AG_STRATEGY📈 AG_STRATEGY — Smart Money System + Sessions + PDH/PDL
AG_STRATEGY is an advanced Smart Money Concepts (SMC) toolkit built for traders who follow market structure, liquidity and institutional timing.
It combines real-time market structure, session ranges, liquidity levels, and daily institutional levels — all in one clean, professional interface.
✅ Key Features
🧠 Smart Money Concepts Engine
Automatic detection of:
BOS (Break of Structure)
CHoCH (Change of Character)
Dual structure system: Swing & Internal
Historical / Present display modes
Optional structural candle coloring
🎯 Liquidity & Market Structure
Equal Highs (EQH) and Equal Lows (EQL)
Marks strong/weak highs & lows
Real-time swing confirmation
Clear visual labels + smart positioning
⚡ Fair Value Gaps (FVG)
Automatic bullish & bearish FVGs
Higher-timeframe compatible
Extendable boxes
Auto-filtering to remove noise
🕓 Institutional Sessions
Asia
London
New York
Includes:
High/Low of each session
Automatic range plotting
Session background shading
London & NY Open markers
📌 PDH/PDL + Higher-Timeframe Levels
PDH / PDL (Previous Day High/Low)
Dynamic confirmation ✓ when liquidity is swept
Multi-timeframe level support:
Daily
Weekly
Monthly
Line style options: solid / dashed / dotted
🔔 Built-in Alerts
Internal & swing BOS / CHoCH
Equal Highs / Equal Lows
Bullish / Bearish FVG detected
🎛 Fully Adjustable Interface
Colored or Monochrome visual mode
Custom label sizes
Extend levels automatically
Session timezone settings
Clean, modular toggles for each component
🎯 Designed For Traders Who
Follow institutional order flow
Enter on BOS/CHoCH + FVG + Liquidity sweeps
Trade London & New York sessions
Want structure and liquidity clearly mapped
Prefer clean charts with full control
💡 Why AG_STRATEGY Stands Out
✔ Professional SMC engine
✔ Real-time swing & internal structure
✔ Session-based liquidity tracking
✔ Non-cluttered chart — high clarity
✔ Supports institutional trading workflows
Tìm kiếm tập lệnh với "gaps"
Ichimoku Average with Margin█ OVERVIEW
“Ichimoku Average with Margin” is a technical analysis indicator based on an average of selected Ichimoku system lines, enhanced with a dynamic safety margin (tolerance). Designed for traders seeking a simple yet effective tool for trend identification with breakout confirmation. The indicator offers flexible settings, line and label coloring, visual fills, and alerts for trend changes.
█ CONCEPT
The Ichimoku Cloud (Ichimoku Kinko Hyo) is an excellent, comprehensive technical analysis system, but for many traders—especially beginners—it remains difficult to interpret due to multiple overlapping lines and time displacements.
Experimentally, I decided to create a simplified version based on its foundations: combining selected lines into a single readable average (avgLine) and introducing a dynamic safety margin that acts as a buffer against market noise.
This is not the full Ichimoku system—it’s merely a clear method for determining trend, accessible even to beginners. The trend changes only after the price closes beyond the margin, eliminating false signals.
█ FEATURES
Ichimoku Lines:
- Tenkan-sen (Conversion Line) – Donchian average over 9 periods
- Kijun-sen (Base Line) – Donchian average over 26 periods
- Senkou Span A – average of Tenkan and Kijun
- Senkou Span B – Donchian average over 52 periods
- Chikou Span – close price (no offset)
Dynamic Average (avgLine):
- Arithmetic mean of only the enabled Ichimoku lines – full component selection flexibility.
Safety Margin (tolerance):
Calculated as:
- tolerance = multiplier × SMA(|open - close|, periods)
- Default: multiplier 1.8, period 100.
Trend Detection:
- Uptrend → when price > avgLine + tolerance
- Downtrend → when price < avgLine - tolerance
- Trend changes only after full margin breakout.
- Margin can be set to 0 – then signals trigger on avgLine crossover.
Signal Labels:
- “Buy” (green, upward arrow) – on shift to uptrend
- “Sell” (red, downward arrow) – on shift to downtrend
Visual Fills:
- Between avgLine and marginLine
- Between avgLine and price (with transparency)
- Colors: green (uptrend), red (downtrend)
Alerts:
- Trend Change Up – price crosses above margin
- Trend Change Down – price crosses below margin
█ HOW TO USE
Add to Chart: Paste code in Pine Editor or find in the indicator library.
Settings:
Ichimoku Parameters:
- Conversion Line Length → default 9
- Base Line Length → default 26
- Leading Span B Length → default 52
- Average Body Periods → default 100
- Tolerance Multiplier → default 1.8
Line Selection:
- Enable/disable: Tenkan, Kijun, Span A, Span B, Chikou
Visual Settings:
- Uptrend Color → default green
- Downtrend Color → default red
- Fill Between Price & Avg → enables shadow fill
Signal Interpretation:
- Average Line (avgLine): Primary trend reference level.
- Margin (marginLine): Buffer – price must break it to change trend. Set to 0 for signals on avgLine crossover.
- Buy/Sell Labels: Appear only on confirmed trend change.
- Fills: Visualize distance between price, average, and margin.
- Alerts: Set in TradingView → notifications on trend change.
█ APPLICATIONS
The indicator works well in:
- Trend-following: Enter on Buy/Sell, exit on reversal.
- Breakout confirmation: Ideal for breakout strategies with false signal protection.
- Noise filtering: Margin eliminates consolidation fluctuations.
Adjusting margin to trading style:
- Short-term trading (scalping, daytrading): Reduce or set margin to 0 → more and faster signals (but more false ones).
- Long-term strategies (swing, position): Increase margin (e.g. 2.0–3.0) → fewer signals, higher quality.
Entry signals are not limited to Buy/Sell labels – use like moving averages:
- Test and bounce off avgLine as support/resistance
- avgLine breakout as momentum signal
- Pullback to margin as trend continuation entry
Combine with:
- Support/resistance levels
- Fair Value Gaps (FVG)
- Volume or other momentum indicators
█ NOTES
- Works on all markets and timeframes.
- Adjust multiplier and periods to instrument volatility.
- Higher multiplier → fewer signals, higher quality.
- Disable unused Ichimoku lines to simplify the average.
Ultimate Oscillator (ULTOSC)The Ultimate Oscillator (ULTOSC) is a technical momentum indicator developed by Larry Williams that combines three different time periods to reduce the volatility and false signals common in single-period oscillators. By using a weighted average of three Stochastic-like calculations across short, medium, and long-term periods, the Ultimate Oscillator provides a more comprehensive view of market momentum while maintaining sensitivity to price changes.
The indicator addresses the common problem of oscillators being either too sensitive (generating many false signals) or too slow (missing opportunities). By incorporating multiple timeframes with decreasing weights for longer periods, ULTOSC attempts to capture both short-term momentum shifts and longer-term trend strength, making it particularly valuable for identifying divergences and potential reversal points.
## Core Concepts
* **Multi-timeframe analysis:** Combines three different periods (typically 7, 14, 28) to capture various momentum cycles
* **Weighted averaging:** Assigns higher weights to shorter periods for responsiveness while including longer periods for stability
* **Buying pressure focus:** Measures the relationship between closing price and the true range rather than just high-low range
* **Divergence detection:** Particularly effective at identifying momentum divergences that precede price reversals
* **Normalized scale:** Oscillates between 0 and 100, with clear overbought/oversold levels
## Common Settings and Parameters
| Parameter | Default | Function | When to Adjust |
|-----------|---------|----------|---------------|
| Fast Period | 7 | Short-term momentum calculation | Lower (5-6) for more sensitivity, higher (9-12) for smoother signals |
| Medium Period | 14 | Medium-term momentum calculation | Adjust based on typical swing duration in the market |
| Slow Period | 28 | Long-term momentum calculation | Higher values (35-42) for longer-term position trading |
| Fast Weight | 4.0 | Weight applied to fast period | Higher weight increases short-term sensitivity |
| Medium Weight | 2.0 | Weight applied to medium period | Adjust to balance medium-term influence |
| Slow Weight | 1.0 | Weight applied to slow period | Usually kept at 1.0 as the baseline weight |
**Pro Tip:** The classic 7/14/28 periods with 4/2/1 weights work well for most markets, but consider using 5/10/20 with adjusted weights for faster markets or 14/28/56 for longer-term analysis.
## Calculation and Mathematical Foundation
**Simplified explanation:**
The Ultimate Oscillator calculates three separate "buying pressure" ratios using different time periods, then combines them using weighted averaging. Buying pressure is defined as the close minus the true low, divided by the true range.
**Technical formula:**
```
BP = Close - Min(Low, Previous Close)
TR = Max(High, Previous Close) - Min(Low, Previous Close)
BP_Sum_Fast = Sum(BP, Fast Period)
TR_Sum_Fast = Sum(TR, Fast Period)
Raw_Fast = 100 × (BP_Sum_Fast / TR_Sum_Fast)
BP_Sum_Medium = Sum(BP, Medium Period)
TR_Sum_Medium = Sum(TR, Medium Period)
Raw_Medium = 100 × (BP_Sum_Medium / TR_Sum_Medium)
BP_Sum_Slow = Sum(BP, Slow Period)
TR_Sum_Slow = Sum(TR, Slow Period)
Raw_Slow = 100 × (BP_Sum_Slow / TR_Sum_Slow)
ULTOSC = 100 × / (Fast_Weight + Medium_Weight + Slow_Weight)
```
Where:
- BP = Buying Pressure
- TR = True Range
- Fast Period = 7, Medium Period = 14, Slow Period = 28 (defaults)
- Fast Weight = 4, Medium Weight = 2, Slow Weight = 1 (defaults)
> 🔍 **Technical Note:** The implementation uses efficient circular buffers for all three period calculations, maintaining O(1) time complexity per bar. The algorithm properly handles true range calculations including gaps and ensures accurate buying pressure measurements across all timeframes.
## Interpretation Details
ULTOSC provides several analytical perspectives:
* **Overbought/Oversold conditions:** Values above 70 suggest overbought conditions, below 30 suggest oversold conditions
* **Momentum direction:** Rising ULTOSC indicates increasing buying pressure, falling indicates increasing selling pressure
* **Divergence analysis:** Divergences between ULTOSC and price often precede significant reversals
* **Trend confirmation:** ULTOSC direction can confirm or question the prevailing price trend
* **Signal quality:** Extreme readings (>80 or <20) indicate strong momentum that may be unsustainable
* **Multiple timeframe consensus:** When all three underlying periods agree, signals are typically more reliable
## Trading Applications
**Primary Uses:**
- **Divergence trading:** Identify when momentum diverges from price for reversal signals
- **Overbought/oversold identification:** Find potential entry/exit points at extreme levels
- **Trend confirmation:** Validate breakouts and trend continuations
- **Momentum analysis:** Assess the strength of current price movements
**Advanced Strategies:**
- **Multi-divergence confirmation:** Look for divergences across multiple timeframes
- **Momentum breakouts:** Trade when ULTOSC breaks above/below key levels with volume
- **Swing trading entries:** Use oversold/overbought levels for swing position entries
- **Trend strength assessment:** Evaluate trend quality using momentum consistency
## Signal Combinations
**Strong Bullish Signals:**
- ULTOSC rises from oversold territory (<30) with positive price divergence
- ULTOSC breaks above 50 after forming a base near 30
- All three underlying periods show increasing buying pressure
**Strong Bearish Signals:**
- ULTOSC falls from overbought territory (>70) with negative price divergence
- ULTOSC breaks below 50 after forming a top near 70
- All three underlying periods show decreasing buying pressure
**Divergence Signals:**
- **Bullish divergence:** Price makes lower lows while ULTOSC makes higher lows
- **Bearish divergence:** Price makes higher highs while ULTOSC makes lower highs
- **Hidden bullish divergence:** Price makes higher lows while ULTOSC makes lower lows (trend continuation)
- **Hidden bearish divergence:** Price makes lower highs while ULTOSC makes higher highs (trend continuation)
## Comparison with Related Oscillators
| Indicator | Periods | Focus | Best Use Case |
|-----------|---------|-------|---------------|
| **Ultimate Oscillator** | 3 periods | Buying pressure | Divergence detection |
| **Stochastic** | 1-2 periods | Price position | Overbought/oversold |
| **RSI** | 1 period | Price momentum | Momentum analysis |
| **Williams %R** | 1 period | Price position | Short-term signals |
## Advanced Configurations
**Fast Trading Setup:**
- Fast: 5, Medium: 10, Slow: 20
- Weights: 4/2/1, Thresholds: 75/25
**Standard Setup:**
- Fast: 7, Medium: 14, Slow: 28
- Weights: 4/2/1, Thresholds: 70/30
**Conservative Setup:**
- Fast: 14, Medium: 28, Slow: 56
- Weights: 3/2/1, Thresholds: 65/35
**Divergence Focused:**
- Fast: 7, Medium: 14, Slow: 28
- Weights: 2/2/2, Thresholds: 70/30
## Market-Specific Adjustments
**Volatile Markets:**
- Use longer periods (10/20/40) to reduce noise
- Consider higher threshold levels (75/25)
- Focus on extreme readings for signal quality
**Trending Markets:**
- Emphasize divergence analysis over absolute levels
- Look for momentum confirmation rather than reversal signals
- Use hidden divergences for trend continuation
**Range-Bound Markets:**
- Standard overbought/oversold levels work well
- Trade reversals from extreme levels
- Combine with support/resistance analysis
## Limitations and Considerations
* **Lagging component:** Contains inherent lag due to multiple moving average calculations
* **Complex calculation:** More computationally intensive than single-period oscillators
* **Parameter sensitivity:** Performance varies significantly with different period/weight combinations
* **Market dependency:** Most effective in trending markets with clear momentum patterns
* **False divergences:** Not all divergences lead to significant price reversals
* **Whipsaw potential:** Can generate conflicting signals in choppy markets
## Best Practices
**Effective Usage:**
- Focus on divergences rather than absolute overbought/oversold levels
- Combine with trend analysis for context
- Use multiple timeframe analysis for confirmation
- Pay attention to the speed of momentum changes
**Common Mistakes:**
- Over-relying on overbought/oversold levels in strong trends
- Ignoring the underlying trend direction
- Using inappropriate period settings for the market being analyzed
- Trading every divergence without additional confirmation
**Signal Enhancement:**
- Combine with volume analysis for confirmation
- Use price action context (support/resistance levels)
- Consider market volatility when setting thresholds
- Look for convergence across multiple momentum indicators
## Historical Context and Development
The Ultimate Oscillator was developed by Larry Williams and introduced in his 1985 article "The Ultimate Oscillator" in Technical Analysis of Stocks and Commodities magazine. Williams designed it to address the limitations of single-period oscillators by:
- Reducing false signals through multi-timeframe analysis
- Maintaining sensitivity to short-term momentum changes
- Providing more reliable divergence signals
- Creating a more robust momentum measurement tool
The indicator has become a standard tool in technical analysis, particularly valued for its divergence detection capabilities and its balanced approach to momentum measurement.
## References
* Williams, L. R. (1985). The Ultimate Oscillator. Technical Analysis of Stocks and Commodities, 3(4).
* Williams, L. R. (1999). Long-Term Secrets to Short-Term Trading. Wiley Trading.
RightFlow Universal Volume Profile - Any Market Any TimeframeSummary in one paragraph
RightFlow is a right anchored microstructure volume profile for stocks, futures, FX, and liquid crypto on intraday and daily timeframes. It acts only when several conditions align inside a session window and presents the result as a compact right side profile with value area, POC, a bull bear mix by price bin, and a HUD of profile VWAP and pressure shares. It is original because it distributes each bar’s weight into multiple mid price slices, blends bull bear pressure per bin with a CLV based split, and grows the profile to the right so price action stays readable. Add to a clean chart, read the table, and use the visuals. For conservative workflows read on bar close.
Scope and intent
• Markets. Major FX pairs, index futures, large cap equities and ETFs, liquid crypto.
• Timeframes. One minute to daily.
• Default demo used in the publication. SPY on 15 minute.
• Purpose. See where participation concentrates, which side dominated by price level, and how far price sits from VA and POC.
Originality and usefulness
• Unique fusion. Right anchored growth plus per bar slicing and CLV split, with weight modes Raw, Notional, and DeltaProxy.
• Failure mode addressed. False reads from single bar direction and coarse binning.
• Testability. All parts sit in Inputs and the HUD.
• Portable yardstick. Value Area percent and POC are universal across symbols.
• Protected scripts. Not applicable. Method and use are fully disclosed.
Method overview in plain language
Pick a scope Rolling or Today or This Week. Define a window and number of price bins. For each bar, split its range into small slices, assign each slice a weight from the selected mode, and split that weight by CLV or by bar direction. Accumulate totals per bin. Find the bin with the highest total as POC. Expand left and right until the chosen share of total volume is covered to form the value area. Compute profile VWAP for all, buyers, and sellers and show them with pressure shares.
Base measures
Range basis. High minus low and mid price samples across the bar window.
Return basis. Not used. VWAP trio is price weighted by weights.
Components
• RightFlow Bins. Price histogram that grows to the right.
• Bull Bear Split. CLV based 0 to 1 share or pure bar direction.
• Weight Mode. Raw volume, notional volume times close, or DeltaProxy focus.
• Value Area Engine. POC then outward expansion to target share.
• HUD. Profile VWAP, Buy and Sell percent, winner delta, split and weight mode.
• Session windows optional. Scope resets on day or week.
Fusion rule
Color of each bin is the convex blend of bull and bear shares. Value area shading is lighter inside and darker outside.
Signal rule
This is context, not a trade signal. A strong separation between buy and sell percent with price holding inside VA often confirms balance. Price outside VA with skewed pressure often marks initiative moves.
What you will see on the chart
• Right side bins with blended colors.
• A POC line across the profile width.
• Labels for POC, VAH, and VAL.
• A compact HUD table in the top right.
Table fields and quick reading guide
• VWAP. Profile VWAP.
• Buy and Sell. Pressure shares in percent.
• Delta Winner. Winner side and margin in percent.
• Split and Weight. The active modes.
Reading tip. When Session scope is Today or This Week and Buy minus Sell is clearly positive or negative, that side often controls the day’s narrative.
Inputs with guidance
Setup
• Profile scope. Rolling or session reset. Rolling uses window bars.
• Rolling window bars. Typical 100 to 300. Larger is smoother.
Binning
• Price bins. Typical 32 to 128. More bins increase detail.
• Slices per bar. Typical 3 to 7. Raising it smooths distribution.
Weighting
• Weight mode. Raw, Notional, DeltaProxy. Notional emphasizes expensive prints.
• Bull Bear split. CLV or BarDir. CLV is more nuanced.
• Value Area percent. Typical 68 to 75.
View
• Profile width in bars, color split toggle, value area shading, opacities, POC line, VA labels.
Usage recipes
Intraday trend focus
• Scope Today, bins 64, slices 5, Value Area 70.
• Split CLV, Weight Notional.
Intraday mean reversion
• Scope Today, bins 96, Value Area 75.
• Watch fades back to POC after initiative pushes.
Swing continuation
• Scope Rolling 200 bars, bins 48.
• Use Buy Sell skew with price relative to VA.
Realism and responsible publication
No performance claims. Shapes can move while a bar forms and settle on close. Education only.
Honest limitations and failure modes
Thin liquidity and data gaps can distort bin weights. Very quiet regimes reduce contrast. Session time is the chart venue time.
Open source reuse and credits
None.
Legal
Education and research only. Not investment advice. Test on history and simulation before live use.
Quantum Rotational Field MappingQuantum Rotational Field Mapping (QRFM):
Phase Coherence Detection Through Complex-Plane Oscillator Analysis
Quantum Rotational Field Mapping applies complex-plane mathematics and phase-space analysis to oscillator ensembles, identifying high-probability trend ignition points by measuring when multiple independent oscillators achieve phase coherence. Unlike traditional multi-oscillator approaches that simply stack indicators or use boolean AND/OR logic, this system converts each oscillator into a rotating phasor (vector) in the complex plane and calculates the Coherence Index (CI) —a mathematical measure of how tightly aligned the ensemble has become—then generates signals only when alignment, phase direction, and pairwise entanglement all converge.
The indicator combines three mathematical frameworks: phasor representation using analytic signal theory to extract phase and amplitude from each oscillator, coherence measurement using vector summation in the complex plane to quantify group alignment, and entanglement analysis that calculates pairwise phase agreement across all oscillator combinations. This creates a multi-dimensional confirmation system that distinguishes between random oscillator noise and genuine regime transitions.
What Makes This Original
Complex-Plane Phasor Framework
This indicator implements classical signal processing mathematics adapted for market oscillators. Each oscillator—whether RSI, MACD, Stochastic, CCI, Williams %R, MFI, ROC, or TSI—is first normalized to a common scale, then converted into a complex-plane representation using an in-phase (I) and quadrature (Q) component. The in-phase component is the oscillator value itself, while the quadrature component is calculated as the first difference (derivative proxy), creating a velocity-aware representation.
From these components, the system extracts:
Phase (φ) : Calculated as φ = atan2(Q, I), representing the oscillator's position in its cycle (mapped to -180° to +180°)
Amplitude (A) : Calculated as A = √(I² + Q²), representing the oscillator's strength or conviction
This mathematical approach is fundamentally different from simply reading oscillator values. A phasor captures both where an oscillator is in its cycle (phase angle) and how strongly it's expressing that position (amplitude). Two oscillators can have the same value but be in opposite phases of their cycles—traditional analysis would see them as identical, while QRFM sees them as 180° out of phase (contradictory).
Coherence Index Calculation
The core innovation is the Coherence Index (CI) , borrowed from physics and signal processing. When you have N oscillators, each with phase φₙ, you can represent each as a unit vector in the complex plane: e^(iφₙ) = cos(φₙ) + i·sin(φₙ).
The CI measures what happens when you sum all these vectors:
Resultant Vector : R = Σ e^(iφₙ) = Σ cos(φₙ) + i·Σ sin(φₙ)
Coherence Index : CI = |R| / N
Where |R| is the magnitude of the resultant vector and N is the number of active oscillators.
The CI ranges from 0 to 1:
CI = 1.0 : Perfect coherence—all oscillators have identical phase angles, vectors point in the same direction, creating maximum constructive interference
CI = 0.0 : Complete decoherence—oscillators are randomly distributed around the circle, vectors cancel out through destructive interference
0 < CI < 1 : Partial alignment—some clustering with some scatter
This is not a simple average or correlation. The CI captures phase synchronization across the entire ensemble simultaneously. When oscillators phase-lock (align their cycles), the CI spikes regardless of their individual values. This makes it sensitive to regime transitions that traditional indicators miss.
Dominant Phase and Direction Detection
Beyond measuring alignment strength, the system calculates the dominant phase of the ensemble—the direction the resultant vector points:
Dominant Phase : φ_dom = atan2(Σ sin(φₙ), Σ cos(φₙ))
This gives the "average direction" of all oscillator phases, mapped to -180° to +180°:
+90° to -90° (right half-plane): Bullish phase dominance
+90° to +180° or -90° to -180° (left half-plane): Bearish phase dominance
The combination of CI magnitude (coherence strength) and dominant phase angle (directional bias) creates a two-dimensional signal space. High CI alone is insufficient—you need high CI plus dominant phase pointing in a tradeable direction. This dual requirement is what separates QRFM from simple oscillator averaging.
Entanglement Matrix and Pairwise Coherence
While the CI measures global alignment, the entanglement matrix measures local pairwise relationships. For every pair of oscillators (i, j), the system calculates:
E(i,j) = |cos(φᵢ - φⱼ)|
This represents the phase agreement between oscillators i and j:
E = 1.0 : Oscillators are in-phase (0° or 360° apart)
E = 0.0 : Oscillators are in quadrature (90° apart, orthogonal)
E between 0 and 1 : Varying degrees of alignment
The system counts how many oscillator pairs exceed a user-defined entanglement threshold (e.g., 0.7). This entangled pairs count serves as a confirmation filter: signals require not just high global CI, but also a minimum number of strong pairwise agreements. This prevents false ignitions where CI is high but driven by only two oscillators while the rest remain scattered.
The entanglement matrix creates an N×N symmetric matrix that can be visualized as a web—when many cells are bright (high E values), the ensemble is highly interconnected. When cells are dark, oscillators are moving independently.
Phase-Lock Tolerance Mechanism
A complementary confirmation layer is the phase-lock detector . This calculates the maximum phase spread across all oscillators:
For all pairs (i,j), compute angular distance: Δφ = |φᵢ - φⱼ|, wrapping at 180°
Max Spread = maximum Δφ across all pairs
If max spread < user threshold (e.g., 35°), the ensemble is considered phase-locked —all oscillators are within a narrow angular band.
This differs from entanglement: entanglement measures pairwise cosine similarity (magnitude of alignment), while phase-lock measures maximum angular deviation (tightness of clustering). Both must be satisfied for the highest-conviction signals.
Multi-Layer Visual Architecture
QRFM includes six visual components that represent the same underlying mathematics from different perspectives:
Circular Orbit Plot : A polar coordinate grid showing each oscillator as a vector from origin to perimeter. Angle = phase, radius = amplitude. This is a real-time snapshot of the complex plane. When vectors converge (point in similar directions), coherence is high. When scattered randomly, coherence is low. Users can see phase alignment forming before CI numerically confirms it.
Phase-Time Heat Map : A 2D matrix with rows = oscillators and columns = time bins. Each cell is colored by the oscillator's phase at that time (using a gradient where color hue maps to angle). Horizontal color bands indicate sustained phase alignment over time. Vertical color bands show moments when all oscillators shared the same phase (ignition points). This provides historical pattern recognition.
Entanglement Web Matrix : An N×N grid showing E(i,j) for all pairs. Cells are colored by entanglement strength—bright yellow/gold for high E, dark gray for low E. This reveals which oscillators are driving coherence and which are lagging. For example, if RSI and MACD show high E but Stochastic shows low E with everything, Stochastic is the outlier.
Quantum Field Cloud : A background color overlay on the price chart. Color (green = bullish, red = bearish) is determined by dominant phase. Opacity is determined by CI—high CI creates dense, opaque cloud; low CI creates faint, nearly invisible cloud. This gives an atmospheric "feel" for regime strength without looking at numbers.
Phase Spiral : A smoothed plot of dominant phase over recent history, displayed as a curve that wraps around price. When the spiral is tight and rotating steadily, the ensemble is in coherent rotation (trending). When the spiral is loose or erratic, coherence is breaking down.
Dashboard : A table showing real-time metrics: CI (as percentage), dominant phase (in degrees with directional arrow), field strength (CI × average amplitude), entangled pairs count, phase-lock status (locked/unlocked), quantum state classification ("Ignition", "Coherent", "Collapse", "Chaos"), and collapse risk (recent CI change normalized to 0-100%).
Each component is independently toggleable, allowing users to customize their workspace. The orbit plot is the most essential—it provides intuitive, visual feedback on phase alignment that no numerical dashboard can match.
Core Components and How They Work Together
1. Oscillator Normalization Engine
The foundation is creating a common measurement scale. QRFM supports eight oscillators:
RSI : Normalized from to using overbought/oversold levels (70, 30) as anchors
MACD Histogram : Normalized by dividing by rolling standard deviation, then clamped to
Stochastic %K : Normalized from using (80, 20) anchors
CCI : Divided by 200 (typical extreme level), clamped to
Williams %R : Normalized from using (-20, -80) anchors
MFI : Normalized from using (80, 20) anchors
ROC : Divided by 10, clamped to
TSI : Divided by 50, clamped to
Each oscillator can be individually enabled/disabled. Only active oscillators contribute to phase calculations. The normalization removes scale differences—a reading of +0.8 means "strongly bullish" regardless of whether it came from RSI or TSI.
2. Analytic Signal Construction
For each active oscillator at each bar, the system constructs the analytic signal:
In-Phase (I) : The normalized oscillator value itself
Quadrature (Q) : The bar-to-bar change in the normalized value (first derivative approximation)
This creates a 2D representation: (I, Q). The phase is extracted as:
φ = atan2(Q, I) × (180 / π)
This maps the oscillator to a point on the unit circle. An oscillator at the same value but rising (positive Q) will have a different phase than one that is falling (negative Q). This velocity-awareness is critical—it distinguishes between "at resistance and stalling" versus "at resistance and breaking through."
The amplitude is extracted as:
A = √(I² + Q²)
This represents the distance from origin in the (I, Q) plane. High amplitude means the oscillator is far from neutral (strong conviction). Low amplitude means it's near zero (weak/transitional state).
3. Coherence Calculation Pipeline
For each bar (or every Nth bar if phase sample rate > 1 for performance):
Step 1 : Extract phase φₙ for each of the N active oscillators
Step 2 : Compute complex exponentials: Zₙ = e^(i·φₙ·π/180) = cos(φₙ·π/180) + i·sin(φₙ·π/180)
Step 3 : Sum the complex exponentials: R = Σ Zₙ = (Σ cos φₙ) + i·(Σ sin φₙ)
Step 4 : Calculate magnitude: |R| = √
Step 5 : Normalize by count: CI_raw = |R| / N
Step 6 : Smooth the CI: CI = SMA(CI_raw, smoothing_window)
The smoothing step (default 2 bars) removes single-bar noise spikes while preserving structural coherence changes. Users can adjust this to control reactivity versus stability.
The dominant phase is calculated as:
φ_dom = atan2(Σ sin φₙ, Σ cos φₙ) × (180 / π)
This is the angle of the resultant vector R in the complex plane.
4. Entanglement Matrix Construction
For all unique pairs of oscillators (i, j) where i < j:
Step 1 : Get phases φᵢ and φⱼ
Step 2 : Compute phase difference: Δφ = φᵢ - φⱼ (in radians)
Step 3 : Calculate entanglement: E(i,j) = |cos(Δφ)|
Step 4 : Store in symmetric matrix: matrix = matrix = E(i,j)
The matrix is then scanned: count how many E(i,j) values exceed the user-defined threshold (default 0.7). This count is the entangled pairs metric.
For visualization, the matrix is rendered as an N×N table where cell brightness maps to E(i,j) intensity.
5. Phase-Lock Detection
Step 1 : For all unique pairs (i, j), compute angular distance: Δφ = |φᵢ - φⱼ|
Step 2 : Wrap angles: if Δφ > 180°, set Δφ = 360° - Δφ
Step 3 : Find maximum: max_spread = max(Δφ) across all pairs
Step 4 : Compare to tolerance: phase_locked = (max_spread < tolerance)
If phase_locked is true, all oscillators are within the specified angular cone (e.g., 35°). This is a boolean confirmation filter.
6. Signal Generation Logic
Signals are generated through multi-layer confirmation:
Long Ignition Signal :
CI crosses above ignition threshold (e.g., 0.80)
AND dominant phase is in bullish range (-90° < φ_dom < +90°)
AND phase_locked = true
AND entangled_pairs >= minimum threshold (e.g., 4)
Short Ignition Signal :
CI crosses above ignition threshold
AND dominant phase is in bearish range (φ_dom < -90° OR φ_dom > +90°)
AND phase_locked = true
AND entangled_pairs >= minimum threshold
Collapse Signal :
CI at bar minus CI at current bar > collapse threshold (e.g., 0.55)
AND CI at bar was above 0.6 (must collapse from coherent state, not from already-low state)
These are strict conditions. A high CI alone does not generate a signal—dominant phase must align with direction, oscillators must be phase-locked, and sufficient pairwise entanglement must exist. This multi-factor gating dramatically reduces false signals compared to single-condition triggers.
Calculation Methodology
Phase 1: Oscillator Computation and Normalization
On each bar, the system calculates the raw values for all enabled oscillators using standard Pine Script functions:
RSI: ta.rsi(close, length)
MACD: ta.macd() returning histogram component
Stochastic: ta.stoch() smoothed with ta.sma()
CCI: ta.cci(close, length)
Williams %R: ta.wpr(length)
MFI: ta.mfi(hlc3, length)
ROC: ta.roc(close, length)
TSI: ta.tsi(close, short, long)
Each raw value is then passed through a normalization function:
normalize(value, overbought_level, oversold_level) = 2 × (value - oversold) / (overbought - oversold) - 1
This maps the oscillator's typical range to , where -1 represents extreme bearish, 0 represents neutral, and +1 represents extreme bullish.
For oscillators without fixed ranges (MACD, ROC, TSI), statistical normalization is used: divide by a rolling standard deviation or fixed divisor, then clamp to .
Phase 2: Phasor Extraction
For each normalized oscillator value val:
I = val (in-phase component)
Q = val - val (quadrature component, first difference)
Phase calculation:
phi_rad = atan2(Q, I)
phi_deg = phi_rad × (180 / π)
Amplitude calculation:
A = √(I² + Q²)
These values are stored in arrays: osc_phases and osc_amps for each oscillator n.
Phase 3: Complex Summation and Coherence
Initialize accumulators:
sum_cos = 0
sum_sin = 0
For each oscillator n = 0 to N-1:
phi_rad = osc_phases × (π / 180)
sum_cos += cos(phi_rad)
sum_sin += sin(phi_rad)
Resultant magnitude:
resultant_mag = √(sum_cos² + sum_sin²)
Coherence Index (raw):
CI_raw = resultant_mag / N
Smoothed CI:
CI = SMA(CI_raw, smoothing_window)
Dominant phase:
phi_dom_rad = atan2(sum_sin, sum_cos)
phi_dom_deg = phi_dom_rad × (180 / π)
Phase 4: Entanglement Matrix Population
For i = 0 to N-2:
For j = i+1 to N-1:
phi_i = osc_phases × (π / 180)
phi_j = osc_phases × (π / 180)
delta_phi = phi_i - phi_j
E = |cos(delta_phi)|
matrix_index_ij = i × N + j
matrix_index_ji = j × N + i
entangle_matrix = E
entangle_matrix = E
if E >= threshold:
entangled_pairs += 1
The matrix uses flat array storage with index mapping: index(row, col) = row × N + col.
Phase 5: Phase-Lock Check
max_spread = 0
For i = 0 to N-2:
For j = i+1 to N-1:
delta = |osc_phases - osc_phases |
if delta > 180:
delta = 360 - delta
max_spread = max(max_spread, delta)
phase_locked = (max_spread < tolerance)
Phase 6: Signal Evaluation
Ignition Long :
ignition_long = (CI crosses above threshold) AND
(phi_dom > -90 AND phi_dom < 90) AND
phase_locked AND
(entangled_pairs >= minimum)
Ignition Short :
ignition_short = (CI crosses above threshold) AND
(phi_dom < -90 OR phi_dom > 90) AND
phase_locked AND
(entangled_pairs >= minimum)
Collapse :
CI_prev = CI
collapse = (CI_prev - CI > collapse_threshold) AND (CI_prev > 0.6)
All signals are evaluated on bar close. The crossover and crossunder functions ensure signals fire only once when conditions transition from false to true.
Phase 7: Field Strength and Visualization Metrics
Average Amplitude :
avg_amp = (Σ osc_amps ) / N
Field Strength :
field_strength = CI × avg_amp
Collapse Risk (for dashboard):
collapse_risk = (CI - CI) / max(CI , 0.1)
collapse_risk_pct = clamp(collapse_risk × 100, 0, 100)
Quantum State Classification :
if (CI > threshold AND phase_locked):
state = "Ignition"
else if (CI > 0.6):
state = "Coherent"
else if (collapse):
state = "Collapse"
else:
state = "Chaos"
Phase 8: Visual Rendering
Orbit Plot : For each oscillator, convert polar (phase, amplitude) to Cartesian (x, y) for grid placement:
radius = amplitude × grid_center × 0.8
x = radius × cos(phase × π/180)
y = radius × sin(phase × π/180)
col = center + x (mapped to grid coordinates)
row = center - y
Heat Map : For each oscillator row and time column, retrieve historical phase value at lookback = (columns - col) × sample_rate, then map phase to color using a hue gradient.
Entanglement Web : Render matrix as table cell with background color opacity = E(i,j).
Field Cloud : Background color = (phi_dom > -90 AND phi_dom < 90) ? green : red, with opacity = mix(min_opacity, max_opacity, CI).
All visual components render only on the last bar (barstate.islast) to minimize computational overhead.
How to Use This Indicator
Step 1 : Apply QRFM to your chart. It works on all timeframes and asset classes, though 15-minute to 4-hour timeframes provide the best balance of responsiveness and noise reduction.
Step 2 : Enable the dashboard (default: top right) and the circular orbit plot (default: middle left). These are your primary visual feedback tools.
Step 3 : Optionally enable the heat map, entanglement web, and field cloud based on your preference. New users may find all visuals overwhelming; start with dashboard + orbit plot.
Step 4 : Observe for 50-100 bars to let the indicator establish baseline coherence patterns. Markets have different "normal" CI ranges—some instruments naturally run higher or lower coherence.
Understanding the Circular Orbit Plot
The orbit plot is a polar grid showing oscillator vectors in real-time:
Center point : Neutral (zero phase and amplitude)
Each vector : A line from center to a point on the grid
Vector angle : The oscillator's phase (0° = right/east, 90° = up/north, 180° = left/west, -90° = down/south)
Vector length : The oscillator's amplitude (short = weak signal, long = strong signal)
Vector label : First letter of oscillator name (R = RSI, M = MACD, etc.)
What to watch :
Convergence : When all vectors cluster in one quadrant or sector, CI is rising and coherence is forming. This is your pre-signal warning.
Scatter : When vectors point in random directions (360° spread), CI is low and the market is in a non-trending or transitional regime.
Rotation : When the cluster rotates smoothly around the circle, the ensemble is in coherent oscillation—typically seen during steady trends.
Sudden flips : When the cluster rapidly jumps from one side to the opposite (e.g., +90° to -90°), a phase reversal has occurred—often coinciding with trend reversals.
Example: If you see RSI, MACD, and Stochastic all pointing toward 45° (northeast) with long vectors, while CCI, TSI, and ROC point toward 40-50° as well, coherence is high and dominant phase is bullish. Expect an ignition signal if CI crosses threshold.
Reading Dashboard Metrics
The dashboard provides numerical confirmation of what the orbit plot shows visually:
CI : Displays as 0-100%. Above 70% = high coherence (strong regime), 40-70% = moderate, below 40% = low (poor conditions for trend entries).
Dom Phase : Angle in degrees with directional arrow. ⬆ = bullish bias, ⬇ = bearish bias, ⬌ = neutral.
Field Strength : CI weighted by amplitude. High values (> 0.6) indicate not just alignment but strong alignment.
Entangled Pairs : Count of oscillator pairs with E > threshold. Higher = more confirmation. If minimum is set to 4, you need at least 4 pairs entangled for signals.
Phase Lock : 🔒 YES (all oscillators within tolerance) or 🔓 NO (spread too wide).
State : Real-time classification:
🚀 IGNITION: CI just crossed threshold with phase-lock
⚡ COHERENT: CI is high and stable
💥 COLLAPSE: CI has dropped sharply
🌀 CHAOS: Low CI, scattered phases
Collapse Risk : 0-100% scale based on recent CI change. Above 50% warns of imminent breakdown.
Interpreting Signals
Long Ignition (Blue Triangle Below Price) :
Occurs when CI crosses above threshold (e.g., 0.80)
Dominant phase is in bullish range (-90° to +90°)
All oscillators are phase-locked (within tolerance)
Minimum entangled pairs requirement met
Interpretation : The oscillator ensemble has transitioned from disorder to coherent bullish alignment. This is a high-probability long entry point. The multi-layer confirmation (CI + phase direction + lock + entanglement) ensures this is not a single-oscillator whipsaw.
Short Ignition (Red Triangle Above Price) :
Same conditions as long, but dominant phase is in bearish range (< -90° or > +90°)
Interpretation : Coherent bearish alignment has formed. High-probability short entry.
Collapse (Circles Above and Below Price) :
CI has dropped by more than the collapse threshold (e.g., 0.55) over a 5-bar window
CI was previously above 0.6 (collapsing from coherent state)
Interpretation : Phase coherence has broken down. If you are in a position, this is an exit warning. If looking to enter, stand aside—regime is transitioning.
Phase-Time Heat Map Patterns
Enable the heat map and position it at bottom right. The rows represent individual oscillators, columns represent time bins (most recent on left).
Pattern: Horizontal Color Bands
If a row (e.g., RSI) shows consistent color across columns (say, green for several bins), that oscillator has maintained stable phase over time. If all rows show horizontal bands of similar color, the entire ensemble has been phase-locked for an extended period—this is a strong trending regime.
Pattern: Vertical Color Bands
If a column (single time bin) shows all cells with the same or very similar color, that moment in time had high coherence. These vertical bands often align with ignition signals or major price pivots.
Pattern: Rainbow Chaos
If cells are random colors (red, green, yellow mixed with no pattern), coherence is low. The ensemble is scattered. Avoid trading during these periods unless you have external confirmation.
Pattern: Color Transition
If you see a row transition from red to green (or vice versa) sharply, that oscillator has phase-flipped. If multiple rows do this simultaneously, a regime change is underway.
Entanglement Web Analysis
Enable the web matrix (default: opposite corner from heat map). It shows an N×N grid where N = number of active oscillators.
Bright Yellow/Gold Cells : High pairwise entanglement. For example, if the RSI-MACD cell is bright gold, those two oscillators are moving in phase. If the RSI-Stochastic cell is bright, they are entangled as well.
Dark Gray Cells : Low entanglement. Oscillators are decorrelated or in quadrature.
Diagonal : Always marked with "—" because an oscillator is always perfectly entangled with itself.
How to use :
Scan for clustering: If most cells are bright, coherence is high across the board. If only a few cells are bright, coherence is driven by a subset (e.g., RSI and MACD are aligned, but nothing else is—weak signal).
Identify laggards: If one row/column is entirely dark, that oscillator is the outlier. You may choose to disable it or monitor for when it joins the group (late confirmation).
Watch for web formation: During low-coherence periods, the matrix is mostly dark. As coherence builds, cells begin lighting up. A sudden "web" of connections forming visually precedes ignition signals.
Trading Workflow
Step 1: Monitor Coherence Level
Check the dashboard CI metric or observe the orbit plot. If CI is below 40% and vectors are scattered, conditions are poor for trend entries. Wait.
Step 2: Detect Coherence Building
When CI begins rising (say, from 30% to 50-60%) and you notice vectors on the orbit plot starting to cluster, coherence is forming. This is your alert phase—do not enter yet, but prepare.
Step 3: Confirm Phase Direction
Check the dominant phase angle and the orbit plot quadrant where clustering is occurring:
Clustering in right half (0° to ±90°): Bullish bias forming
Clustering in left half (±90° to 180°): Bearish bias forming
Verify the dashboard shows the corresponding directional arrow (⬆ or ⬇).
Step 4: Wait for Signal Confirmation
Do not enter based on rising CI alone. Wait for the full ignition signal:
CI crosses above threshold
Phase-lock indicator shows 🔒 YES
Entangled pairs count >= minimum
Directional triangle appears on chart
This ensures all layers have aligned.
Step 5: Execute Entry
Long : Blue triangle below price appears → enter long
Short : Red triangle above price appears → enter short
Step 6: Position Management
Initial Stop : Place stop loss based on your risk management rules (e.g., recent swing low/high, ATR-based buffer).
Monitoring :
Watch the field cloud density. If it remains opaque and colored in your direction, the regime is intact.
Check dashboard collapse risk. If it rises above 50%, prepare for exit.
Monitor the orbit plot. If vectors begin scattering or the cluster flips to the opposite side, coherence is breaking.
Exit Triggers :
Collapse signal fires (circles appear)
Dominant phase flips to opposite half-plane
CI drops below 40% (coherence lost)
Price hits your profit target or trailing stop
Step 7: Post-Exit Analysis
After exiting, observe whether a new ignition forms in the opposite direction (reversal) or if CI remains low (transition to range). Use this to decide whether to re-enter, reverse, or stand aside.
Best Practices
Use Price Structure as Context
QRFM identifies when coherence forms but does not specify where price will go. Combine ignition signals with support/resistance levels, trendlines, or chart patterns. For example:
Long ignition near a major support level after a pullback: high-probability bounce
Long ignition in the middle of a range with no structure: lower probability
Multi-Timeframe Confirmation
Open QRFM on two timeframes simultaneously:
Higher timeframe (e.g., 4-hour): Use CI level to determine regime bias. If 4H CI is above 60% and dominant phase is bullish, the market is in a bullish regime.
Lower timeframe (e.g., 15-minute): Execute entries on ignition signals that align with the higher timeframe bias.
This prevents counter-trend trades and increases win rate.
Distinguish Between Regime Types
High CI, stable dominant phase (State: Coherent) : Trending market. Ignitions are continuation signals; collapses are profit-taking or reversal warnings.
Low CI, erratic dominant phase (State: Chaos) : Ranging or choppy market. Avoid ignition signals or reduce position size. Wait for coherence to establish.
Moderate CI with frequent collapses : Whipsaw environment. Use wider stops or stand aside.
Adjust Parameters to Instrument and Timeframe
Crypto/Forex (high volatility) : Lower ignition threshold (0.65-0.75), lower CI smoothing (2-3), shorter oscillator lengths (7-10).
Stocks/Indices (moderate volatility) : Standard settings (threshold 0.75-0.85, smoothing 5-7, oscillator lengths 14).
Lower timeframes (5-15 min) : Reduce phase sample rate to 1-2 for responsiveness.
Higher timeframes (daily+) : Increase CI smoothing and oscillator lengths for noise reduction.
Use Entanglement Count as Conviction Filter
The minimum entangled pairs setting controls signal strictness:
Low (1-2) : More signals, lower quality (acceptable if you have other confirmation)
Medium (3-5) : Balanced (recommended for most traders)
High (6+) : Very strict, fewer signals, highest quality
Adjust based on your trade frequency preference and risk tolerance.
Monitor Oscillator Contribution
Use the entanglement web to see which oscillators are driving coherence. If certain oscillators are consistently dark (low E with all others), they may be adding noise. Consider disabling them. For example:
On low-volume instruments, MFI may be unreliable → disable MFI
On strongly trending instruments, mean-reversion oscillators (Stochastic, RSI) may lag → reduce weight or disable
Respect the Collapse Signal
Collapse events are early warnings. Price may continue in the original direction for several bars after collapse fires, but the underlying regime has weakened. Best practice:
If in profit: Take partial or full profit on collapse
If at breakeven/small loss: Exit immediately
If collapse occurs shortly after entry: Likely a false ignition; exit to avoid drawdown
Collapses do not guarantee immediate reversals—they signal uncertainty .
Combine with Volume Analysis
If your instrument has reliable volume:
Ignitions with expanding volume: Higher conviction
Ignitions with declining volume: Weaker, possibly false
Collapses with volume spikes: Strong reversal signal
Collapses with low volume: May just be consolidation
Volume is not built into QRFM (except via MFI), so add it as external confirmation.
Observe the Phase Spiral
The spiral provides a quick visual cue for rotation consistency:
Tight, smooth spiral : Ensemble is rotating coherently (trending)
Loose, erratic spiral : Phase is jumping around (ranging or transitional)
If the spiral tightens, coherence is building. If it loosens, coherence is dissolving.
Do Not Overtrade Low-Coherence Periods
When CI is persistently below 40% and the state is "Chaos," the market is not in a regime where phase analysis is predictive. During these times:
Reduce position size
Widen stops
Wait for coherence to return
QRFM's strength is regime detection. If there is no regime, the tool correctly signals "stand aside."
Use Alerts Strategically
Set alerts for:
Long Ignition
Short Ignition
Collapse
Phase Lock (optional)
Configure alerts to "Once per bar close" to avoid intrabar repainting and noise. When an alert fires, manually verify:
Orbit plot shows clustering
Dashboard confirms all conditions
Price structure supports the trade
Do not blindly trade alerts—use them as prompts for analysis.
Ideal Market Conditions
Best Performance
Instruments :
Liquid, actively traded markets (major forex pairs, large-cap stocks, major indices, top-tier crypto)
Instruments with clear cyclical oscillator behavior (avoid extremely illiquid or manipulated markets)
Timeframes :
15-minute to 4-hour: Optimal balance of noise reduction and responsiveness
1-hour to daily: Slower, higher-conviction signals; good for swing trading
5-minute: Acceptable for scalping if parameters are tightened and you accept more noise
Market Regimes :
Trending markets with periodic retracements (where oscillators cycle through phases predictably)
Breakout environments (coherence forms before/during breakout; collapse occurs at exhaustion)
Rotational markets with clear swings (oscillators phase-lock at turning points)
Volatility :
Moderate to high volatility (oscillators have room to move through their ranges)
Stable volatility regimes (sudden VIX spikes or flash crashes may create false collapses)
Challenging Conditions
Instruments :
Very low liquidity markets (erratic price action creates unstable oscillator phases)
Heavily news-driven instruments (fundamentals may override technical coherence)
Highly correlated instruments (oscillators may all reflect the same underlying factor, reducing independence)
Market Regimes :
Deep, prolonged consolidation (oscillators remain near neutral, CI is chronically low, few signals fire)
Extreme chop with no directional bias (oscillators whipsaw, coherence never establishes)
Gap-driven markets (large overnight gaps create phase discontinuities)
Timeframes :
Sub-5-minute charts: Noise dominates; oscillators flip rapidly; coherence is fleeting and unreliable
Weekly/monthly: Oscillators move extremely slowly; signals are rare; better suited for long-term positioning than active trading
Special Cases :
During major economic releases or earnings: Oscillators may lag price or become decorrelated as fundamentals overwhelm technicals. Reduce position size or stand aside.
In extremely low-volatility environments (e.g., holiday periods): Oscillators compress to neutral, CI may be artificially high due to lack of movement, but signals lack follow-through.
Adaptive Behavior
QRFM is designed to self-adapt to poor conditions:
When coherence is genuinely absent, CI remains low and signals do not fire
When only a subset of oscillators aligns, entangled pairs count stays below threshold and signals are filtered out
When phase-lock cannot be achieved (oscillators too scattered), the lock filter prevents signals
This means the indicator will naturally produce fewer (or zero) signals during unfavorable conditions, rather than generating false signals. This is a feature —it keeps you out of low-probability trades.
Parameter Optimization by Trading Style
Scalping (5-15 Minute Charts)
Goal : Maximum responsiveness, accept higher noise
Oscillator Lengths :
RSI: 7-10
MACD: 8/17/6
Stochastic: 8-10, smooth 2-3
CCI: 14-16
Others: 8-12
Coherence Settings :
CI Smoothing Window: 2-3 bars (fast reaction)
Phase Sample Rate: 1 (every bar)
Ignition Threshold: 0.65-0.75 (lower for more signals)
Collapse Threshold: 0.40-0.50 (earlier exit warnings)
Confirmation :
Phase Lock Tolerance: 40-50° (looser, easier to achieve)
Min Entangled Pairs: 2-3 (fewer oscillators required)
Visuals :
Orbit Plot + Dashboard only (reduce screen clutter for fast decisions)
Disable heavy visuals (heat map, web) for performance
Alerts :
Enable all ignition and collapse alerts
Set to "Once per bar close"
Day Trading (15-Minute to 1-Hour Charts)
Goal : Balance between responsiveness and reliability
Oscillator Lengths :
RSI: 14 (standard)
MACD: 12/26/9 (standard)
Stochastic: 14, smooth 3
CCI: 20
Others: 10-14
Coherence Settings :
CI Smoothing Window: 3-5 bars (balanced)
Phase Sample Rate: 2-3
Ignition Threshold: 0.75-0.85 (moderate selectivity)
Collapse Threshold: 0.50-0.55 (balanced exit timing)
Confirmation :
Phase Lock Tolerance: 30-40° (moderate tightness)
Min Entangled Pairs: 4-5 (reasonable confirmation)
Visuals :
Orbit Plot + Dashboard + Heat Map or Web (choose one)
Field Cloud for regime backdrop
Alerts :
Ignition and collapse alerts
Optional phase-lock alert for advance warning
Swing Trading (4-Hour to Daily Charts)
Goal : High-conviction signals, minimal noise, fewer trades
Oscillator Lengths :
RSI: 14-21
MACD: 12/26/9 or 19/39/9 (longer variant)
Stochastic: 14-21, smooth 3-5
CCI: 20-30
Others: 14-20
Coherence Settings :
CI Smoothing Window: 5-10 bars (very smooth)
Phase Sample Rate: 3-5
Ignition Threshold: 0.80-0.90 (high bar for entry)
Collapse Threshold: 0.55-0.65 (only significant breakdowns)
Confirmation :
Phase Lock Tolerance: 20-30° (tight clustering required)
Min Entangled Pairs: 5-7 (strong confirmation)
Visuals :
All modules enabled (you have time to analyze)
Heat Map for multi-bar pattern recognition
Web for deep confirmation analysis
Alerts :
Ignition and collapse
Review manually before entering (no rush)
Position/Long-Term Trading (Daily to Weekly Charts)
Goal : Rare, very high-conviction regime shifts
Oscillator Lengths :
RSI: 21-30
MACD: 19/39/9 or 26/52/12
Stochastic: 21, smooth 5
CCI: 30-50
Others: 20-30
Coherence Settings :
CI Smoothing Window: 10-14 bars
Phase Sample Rate: 5 (every 5th bar to reduce computation)
Ignition Threshold: 0.85-0.95 (only extreme alignment)
Collapse Threshold: 0.60-0.70 (major regime breaks only)
Confirmation :
Phase Lock Tolerance: 15-25° (very tight)
Min Entangled Pairs: 6+ (broad consensus required)
Visuals :
Dashboard + Orbit Plot for quick checks
Heat Map to study historical coherence patterns
Web to verify deep entanglement
Alerts :
Ignition only (collapses are less critical on long timeframes)
Manual review with fundamental analysis overlay
Performance Optimization (Low-End Systems)
If you experience lag or slow rendering:
Reduce Visual Load :
Orbit Grid Size: 8-10 (instead of 12+)
Heat Map Time Bins: 5-8 (instead of 10+)
Disable Web Matrix entirely if not needed
Disable Field Cloud and Phase Spiral
Reduce Calculation Frequency :
Phase Sample Rate: 5-10 (calculate every 5-10 bars)
Max History Depth: 100-200 (instead of 500+)
Disable Unused Oscillators :
If you only want RSI, MACD, and Stochastic, disable the other five. Fewer oscillators = smaller matrices, faster loops.
Simplify Dashboard :
Choose "Small" dashboard size
Reduce number of metrics displayed
These settings will not significantly degrade signal quality (signals are based on bar-close calculations, which remain accurate), but will improve chart responsiveness.
Important Disclaimers
This indicator is a technical analysis tool designed to identify periods of phase coherence across an ensemble of oscillators. It is not a standalone trading system and does not guarantee profitable trades. The Coherence Index, dominant phase, and entanglement metrics are mathematical calculations applied to historical price data—they measure past oscillator behavior and do not predict future price movements with certainty.
No Predictive Guarantee : High coherence indicates that oscillators are currently aligned, which historically has coincided with trending or directional price movement. However, past alignment does not guarantee future trends. Markets can remain coherent while prices consolidate, or lose coherence suddenly due to news, liquidity changes, or other factors not captured by oscillator mathematics.
Signal Confirmation is Probabilistic : The multi-layer confirmation system (CI threshold + dominant phase + phase-lock + entanglement) is designed to filter out low-probability setups. This increases the proportion of valid signals relative to false signals, but does not eliminate false signals entirely. Users should combine QRFM with additional analysis—support and resistance levels, volume confirmation, multi-timeframe alignment, and fundamental context—before executing trades.
Collapse Signals are Warnings, Not Reversals : A coherence collapse indicates that the oscillator ensemble has lost alignment. This often precedes trend exhaustion or reversals, but can also occur during healthy pullbacks or consolidations. Price may continue in the original direction after a collapse. Use collapses as risk management cues (tighten stops, take partial profits) rather than automatic reversal entries.
Market Regime Dependency : QRFM performs best in markets where oscillators exhibit cyclical, mean-reverting behavior and where trends are punctuated by retracements. In markets dominated by fundamental shocks, gap openings, or extreme low-liquidity conditions, oscillator coherence may be less reliable. During such periods, reduce position size or stand aside.
Risk Management is Essential : All trading involves risk of loss. Use appropriate stop losses, position sizing, and risk-per-trade limits. The indicator does not specify stop loss or take profit levels—these must be determined by the user based on their risk tolerance and account size. Never risk more than you can afford to lose.
Parameter Sensitivity : The indicator's behavior changes with input parameters. Aggressive settings (low thresholds, loose tolerances) produce more signals with lower average quality. Conservative settings (high thresholds, tight tolerances) produce fewer signals with higher average quality. Users should backtest and forward-test parameter sets on their specific instruments and timeframes before committing real capital.
No Repainting by Design : All signal conditions are evaluated on bar close using bar-close values. However, the visual components (orbit plot, heat map, dashboard) update in real-time during bar formation for monitoring purposes. For trade execution, rely on the confirmed signals (triangles and circles) that appear only after the bar closes.
Computational Load : QRFM performs extensive calculations, including nested loops for entanglement matrices and real-time table rendering. On lower-powered devices or when running multiple indicators simultaneously, users may experience lag. Use the performance optimization settings (reduce visual complexity, increase phase sample rate, disable unused oscillators) to improve responsiveness.
This system is most effective when used as one component within a broader trading methodology that includes sound risk management, multi-timeframe analysis, market context awareness, and disciplined execution. It is a tool for regime detection and signal confirmation, not a substitute for comprehensive trade planning.
Technical Notes
Calculation Timing : All signal logic (ignition, collapse) is evaluated using bar-close values. The barstate.isconfirmed or implicit bar-close behavior ensures signals do not repaint. Visual components (tables, plots) render on every tick for real-time feedback but do not affect signal generation.
Phase Wrapping : Phase angles are calculated in the range -180° to +180° using atan2. Angular distance calculations account for wrapping (e.g., the distance between +170° and -170° is 20°, not 340°). This ensures phase-lock detection works correctly across the ±180° boundary.
Array Management : The indicator uses fixed-size arrays for oscillator phases, amplitudes, and the entanglement matrix. The maximum number of oscillators is 8. If fewer oscillators are enabled, array sizes shrink accordingly (only active oscillators are processed).
Matrix Indexing : The entanglement matrix is stored as a flat array with size N×N, where N is the number of active oscillators. Index mapping: index(row, col) = row × N + col. Symmetric pairs (i,j) and (j,i) are stored identically.
Normalization Stability : Oscillators are normalized to using fixed reference levels (e.g., RSI overbought/oversold at 70/30). For unbounded oscillators (MACD, ROC, TSI), statistical normalization (division by rolling standard deviation) is used, with clamping to prevent extreme outliers from distorting phase calculations.
Smoothing and Lag : The CI smoothing window (SMA) introduces lag proportional to the window size. This is intentional—it filters out single-bar noise spikes in coherence. Users requiring faster reaction can reduce the smoothing window to 1-2 bars, at the cost of increased sensitivity to noise.
Complex Number Representation : Pine Script does not have native complex number types. Complex arithmetic is implemented using separate real and imaginary accumulators (sum_cos, sum_sin) and manual calculation of magnitude (sqrt(real² + imag²)) and argument (atan2(imag, real)).
Lookback Limits : The indicator respects Pine Script's maximum lookback constraints. Historical phase and amplitude values are accessed using the operator, with lookback limited to the chart's available bar history (max_bars_back=5000 declared).
Visual Rendering Performance : Tables (orbit plot, heat map, web, dashboard) are conditionally deleted and recreated on each update using table.delete() and table.new(). This prevents memory leaks but incurs redraw overhead. Rendering is restricted to barstate.islast (last bar) to minimize computational load—historical bars do not render visuals.
Alert Condition Triggers : alertcondition() functions evaluate on bar close when their boolean conditions transition from false to true. Alerts do not fire repeatedly while a condition remains true (e.g., CI stays above threshold for 10 bars fires only once on the initial cross).
Color Gradient Functions : The phaseColor() function maps phase angles to RGB hues using sine waves offset by 120° (red, green, blue channels). This creates a continuous spectrum where -180° to +180° spans the full color wheel. The amplitudeColor() function maps amplitude to grayscale intensity. The coherenceColor() function uses cos(phase) to map contribution to CI (positive = green, negative = red).
No External Data Requests : QRFM operates entirely on the chart's symbol and timeframe. It does not use request.security() or access external data sources. All calculations are self-contained, avoiding lookahead bias from higher-timeframe requests.
Deterministic Behavior : Given identical input parameters and price data, QRFM produces identical outputs. There are no random elements, probabilistic sampling, or time-of-day dependencies.
— Dskyz, Engineering precision. Trading coherence.
FVG SizeFVG Size Indicator – Description
Overview
This Pine Script v5 indicator detects and visualizes Fair Value Gaps (FVGs) on the chart. It draws colored boxes for FVGs, center lines (CE), and displays the size of each FVG as a label. The indicator is designed for manual analysis, helping traders identify potential price imbalances.
Key Features
FVG Detection:
Identifies bullish and bearish FVGs based on price structure.
Draws colored boxes for FVGs and dotted center lines (CE).
FVG Size Display:
Shows the size of each FVG as a label inside the box.
Customizable minimum size threshold to filter out smaller FVGs.
Dynamic Adjustments:
Extends FVG boxes to the right as new bars form.
Removes FVGs that are filled (mitigated) by price action.
Customizable Settings:
Adjustable colors, text size, and display options.
Settings and Translations
Here are the German settings with their English translations:
FVG Settings
Long FVG Farbe → Long FVG Color (Color for bullish FVG boxes)
Short FVG Farbe → Short FVG Color (Color for bearish FVG boxes)
CE Farbe → CE Color (Color for the center line)
Tage Rückblick → Lookback Days (Number of days to look back for FVGs)
Lösche gefüllte Boxen & Linien → Delete Filled Boxes & Lines (Removes FVGs that have been filled by price)
FVG Display
FVG Größe anzeigen → Show FVG Size (Displays the size of each FVG as a label)
Text → Text Size (Size of the FVG size label text)
Mindestgröße → Minimum Size (Minimum FVG size to display, filtering out smaller FVGs)
How It Works
FVG Detection Logic:
A bullish FVG is detected if the high of the 3rd bar is lower than the low of the 1st bar.
A bearish FVG is detected if the low of the 3rd bar is higher than the high of the 1st bar.
Drawing FVGs:
The indicator draws a box between the high/low of the 1st and 3rd bars.
A center line (CE) is drawn at the midpoint of the FVG.
The size of the FVG is displayed as a label inside the box.
Dynamic Adjustments:
FVG boxes are extended to the right as new bars form.
If the price fills the FVG, the box and line are removed (depending on settings).
Mitigation Logic:
If the price closes beyond the FVG boundaries, the FVG is considered "filled" and removed.
FU Candle Detector (Smart Money Concept) En Anglais🧠 Overall concept: “FU Candle” in Smart Money logic
In the context of Smart Money Concepts (SMC) or ICT (Inner Circle Trader), an FU Candle (also known as a “Fakeout Candle” or “Manipulation Candle”) is a candle that:
Creates an imbalance or a break (often above a swing high or below a swing low),
Attracts liquidity by trapping retail traders (liquidity grab),
Then abruptly reverses direction, revealing the hand of “Smart Money” (large institutions).
It therefore often marks:
The point of manipulation before an impulsive movement (reversal),
An area of interest for entering in the institutional direction (after the liquidity grab).
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⚙️ How the “FU Candle Detector” script works
The script identifies these candlesticks by observing several typical criteria:
1. Detection of the manipulative candle (FU Candle)
Search for a candlestick that breaks a previous swing (significant high or low),
But closes in the opposite direction, often below/above the broken zone,
Thus indicating a fakeout.
Examples:
Bullish FU Candle: breaks a previous low, but closes bullish.
Bearish FU Candle: breaks a previous high, but closes bearish.
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2. Visualization on the chart
The script generally displays:
🔴 Red markers for bearish FUs (Fake Breakout upwards),
🟢 Green markers for bullish FUs (Fake Breakout downwards),
🟦 Rectangles of areas of interest (often around the FU Candle Open),
📏 Horizontal lines on areas of imbalance (OB/FVG if integrated).
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3. Possible additions depending on the version
Depending on the version you have received, the script can also:
Detect Fair Value Gaps (FVG) around FU Candles,
Mark Order Blocks (OB) associated with manipulation,
Add alerts when new FU Candles are detected,
Calculate the distance between the manipulation point and the price return,
Filter according to candle size, volume, or market structure (MSB/CHoCH).
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🎯 Practical use
FU Candles are often used:
As confirmation of an imminent reversal,
To identify institutional entry zones (hidden Order Block),
To anticipate the direction of the next impulse after the liquidity hunt.
Typical entry example:
> Wait for the formation of an FU Candle + price return within the candle body = entry in the opposite direction to the false breakout.
📈 Recommended combinations
This detector is often combined with:
Structure Break Indicator (CHoCH / BOS)
Liquidity Pool Zones
Fair Value Gap Finder
Order Block Detector
This gives you a complete Smart Money Concept system, capable of mapping:
1. Where liquidity has been taken,
2. Where the price is rebalancing,
3. Where Smart Money is repositioning its orders.
FVG_Liquidity_SignalFVGs: classic 3-bar gaps (bullish when low > high , bearish when high < low ). Zones are drawn and auto-pruned.
Liquidity sweep: price takes out the last swing low/high (pivot) and then reclaims it on the close.
Signals:
BUY when we get a bull sweep and the bar taps a recent bull FVG and closes back above its upper edge.
SELL is the mirror image.
SL/TP guides: SL at swept swing; TP = RR × risk (visual only).
Smart Money Concept: FVG Block Filter Smart Money Concept: FVG Block Filter (FVG Block Range vs N Range) with Candle Highlighter
Summary:
Smart Money Concept (SMC): An advanced indicator designed to visualize and filter Fair Value Gaps (FVG) blocks based on their size (Range) compared to the preceding N Range candle movement. It also includes a customizable Candle Highlighter function that marks the specific candle responsible for creating the FVG. The indicator allows full color customization for both blocks and the highlighter, and features clean, label-free charts by default.
Key Features:
FVG Block Detection: Automatically identifies and groups sequential FVG imbalances to form consolidated FVG blocks.
FVG Block Filtering (N Range): Filters blocks based on a user-defined rule, comparing the block's size (Range) to the range of the preceding N candles (e.g., requiring the FVG block to be larger than the range of the previous 6 candles).
Customizable Candle Highlighter: Marks the central candle (B) within the FVG structure (A-B-C) to highlight the source of the price imbalance. Highlighter colors are fully adjustable via inputs.
Visualization Control: Labels are turned OFF by default to keep the chart clean but can be easily enabled via the indicator settings.
Full Color Customization: Allows independent customization of Bullish and Bearish FVG Block colors, Block Transparency, and Bullish/Bearish Highlighter colors.
Keywords:
Smart Money Concept, SMC, Fair Value Gap, FVG, Imbalance, Block Filter, Candle Highlighter, Range.
FluxVector Liquidity Universal Trendline FluxVector Liquidity Trendline FFTL
Summary in one paragraph
FFTL is a single adaptive trendline for stocks ETFs FX crypto and indices on one minute to daily. It fires only when price action pressure and volatility curvature align. It is original because it fuses a directional liquidity pulse from candle geometry and normalized volume with realized volatility curvature and an impact efficiency term to modulate a Kalman like state without ATR VWAP or moving averages. Add it to a clean chart and use the colored line plus alerts. Shapes can move while a bar is open and settle on close. For conservative alerts select on bar close.
Scope and intent
• Markets. Major FX pairs index futures large cap equities liquid crypto top ETFs
• Timeframes. One minute to daily
• Default demo used in the publication. SPY on 30min
• Purpose. Reduce false flips and chop by gating the line reaction to noise and by using a one bar projection
• Limits. This is a strategy. Orders are simulated on standard candles only
Originality and usefulness
• Unique fusion. Directional Liquidity Pulse plus Volatility Curvature plus Impact Efficiency drives an adaptive gain for a one dimensional state
• Failure mode addressed. One or two shock candles that break ordinary trendlines and saw chop in flat regimes
• Testability. All windows and gains are inputs
• Portable yardstick. Returns use natural log units and range is bar high minus low
• Protected scripts. Not used. Method disclosed plainly here
Method overview in plain language
Base measures
• Return basis. Natural log of close over prior close. Average absolute return over a window is a unit of motion
Components
• Directional Liquidity Pulse DLP. Measures signed participation from body and wick imbalance scaled by normalized volume and variance stabilized
• Volatility Curvature. Second difference of realized volatility from returns highlights expansion or compression
• Impact Efficiency. Price change per unit range and volume boosts gain during efficient moves
• Energy score. Z scores of the above form a single energy that controls the state gain
• One bar projection. Current slope extended by one bar for anticipatory checks
Fusion rule
Weighted sum inside the energy score then logistic mapping to a gain between k min and k max. The state updates toward price plus a small flow push.
Signal rule
• Long suggestion and order when close is below trend and the one bar projection is above the trend
• Short suggestion and flip when close is above trend and the one bar projection is below the trend
• WAIT is implicit when neither condition holds
• In position states end on the opposite condition
What you will see on the chart
• Colored trendline teal for rising red for falling gray for flat
• Optional projection line one bar ahead
• Optional background can be enabled in code
• Alerts on price cross and on slope flips
Inputs with guidance
Setup
• Price source. Close by default
Logic
• Flow window. Typical range 20 to 80. Higher smooths the pulse and reduces flips
• Vol window. Typical range 30 to 120. Higher calms curvature
• Energy window. Typical range 20 to 80. Higher slows regime changes
• Min gain and Max gain. Raise max to react faster. Raise min to keep momentum in chop
UI
• Show 1 bar projection. Colors for up down flat
Properties visible in this publication
• Initial capital 25000
• Base currency USD
• Commission percent 0.03
• Slippage 5
• Default order size method percent of equity value 3%
• Pyramiding 0
• Process orders on close off
• Calc on every tick off
• Recalculate after order is filled off
Realism and responsible publication
• No performance claims
• Intrabar reminder. Shapes can move while a bar forms and settle on close
• Strategy uses standard candles only
Honest limitations and failure modes
• Sudden gaps and thin liquidity can still produce fast flips
• Very quiet regimes reduce contrast. Use larger windows and lower max gain
• Session time uses the exchange time of the chart if you enable any windows later
• Past results never guarantee future outcomes
Open source reuse and credits
• None
Average Daily Session Range PRO [Capitalize Labs]Average Daily Session Range PRO
The Average Daily Session Range PRO (ADSR PRO) is a professional-grade analytical tool designed to quantify and visualize the probabilistic range behavior of intraday sessions.
It calculates directional range statistics using historical session data to show how far price typically moves up or down from the session open.
This helps traders understand session volatility profiles, range asymmetry, and probabilistic extensions relative to prior performance.
Key Features
Asymmetric Range Modeling: Separately tracks average upside and downside excursions from each session open, revealing directional bias and volatility imbalance.
Probability Engine Modes: Choose between Rolling Window (fixed-length lookback) and Exponential Decay (weighted historical memory) to control how recent or historic data influences probabilities.
Session-Aware Statistics: Calculates values independently for each defined session, allowing region-specific insights (e.g., Tokyo, London, New York).
Dynamic Range Table: Displays key metrics such as average up/down ticks, expected range extensions, and percentage probabilities.
Adaptive Display: Works across timeframes and instruments, automatically aligning with user-defined session start and end times.
Visual Clarity: Includes clean range markers and labels optimized for both backtesting and live-chart analysis.
Intended Use
ADSR PRO is a statistical reference indicator.
It does not generate buy/sell signals or predictive forecasts.
Its purpose is to help users observe historical session behavior and volatility tendencies to support their own discretionary analysis.
Credits
Developed by Capitalize Labs, specialists in quantitative and discretionary market research tools.
Risk Warning
This material is educational research only and does not constitute financial advice, investment recommendation, or a solicitation to buy or sell any instrument.
Foreign exchange and CFDs are complex, leveraged products that carry a high risk of rapid losses; leverage amplifies both gains and losses, and you should not trade with funds you cannot afford to lose.
Market conditions can change without notice, and news or illiquidity may cause gaps and slippage; stop-loss orders are not guaranteed.
The analysis presented does not take into account your objectives, financial situation, or risk tolerance.
Before acting, assess suitability in light of your circumstances and consider seeking advice from a licensed professional.
Past performance and back-tested or hypothetical scenarios are not reliable indicators of future results, and no outcome or level mentioned here is assured.
You are solely responsible for all trading decisions, including position sizing and risk management.
No external links, promotions, or contact details are provided, in line with TradingView House Rules.
VWAP Composites📊 VWAP Composite - Advanced Multi-Period Volume Weighted Average Price Indicator
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🎯 OVERVIEW
VWAP Composite is an advanced volume-weighted average price (VWAP) indicator that goes beyond traditional single-period VWAP calculations by offering composite multi-period analysis and unprecedented customization. This indicator solves a common problem traders face: traditional VWAP resets at arbitrary intervals (session start, day, week), but significant price action and volume accumulation often spans multiple periods. VWAP Composite allows you to anchor VWAP calculations to any timeframe—or combine multiple periods into a single composite VWAP—giving you a true representation of average price weighted by volume across the exact periods that matter to your analysis.
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⚙️ HOW IT WORKS - CALCULATION METHODOLOGY
📌 CORE VWAP CALCULATION
The indicator calculates VWAP using the standard volume-weighted formula:
• Typical Price = (High + Low + Close) / 3
• VWAP = Σ(Typical Price × Volume) / Σ(Volume)
This calculation is performed across user-defined time periods, ensuring each bar's contribution to the average is proportional to its trading volume.
📌 STANDARD DEVIATION BANDS
The indicator calculates volume-weighted standard deviation to measure price dispersion around the VWAP:
• Variance = Σ / Σ(Volume)
• Standard Deviation = √Variance
• Upper Band = VWAP + (StdDev × Multiplier)
• Lower Band = VWAP - (StdDev × Multiplier)
These bands help identify overbought/oversold conditions relative to the volume-weighted mean, with high-volume price excursions having greater impact on band width than low-volume moves.
📌 COMPOSITE PERIOD METHODOLOGY (Auto Mode)
Unlike traditional VWAP that resets at fixed intervals, Auto Mode creates composite VWAPs by combining the current period with N previous periods:
• Period Span = 1: Current period only (standard VWAP behavior)
• Period Span = 2: Current period + 1 previous period combined
• Period Span = 3: Current period + 2 previous periods combined
• And so on...
Example: A 3-period Weekly composite VWAP calculates from the start of 2 weeks ago through the current week's end, creating a single VWAP that represents 21 days of continuous price and volume data. This provides context about where price stands relative to the volume-weighted average over multiple weeks, not just the current week.
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🔧 KEY FEATURES & ORIGINALITY
✅ DUAL OPERATING MODES
1️⃣ MANUAL MODE (5 Independent VWAPs)
Define up to 5 separate VWAP calculations with custom start/end times:
• Perfect for anchoring VWAP to specific events (earnings, Fed announcements, major reversals)
• Each VWAP has independent color settings for lines and deviation band backgrounds
• Individual control over calculation extension and visual extension (explained below)
• Useful for tracking multiple institutional accumulation/distribution zones simultaneously
2️⃣ AUTO MODE (Composite Period VWAP)
Automatically calculates VWAP across combined time periods:
• Supported periods: Daily, Weekly, Monthly, Quarterly, Yearly
• Configurable period span (1-20 periods)
• Always up-to-date, recalculates on each new bar
• Ideal for systematic analysis across consistent timeframes
✅ DUAL EXTENSION SYSTEM (Manual Mode Innovation)
Most VWAP indicators only offer "on/off" for extending calculations. This indicator provides two distinct extension options:
🔹 EXTEND CALCULATION TO CURRENT BAR
When enabled, continues including new bars in the VWAP calculation after the defined end time. The VWAP value updates dynamically as new volume enters the market.
Use case: You anchored VWAP to a major low 3 weeks ago. You want the VWAP to continue evolving with new volume data to track ongoing institutional positioning.
🔹 EXTEND VISUAL LINE ONLY
When enabled (and calculation extension is disabled), projects the "frozen" VWAP value forward as a reference line. The VWAP value remains fixed at what it was at the end time, but the line and deviation bands visually extend to current price.
Use case: You want to see how price is behaving relative to the VWAP that existed at a specific point in time (e.g., "Where is price now vs. the 5-day VWAP that existed at last Friday's close?").
This dual system gives you unprecedented control over whether you're tracking a "living" VWAP that incorporates new data or using historical VWAP levels as static reference points.
✅ CUSTOMIZABLE STANDARD DEVIATION BANDS
• Adjustable multiplier (0.1 to 5.0)
• Independent background colors with opacity control for each VWAP
• Dashed band lines for easy visual distinction from main VWAP
• Bands extend when visual extension is enabled, maintaining zone visibility
✅ COMPREHENSIVE LABELING SYSTEM
Each VWAP displays:
• Current VWAP value
• Upper deviation band value (High)
• Lower deviation band value (Low)
• Extension status indicator (Calc Extended / Visual Extended)
• Color-coded for quick identification
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📖 HOW TO USE THIS INDICATOR
🎯 SCENARIO 1: EVENT-ANCHORED VWAP (Manual Mode)
Use case: A stock gaps down 15% on earnings and you want to track where institutions are positioning during the recovery.
Setup:
1. Switch to Manual Mode
2. Enable VWAP 1
3. Set Start Time to the earnings gap bar
4. Set End Time to current time (or leave far in future)
5. Enable "Extend Calculation to Current Bar"
6. Watch how price respects the VWAP as a dynamic support/resistance
Interpretation:
• Price above VWAP = buyers in control since the event
• Price testing VWAP from above = potential support
• Volume-weighted standard deviation bands show normal price range
• Price outside bands = potential exhaustion/mean reversion setup
🎯 SCENARIO 2: MULTI-WEEK INSTITUTIONAL ACCUMULATION ZONE (Auto Mode)
Use case: You trade swing setups and want to identify where institutions have been accumulating over the past 3 weeks.
Setup:
1. Switch to Auto Mode
2. Select "Weekly" period type
3. Set Period Span to 3
4. Enable standard deviation bands
Interpretation:
• 3-week composite VWAP shows the true average institutional entry
• Price bouncing off VWAP repeatedly = strong support (institutions defending their average)
• Price breaking below VWAP on high volume = potential distribution
• Deviation bands contracting = consolidation; expanding = volatility increase
🎯 SCENARIO 3: COMPARING MULTIPLE TIME HORIZONS (Manual Mode)
Use case: You want to see short-term vs medium-term vs long-term VWAP alignments.
Setup:
1. Switch to Manual Mode
2. VWAP 1: Last 5 trading days (blue)
3. VWAP 2: Last 10 trading days (orange)
4. VWAP 3: Last 20 trading days (purple)
5. Enable "Extend Calculation" for all
6. Set different background colors for visual separation
Interpretation:
• All VWAPs aligned upward = strong trend across all timeframes
• Price between VWAPs = finding equilibrium between different trader timeframes
• Short-term VWAP crossing long-term VWAP = momentum shift
• Price rejecting at higher-timeframe VWAP = that timeframe's traders defending their average
🎯 SCENARIO 4: HISTORICAL VWAP REFERENCE LEVELS (Manual Mode)
Use case: You want to see where the 1-month VWAP was at each month-end as static reference levels.
Setup:
1. Switch to Manual Mode
2. VWAP 1: Set to last month's start/end dates
3. VWAP 2: Set to 2 months ago start/end dates
4. VWAP 3: Set to 3 months ago start/end dates
5. Disable "Extend Calculation"
6. Enable "Extend Visual Line Only"
Interpretation:
• Each VWAP represents the volume-weighted average for that complete month
• These become static support/resistance levels
• Price returning to old monthly VWAPs = institutional memory/gap fill behavior
• Useful for identifying longer-term value areas
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🎨 CUSTOMIZATION OPTIONS
GENERAL SETTINGS
• Show/hide labels
• Line style: Solid, Dashed, or Dotted
• Standard deviation multiplier (impacts band width)
• Toggle standard deviation bands on/off
MANUAL MODE (Per VWAP)
• Custom start and end times
• Line color picker
• Background color picker (with transparency control)
• Extend calculation option
• Extend visual option
• Show/hide individual VWAPs
AUTO MODE
• Period type selection (Daily/Weekly/Monthly/Quarterly/Yearly)
• Period span (1-20 periods)
• Line color
• Background color (with transparency control)
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💡 TRADING APPLICATIONS
✓ Mean Reversion: Use deviation bands to identify stretched prices likely to return to VWAP
✓ Trend Confirmation: Price sustained above VWAP = bullish bias; below = bearish bias
✓ Support/Resistance: VWAP often acts as dynamic S/R, especially on higher volume periods
✓ Institutional Positioning: Multi-day/week VWAPs show where large players have established positions
✓ Entry Timing: Wait for pullbacks to VWAP in trending markets
✓ Stop Placement: Use VWAP ± standard deviation as volatility-adjusted stop levels
✓ Breakout Confirmation: Breakouts from consolidation with price reclaiming VWAP = stronger signal
✓ Multi-Timeframe Analysis: Compare short vs long-period VWAPs to gauge momentum alignment
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⚠️ IMPORTANT NOTES
• The indicator redraws on each bar to maintain accurate visual representation (uses `barstate.islast`)
• Maximum lookback is limited to 5000 bars for performance optimization
• Time range calculations work across all timeframes but are most effective on intraday to daily charts
• Standard deviation bands assume volume-weighted distribution; extreme events may violate assumptions
• Auto mode always calculates to current bar; use Manual mode for fixed historical periods
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This indicator is open-source. Feel free to examine the code, learn from it, and adapt it to your needs.
FX Sessions by m_cptForex Intraday Sessions Indicator, config time in UTC-4. Support 4 main sessions, smooth end-to-start candles mode, without gaps if your sessions has config like:
1) 19:00 - 03:00
2) 02:00 - 03:00
3) 03:00 -11:00
No excluded last candles issue on all TFs.
Working on LTF up to 1h TF since its intraday sessions indicator.
Stock Fundamental Overlay [DarwinDarma]Stock Fundamental Overlay
Stock Fundamental Overlay is a comprehensive valuation indicator that displays multiple fundamental analysis metrics directly on your price chart.
Key Features:
• Graham Number - Benjamin Graham's intrinsic value formula
• Book Value Per Share (BVPS) - Net asset value baseline
• DCF Valuation - Discounted Cash Flow analysis (non-financial stocks)
• DDM Valuation - Dividend Discount Model (dividend-paying stocks)
• Visual Value Zones - Color-coded undervalued/overvalued regions
• Real-time Fundamental Table - Live metrics and valuations
• Price vs Graham Comparison - Quick valuation assessment
• Built-in Alerts - Notification when price crosses key levels
Valuation Models:
• Graham Number: √(22.5 × EPS × BVPS)
• DCF: Customizable discount rate, growth rate, and forecast period
• DDM: Gordon Growth Model for dividend analysis
Visual Elements:
• Plot lines for BVPS, Graham Number, and DCF values
• Shaded value zone between BVPS and Graham Number
• Background coloring: Deep value (below BVPS), Undervalued (below Graham), Overvalued (>1.5x Graham)
• Dynamic table showing all metrics with theme-aware text colors
Special Handling:
• Financial sector detection - DCF disabled for banks/financials where FCF metrics are distorted
• Automatic light/dark theme adaptation
• TTM (Trailing Twelve Months) data for current metrics
How to Use - Value Investing Approach:
1. Identifying Undervalued Stocks:
• Look for price trading BELOW the Graham Number (green zone) - potential value opportunity
• Deep value: Price below BVPS indicates trading below net asset value
• Check "Price vs Graham" % in table - negative values suggest undervaluation
• Compare multiple models: When price is below Graham, DCF, and BVPS simultaneously, stronger buy signal
2. Margin of Safety:
• Benjamin Graham recommended buying at 2/3 of intrinsic value (33% margin of safety)
• Monitor the gap between current price and valuation lines
• Larger gaps = greater margin of safety = lower downside risk
• Use the shaded "Value Zone" as your target buying range
3. Setting Alerts:
• "Price Below Graham Number" - Notifies when stock enters value territory
• "Price Below Book Value" - Extreme value alert for deep value hunters
• "Price Below DCF Value" - Cash flow-based value signal
• Set alerts on watchlist stocks to catch value opportunities
4. Customizing for Your Strategy:
• Conservative investors: Use lower growth rates (3-4%) and higher discount rates (12-15%)
• Growth-value investors: Adjust growth rate (6-8%) for quality compounders
• Dividend investors: Focus on DDM value and Div/Share metrics
• Adjust forecast years based on business predictability (stable = 10 years, cyclical = 5 years)
5. Red Flags to Avoid:
• Negative EPS or FCF (red values in table) - proceed with caution
• Financial sector stocks - Use DDM and Graham, ignore DCF
• Price far above Graham (>1.5x) with red background = overvalued territory
• No fundamental data = "N/A" in table - stock may lack reporting or be too small
• Stock persistently below BVPS for extended periods - potential value trap or business in distress
• Price significantly above ALL models (BVPS, Graham, DCF) - sentiment-driven, lacks intrinsic value foundation (fragile)
⚠️ Important Value Investing Warnings:
• Value Trap Alert: A stock staying below BVPS for months/years may signal fundamental deterioration, asset impairments, or dying industry - not just "cheap." Investigate WHY it's cheap before buying
• Sentiment Bubble Risk: When price trades far above BVPS, Graham Number, AND DCF simultaneously, the stock has no intrinsic value basis. Examples: commodity stocks during boom cycles (gold miners in gold rallies), meme stocks, hype-driven sectors. These are highly fragile and vulnerable to mean reversion
• Cyclical Trap: Commodity/cyclical stocks can appear "cheap" at peak earnings (low P/E, high FCF) but are actually expensive. Normalize earnings across the cycle before valuing
• Quality Matters: Some excellent businesses (asset-light, high ROIC) naturally trade above book value. Don't avoid quality - adjust expectations for business model
6. Monitoring Positions:
• Watch for price approaching or exceeding Graham Number - consider taking profits
• Track EPS and FCF trends quarter-to-quarter in the table
• If fundamentals deteriorate (falling BVPS, negative FCF), reassess thesis
• Use background colors for quick visual check: green = hold/buy, red = overvalued
Perfect for:
Value investors seeking multi-model fundamental analysis, long-term investors comparing intrinsic value to market price, dividend investors evaluating yield stocks, and fundamental traders looking for entry/exit signals.
Note: Only works with stocks that have financial data available. Not applicable to crypto, forex, or futures. This indicator provides analysis tools; always conduct thorough research and due diligence before investing.
Liquidity Swap Detector Ultimate - Cedric JeanjeanAdvanced Smart Money Concepts indicator designed to detect high-probability liquidity sweeps and institutional order flow reversals. This professional-grade tool combines multiple ICT (Inner Circle Trader) strategies to identify optimal entry points.
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📊 KEY FEATURES:
✅ Smart Swing Detection
- Identifies confirmed swing highs and lows using adaptive lookback periods
- Eliminates false signals through double-confirmation logic
- Detects liquidity grabs at key market structure points
✅ Fair Value Gap (FVG) Analysis
- Multi-timeframe FVG detection for enhanced accuracy
- Filters imbalances by minimum size threshold
- Combines current timeframe and higher timeframe FVGs
✅ Advanced Volatility Filter
- ATR-based volatility analysis to avoid low-quality setups
- Adjustable volatility threshold (default 0.35%)
- Ensures entries during optimal market conditions
✅ Precision Signal Generation
- LONG signals: Confirmed swing lows + FVG + volatility confirmation
- SHORT signals: Confirmed swing highs + FVG + volatility confirmation
- Clear visual markers with price labels
✅ Comprehensive Alert System
- Three alert types: Simple, Detailed, JSON (for webhooks)
- Separate LONG/SHORT alert controls
- Compatible with MT5 integration via webhooks
- TradingView native alertcondition support
✅ Professional Dashboard
- Real-time ATR monitoring
- Volatility percentage display
- FVG status indicator
- Alert status tracker
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⚙️ CUSTOMIZABLE PARAMETERS:
🔹 Lookback Swing (1-50): Defines swing detection sensitivity
🔹 ATR Multiplier: Controls wick filter strength
🔹 Volatility Filter: Minimum required market volatility (%)
🔹 FVG Filter: Minimum fair value gap size (%)
🔹 FVG Timeframe: Higher timeframe for multi-TF analysis
🔹 Visual Options: Toggle swing marks, FVG zones, labels
🔹 Alert Controls: Enable/disable LONG/SHORT notifications
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📈 HOW IT WORKS:
1. The indicator scans for confirmed swing points using a robust double-confirmation algorithm
2. Simultaneously analyzes Fair Value Gaps on both current and higher timeframes
3. Validates market volatility to ensure sufficient price movement
4. Generates precise entry signals when all conditions align
5. Triggers customizable alerts for instant notification
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🎯 BEST PRACTICES:
- Use on liquid markets (Forex majors, indices, crypto)
- Recommended timeframes: 15m, 1H, 4H
- Combine with support/resistance for confirmation
- Adjust lookback period based on market volatility
- Test alert settings before live trading
- Use JSON alerts for automated trading integration
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⚡ ALERT CONFIGURATION:
1. Click the Alert icon (bell) in TradingView
2. Select "Liquidity Swap Detector Ultimate - TITAN v6"
3. Choose your preferred alert condition:
- LONG Signal: Only bullish setups
- SHORT Signal: Only bearish setups
- ANY Signal: All trading opportunities
4. Set expiration and notification preferences
5. For MT5 integration: Select "JSON" message type and configure webhook URL
ICT Liquidity Sweep Asia/London 1 Trade per High & Low🧠 ICT Liquidity Sweep Asia/London — 1 Trade per High & Low
This strategy is inspired by the ICT (Inner Circle Trader) concepts of liquidity sweeps and market structure, focusing on the Asia and London sessions.
It automatically identifies liquidity grabs (sweeps) above or below key session highs/lows and enters trades with a fixed risk/reward ratio (RR).
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⚙️ Core Logic
-Asia Session: 8:00 PM – 11:59 PM (New York time)
-London Session: 2:00 AM – 5:00 AM (New York time)
-The script marks the Asia High/Low and London High/Low ranges for each day.
-When the market sweeps above a session high → potential Short setup
-When the market sweeps below a session low → potential Long setup
-A trade is triggered when the confirmation candle closes in the opposite direction of the sweep (bearish after a high sweep, bullish after a low sweep).
-Only one trade per sweep type (1 per High, 1 per Low) is allowed per session.
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📈 Risk Management
-Configurable Risk/Reward Target (default = 2:1)
-Configurable Position Size (number of contracts)
-Each trade uses a fixed Stop Loss (beyond the wick of the sweep) and a Take Profit calculated from the RR setting.
-All trades are automatically logged in the Strategy Tester with performance metrics.
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💡 Features
✅ Visual session highlighting (Asia = Aqua, London = Orange)
✅ Automatic liquidity line plotting (session highs/lows)
✅ Entry & exit labels (optional visual display)
✅ Customizable RR and contract size
✅ Works on any instrument (ideal for indices, futures, or forex)
✅ Compatible with all timeframes (optimized for 1M–15M)
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⚠️ Notes
-Best used on New York time-based charts.
-Designed for educational and backtesting purposes — not financial advice.
-Use as a foundation for further optimization (e.g., SMT confirmation, FVG filter, or time-based restrictions).
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🧩 Recommended Use
Pair this with:
-ICT’s concepts like CISD (Change in State of Delivery) and FVGs (Fair Value Gaps)
-Higher timeframe liquidity maps
-Session bias or daily narrative filters
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Author: jygirouard
Strategy Version: 1.3
Type: ICT Liquidity Sweep Automation
Timezone: America/New_York
Pivot Regime Anchored VWAP [CHE] Pivot Regime Anchored VWAP — Detects body-based pivot regimes to classify swing highs and lows, anchoring volume-weighted average price lines directly at higher highs and lower lows for adaptive reference levels.
Summary
This indicator identifies shifts between top and bottom regimes through breakouts in candle body highs and lows, labeling swing points as higher highs, lower highs, lower lows, or higher lows. It then draws anchored volume-weighted average price lines starting from the most recent higher high and lower low, providing dynamic support and resistance that evolve with volume flow. These anchored lines differ from standard volume-weighted averages by resetting only at confirmed swing extremes, reducing noise in ranging markets while highlighting momentum shifts in trends.
Motivation: Why this design?
Traders often struggle with static reference lines that fail to adapt to changing market structures, leading to false breaks in volatile conditions or missed continuations in trends. By anchoring volume-weighted average price calculations to body pivot regimes—specifically at higher highs for resistance and lower lows for support—this design creates reference levels tied directly to price structure extremes. This approach addresses the problem of generic moving averages lagging behind swing confirmations, offering a more context-aware tool for intraday or swing trading.
What’s different vs. standard approaches?
- Baseline reference: Traditional volume-weighted average price indicators compute a running total from session start or fixed periods, often ignoring price structure.
- Architecture differences:
- Regime detection via body breakout logic switches between high and low focus dynamically.
- Anchoring limited to confirmed higher highs and lower lows, with historical recalculation for accurate line drawing.
- Polyline rendering rebuilds only on the last bar to manage performance.
- Practical effect: Charts show fewer, more meaningful lines that start at swing points, making it easier to spot confluences with structure breaks rather than cluttered overlays from continuous calculations.
How it works (technical)
The indicator first calculates the maximum and minimum of each candle's open and close to define body highs and lows. It then scans a lookback window for the highest body high and lowest body low. A top regime triggers when the body high from the lookback period exceeds the window's highest, and a bottom regime when the body low falls below the window's lowest. These regime shifts confirm pivots only when crossing from one state to the other.
For top pivots, it compares the new body high against the previous swing high: if greater, it marks a higher high and anchors a new line; otherwise, a lower high. The same logic applies inversely for bottom pivots. Anchored lines use cumulative price-volume products and volumes from the anchor bar onward, subtracting prior cumulatives to isolate the segment. On pivot confirmation, it loops backward from the current bar to the anchor, computing and storing points for the line. New points append as bars advance, ensuring the line reflects ongoing volume weighting.
Initialization uses persistent variables to track the last swing values and anchor bars, starting with neutral states. Data flows from regime detection to pivot classification, then to anchoring and point accumulation, with lines rendered globally on the final bar.
Parameter Guide
Pivot Length — Controls the lookback window for detecting body breakouts, influencing pivot frequency and sensitivity to recent action. Shorter values catch more pivots in choppy conditions; longer smooths for major swings. Default: 30 (bars). Trade-offs/Tips: Min 1; for intraday, try 10–20 to reduce lag but watch for noise; on daily, 50+ for stability.
Show Pivot Labels — Toggles display of text markers at swing points, aiding quick identification of higher highs, lower highs, lower lows, or higher lows. Default: true. Trade-offs/Tips: Disable in multi-indicator setups to declutter; useful for backtesting structure.
HH Color — Sets the line and label color for higher high anchored lines, distinguishing resistance levels. Default: Red (solid). Trade-offs/Tips: Choose contrasting hues for dark/light themes; pair with opacity for fills if added later.
LL Color — Sets the line and label color for lower low anchored lines, distinguishing support levels. Default: Lime (solid). Trade-offs/Tips: As above; green shades work well for bullish contexts without overpowering candles.
Reading & Interpretation
Higher high labels and red lines indicate potential resistance zones where volume weighting begins at a new swing top, suggesting sellers may defend prior highs. Lower low labels and lime lines mark support from a fresh swing bottom, with the line's slope reflecting buyer commitment via volume. Lower highs or higher lows appear as labels without new anchors, signaling possible range-bound action. Line proximity to price shows overextension; crosses may hint at regime shifts, but confirm with volume spikes.
Practical Workflows & Combinations
- Trend following: Enter longs above a rising lower low anchored line after higher low confirmation; filter with rising higher highs for uptrends. Use line breaks as trailing stops.
- Exits/Stops: In downtrends, exit shorts below a higher high line; set aggressive stops above it for scalps, conservative below for swings. Pair with momentum oscillators for divergence.
- Multi-asset/Multi-TF: Defaults suit forex/stocks on 1H–4H; on crypto 15M, shorten length to 15. Scale colors for dark themes; combine with higher timeframe anchors for confluence.
Behavior, Constraints & Performance
Closed-bar logic ensures pivots confirm after the lookback period, with no repainting on historical bars—live bars may adjust until regime shift. No higher timeframe calls, so minimal repaint risk beyond standard delays. Resources include a 2000-bar history limit, label/polyline caps at 200/50, and loops for historical point filling (up to current bar count from anchor, typically under 500 iterations). Known limits: In extreme gaps or low-volume periods, anchors may skew; lines absent until first pivots.
Sensible Defaults & Quick Tuning
Start with the 30-bar length for balanced pivot detection across most assets. For too-frequent pivots in ranges, increase to 50 for fewer signals. If lines lag in trends, reduce to 20 and enable labels for visual cues. In low-volatility assets, widen color contrasts; test on 100-bar history to verify stability.
What this indicator is—and isn’t
This is a structure-aware visualization layer for anchoring volume-weighted references at swing extremes, enhancing manual analysis of regimes and levels. It is not a standalone signal generator or predictive model—always integrate with broader context like order flow or news. Use alongside risk management and position sizing, not as isolated buy/sell triggers.
Many thanks to LuxAlgo for the original script "McDonald's Pattern ". The implementation for body pivots instead of wicks uses a = max(open, close), b = min(open, close) and then highest(a, length) / lowest(b, length). This filters noise from the wicks and detects breakouts over/under bodies. Unusual and targeted, super innovative.
Disclaimer
The content provided, including all code and materials, is strictly for educational and informational purposes only. It is not intended as, and should not be interpreted as, financial advice, a recommendation to buy or sell any financial instrument, or an offer of any financial product or service. All strategies, tools, and examples discussed are provided for illustrative purposes to demonstrate coding techniques and the functionality of Pine Script within a trading context.
Any results from strategies or tools provided are hypothetical, and past performance is not indicative of future results. Trading and investing involve high risk, including the potential loss of principal, and may not be suitable for all individuals. Before making any trading decisions, please consult with a qualified financial professional to understand the risks involved.
By using this script, you acknowledge and agree that any trading decisions are made solely at your discretion and risk.
Do not use this indicator on Heikin-Ashi, Renko, Kagi, Point-and-Figure, or Range charts, as these chart types can produce unrealistic results for signal markers and alerts.
Best regards and happy trading
Chervolino
Realtime RenkoI've been working on real-time renko for a while as a coding challenge. The interesting problem here is building renko bricks that form based on incoming tick data rather than waiting for bar closes. Every tick that comes through gets processed immediately, and when price moves enough to complete a brick, that brick closes and a new one opens right then. It's just neat because you can run it and it updates as you'd expect with renko, forming bricks based purely on price movement happening in real time rather than waiting for arbitrary time intervals to pass.
The three brick sizing methods give you flexibility in how you define "enough movement" to form a new brick. Traditional renko uses a fixed price range, so if you set it to 10 ticks, every brick represents exactly 10 ticks of movement. This works well for instruments with stable tick sizes and predictable volatility. ATR-based sizing calculates the average true range once at startup using a weighted average across all historical bars, then divides that by your brick value input. If you want bricks that are one full ATR in size, you'd use a brick value of 1. If you want half-ATR bricks, use 2. This inverted relationship exists because the calculation is ATR divided by your input, which lets you work with multiples and fractions intuitively. Percentage-based sizing makes each brick a fixed percentage move from the previous brick's close, which automatically scales with price level and works well for instruments that move proportionally rather than in absolute tick increments.
The best part about this implementation is how it uses varip for state management. When you first load the indicator, there's no history at all. Everything starts fresh from the moment you add it to your chart because varip variables only exist in real-time. This means you're watching actual renko bricks form from real tick data as it arrives. The indicator builds its own internal history as it runs, storing up to 250 completed bricks in memory, but that history only exists for the current session. Refresh the page or reload the indicator and it starts over from scratch.
The visual implementation uses boxes for brick bodies and lines for wicks, drawn at offset bar indices to create the appearance of a continuous renko chart in the indicator pane. Each brick occupies two bar index positions horizontally, which spaces them out and makes the chart readable. The current brick updates in real time as new ticks arrive, with its high, low, and close values adjusting continuously until it reaches the threshold to close and become finalized. Once a brick closes, it gets pushed into the history array and a new brick opens at the closing level of the previous one.
What makes this especially useful for debugging and analysis are the hover tooltips on each brick. Clicking on any brick brings up information showing when it opened with millisecond precision, how long it took to form from open to close, its internal bar index within the renko sequence, and the brick size being used. That time delta measurement is particularly valuable because it reveals the pace of price movement. A brick that forms in five seconds indicates very different market conditions than one that takes three minutes, even though both bricks represent the same amount of price movement. You can spot acceleration and deceleration in trend development by watching how quickly consecutive bricks form.
The pine logs that generate when bricks close serve as breadcrumbs back to the main chart. Every time a brick finalizes, the indicator writes a log entry with the same information shown in the tooltip. You can click that log entry and TradingView jumps your main chart to the exact timestamp when that brick closed. This lets you correlate renko brick formation with what was happening on the time-based chart, which is critical for understanding context. A brick that closed during a major news announcement or at a key support level tells a different story than one that closed during quiet drift, and the logs make it trivial to investigate those situations.
The internal bar indexing system maintains a separate count from the chart's bar_index, giving each renko brick its own sequential number starting from when the indicator begins running. This makes it easy to reference specific bricks in your analysis or when discussing patterns with others. The internal index increments only when a brick closes, so it's a pure measure of how many bricks have formed regardless of how much chart time has passed. You can match these indices between the visual bricks and the log entries, which helps when you're trying to track down the details of a specific brick that caught your attention.
Brick overshoot handling ensures that when price blows through the threshold level instead of just barely touching it, the brick closes at the threshold and the excess movement carries over to the next brick. This prevents gaps in the renko sequence and maintains the integrity of the brick sizing. If price shoots up through your bullish threshold and keeps going, the current brick closes at exactly the threshold level and the new brick opens there with the overshoot already baked into its initial high. Without this logic, you'd get renko bricks with irregular sizes whenever price moved aggressively, which would undermine the whole point of using fixed-range bricks.
The timezone setting lets you adjust timestamps to your local time or whatever reference you prefer, which matters when you're analyzing logs or comparing brick formation times across different sessions. The time delta formatter converts raw milliseconds into human-readable strings showing days, hours, minutes, and seconds with fractional precision. This makes it immediately clear whether a brick took 12.3 seconds or 2 minutes and 15 seconds to form, without having to parse millisecond values mentally.
This is the script version that will eventually be integrated into my real-time candles library. The library version had an issue with tooltips not displaying correctly, which this implementation fixes by using a different approach to label creation and positioning. Running it as a standalone indicator also gives you more control over the visual settings and makes it easier to experiment with different brick sizing methods without affecting other tools that might be using the library version.
What this really demonstrates is that real-time indicators in Pine Script require thinking about state management and tick processing differently than historical indicators. Most indicator code assumes bars are immutable once closed, so you can reference `close ` and know that value will never change. Real-time renko throws that assumption out because the current brick is constantly mutating with every tick until it closes. Using varip for state variables and carefully tracking what belongs to finalized bricks versus the developing brick makes it possible to maintain consistency while still updating smoothly in real-time. The fact that there's no historical reconstruction and everything starts fresh when you load it is actually a feature, not a limitation, because you're seeing genuine real-time brick formation rather than some approximation of what might have happened in the past.
NY 4H Wyckoff State Machine [CHE] NY 4H Wyckoff State Machine — Full (Re-Entry, Breakout, Wick, Re-Accum/Distrib, Dynamic Table) — One-Candle Wyckoff Re-Entry (OCWR)
Summary
OCWR operationalizes a one-candle session workflow: mark the first four-hour New York candle, fix its high and low as the session range when the window closes, and drive entries through a Wyckoff-style state machine on intraday bars. The script adds an ATR-scaled buffer around the range and requires multi-bar acceptance before treating breaks or re-entries as valid. Optional wick-cluster evidence, a proximity retest, and simple volume or RSI gates increase selectivity. Background tints expose regimes, shapes mark events, a dynamic table explains the current state, and hidden plots supply alert payloads. The design reduces random flips and makes state transitions auditable without higher-timeframe calls.
Origin and name
Method name: One-Candle Wyckoff Re-Entry (OCWR)
Transcript origin: The source idea is a “stupid simple one-candle scalping” routine: mark the first New York four-hour candle (commonly between one and five in the morning New York time), drop to five minutes, observe accumulation inside, wait for a manipulation move outside, then trade the re-entry back inside. Stops go beyond the excursion extreme; targets are either a fixed reward multiple or the opposite side of the range. Preference is given to several manipulation candles. This indicator codifies that workflow with explicit states, acceptance counters, buffers, and optional quality filters. Any external performance claims are not part of the code.
Motivation: Why this design?
Session levels are widely respected, yet single-bar breaches around them are noisy. OCWR separates range discovery from trade logic. It locks the range at the end of the window, applies an ATR-scaled buffer to ignore marginal oversteps, and requires acceptance over several bars for breaks and re-entries. Wick evidence and optional retest proximity help confirm that an excursion likely cleared liquidity rather than launched a trend. This yields cleaner transitions from test to commitment.
What’s different vs. standard approaches?
Baseline: Static session lines or one-shot Wyckoff tags without process control.
Architecture: Dual long and short state machines; ATR-buffered edges; multi-bar acceptance for breaks and re-entries; optional wick dominance and cluster checks; optional retest tolerance; direct and opposite breakout paths; cooldown after fires; distribution timeout; dynamic table with highlighted row.
Practical effect: Fewer single-bar head-fakes, clearer hand-offs, and on-chart explanations of the machine’s view.
Wyckoff structure by example — OCWR on five minutes
One-candle setup:
On the four-hour chart, mark the first New York candle’s high and low, then switch to five minutes. Solid lines show the fixed range; dashed lines show ATR-buffered edges.
Long path (verbal mapping):
Phase A, Stopping Action: Price stabilizes inside the range.
Phase B, Consolidation: Sustained balance while the window is closed and after the range is fixed.
Phase C, Test (Spring): Excursion below the buffered low with preference for several outside bars and dominant lower wicks, then a return inside.
Re-entry acceptance: A required run of inside bars validates the test.
Phase D, Breakout to Markup: Long signal fires; stop beyond the excursion extreme; objective is the opposite range or a fixed reward multiple.
Phase E, Trend (Markup) and Re-Accumulation: Advance continues until target, stop, confirmation back against the box, or timeout. A pause inside trend may register as re-accumulation.
Short path mirrors the above: A UTAD-style move forms above the buffered high, then re-entry leads to Markdown and possible re-distribution.
Variant map (verbal):
Accumulation after a downtrend: with Spring and Test, or without Spring; both proceed to Markup and may pause in Re-Accumulation.
Distribution after an uptrend: with UTAD and Test, or without UTAD; both proceed to Markdown and may pause in Re-Distribution.
Note: Phases A through E occur within each variant and are not separate variants.
How it works (technical)
Session window: A configurable four-hour New York window records its high and low. At window end, the bounds are fixed for the session.
ATR buffer: A margin above and below the fixed range discourages triggers from tiny oversteps.
Inside and outside: Users choose close-based or wick-based detection. Overshoot requirements are expressed verbally as a fraction of the range with an optional absolute minimum.
Manipulation tracking: The machine counts bars spent outside and records the side extreme.
Re-entry acceptance: After a return inside, a specified number of inside bars must print before acceptance.
Direct and opposite breakouts: Direct breakouts from accumulation and opposite breakouts after manipulation are supported, subject to acceptance and optional filters.
Targets and exits: Choose the opposite boundary or a fixed reward multiple. Distribution ends on target, stop, confirmation back against the range, or timeout.
Context filters (optional): Volume above a scaled SMA, RSI thresholds, and a trend SMA for simple regime context.
Diagnostics: Background tints for regimes; arrows for re-entries; triangles for breakouts; table with row highlights; hidden plots for alert values.
Central table (Wyckoff console)
The table sits top-right and explains the machine’s stance. Columns: Structure label, plain-English description, active state pair for long and short, and human phase tags. Rows: Start and range building; accumulation branch with Spring and Test as well as direct breakout; Markup and re-accumulation; distribution branch with UTAD and Test as well as direct short breakout; Markdown and re-distribution. Only the active state cell is rewritten each last bar, for example “L_ACCUM slash S_ACCUM”. Row highlighting is context-aware: accumulation, Spring or UTAD, breakout, Markup or Markdown, and re-accumulation or re-distribution checks can highlight independently so users see simultaneous conditions. The table is created once, updated only on the last bar for efficiency, and functions as a read-only console to audit why a signal fired and where the path currently sits.
Parameter Guide
Session window and time zone: First four hours of New York by default; time zone “America/New_York”.
ATR length and buffer factor: Control buffer size; larger reduces sensitivity, smaller reacts faster.
Minimum overshoot (fraction and absolute): Demand meaningful extension beyond the buffer.
Break mode: Close-based is stricter; wick-based is more reactive.
Acceptance counts: Separate counts for break, re-entry, and opposite breakout; higher values reduce noise.
Minimum bars outside: Ensures manipulation is not a single spike.
Wick detection and clusters (optional): Dominance thresholds and cluster size within a short window.
Retest required and tolerance (optional): Gate re-entry by proximity to the buffered edge.
Volume and RSI filters (optional): Simple gates on activity and momentum.
TP mode and reward multiple: Opposite range or fixed multiple.
Cooldown and distribution timeout: Rate-limit signals and prevent endless distribution.
Visualization toggles: Background phases, labels, table, and helper lines.
Reading & Interpretation
Solid lines are the fixed session bounds; dashed lines are buffers. Backgrounds tint accumulation, manipulation, and distribution. Arrows show accepted re-entries; triangles show direct or opposite breakouts. Labels can summarize entry, stop, target, and risk. The table highlights the active row and the current state pair.
Practical Workflows & Combinations
OCWR baseline: Each morning, mark the New York four-hour candle, move to five minutes, prefer multi-bar manipulation outside, then wait for a qualified re-entry inside. Stop beyond the excursion extreme. Target the opposite range for conservative management or a fixed multiple for uniform sizing.
Trend following: Favor direct breakouts with trend alignment and no contradictory wick evidence.
Quality control: When noise rises, increase acceptance, raise the buffer factor, enable retest, and require wick clusters.
Discretionary confluences: Fair-value gaps and trend lines can be added by the user; they are not computed by this script.
Behavior, Constraints & Performance
Closed-bar confirmation is recommended when you require finality; live-bar conditions can change until close. The script does not call higher-timeframe data. It uses arrays, lines, labels, boxes, and a table; maximum bars back is five thousand; table updates are last-bar only. Known limits include compressed buffers in quiet sessions, unreliable wick evidence in thin markets, and session misalignment if the platform time zone is not New York.
Sensible Defaults & Quick Tuning
Start with ATR length fourteen, buffer factor near zero point fifteen, overshoot fraction near zero point ten, acceptance counts of two, minimum outside duration three, retest required on.
Too many flips: increase acceptance, raise buffer, enable retest, and tighten wick thresholds.
Too slow: reduce acceptance, lower buffer, switch to wick-based breaks, disable retest.
Noisy wicks: increase minimum wick ratio and cluster size, or disable wick detection.
What this indicator is—and isn’t
A session-anchored visualization and signal layer that formalizes a Wyckoff-style re-entry and breakout workflow derived from a single four-hour New York candle. It is not predictive and not a complete trading system. Use with structure analysis, risk controls, and position management.
Disclaimer
The content provided, including all code and materials, is strictly for educational and informational purposes only. It is not intended as, and should not be interpreted as, financial advice, a recommendation to buy or sell any financial instrument, or an offer of any financial product or service. All strategies, tools, and examples discussed are provided for illustrative purposes to demonstrate coding techniques and the functionality of Pine Script within a trading context.
Any results from strategies or tools provided are hypothetical, and past performance is not indicative of future results. Trading and investing involve high risk, including the potential loss of principal, and may not be suitable for all individuals. Before making any trading decisions, please consult with a qualified financial professional to understand the risks involved.
By using this script, you acknowledge and agree that any trading decisions are made solely at your discretion and risk.
Do not use this indicator on Heikin-Ashi, Renko, Kagi, Point-and-Figure, or Range charts, as these chart types can produce unrealistic results for signal markers and alerts.
Best regards and happy trading
Chervolino
Smart Money Concepts Pro – OB, FVG, Liquidity + Trade SetupsThis script is a complete Smart Money Concepts (SMC) toolkit designed for traders who want clean and actionable charts without clutter.
It combines the most important institutional concepts into one indicator:
Order Blocks (OB): auto-detection of bullish and bearish order blocks with mitigation tracking, merging and TTL (time-to-live).
Fair Value Gaps (FVG): automatic gap recognition with size filters, mitigation tracking and lifetime control.
Liquidity Pools (EQH/EQL): equal highs and equal lows marked with tolerance (ATR-based or fixed).
Break of Structure (BOS): up/down structure shifts plotted directly on the chart.
Multi-Timeframe (HTF): option to use higher timeframe data (e.g. H4, Daily) for stronger zones.
Trend Filter: show zones only in the direction of market structure.
Trade Setups: automatic signals for OB Retest + Trend setups, with entry, stop-loss and take-profit levels (custom R-R).
Flexible Zone Extension: choose between extending zones to the live bar or fixed box width for a cleaner look when scrolling.
Features
Fully customizable (pivot length, ATR filters, box width, TTL, zone colors)
Separate presets for Scalping, Intraday, Swing trading styles
Visual trade planning with entry/SL/TP lines and optional labels
Works across all markets (crypto, forex, indices, stocks)
How to use
Bias: identify overall direction (BOS + HTF zones).
Wait: for price to return to an unmitigated OB or FVG.
Entry: take the setup signal (OB retest + trend filter).
Risk: stop-loss at opposite OB boundary.
Target: TP based on chosen R-R multiple (default 2R).
⚡ Whether you scalp short-term moves or swing trade HTF zones, this indicator gives you a clear institutional edge in spotting supply/demand imbalances and high-probability setups.
Index of Civilization DevelopmentIndex of Civilization Development Indicator
This Pine Script (version 6) creates a custom technical indicator for TradingView, titled Index of Civilization Development. It generates a composite index by averaging normalized stock market performances from a selection of global country indices. The normalization is relative to each index's 100-period simple moving average (SMA), scaled to a percentage (100% baseline). This allows for a comparable "development" or performance metric across diverse markets, potentially highlighting trends in global economic or "civilizational" progress based on equity markets.The indicator plots as a single line in a separate pane (non-overlay) and is designed to handle up to 40 symbols to respect TradingView's request.security() call limits.Key FeaturesComposite Index Calculation: Fetches the previous bar's close (close ) and its 100-period SMA for each selected symbol.
Normalizes each: (close / SMA(100)) * 100.
Averages the valid normalizations (ignores invalid/NA data) to produce a single "Index (%)" value.
Symbol Selection Modes:Top N Countries: Selects from a predefined list of the top 50 global stock indices (by market cap/importance, e.g., SPX for USA, SHCOMP for China). Options: Top 5, 15, 25, or 50.
Democratic Countries: ~38 symbols from democracies (e.g., SPX, NI225, NIFTY; based on democracy indices ≥6/10, including flawed/parliamentary systems).
Dictatorships: ~12 symbols from authoritarian/hybrid regimes (e.g., SHCOMP, TASI, IMOEX; scores <6/10).
Customization:Line color (default: blue).
Line width (1-5, default: 2).
Line style: Solid line (default), Stepline, or Circles.
Data Handling:Uses request.security() with lookahead enabled for real-time accuracy, gaps off, and invalid symbol ignoring.
Runs calculations on every bar, with max_bars_back=2000 for historical depth.
Arrays are populated only on the first bar (barstate.isfirst) for efficiency.
Predefined Symbol Lists (Examples)Top 50: SPX (USA), SHCOMP (China), NI225 (Japan), ..., BAX (Bahrain).
Democratic: Focuses on free-market democracies like USA, Japan, UK, Canada, EU nations, Australia, etc.
Dictatorships: Authoritarian markets like China, Saudi Arabia, Russia, Turkey, etc.
Usage TipsAdd to any chart (e.g., daily/weekly timeframe) to view the composite line.
Ideal for macro analysis: Compare democratic vs. authoritarian performance, or track "top world" equity health.
Potential Limitations: Relies on TradingView's symbol availability; some exotic indices (e.g., KWSEIDX) may fail if not supported. The 40-symbol cap prevents errors.
Interpretation: Values >100 indicate above-trend performance; <100 suggest underperformance relative to recent averages.
This script blends financial data with geopolitical categorization for a unique "civilization index" perspective on global markets. For modifications, ensure symbol tickers match TradingView's format.
Swing Points LiquiditySwing Points Liquidity
Unlock advanced swing detection and liquidity zone marking for smarter trading decisions.
Overview:
Swing Points Liquidity automatically identifies key swing highs and swing lows using a five-candle “palm” structure, marking each significant price turn with precise labels: “BSL swing high” for potential bearish liquidity and “SSL swing low” for potential bullish liquidity. This transparent swing logic provides a robust way to highlight areas where price is most likely to react—making it an invaluable tool for traders applying Smart Money Concepts, supply and demand, or liquidity-based strategies.
How It Works:
The indicator scans every candle on your chart to detect and label swing highs and lows.
A swing high (“BSL swing high”) is identified when a central candle’s high is greater than the highs of the previous two and next two candles.
A swing low (“SSL swing low”) is identified when a central candle’s low is lower than the lows of the previous two and next two candles.
Labels are plotted for every detected swing point, providing clear visualization of important market liquidity levels on any symbol and timeframe.
How to Use:
Liquidity levels marked by the indicator are potential price reversal zones. To optimize your entries, combine these levels with confirmation signals such as reversal candlestick patterns, order blocks, or fair value gaps (FVGs).
When you see a “BSL swing high” or “SSL swing low” label, observe the price action at that area—if a reliable reversal pattern or order block/FVG forms, it can signal a high-probability trade opportunity.
These marked liquidity swings are also excellent for locating confluence zones, setting stop losses, and identifying where institutional activity or smart money may trigger significant moves. Always use market structure and price action in conjunction with these levels for greater consistency and confidence in your trading.
Features:
Customizable label display for swing highs (BSL) and swing lows (SSL)
Automatic detection using robust 5-candle palm logic
Works with all symbols and chart timeframes
Lightweight, clear visual style—easy for manual and algorithmic traders
Notes:
The indicator requires at least two candles both before and after each swing point, so labels will start appearing after enough historical data is loaded.
For deeper historical analysis, simply scroll left or zoom out on your chart to load more candles—the indicator will automatically process and display swing points on all available data.
Outside Candle Session Breakout [CHE]Outside Candle Session Breakout
Session - anchored HTF levels for clear market-structure and precise breakout context
Summary
This indicator is a relevant market-structure tool. It anchors the session to the first higher-timeframe bar, then activates only when the second bar forms an outside condition. Price frequently reacts around these anchors, which provides precise breakout context and a clear overview on both lower and higher timeframes. Robustness comes from close-based validation, an adaptive volatility and tick buffer, first-touch enforcement, optional retest, one-signal-per-session, cooldown, and an optional trend filter.
Pine version: v6. Overlay: true.
Motivation: Why this design?
Short-term breakout tools often trigger during noise, duplicate within the same session, or drift when volatility shifts. The core idea is to gate signals behind a meaningful structure event: a first-bar anchor and a subsequent outside bar on the session timeframe. This narrows attention to structurally important breaks while adaptive buffering and debouncing reduce false or mid-run triggers.
What’s different vs. standard approaches?
Baseline: Simple high-low breaks or fixed buffers without session context.
Architecture: Session-anchored first-bar high/low; outside-bar gate; close-based confirmation with an adaptive ATR and tick buffer; first-touch enforcement; optional retest window; one-signal-per-session and cooldown; optional EMA trend and slope filter; higher-timeframe aggregation with lookahead disabled; themeable visuals and a range fill between levels.
Practical effect: Cleaner timing at structurally relevant levels, fewer redundant or late triggers, and better multi-timeframe situational awareness.
How it works (technical)
The chart timeframe is mapped to an analysis timeframe and a session timeframe.
The first session bar defines the anchor high and low. The setup becomes active only after the next bar forms an outside range relative to that first bar.
While active, the script tracks these anchors and checks for a breakout beyond a buffered threshold, using closing prices or wicks by preference.
The buffer scales with volatility and is limited by a minimum tick floor. First-touch enforcement avoids mid-run confirmations.
Optional retest requires a pullback to the raw anchor followed by a new close beyond the buffered level within a user window.
Optional trend gating uses an EMA on the analysis timeframe, including an optional slope requirement and price-location check.
Higher-timeframe data is requested with lookahead disabled. Values can update during a forming higher-timeframe bar; waiting and confirmation mitigate timing shifts.
Parameter Guide
Enable Long / Enable Short — Direction toggles. Default: true / true. Reduces unwanted side.
Wait Candles — Minimum bars after outside confirmation before entries. Default: five. More waiting increases stability.
Close-based Breakout — Confirm on candle close beyond buffer. Default: true. For wick sensitivity, disable.
ATR Buffer — Enables adaptive volatility buffer. Default: true.
ATR Multiplier — Buffer scaling. Default: zero point two. Increase to reduce noise.
Ticks Buffer — Minimum buffer in ticks. Default: two. Protects in quiet markets.
Cooldown Bars — Blocks new signals after a trigger. Default: three.
One Signal per Session — Prevents duplicates within a session. Default: true.
Require Retest — Pullback to raw anchor before confirming. Default: false.
Retest Window — Bars allowed for retest completion. Default: five.
HTF Trend Filter — EMA-based gating. Default: false.
EMA Length — EMA period. Default: two hundred.
Slope — Require EMA slope direction. Default: true.
Price Above/Below EMA — Require price location relative to EMA. Default: true.
Show Levels / Highlight Session / Show Signals — Visual controls. Default: true.
Color Theme — “Blue-Green” (default), “Monochrome”, “Earth Tones”, “Classic”, “Dark”.
Time Period Box — Visibility, size, position, and colors for the info box. (Optional)
Reading & Interpretation
The two level lines represent the session’s first-bar high and low. The filled band illustrates the active session range.
“OUT” marks that the outside condition is confirmed and the setup is live.
“LONG” or “SHORT” appears only when the breakout clears buffer, debounce, and optional gates.
Background tint indicates sessions where the setup is valid.
Alerts fire on confirmed long or short breakout events.
Practical Workflows & Combinations
Trend-following: Keep close-based validation, ATR buffer near the default, one-signal-per-session enabled; add EMA trend and slope for directional bias.
Retest confirmation: Enable retest with a short window to prioritize cleaner continuation after a pullback.
Lower-timeframe scalping: Reduce waiting and cooldown slightly; keep a small tick buffer to filter micro-whips.
Swing and position context: Increase ATR multiplier and waiting; maintain once-per-session to limit duplicates.
Timeframe Tiers and Trader Profiles
The script adapts its internal mapping based on the chart timeframe:
Under fifteen minutes → Analysis: one minute; Session: sixty minutes. Useful for scalpers and high-frequency intraday reads.
Between fifteen and under sixty minutes → Analysis: fifteen minutes; Session: one day. Suits day traders who need intraday alignment to the daily session.
Between sixty minutes and under one day → Analysis: sixty minutes; Session: one week. Serves intraday-to-swing transitions and end-of-day planning.
Between one day and under one week → Analysis: two hundred forty minutes; Session: two weeks. Fits swing traders who monitor multi-day structure.
Between one week and under thirty days → Analysis: one day; Session: three months. Supports position traders seeking quarterly context.
Thirty days and above → Analysis: one day; Session: twelve months. Provides a broad annual anchor for macro context.
These tiers are designed to keep anchors meaningful across regimes while preserving responsiveness appropriate to the trader profile.
Behavior, Constraints & Performance
Signals can be validated on closed bars through close-based logic; enabling this reduces intrabar flicker.
Higher-timeframe values may evolve during a forming bar; waiting parameters and the outside-bar gate reduce, but do not remove, this effect.
Resource footprint is light; the script uses standard indicators and a single higher-timeframe request per stream.
Known limits: rare setups during very quiet periods, sensitivity to gaps, and reduced reliability on illiquid symbols.
Sensible Defaults & Quick Tuning
Start with close-based validation on, ATR buffer on with a multiplier near zero point two, tick buffer two, cooldown three, once-per-session on.
Too many flips: increase the ATR multiplier and cooldown; consider enabling the EMA filter and slope.
Too sluggish: reduce the ATR multiplier and waiting; disable retest.
Choppy conditions: keep close-based validation, increase tick buffer, shorten the retest window.
What this indicator is—and isn’t
This is a visualization and signal layer for session-anchored breakouts with stability gates. It is not a complete trading system, risk framework, or predictive engine. Combine it with structured analysis, position sizing, and disciplined risk controls.
Disclaimer
The content provided, including all code and materials, is strictly for educational and informational purposes only. It is not intended as, and should not be interpreted as, financial advice, a recommendation to buy or sell any financial instrument, or an offer of any financial product or service. All strategies, tools, and examples discussed are provided for illustrative purposes to demonstrate coding techniques and the functionality of Pine Script within a trading context.
Any results from strategies or tools provided are hypothetical, and past performance is not indicative of future results. Trading and investing involve high risk, including the potential loss of principal, and may not be suitable for all individuals. Before making any trading decisions, please consult with a qualified financial professional to understand the risks involved.
By using this script, you acknowledge and agree that any trading decisions are made solely at your discretion and risk.
Do not use this indicator on Heikin-Ashi, Renko, Kagi, Point-and-Figure, or Range charts, as these chart types can produce unrealistic results for signal markers and alerts.
Best regards and happy trading
Chervolino
