp: predictionScore is greater than the Bull Threshold ($\text{Sensitivity} \times 10$).
predictDown: predictionScore is less than the Bear Threshold ($\text{Sensitivity} \times -10$).
confidence: Calculated as the normalized absolute magnitude of the predictionScore relative to a theoretical maximum (math.abs(predictionScore) / 50 \times 100).
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AquantPrice Institutional DashboardWhy This is the Final Dashboard You’ll Ever Need:
Multi-Timeframe Trend Validators (1min to Monthly): 15 buy / 13 sell conditions using CPR pivots, weighted closes, and Camarilla logic — signals "BUY"/"SELL" only when threshold met.
Dip Buying & Sell Validators (Daily/Weekly/Monthly): 15-condition engine with ✔/✖ breakdown for long-term swing precision.
Two-Day Pivot Dashboard: Tracks CPR, POC, VAH/VAL, H3/L3 + exclusive two-day value shift ("Higher/Lower/Unchanged Value") — Pivot Boss on steroids.
Mind Over Markets Bias Engine: Detects "Initiative Buy/Sell," "Neutral," or "Rising Pivot, Weak Open" using rolling POC and neutral zone — pure institutional psychology.
Wick Reversal & Pattern Detection: Identifies Bull/Bear Wicks, Dojis, Outside Bars, and Extreme candles near pivot touches.
Risk-Reward & Target Projection: Auto-calculates RR ratios (min 2.0), next pivot targets, and entry zones (S1, R1, POC, etc.).
Quant Bias Summary: Weighted multi-TF aggregation delivers final verdict: Strong Buy → Buy → Neutral → Sell → Strong Sell.
Customizable Everything: Thresholds, timeframes, decimals, font size, table positions, novice mode — built for your style.
Aquantprice: Institutional Structure Matrix
Why This is the Final Dashboard You’ll Ever Need:
Multi-Timeframe Trend Validators (1min to Monthly): 15 buy / 13 sell conditions using CPR pivots, weighted closes, and Camarilla logic — signals "BUY"/"SELL" only when threshold met.
Dip Buying & Sell Validators (Daily/Weekly/Monthly): 15-condition engine with ✔/✖ breakdown for long-term swing precision.
Two-Day Pivot Dashboard: Tracks CPR, POC, VAH/VAL, H3/L3 + exclusive two-day value shift ("Higher/Lower/Unchanged Value") — Pivot Boss on steroids.
Mind Over Markets Bias Engine: Detects "Initiative Buy/Sell," "Neutral," or "Rising Pivot, Weak Open" using rolling POC and neutral zone — pure institutional psychology.
Wick Reversal & Pattern Detection: Identifies Bull/Bear Wicks, Dojis, Outside Bars, and Extreme candles near pivot touches.
Risk-Reward & Target Projection: Auto-calculates RR ratios (min 2.0), next pivot targets, and entry zones (S1, R1, POC, etc.).
Quant Bias Summary: Weighted multi-TF aggregation delivers final verdict: Strong Buy → Buy → Neutral → Sell → Strong Sell.
Customizable Everything: Thresholds, timeframes, decimals, font size, table positions, novice mode — built for your style.
Scalp ThisKey Features and Components:
The indicator is built around a multi-layered approach, drawing on diverse aspects of price action and volume analysis:
Core Inputs & Goal:
Goal: Predict short-term (1-10 second) price direction. This means it must be run on the lowest available timeframe (e.g., 1-second or 1-minute chart, as it analyzes minute-to-minute changes).
lookback (Default 8): The period used for various moving averages and extreme detection (micro highs/lows).
sensitivity (Default 1.0): Controls the threshold for generating a signal. A lower value requires the predictionScore to be less extreme to trigger an 'Up' or 'Down' signal.
Advanced Features: It includes toggles for specialized components like ML Pattern Recognition, Tick Flow Analysis, and Liquidity Zone Detection, even though the "ML" part is purely algorithmic and not actual machine learning (Pine Script doesn't support true ML).
|Magical Trend Line with RSI & ADX|# 📊 Multi-Symbol RSI + ADX Trend Confirmation System
### Adaptive Multi-Layer Trend Analyzer with EMA Structure, RSI Momentum, ADX Strength & Table Dashboard
**Version:** 1.0 | **Language:** Pine Script v6 | **Author:** ask2maniish
---
## 🔍 Summary of the Script
This indicator combines **EMA trend structure**, **RSI**, and **ADX** to form a **multi-layered trend confirmation system** with rich visual cues and a live table dashboard.
---
## 🧭 1. Trend Direction System
Uses **EMA Fast**, **EMA Slow**, and **Main EMA (default 100-period)** to detect the current trend structure.
Classifies trends into 5 categories:
| Trend Type | Color | Description |
|-------------|--------|-------------|
| 🟢 Bright Green | Strong Bullish | Strong upside with momentum |
| 🟩 Green | Moderate Bullish | Controlled upward structure |
| ⚪ Gray | Sideways / Neutral | Low momentum or indecision |
| 🟧 Orange | Moderate Bearish | Controlled decline |
| 🔴 Red | Strong Bearish | Aggressive downward pressure |
---
## ⚙️ 2. RSI + ADX Momentum Filter
**RSI** detects momentum direction and exhaustion:
- RSI > 70 → Overbought (Potential reversal)
- RSI < 30 → Oversold (Potential reversal)
- RSI rising above 50 → Bullish momentum
- RSI falling below 50 → Bearish momentum
**ADX** identifies trend strength:
- ADX > 25 → Strong trend
- ADX < 25 → Weak / ranging market
✅ **Combined Logic:**
RSI defines direction, ADX confirms strength.
When both align with EMA structure, trend continuation probability increases.
---
## 📈 3. Multiple EMA Layers (7 Total)
Optionally visualize up to **7 EMAs (5, 8, 13, 21, 144-high, 144-close, 144-low)**.
Each EMA auto-colors using localized slope and RSI/ADX confluence logic.
Gives a clear view of **momentum stacking** and **trend maturity**.
---
## 📊 4. Trend Meter Table (HTF + LTF View)
A dynamic table provides both **current timeframe (LTF)** and **higher timeframe (HTF)** trend confirmation.
| Table Section | Description |
|----------------|-------------|
| **Current TF Trend** | EMA-based directional bias |
| **HTF Trend** | Optional higher timeframe confirmation |
| **RSI Status** | Momentum context |
| **ADX Strength** | Trend power |
| **Overall Bias** | Combined directional strength |
🧩 Example:
- ✅ Both LTF & HTF show Bullish → focus on longs.
- ❌ Both Bearish → focus on shorts.
- ⚪ Mixed → stand aside or scalp.
---
## 🎨 5. Background & Label System
- **Soft background shading** → shows live market bias.
- **On-chart labels** → display EMA trend, RSI/ADX values, and crossover events.
- **Color-coded EMA bands** → provide instant visual context.
---
## 🎯 How to Trade Using This Indicator
### 1️⃣ Identify Overall Market Context
Use the **Trend Meter Table** for directional bias.
- ✅ Bullish on both TFs → Focus on long setups.
- ❌ Bearish on both TFs → Focus on short setups.
- ⚪ Mixed signals → Wait for clarity or scalp only.
---
### 2️⃣ Entry Logic
**Long Setup**
- Main EMA color = 🟢 Green or Bright Green
- RSI rising above 50 (not yet overbought)
- ADX > threshold (e.g., 25)
- Price above both Fast & Slow EMA
**Short Setup**
- Main EMA color = 🟧 Orange or 🔴 Red
- RSI below 50 (not yet oversold)
- ADX > threshold
- Price below both Fast & Slow EMA
---
### 3️⃣ Exit / Reversal
- RSI enters overbought/oversold zone → take profit or tighten stop.
- Trend label shifts from “Strong” to “Moderate” → trend weakening.
- Candle closes below/above EMA cluster → exit signal.
---
### 4️⃣ Multi-Timeframe Confirmation
Always trade in the direction of **HTF bias**.
Example:
📍 On 15m → Confirm with 4H trend.
If 4H = “Strong Bullish”, only take long entries when local (15m) = bullish.
---
## ⚡ Tips
- Use with Smart Money Concepts or liquidity tools for added confluence.
- Works well for swing, intraday, and positional setups.
- Adjust RSI/ADX thresholds to match volatility regime.
---
## 📘 Disclaimer
This indicator is for **educational purposes** only and does not constitute financial advice.
Trade responsibly and use risk management at all times.
---
**© 2025 ask2maniish | Magical Trend Line with RSI & ADX**
AQuantPrice Dashboard - Small Timeframes ALL IN ONE//naman tiwari//
Indicator Title:
Aquantprice: All in One – The Ultimate Money Zone, Pivot Boss & Mind Over Markets Quant Masterpiece
Indicator Description (for TradingView Script Publishing):
The Holy Grail of Quant Trading is Here – Aquantprice's All in One, by Nmn0708!
This free, all-encompassing quant dashboard fuses the secrets of Pivot Boss, Mind Over Markets, Volume Profile mastery, and institutional Money Zone logic into one unstoppable tool. Built for traders at every level, it synthesizes multi-timeframe trend validation, rolling POC/VAH/VAL, CPR pivots, Camarilla H3/L3, two-day value shifts, wick reversals, risk-reward calculations, and bias shift detection — all in clean, color-coded tables. No more juggling indicators. No more guesswork. Just highest quant confirmation for entries, exits, and trend alignment.
Why This is the Final Dashboard You’ll Ever Need:
Multi-Timeframe Trend Validators (1min to Monthly): 15 buy / 13 sell conditions using CPR pivots, weighted closes, and Camarilla logic — signals "BUY"/"SELL" only when threshold met.
Dip Buying & Sell Validators (Daily/Weekly/Monthly): 15-condition engine with ✔/✖ breakdown for long-term swing precision.
Two-Day Pivot Dashboard: Tracks CPR, POC, VAH/VAL, H3/L3 + exclusive two-day value shift ("Higher/Lower/Unchanged Value") — Pivot Boss on steroids.
Mind Over Markets Bias Engine: Detects "Initiative Buy/Sell," "Neutral," or "Rising Pivot, Weak Open" using rolling POC and neutral zone — pure institutional psychology.
Wick Reversal & Pattern Detection: Identifies Bull/Bear Wicks, Dojis, Outside Bars, and Extreme candles near pivot touches.
Risk-Reward & Target Projection: Auto-calculates RR ratios (min 2.0), next pivot targets, and entry zones (S1, R1, POC, etc.).
Quant Bias Summary: Weighted multi-TF aggregation delivers final verdict: Strong Buy → Buy → Neutral → Sell → Strong Sell.
Customizable Everything: Thresholds, timeframes, decimals, font size, table positions, novice mode — built for your style.
Inspired by the Legends:
Pivot Boss (CPR, floor trader pivots)
Mind Over Markets (initiative bias, POC psychology)
Volume Profile (value areas, institutional zones)
Camarilla (range-based breakout levels)
How to Use (3 Steps to Mastery):
Add to Chart → Instantly see all dashboards (overlay + tables).
Scan Summary → "Strong Buy" + "Initiative Buy" + RR > 2.0? Enter at Buy Levels (e.g., S1/POC).
Confirm & Execute → Use volume spike + wick reversal for Money Zone confirmation.
Backtested Edge: 65–72% win rate in trending markets, 60%+ in range-bound (when filtering with GPZ/POC).
Free to the World from Nmn0708 (Aquantprice) — the final piece in your quant toolkit. Pair with YouTube breakdowns for live trade walkthroughs, backtests, and secret setups.
Like, Follow, Share Your Wins!
Subscribe to @Aquantprice on YouTube for:
Live trade demos
Backtest proof
Deep dives into Pivot Boss, Mind Over Markets, and Money Zone mastery
Early access to next-gen tools
Alpha ORB Key LevelsCompanion App for Alpha ORB Trader. Highlights Several key levels used by Traders daily. Key levels that could be used as Support and Resistance Levels. Profit targets or Stop loss targets.
Futures Gann MonthBuilds a a continuous chart of the same month for a futures contract (e.g. ZSH2026).
This means such a chart consists of March '22, March '23, March '24, March '25, March '26...
The script goes back 20 years at most (depending on the current ticker selected in TradingView).
Up vs Down Volume Compared to PriceHi team,
I’ve put together a simple TradingView indicator that breaks down the last N candles into up-moves and down-moves, showing how much volume supported each side. It helps you quickly see whether the market is rallying on strong participation or just drifting higher on weak volume.
The tool tracks total up-volume versus down-volume, compares their ratios, and flags when pullbacks are happening with noticeably lower volume than the prior push up — a setup that often signals a healthy continuation rather than a reversal.
It also shows key metrics like total volume, price change, and up/down ratios directly on the chart for quick assessment. You’ll instantly know if you’re looking at a light-volume pullback or a heavy-volume sell-off.
Let’s test it out across a few symbols and discuss any tweaks we’d like — maybe layering an EMA or VWAP filter for cleaner trend confirmation.
[Yorsh] BJN HTF Delivery v1.01. Executive Summary
The BJN HTF Delivery v1.0 is a precision-engineered utility for TradingView designed to solve one of the biggest challenges for low-timeframe (LTF) traders: understanding and tracking the real-time interaction of price with Higher Timeframe (HTF) imbalances.
Unlike typical MTF indicators that plot static, clunky boxes, this tool features a dynamic, real-time mitigation engine. It visually represents how HTF Fair Value Gaps (FVGs) are being "delivered" and consumed by LTF price action. Its primary competitive advantage is its ability to provide this crucial context through lightweight, intelligent markers instead of persistent boxes, resulting in an exceptionally clean and responsive chart, optimized for scalpers and day traders.
2. Core Features Overview
This indicator is built around a sophisticated engine that tracks the lifecycle of a single, user-defined HTF FVG from its creation to its final invalidation.
A. Focused Higher Timeframe (HTF) FVG Projection
Singular Timeframe Analysis: The indicator focuses on plotting FVGs from one critical higher timeframe of your choice (e.g., 15-minute FVGs on a 1-minute chart). This provides clear, unambiguous context without the clutter of multiple MTF levels.
Initial State: A newly formed, untouched HTF FVG is drawn as a complete, semi-transparent box, representing a "full" zone of imbalance.
B. The Real-Time Mitigation & Resizing Engine
This is the indicator's core innovation. As price on your LTF chart interacts with the projected HTF FVG, the indicator provides instant feedback:
Dynamic Resizing: When price wicks into the FVG, the indicator doesn't just sit there. It instantly resizes the FVG box in real-time, shrinking it to show only the remaining, unmitigated portion. This gives you a precise, constantly updated view of how much of the imbalance is left.
Intelligent Mitigation Markers: As the box is resized, the indicator places a small, clean arrow marker (▲ for bullish, ▼ for bearish) at the point of the wick. This provides a crystal-clear historical footprint showing exactly where price mitigated the zone. This marker remains even after the box is fully consumed, serving as a permanent reference point without cluttering the chart.
C. Advanced Invalidation Logic for a Clean Chart
The indicator's most powerful feature is how it handles the potential invalidation of an FVG, keeping your chart exceptionally clean.
Box Deletion on Full Wick-Through: The moment price wicks entirely through an HTF FVG, the large, colored box is immediately deleted. This is the primary mechanism for noise reduction. Instead of leaving a useless box on the screen, the indicator removes it.
"Pending Invalidation" Markers: Upon deleting the box, the indicator places a special, subtle marker (e.g., 'X', diamond) at the tip of the invalidating wick. This signifies that the FVG is "on life support"—it has been violated on the LTF but is awaiting a candle close on the HTF for official confirmation of its death.
Trailing Marker Logic: This "pending" marker isn't static. If subsequent LTF candles continue to push past the FVG, the marker will trail the extreme wick, providing a dynamic visual of the ongoing price struggle.
True Invalidation & Cleanup: The pending marker is only removed once the FVG is truly invalidated, either by a confirmed HTF candle close beyond it or by price wicking its protective structural point. This completes the FVG's lifecycle, leaving behind only the essential, lightweight mitigation markers.
3. The Performance & Cleanliness Advantage
This indicator is built for traders who demand a pristine and responsive trading environment. It achieves this through a philosophy of "information, not clutter."
Replacing Boxes with Markers: The fundamental advantage is the script's logic of replacing large, screen-hogging boxes with small, precise markers at the earliest opportunity. The box only exists while the FVG is untouched. The moment it's mitigated, the focus shifts to a lightweight marker, preserving chart visibility.
Optimized HTF Data Calls: The script is engineered for peak efficiency. It fetches all the necessary HTF data—FVG conditions, structural points, and the critical HTF close price—in a single, consolidated data request. This drastically reduces server load and ensures the indicator has no discernible impact on platform performance.
Strict History Limit: By processing only a recent number of days (e.g., 7 days by default), the indicator avoids the performance trap of analyzing and drawing thousands of irrelevant historical objects, ensuring a fast and smooth experience.
The result is a tool that delivers more actionable, real-time information than its competitors while simultaneously creating a cleaner, more readable chart.
4. Ideal User Profile
This indicator is a mission-critical tool for:
Low-Timeframe Scalpers and Day Traders: Who execute on charts like the 1-minute or 15-second and need instant feedback on how their price action is interacting with dominant HTF levels.
SMC / ICT Traders: Who deeply understand the concepts of liquidity delivery, mitigation, and FVG invalidation. This tool automates the visual tracking of these precise concepts.
Minimalist Traders: Anyone who values a clean workspace and believes that an indicator should add clarity, not visual noise.
5. Conclusion
The BJN HTF Delivery v1.0 is not just another FVG plotter; it is a sophisticated delivery analysis tool. It brilliantly visualizes the dynamic relationship between different timeframes, showing how HTF zones of imbalance are consumed in real-time. By prioritizing a "marker-first" philosophy and intelligent object management, it offers a uniquely clean, fast, and powerful way to keep HTF context at the forefront of your LTF trading without ever sacrificing chart clarity or performance.
NQ Key Levels MapThe NQ Key Levels Map is a fully customizable tool designed to visually mark your most important trading levels on the Nasdaq futures (NQ) chart. It provides quick at-a-glance reference points for both bullish and bearish scenarios, as well as key overnight and contextual levels — all color-coded, labeled, and positioned exactly how you prefer.
This indicator helps traders maintain spatial awareness of critical price zones throughout the session without cluttering the chart.
💡 Key Features:
🟩 Bullish Levels (Green)
Max ATM – highest key level or equilibrium pivot.
Bull Trigger – upside breakout or entry confirmation.
Bull Targets 1–3 – progressive profit targets for bullish continuation.
🟥 Bearish Levels (Red)
Min ATM – lowest key level or equilibrium pivot.
Bear Trigger – downside breakout or short confirmation.
Bear Targets 1–3 – progressive downside objectives.
Overnight Low – prior session low reference.
🟦 Contextual Levels (Blue)
Overnight High – prior session high reference.
Flip Area – inflection zone where sentiment can shift.
Prior Settle – yesterday’s settlement price anchor.
Supertrend with Coppock Curve and Dynamic Time WindowOverview
This indicator combines the **Supertrend** trend-following system with the **Coppock Curve** momentum oscillator to generate high-probability buy and sell signals. An additional **dynamic time window filter** ensures trades only occur during your specified trading hours, making it ideal for intraday traders who want to avoid low-liquidity periods.
How It Works
**Signal Generation:**
- **BUY Signal** (Green label below bar): Triggered when the Coppock Curve crosses above zero, the Supertrend confirms an uptrend, and the current time is within your specified trading window
- **SELL Signal** (Purple label above bar): Triggered when the Coppock Curve crosses below zero, the Supertrend confirms a downtrend, and the current time is within your specified trading window
**Triple Confirmation System:**
1. **Coppock Curve** - Identifies momentum shifts using rate-of-change calculations
2. **Supertrend** - Confirms the prevailing trend direction to filter false signals
3. **Time Window** - Ensures trades only occur during high-liquidity hours
Input Parameters
**Supertrend Settings:**
- **ATR Length** (Default: 19) - Period for calculating the Average True Range
- **Factor** (Default: 3.0) - Multiplier for ATR to determine Supertrend sensitivity
**Time Window Settings (Tehran Time UTC+3:30):**
- **Start Hour/Minute** (Default: 10:30) - Beginning of active trading window
- **End Hour/Minute** (Default: 22:30) - End of active trading window
Best Practices
- Works best on **trending markets** due to the Supertrend filter
- Recommended timeframes: **15min, 30min, 1H, 4H**
- Lower the Factor value (2.0-2.5) for more signals in volatile markets
- Increase the Factor value (3.5-4.0) for fewer, higher-quality signals in ranging markets
- Adjust the time window to match your market's peak liquidity hours
Risk Disclaimer
This indicator is for educational purposes only. Always use proper risk management, position sizing, and combine with your own analysis before making trading decisions.
[Yorsh] BJN MTF FVG/iFVG v1.01. Executive Summary
The BJN MTF FVG/iFVG v1.0 is a highly specialized and performance-optimized tool for TradingView that provides a multi-layered view of market imbalances. Built on the modern PineScript v6, its sole purpose is to detect and display Fair Value Gaps (FVGs) from up to five user-defined higher timeframes directly onto a single chart.
In a market saturated with "all-in-one" tools that slow down trading platforms, this indicator's primary competitive advantage is its unrelenting focus on speed and clarity. It is engineered from the ground up to be a lightweight, efficient, and "noise-reducing" utility. It provides traders with essential higher-timeframe context without the lag, clutter, or performance degradation typical of other multi-timeframe (MTF) indicators.
2. Core Features Overview
The indicator is designed with a "do one thing well" philosophy, concentrating on the accurate and efficient plotting of multi-timeframe FVGs.
A. Multi-Timeframe (MTF) FVG Plotting
Up to Five Custom Timeframes: You can monitor FVGs from any five timeframes of your choice (e.g., 1m, 3m, 5m, 15m, 1H) simultaneously, all from your main trading chart. This eliminates the need to constantly switch between charts to understand the broader market structure.
Clear Labeling: Each FVG box is cleanly labeled with its corresponding timeframe (e.g., "5 ✔"), so you can instantly identify its origin and significance.
B. Intelligent FVG Validation & Sizing
Dynamic Sizing Rules: The indicator intelligently validates FVGs based on their size in points. It automatically applies a larger minimum size requirement during the volatile NY session and a smaller requirement for non-NY hours, effectively filtering out minor, insignificant gaps and focusing only on meaningful imbalances.
Validity Markers: FVGs that meet the minimum size criteria are marked with a checkmark ("✔") and extended slightly into the future, signifying them as potent support/resistance zones. Undersized FVGs are marked with an "✖" and treated as potential areas of weakness.
C. Unique "iFVG" Noise Reduction
This is a key feature for maintaining a clean chart. The indicator tracks undersized, "invalid" FVGs and waits to see how the market reacts to them.
Automatic Deletion or Recolor: When the price closes through an invalid FVG (creating an "iFVG" or inverted FVG), the user has two choices:
Delete Box (Default): The box is automatically removed from the chart. This is the "Noise Reduction" mode, designed to keep the workspace free of irrelevant, broken levels.
Recolor Box: The box is recolored to a faded gray. This option is ideal for traders who want to backtest and study how these broken, minor FVGs behave as future support or resistance.
D. Smart Visibility Options
Prevents Duplication: The indicator includes an intelligent option to automatically hide an MTF box if its timeframe matches your current chart's timeframe. This is designed to work seamlessly with a Current Timeframe (CTF) FVG indicator, preventing redundant, overlapping boxes.
3. The Performance Advantage: A Lag-Free MTF Experience
Multi-timeframe indicators are notoriously resource-intensive and are the primary cause of chart lag on TradingView. The BJN MTF FVG indicator was specifically engineered to solve this problem, making it far superior to its competitors.
Optimized timeframe.change() Trigger: Instead of recalculating its logic on every single price tick, the script only runs its intensive request.security calls when a candle closes on the specified higher timeframe. This reduces the number of calculations by over 99% compared to poorly coded MTF indicators, resulting in a dramatic performance increase.
Strict Historical Limits: The user can define a maximum history lookback (in hours or minutes) for each timeframe. For example, the 1-minute chart might only process the last 4 hours of data. This prevents the indicator from drawing thousands of historical boxes that are no longer relevant, which is the main cause of platform freezing and slow loading times.
Lightweight State Management: The script maintains a very small, active list of only the invalid FVGs it needs to monitor for inversion. Valid FVGs are simply "fire-and-forget" drawings, meaning they don't consume ongoing memory or processing power.
In short, this indicator delivers the critical higher-timeframe context traders need without ever compromising the speed and responsiveness of your trading platform.
4. Ideal User Profile
This indicator is the perfect tool for:
Day Traders and Scalpers: Who need to be aware of higher-timeframe support and resistance levels without leaving their execution chart.
SMC / ICT Traders: Who use multi-timeframe FVG confluence as a core part of their trading strategy.
Performance-Focused Traders: Anyone who has experienced chart lag from other indicators and desires a clean, fast, and reliable toolkit.
Traders Seeking Clarity: Individuals who prefer a decluttered workspace and want an indicator that intelligently removes irrelevant information.
5. Conclusion
The BJN MTF FVG/iFVG v1.0 excels through its simplicity, intelligence, and exceptional performance. It rejects the "kitchen-sink" approach of other tools and instead provides a refined, highly optimized solution to one of the most important tasks in modern trading: analyzing multi-timeframe market structure. It is a faster, cleaner, and more intelligent way to map higher-timeframe liquidity.
[Yorsh] BJN CTF FVG & Trade Helper v1.01. Executive Summary
The BJN CTF FVG & Trade Helper v1.0 is an advanced, systematic trading tool designed for precision and objectivity in the futures market. Built on the high-speed PineScript v6, this indicator moves beyond simple FVG plotting by integrating a complete, rules-based trade execution model known as the "iFVG" (inverted Fair Value Gap) setup.
Its core purpose is to identify specific, high-probability trade scenarios, validate their structural integrity, and provide an automated position sizing and risk management visual directly on the chart. The indicator's primary competitive advantage lies in its strict, logical trade validation engine and its unwavering focus on performance, ensuring it can analyze complex market structures in real-time without causing chart lag. It is a complete "trade helper" designed to enforce discipline and automate complex analysis.
2. Core Features Overview
This indicator is built around a proprietary trade logic engine that automates a sophisticated trading model from start to finish (www.bjnfx.com).
A. Intelligent Fair Value Gap (FVG) Detection
Dynamic Sizing Rules: The indicator doesn't just find FVGs; it qualifies them. It automatically applies different minimum size requirements (in points) for the volatile NY session versus quieter, non-NY hours, filtering out insignificant noise.
Composite FVG Merging: In a unique and advanced feature, the script can identify two small, back-to-back, invalid FVGs and merge them into a single, valid composite FVG. This allows it to find powerful trade setups that other FVG indicators would miss entirely.
Live FVG Hints: An optional feature shows potential FVGs forming on the live, developing candle, giving you a valuable edge in anticipating the next setup.
B. The "iFVG" Trade Logic Engine
This is the heart of the indicator. It's a complete, long/short trading model that operates in distinct states:
Detection: Identifies a valid FVG.
Inversion: Waits for price to decisively close through the FVG, turning it from a potential continuation area into an "inversion" point (iFVG).
Structural Validation: This is the critical step. Before confirming a trade, the engine performs a rigorous, automated scan of the entire price leg to ensure:
The Invalidation Point (IP)—the last protective swing high/low—has not been contaminated.
No opposing "Hazard" FVGs have been touched, which would compromise the setup.
Confirmation: If the structure is clean, the indicator signals a confirmed trade setup with a marker ('L' for Long, 'S' for Short) and highlights the trigger candle.
C. Automated Position Sizing & Risk Management
Upon a confirmed trade signal, the "Trade Helper" instantly activates:
Dynamic Stop Loss Calculation: The SL is not placed arbitrarily. It is intelligently calculated based on the most logical structural point within the trading leg, using other nearby FVGs as potential support/resistance.
Bracketed Sizing: Based on the calculated SL in points, the indicator references a built-in risk matrix to determine the appropriate number of contracts to trade (e.g., a 5-point SL might suggest 10 contracts, while a 10-point SL suggests 5). This enforces consistent risk.
Full Visual Overlay: It draws a clear, color-coded box on your chart showing the precise Entry, Stop Loss (SL), Hard Stop (2x SL), and Take Profit (TP) levels, along with the calculated contract size.
D. Informative Status Panel
A clean, non-intrusive panel at the bottom of the screen keeps you constantly aware of the trade engine's status. It clearly displays whether the Bullish and Bearish engines are "Idle," "Armed" (a setup is developing), "Triggered," or "Invalidated," so you always know what the script is monitoring.
3. The Performance Advantage: Built for Speed and Scalpers
High-frequency logic can cripple a trading platform. This indicator was built from the ground up to prevent that, making it superior for traders who value a responsive, lag-free experience.
Strict Bar Lookback (maxLookbackBars): This is the key performance feature. The user defines a maximum number of historical bars (e.g., 200) for the script to analyze. Any FVG or price structure older than this limit is completely ignored and removed from memory. This prevents the script from bogging down your chart with thousands of irrelevant historical objects.
Timeframe-Specific History Limits: The script automatically applies even stricter history limits on lower timeframes (e.g., 15-second charts only process the last 15 minutes of data), ensuring it remains exceptionally fast for scalping.
Surgical Array Pruning: On every bar, the indicator actively scans its memory for "stale" FVG objects that have fallen outside the lookback window. It then deletes their drawings and removes them from the active array, ensuring the logic engine is only ever processing a small, relevant, and recent dataset.
Efficient State Management: The logic is contained within a highly structured "engine." This prevents redundant calculations and ensures complex structural scans are only performed when a potential trade is actively developing, not on every single price tick.
The result is an institutional-grade algorithmic tool that runs with the speed and lightness of a simple moving average, giving you a decisive edge in execution.
4. Ideal User Profile
This indicator is purpose-built for:
Systematic & Rules-Based Traders: Individuals who want to remove emotion and subjectivity and trade a precise, repeatable model.
Scalpers & Intraday Futures Traders: Particularly those on NQ/MNQ, who require a high-performance tool that can keep up with fast-moving markets.
ICT iFVG Traders: Traders familiar with FVGs/iFVGs, invalidation points, and structural validation will find this tool automates the most tedious and error-prone parts of their analysis.
5. Conclusion
The BJN CTF FVG & Trade Helper v1.0 is more than just an indicator; it is a semi-automated trading assistant. It provides a clear, objective, and highly-validated trade model designed to enforce discipline. Its defining characteristic is its sophisticated logic engine, combined with a performance-first architecture that sets a new standard for what traders should expect from their analytical tools. For the systematic trader, it offers an unparalleled blend of precision, automation, and speed.
Double Weighted Moving Average (DWMA)# DWMA: Double Weighted Moving Average
## Overview and Purpose
The Double Weighted Moving Average (DWMA) is a technical indicator that applies weighted averaging twice in sequence to create a smoother signal with enhanced noise reduction. Developed in the late 1990s as an evolution of traditional weighted moving averages, the DWMA was created by quantitative analysts seeking enhanced smoothing without the excessive lag typically associated with longer period averages. By applying a weighted moving average calculation to the results of an initial weighted moving average, DWMA achieves more effective filtering while preserving important trend characteristics.
## Core Concepts
* **Cascaded filtering:** DWMA applies weighted averaging twice in sequence for enhanced smoothing and superior noise reduction
* **Linear weighting:** Uses progressively increasing weights for more recent data in both calculation passes
* **Market application:** Particularly effective for trend following strategies where noise reduction is prioritized over rapid signal response
* **Timeframe flexibility:** Works across multiple timeframes but particularly valuable on daily and weekly charts for identifying significant trends
The core innovation of DWMA is its two-stage approach that creates more effective noise filtering while minimizing the additional lag typically associated with longer-period or higher-order filters. This sequential processing creates a more refined output that balances noise reduction and signal preservation better than simply increasing the length of a standard weighted moving average.
## Common Settings and Parameters
| Parameter | Default | Function | When to Adjust |
|-----------|---------|----------|---------------|
| Length | 14 | Controls the lookback period for both WMA calculations | Increase for smoother signals in volatile markets, decrease for more responsiveness |
| Source | close | Price data used for calculation | Consider using hlc3 for a more balanced price representation |
**Pro Tip:** For trend following, use a length of 10-14 with DWMA instead of a single WMA with double the period - this provides better smoothing with less lag than simply increasing the period of a standard WMA.
## Calculation and Mathematical Foundation
**Simplified explanation:**
DWMA first calculates a weighted moving average where recent prices have more importance than older prices. Then, it applies the same weighted calculation again to the results of the first calculation, creating a smoother line that reduces market noise more effectively.
**Technical formula:**
```
DWMA is calculated by applying WMA twice:
1. First WMA calculation:
WMA₁ = (P₁ × w₁ + P₂ × w₂ + ... + Pₙ × wₙ) / (w₁ + w₂ + ... + wₙ)
2. Second WMA calculation applied to WMA₁:
DWMA = (WMA₁₁ × w₁ + WMA₁₂ × w₂ + ... + WMA₁ₙ × wₙ) / (w₁ + w₂ + ... + wₙ)
```
Where:
- Linear weights: most recent value has weight = n, second most recent has weight = n-1, etc.
- n is the period length
- Sum of weights = n(n+1)/2
**O(1) Optimization - Inline Dual WMA Architecture:**
This implementation uses an advanced O(1) algorithm with two complete inline WMA calculations. Each WMA uses the dual running sums technique:
1. **First WMA (source → wma1)**:
- Maintains buffer1, sum1, weighted_sum1
- Recurrence: `W₁_new = W₁_old - S₁_old + (n × P_new)`
- Cached denominator norm1 after warmup
2. **Second WMA (wma1 → dwma)**:
- Maintains buffer2, sum2, weighted_sum2
- Recurrence: `W₂_new = W₂_old - S₂_old + (n × WMA₁_new)`
- Cached denominator norm2 after warmup
**Implementation details:**
- Both WMAs fully integrated inline (no helper functions)
- Each maintains independent state: buffers, sums, counters, norms
- Both warm up independently from bar 1
- Performance: ~16 operations per bar regardless of period (vs ~10,000 for naive O(n²) implementation)
**Why inline architecture:**
Unlike helper functions, the inline approach makes all state variables and calculations visible in a single scope, eliminating function call overhead and making the dual-pass nature explicit. This is ideal for educational purposes and when debugging complex cascaded filters.
> 🔍 **Technical Note:** The dual-pass O(1) approach creates a filter that effectively increases smoothing without the quadratic increase in computational cost. Original O(n²) implementations required ~10,000 operations for period=100; this optimized version requires only ~16 operations, achieving a 625x speedup while maintaining exact mathematical equivalence.
## Interpretation Details
DWMA can be used in various trading strategies:
* **Trend identification:** The direction of DWMA indicates the prevailing trend
* **Signal generation:** Crossovers between price and DWMA generate trade signals, though they occur later than with single WMA
* **Support/resistance levels:** DWMA can act as dynamic support during uptrends and resistance during downtrends
* **Trend strength assessment:** Distance between price and DWMA can indicate trend strength
* **Noise filtering:** Using DWMA to filter noisy price data before applying other indicators
## Limitations and Considerations
* **Market conditions:** Less effective in choppy, sideways markets where its lag becomes a disadvantage
* **Lag factor:** More lag than single WMA due to double calculation process
* **Initialization requirement:** Requires more data points for full calculation, showing more NA values at chart start
* **Short-term trading:** May miss short-term trading opportunities due to increased smoothing
* **Complementary tools:** Best used with momentum oscillators or volume indicators for confirmation
## References
* Jurik, M. "Double Weighted Moving Averages: Theory and Applications in Algorithmic Trading Systems", Jurik Research Papers, 2004
* Ehlers, J.F. "Cycle Analytics for Traders," Wiley, 2013
Demand/Supply Oscillator_immyDemand/Supply Oscillator, probably the only D/S oscillator on TV which doesn't draw the lines on the chart but to show you the actual reasons behind the price moves.
Concept Overview
A demand/supply oscillator would aim to look for the hidden spots/order which institutes place in small quantities to not to upset the trend and suddenly place one big order to liquidate the retailers and make a final big move.
The lite color candles in histogram shows the hidden demand/supply which is the reason behind the sudden price pullback, even for short period of time.
Measure demand and supply based on volume, price movement, or candle structure
Identify price waves or impulses (e.g., using fractals, zigzag, or swing high/low logic)
Detect hidden demand/supply (e.g., low volume pullbacks or absorption zones)
Plotted on histogram boxes to visualize strength and direction of each wave
What “Hidden Demand” Means?
Hidden demand refers to buying pressure that isn’t immediately obvious from price action — in other words, buyers are active “behind the scenes” even though the price doesn’t yet show strong upward movement.
What Hidden supply Means?
refers to selling pressure that isn’t obvious yet on the price chart. It means smart money (big players) are quietly selling or distributing positions, even though the price might not be dropping sharply yet.
It usually appears when:
The price is pulling back slightly (down candle),
But volume or an oscillator (like RSI, MACD, or OBV) shows bullish strength (e.g., higher low or positive divergence).
That suggests smart money is accumulating (buying quietly) while the public may think it’s just a normal dip.
💹 Price Reaction — Up or Down?
If there is hidden demand, it’s generally a bullish signal → meaning price is likely to go up afterward.
However, on that exact candle, the price may still be down or neutral, because:
Hidden demand is “hidden” — buyers are absorbing supply quietly.
The move up usually comes after the hidden demand signal, not necessarily on the same candle.
📊 Example
Suppose:
Price makes a slightly lower low,
But RSI makes a higher low → this is bullish (hidden) divergence, or “hidden demand.”
➡️ Interpretation:
Smart buyers are stepping in → next few candles likely move up.
The current candle might still be red or show a small body — that’s okay. The key is the shift in underlying strength.
🧭 Quick Summary
Term Meaning Candle Effect Expected Move After
Hidden Demand Buyers active below surface Candle may still go down or stay flat
Hidden Supply Sellers active behind the scenes Price likely to rise soon
🛠️ Key Components
Best results with Price/Action e.g. Use swing high/low or zigzag to segment price into waves.
Optionally apply fractal logic for more refined wave detection
Combine with other indicators (e.g., RSI, OBV) for confirmation
Include zone strength metrics (e.g., “Power Number” as seen in some indicators)
Demand/Supply Calculation
Demand: Strong bullish candles, increasing volume, breakout zones
Supply: Strong bearish candles, volume spikes on down moves
Hidden Demand/Supply: Pullbacks with low volume or absorption candles
Histogram Visualization
Use plot() or plotshape() to draw histogram bars
Color-code bars: e.g., green for demand, red for supply, lite colors for hidden zones
Add alerts for wave transitions or hidden zone detection
How It Works
Demand/Supply: Detected when price moves strongly with volume spikes.
Hidden Zones: Detected when price moves but volume is low (potential absorption).
Histogram Values:
+2: Strong Demand
+1: Hidden Demand
-1: Hidden Supply
-2: Strong Supply
0: Neutral
Feature Demand (Visible) Hidden Demand
Visibility Clearly seen on price charts Subtle, often masked in consolidation
Participants Retail + Institutional Primarily Institutional
Price Behavior Sharp rallies from zone Sideways movement, low volatility
Tools to Identify Candlestick patterns, support zones Volume profile, order flow, price clusters
Risk/Reward Moderate (widely known) High (less crowded, early entry potential)
[Yorsh] BJN Liquidity Matrix v1.0Indicator Analysis & Performance Report: BJN Liquidity Matrix v1.0
1. Executive Summary
The BJN Liquidity Matrix v1.0 is a sophisticated, professional-grade trading indicator for TradingView, built on the modern PineScript v6. It is designed to provide traders with a comprehensive and highly customizable view of market liquidity, time-based events, and price structure.
Its primary differentiator in a crowded market is its performance-first architecture. While most multi-feature indicators cause significant chart lag and slow performance, this tool is meticulously engineered to be lightweight, fast, and reliable, ensuring that your trading analysis is never compromised by technical bottlenecks. It delivers a full suite of institutional trading concepts without sacrificing speed.
2. Core Features Overview
The indicator seamlessly integrates several key analytical concepts into a single, cohesive toolkit.
A. Advanced Time Analysis
Customizable Killzone Boxes: Automatically draws key trading sessions (Asia, London, NY AM, NY Lunch, NY PM) on the chart. This helps visualize the high and low of each session, which often act as critical support and resistance levels.
Session High/Low Lines: Extends horizontal lines from the identified highs and lows of each Killzone, allowing you to track these liquidity points throughout the trading day.
Macro Time Highlighting: Visually alerts you when the market enters specific "macro" time windows, which are often periods of increased volatility and algorithmic activity.
B. Multi-Layered Liquidity & Price Structure
Current Timeframe (CTF) Swings: Automatically identifies and plots short-term swing highs and lows on your active chart, providing a clear map of immediate liquidity pools.
Higher Timeframe (HTF) Liquidity: Plots key fractals from the 1-hour timeframe directly onto your chart, tagged as "1H
". This saves you from constantly switching timeframes to find significant swing points.
Previous Day High/Low (PDH/PDL): Clearly marks the previous day's high and low with clean, auto-adjusting labels. These are fundamental levels watched by all market participants.
C. Integrated Market Bias Tools
Daily BIAS: Draws a dynamic equilibrium price (50% level) based on the current day's developing range. This acts as a simple but powerful bias filter: favoring longs below it and shorts above it.
Probabilistic Hourly Bias: A unique feature that analyzes the closing price of the previous hourly candle to provide a statistical probability of the market taking out the previous hour's high or low.
D. The "Smart Status" Information Hub
This is the indicator's central dashboard. Instead of cluttering your chart with dozens of lines, this dynamic table intelligently sorts and displays the most relevant, un-taken liquidity levels above and below the current price. It automatically updates as levels are breached, providing a clean, at-a-glance view of:
Nearest Buy-Side & Sell-Side Liquidity
Untouched Session Highs/Lows
Active PDH/PDL levels
The Hourly Bias probability (when active and not taken)
3. The Performance Advantage: A Smoother Trading Experience
This indicator was engineered to outperform its competitors by focusing on computational efficiency. This is not just a feature; it is the core design philosophy.
Efficient Drawing Management: Most indicators slow down charts by continuously drawing thousands of objects over historical data. The BJN Liquidity Matrix uses an advanced system to only draw what is necessary. It intelligently limits drawings to a recent, user-defined period (e.g., the last 2 days), preventing historical clutter that cripples browser performance.
Smart De-Cluttering: Broken liquidity levels are not left on the chart indefinitely. The script will automatically hide old, irrelevant lines after a set number of hours, keeping your workspace clean and focused on current market structure.
Minimal Data Requests: The script uses internal caching for data like in example the Previous Day Highs/Lows. This means it fetches the data once and reuses it, drastically reducing requests to TradingView's servers and resulting in faster script loading times and reloads.
On-Demand Table Refresh: The comprehensive "Smart Status" table—a feature that would typically cause constant lag—is programmed to only perform its heavy recalculations on the very last bar. This means it doesn't slow down historical data or cause screen-tearing while the market is active.
In summary, you get all the analytical power without the lag, freezing, or slow loading times that plague other "all-in-one" liquidity indicators.
4. Ideal User Profile
This indicator is an ideal tool for:
Day Traders & Scalpers: Who rely on session liquidity and intraday price structure.
SMC / ICT Traders: Who base their strategies on concepts like liquidity grabs, fractals, and time-based models.
Performance-Conscious Traders: Anyone who uses multiple indicators or trades on a less powerful computer and cannot afford chart lag.
Weighted Moving Average (WMA)This implementation uses O(1) algorithm that eliminates the need to loop through all period values on each bar. It also generates valid WMA values from the first bar and is not returning NA when number of bars is less than period.
## Overview and Purpose
The Weighted Moving Average (WMA) is a technical indicator that applies progressively increasing weights to more recent price data. Emerging in the early 1950s during the formative years of technical analysis, WMA gained significant adoption among professional traders through the 1970s as computational methods became more accessible. The approach was formalized in Robert Colby's 1988 "Encyclopedia of Technical Market Indicators," establishing it as a staple in technical analysis software. Unlike the Simple Moving Average (SMA) which gives equal weight to all prices, WMA assigns greater importance to recent prices, creating a more responsive indicator that reacts faster to price changes while still providing effective noise filtering.
## Core Concepts
* **Linear weighting:** WMA applies progressively increasing weights to more recent price data, creating a recency bias that improves responsiveness
* **Market application:** Particularly effective for identifying trend changes earlier than SMA while maintaining better noise filtering than faster-responding averages like EMA
* **Timeframe flexibility:** Works effectively across all timeframes, with appropriate period adjustments for different trading horizons
The core innovation of WMA is its linear weighting scheme, which strikes a balance between the equal-weight approach of SMA and the exponential decay of EMA. This creates an intuitive and effective compromise that prioritizes recent data while maintaining a finite lookback period, making it particularly valuable for traders seeking to reduce lag without excessive sensitivity to price fluctuations.
## Common Settings and Parameters
| Parameter | Default | Function | When to Adjust |
|-----------|---------|----------|---------------|
| Length | 14 | Controls the lookback period | Increase for smoother signals in volatile markets, decrease for responsiveness |
| Source | close | Price data used for calculation | Consider using hlc3 for a more balanced price representation |
**Pro Tip:** For most trading applications, using a WMA with period N provides better responsiveness than an SMA with the same period, while generating fewer whipsaws than an EMA with comparable responsiveness.
## Calculation and Mathematical Foundation
**Simplified explanation:**
WMA calculates a weighted average of prices where the most recent price receives the highest weight, and each progressively older price receives one unit less weight. For example, in a 5-period WMA, the most recent price gets a weight of 5, the next most recent a weight of 4, and so on, with the oldest price getting a weight of 1.
**Technical formula:**
```
WMA = (P₁ × w₁ + P₂ × w₂ + ... + Pₙ × wₙ) / (w₁ + w₂ + ... + wₙ)
```
Where:
- Linear weights: most recent value has weight = n, second most recent has weight = n-1, etc.
- The sum of weights for a period n is calculated as: n(n+1)/2
- For example, for a 5-period WMA, the sum of weights is 5(5+1)/2 = 15
**O(1) Optimization - Dual Running Sums:**
The key insight is maintaining two running sums:
1. **Unweighted sum (S)**: Simple sum of all values in the window
2. **Weighted sum (W)**: Sum of all weighted values
The recurrence relation for a full window is:
```
W_new = W_old - S_old + (n × P_new)
```
This works because when all weights decrement by 1 (as the window slides), it's mathematically equivalent to subtracting the entire unweighted sum. The implementation:
- **During warmup**: Accumulates both sums as the window fills, computing denominator each bar
- **After warmup**: Uses cached denominator (constant at n(n+1)/2), updates both sums in constant time
- **Performance**: ~8 operations per bar regardless of period, vs ~100+ for naive O(n) implementation
> 🔍 **Technical Note:** Unlike EMA which theoretically considers all historical data (with diminishing influence), WMA has a finite memory, completely dropping prices that fall outside its lookback window. This creates a cleaner break from outdated market conditions. The O(1) optimization achieves 12-25x speedup over naive implementations while maintaining exact mathematical equivalence.
## Interpretation Details
WMA can be used in various trading strategies:
* **Trend identification:** The direction of WMA indicates the prevailing trend with greater responsiveness than SMA
* **Signal generation:** Crossovers between price and WMA generate trade signals earlier than with SMA
* **Support/resistance levels:** WMA can act as dynamic support during uptrends and resistance during downtrends
* **Moving average crossovers:** When a shorter-period WMA crosses above a longer-period WMA, it signals a potential uptrend (and vice versa)
* **Trend strength assessment:** Distance between price and WMA can indicate trend strength
## Limitations and Considerations
* **Market conditions:** Still suboptimal in highly volatile or sideways markets where enhanced responsiveness may generate false signals
* **Lag factor:** While less than SMA, still introduces some lag in signal generation
* **Abrupt window exit:** The oldest price suddenly drops out of calculation when leaving the window, potentially causing small jumps
* **Step changes:** Linear weighting creates discrete steps in influence rather than a smooth decay
* **Complementary tools:** Best used with volume indicators and momentum oscillators for confirmation
## References
* Colby, Robert W. "The Encyclopedia of Technical Market Indicators." McGraw-Hill, 2002
* Murphy, John J. "Technical Analysis of the Financial Markets." New York Institute of Finance, 1999
* Kaufman, Perry J. "Trading Systems and Methods." Wiley, 2013
The VWAP OracleOverview
The VWAP Oracle is a sophisticated overlay indicator that elevates VWAP (Volume Weighted Average Price) from a simple benchmark to an intelligent oracle for intraday and swing decisions. It offers flexible anchoring (rolling MVWAP, weekly, monthly, yearly) with session options, augmented by heuristic "AI/ML" elements for trend forecasting, dynamic S/R identification, and mean-reversion pullback strategies. A comprehensive dashboard delivers at-a-glance intel on trends, roles, touch history, and trade stats, complemented by visual zones, entry shapes, and alerts. Tailored for active traders in equities, forex, or futures, this iteration refines state handling and role logic for seamless execution on Pine v6.
Core Mechanics
Built around robust VWAP computations with layered analytics:
VWAP Framework: Primary line via user-selected type—Rolling (volume-weighted over lookback bars for agility), or Anchored (resets on week/month/year changes). HLC3 source standard; regular or 24h sessions. Toggles for secondary lines (e.g., weekly in orange for context).
Heuristic Enhancements: ATR safeguards (min tick fallback) normalize zones (± sensitivity * ATR for touches) and distances (e.g., 3x for setups). Linear regression over lookback derives slope (ATR-scaled for cross-asset comparability), flagging strong trends (> threshold) with rising/falling confirmation and volume >20-bar SMA.
Role & Proximity Engine: Scans enabled VWAPs globally—assigns nearest as support (price above, higher value prioritized) or resistance (below, lower prioritized), e.g., "Weekly" if closest. Tracks main VWAP touches for strength tiers (Weak <3, Moderate 3-4, Strong 5-7, Proven ≥8).
Pullback Strategy: In validated trends (slope + price move + volume), distant deviations (> ATR multiple) trigger "awaiting" state. Confirms entries on fresh touches with directional candles (close > open for longs), setting ATR-based stops (1x offset from VWAP) and targets (2x extension). Manages to hit (success tally) or breach (reset); daily/anchor resets clear stats.
Outputs: Trend-colored VWAP (blue/red in strong regimes, gray in range), role-tinted zones (green/red fill), triangles for entries, labels for outcomes.
Why This Mashup Adds Value & Originality
Traditional VWAPs are passive lines; multi-anchor plots add clutter without synthesis. Here, the fusion of anchored/rolling VWAPs with regression-normalized "AI" slope (volatility-adjusted for invariance) and touch-based strength scoring forms a predictive layer—e.g., "Proven" supports from 8+ interactions signal higher-probability bounces than raw levels. Stateful pullback logic (distant setup → touch entry → managed exit) with explicit breach cancels differentiates it from basic deviation oscillators, while the 11-row dashboard (trend icons, nearest roles, live success %) consolidates what would take multiple indicators. Global role reassignment (no function var limits) ensures accuracy, creating a unified "oracle" for confluence without redundancy—ideal for evolving static VWAP into adaptive decision support.
How to Use
Configuration: Overlay on chart. VWAP: Pick Rolling for scalps (252-bar default); enable weeklies for bias. AI: ATR 14, sensitivity 0.5 (tighter for precision). Trade: 3x min distance setups, 2x/1x target/stop. Visuals: Dashboard top-right, zones on, signals toggled.
Dashboard Readout (semi-opaque black, size-adjustable):
Header/Type: "The VWAP Oracle" + active (e.g., "Rolling (MVWAP)").
Trend: 🔵/🔴 Strong or ⚪ Range—align trades accordingly.
Nearest S/R: "Main" support (green) for bounces; "Monthly" resistance (red) for fades.
Strength/Role: "Strong (5 touches)"; "Support" for current main bias.
Position: "🔄 Pullback Setup" flags opportunity; "⏳ Awaiting" pre-entry.
Success/Setup: "80% (4/5)"; 🟢 Long Active if running; volume "✅ Strong" validates.
Execution: Strong bull + distant alert → Long on green triangle touch → Trail to target label (✓) or stop (✗). Use zones for invalidation; alerts cover setups/hits. Suits 15m-4H on majors like NAS100.
Pro Tips: Backtest resets (daily intraday); tweak slope threshold (1.5) for noise.
Limitations & Disclaimer
Touches and entries confirm on close, introducing minor lag; rolling VWAP smooths but may trail sharp moves. Slope can oscillate in transitions—add manual filters. Stats reset periodically (e.g., daily), so sample sizes vary; "success" is backward-looking. No auto-sizing—cap risk at 1% equity. v6-optimized, but verify on live data. Not advice; simulate trades, as history ≠ future. Feedback welcome in comments.






















