ROI Levels IndicatorROI Levels Indicator 📈💰
Description: The "ROI Levels Indicator" helps you visualize key Return on Investment (ROI) levels directly on your chart, making it easier to track your profit milestones! 🚀 This tool allows you to enter your entry price, and it calculates levels from 100% up to 1000% ROI, each with a spread to represent potential support and resistance zones. The levels are visually represented by red rectangles to help identify zones where the market might react. This is a great way for traders to easily understand profit-taking points and psychological price levels!
Features:
🛠️ Custom Entry Price: Set your own entry price to start calculating ROI levels.
📊 Multiple ROI Levels: Levels from 100% to 1000%, with a customizable spread for visual clarity.
🔴 Visual Representation: Each level is marked with a full-screen-width rectangle and label, making it easy to track.
🚨 Entry Price Plot: A red dashed line marks your entry price for easy reference.
How to Use:
Enter Your Price: Use the "Entry Price" input field to specify the entry price of your trade.
Spread Adjustment: Adjust the spread percentage if you want more or less tolerance around each ROI level.
View the Levels: The script automatically plots 100% to 1000% ROI levels. Each level is represented by a red rectangle and labeled on the right side for quick identification.
Track Profit Zones: Use the plotted ROI levels to identify key profit-taking areas or potential zones of support and resistance.
Pro Tip: Use these levels as reference points to decide when to scale out of positions or manage risk effectively! 🎯
Happy trading, and may your ROI always be on the rise! 📈🔥
Tìm kiếm tập lệnh với "track"
Statistics plot1. setting the price range
At the beginning of the script, set the price range (interval). Price ranges are used to divide prices into several groups (buckets) and record how many prices have been reached within each group. For example, setting the price range to “10” will divide the price into intervals 0-10, 10-20, 20-30, and so on.
The price range can also be set manually by the user or automatically calculated based on the initial price. This allows for flexibility in adjusting price ranges for different assets and different time frames.
2. aggregate the number of times a price is reached
Record how many times the price reached each price range (e.g., 100-110, 110-120, etc.). This aggregate data is stored in a data structure called an array.
Each element of the array corresponds to a price range, and when a price reaches that range, the corresponding array value is incremented by one. This process is performed in real time, tracking price movements.
3. initializing and extending price ranges
The first bar of the script (when the chart is first loaded) divides the price ranges into several groups and initializes a count of 0 for each range.
When a price reaches a new range, the array is expanded as needed to add the new price range. This allows the script to work with any price movement, even if the price range continues to grow.
4. visualize the number of price arrivals with a histogram
The aggregated number of arrivals per price range is visually displayed in the form of a histogram. This histogram is designed to allow the user to see at a glance which price range is being reached most frequently.
For example, if prices frequently reach the 100-110 range, the histogram bar corresponding to that range will appear higher than the other ranges. This allows you to visually identify price “dwell points” or support and resistance levels.
5. display of moving averages
A moving average (MA) of the number of times a price has been reached is drawn above the histogram. Moving averages are indicators that show a smooth trend for the number of price arrivals and are useful for understanding the overall direction of price movements.
The duration of the moving average (how many data points it is calculated based on) can be set by the user. This allows for flexible analysis of short or long term price trends. 6.
6. price range tracking and labeling
The script keeps track of which price range the current price is located in. Based on this, information related to the current price range is displayed on the chart as labels.
In particular, labels indicate the beginning and end points of the price range, including which range the price was in at the beginning and which range the price reached at the end. These labels are a useful feature to visually identify price ranges on the chart.
7. labeling of current price range
To confirm which price range the current price is in, when a price reaches a specific price range, a label corresponding to that price range is displayed. This label indicates the position of the price in real-time, allowing traders to visually track where the current price is in the area.
8. calculating the start and end points of the range
The script calculates the start and end points of a range with a non-zero number of price arrivals to find the minimum and maximum of the range. This calculation allows you to see where prices are concentrated within a range.
9. out-of-range price processing
When a price reaches outside the range, the script automatically adds the array element corresponding to that price range and inserts the data in the appropriate location for the count. This allows the script to follow the price as it moves unexpectedly.
Simultaneous INSIDE Bar Break IndicatorSimultaneous Inside Bar Break Indicator (SIBBI) for The Strat Community
Overview:
The Simultaneous Inside Bar Break Indicator (SIBBI) is designed to help traders using The Strat methodology identify one of the most powerful breakout patterns: the Simultaneous Inside Bar Break across multiple symbols. This indicator detects when all four user-selected symbols form inside bars on the previous candle and then break those inside bars in the same direction (either bullish or bearish) on the current candle.
Inside bars represent consolidation periods where price action does not break the high or low of the previous candle. When a simultaneous break occurs across multiple symbols, this often signals a strong move in the market, making this a key actionable signal in The Strat trading strategy.
Key Features:
Multi-Symbol Analysis: You can track up to four different symbols simultaneously. By default, the indicator comes with SPY, QQQ, IWM, and DIA, but you can modify these to track any other assets or symbols.
Inside Bar Detection: The indicator checks whether all four symbols have inside bars on the previous candle. It only triggers when all symbols meet this condition, making it a highly specific and reliable signal.
Simultaneous Break Detection: Once all symbols have inside bars, the indicator waits for a breakout in the same direction across all four symbols. A simultaneous bullish break (prices breaking above the previous candle’s high) triggers a green label, while a simultaneous bearish break (prices breaking below the previous candle’s low) triggers a red label.
Dynamic Label Timeframe: The indicator dynamically adjusts the timeframe in the label based on the user’s selected timeframe. This allows traders to know precisely which timeframe the break is occurring on. If the user selects "Chart Timeframe," the indicator will evolve with the current chart's timeframe, making it more versatile.
Timeframe Flexibility: The indicator can be set to analyze any timeframe—15-minute, 30-minute, 60-minute, daily, weekly, and so on. It only works for the specific timeframe you set it to in the settings. If set to "Chart Timeframe," the label will adapt dynamically based on the timeframe you are currently viewing.
Customizable Labels: The user can choose the size of the labels (tiny, small, or normal), ensuring that the visual output is tailored to individual preferences and chart layouts.
Best Use Case:
The Simultaneous Inside Bar Break Indicator is particularly powerful when applied to multiple timeframes. Here’s how to use it for maximum impact:
Multi-Timeframe Setup: Set the indicator on various timeframes (e.g., 15-minute, 30-minute, 60-minute, and daily) across multiple charts. This allows you to monitor different timeframes and identify when lower timeframe breaks trigger potential moves on higher timeframes.
Anticipating Strong Moves: When a simultaneous inside bar break occurs on one timeframe (e.g., 30-minute), keep an eye on the higher timeframes (e.g., 60-minute or daily) to see if those timeframes also break. This stacking of inside bar breaks can signal powerful market moves.
Higher Conviction Signals: The indicator is designed to provide high-conviction signals. Since it requires all four symbols to break in the same direction simultaneously, it reduces false signals and focuses on higher probability setups, which is crucial for traders using The Strat to time their trades effectively.
How the Indicator Works:
Inside Bar Formation: The indicator first checks that all four selected symbols had inside bars in the previous bar (i.e., the current high and low are contained within the previous bar’s high and low).
Simultaneous Break Detection: After detecting inside bars, the indicator checks if all four symbols break out in the same direction—bullish (breaking above the previous bar’s high) or bearish (breaking below the previous bar’s low).
Label Display: When a simultaneous inside bar break occurs, a label is plotted on the chart—either green for a bullish break (below the candle) or red for a bearish break (above the candle). The label will display the timeframe you set in the settings (e.g., "IBSB 60" for a 60-minute break).
Chart Timeframe Option: If you prefer, you can set the indicator to evolve with the chart’s current timeframe. In this mode, the label will not show a specific timeframe but will still display the simultaneous inside bar break when it occurs.
Recommendations for Usage:
Focus on Multiple Timeframes: The Strat methodology is all about understanding the relationship between different timeframes. Use this indicator on multiple timeframes to get a better picture of potential moves.
Pair with Other Strat Techniques: This indicator is most powerful when combined with other Strat tools, such as broadening formations, timeframe continuity, and actionable signals (e.g., 2-2 reversals). The simultaneous inside bar break can help confirm or invalidate other signals.
Customize Symbols and Timeframes: Although the default symbols are SPY, QQQ, IWM, and DIA, feel free to replace them with symbols more relevant to your trading. This indicator works well across equities, indices, futures, and forex pairs.
How to Set It Up:
Select Symbols: Choose four symbols that you want to track. These can be index ETFs (like SPY and QQQ), individual stocks, or any other tradable instruments.
Set Timeframe: In the indicator’s settings, choose a specific timeframe (e.g., 15-minute, 30-minute, daily). The label will reflect the selected timeframe, making it clear which time-based break you are seeing.
Optional - Chart Timeframe Mode: If you want the indicator to adapt to the chart’s current timeframe, select the "Chart Timeframe" option in the settings. The indicator will plot the breaks without showing a specific timeframe in the label.
Customize Label Size: Depending on your chart layout and personal preference, you can adjust the size of the labels (tiny, small, or normal) in the settings.
Conclusion:
The Simultaneous Inside Bar Break Indicator is a powerful tool for traders using The Strat methodology, offering a highly specific and reliable signal that can indicate potential large market moves. By monitoring multiple symbols and timeframes, you can gain deeper insight into the market's behavior and act with greater confidence. This indicator is ideal for traders looking to catch high-conviction moves and align their trades with broader market continuity.
Note: The indicator works best when paired with multi-timeframe analysis, allowing you to see how breaks on lower timeframes might influence larger trends. For traders who prefer simplicity, setting it to the "Chart Timeframe" mode offers flexibility while maintaining the core benefits of this indicator.
Global Market Cap of all measuable assets# Comprehensive Global Market Cap Overview
This indicator provides a dynamic, real-time estimate of the total global market value across multiple asset classes and economic sectors. It aims to give traders and analysts a broad perspective on the state of global markets and wealth.
## Features:
- Real-time data for major market segments including stocks, bonds, real estate, cryptocurrencies, and commodities
- Estimates for hard-to-quantify sectors like derivatives, private equity, and OTC markets
- Includes often-overlooked categories such as cash deposits, insurance markets, and natural resources
- Static estimates for art/collectibles and intellectual property
- Total global value calculation and breakdown by category
- Easy-to-read table display of all categories
## Categories Tracked:
1. Global Stock Market
2. Global Bond Market
3. Real Estate
4. Cryptocurrencies
5. Commodities
6. Derivatives Market
7. Private Equity and Venture Capital
8. Cash and Bank Deposits
9. Insurance Markets
10. Sovereign Wealth Funds
11. OTC Markets
12. Natural Resources
13. Art and Collectibles
14. Intellectual Property
## Data Sources:
- Uses popular ETFs and indices as proxies for global markets where possible
- Incorporates data from specific company stocks to represent certain markets (e.g., CME for derivatives, OTCM for OTC markets)
- Utilizes FRED data for bank deposits
- Includes static estimates for categories without reliable real-time data sources
## Notes:
- All values are approximate and should be used for general perspective rather than precise financial analysis
- Some categories use scaled proxy data, which may not perfectly represent global totals
- Static estimates are used where real-time data is unavailable and should be updated periodically
- The total global value includes human capital but this is not displayed in the table due to its speculative nature
This indicator is designed to provide a comprehensive overview of global market value, going beyond traditional market capitalization metrics. It's ideal for traders, researchers, and anyone interested in gaining a broader understanding of global wealth distribution across various sectors.
Please note that due to the complexity of global markets and limitations in data availability, all figures should be considered estimates and used as part of a broader analysis rather than as definitive values.
Temporal Value Tracker: Inception-to-Present Inflation Lens!What we're looking at here is a chart that does more than just display the price of gold. It offers us a time-traveling perspective on value. The blue line, that's our nominal price—it's the straightforward market price of gold over time. But it's the red line that takes us on a deeper journey. This line adjusts the nominal price for inflation, showing us the real purchasing power of gold.
Now, when we talk about 'real value,' we're not just philosophizing. We're anchoring our prices to a point in time when the journey began—let's say when gold trading started on the markets, or any inception point we choose. By 'shadowing' certain years—say, from the 1970s when the gold standard was abandoned—we can adjust this chart to reflect what the inflation-adjusted price means since that key moment in history.
By doing so, we're effectively isolating our view to start from that pivotal year, giving us insight into how gold, or indeed any asset, has held up against the backdrop of economic changes, policy shifts, and the inevitable rise in the cost of living. If you're analyzing a stock index like the S&P 500, you might begin your inflation-adjusted view from the index's inception date, which allows you to measure the true growth of the market basket from the moment it started.
This adjustment isn't just academic. It influences how we perceive value and growth. Consider a period where the nominal price skyrockets. We might toast to our brilliance in investment! But if the inflation-adjusted line lags, what we're seeing is nominal growth without real gains. On the other hand, if our red line outpaces the blue even during stagnant market periods, we're witnessing real growth—our asset is outperforming the eroding effects of inflation.
Every asset class can be evaluated this way. Stocks, bonds, real estate—they all have their historical narratives, and inflation adjustment tells us if these stories are tales of genuine growth or illusions masked by inflation.
So, as informed traders and investors, we need to keep our eyes on this inflation-adjusted line. It's our measure against the silent thief that is inflation. It ensures we're not just keeping up with the Joneses of the market, but actually outpacing them, building real wealth over time
Regression Candle Conversion IndicatorHey everyone!
I got a pseudo-request a while ago for something like this, essentially the ability to track where another ticker would fall based on an alternative ticker.
I did create my ticker correlation reference indicator which directly looks at the correlation between 2 tickers. However, this is an indicator that operates on the same principle but is more pragmatic for trading.
What does it do?
Well, in keeping with the theme of what I call my indicators, this has a title that explains exactly what it does, "Regression Candle Conversion Indicator" or "RCCI" for short. It uses simple regression to convert one ticker to another. So while you are tracking one indicator, you can see where the expected value should fall on the other.
Applications?
The big application of this for me is being able to track where SPY/QQQ or IWM is falling during overnight trading sessions. Extended trading hours close at 8 pm NYSE time. After that, you have to guess where futures prices will put the ETF version of it. This indicator will allow you to track where, theoretically, the underlying ETF ticker will fall based on the current trading behaviour.
Some other applications are just the ability to track how similar or dissimilar one stock is to the other. For example, if we wanted to trade, say, Boeing using shares of DFEN or ITA (a defence specific ETF), here is what we get:
In the chart above we can see BA as the primary chart and ITA as the RCCI converted chart. We will see 2 major things that should cause us concern.
First, there is a really poor correlation between the two tickers. This indicates that ITA may not produce the best exposure if I am directly looking for Boeing exposure.
Second, there is a wide standard error. this means that the results that the RCCI is providing may be skewed up to +/- 2 points (as indicated by the standard error chart).
Let's take a look at BA and DFEN:
In the above, we can see that the correlation is not great, but the standard error is quite low.
This means that, while this may not be the best ticker for Boeing exposure, the RCCI is able to confidently calculate the ticker within +/- 0.50 cents based on BA's underlying data.
However, its important to note that it is not advisable to really rely on these results if the correlation is less than + 0.5 or greater than -0.5.
Let's take a look at a few more examples:
Above we have BA (NYSE) vs BA (NEO TSX CAD Hedged). We can see the strong relationship and high confidence calculations.
And some others:
SPX (primary) and ES1! (secondary):
RTY and IWM:
ES1! and SPY:
Customizations:
As you can see above, it is pretty straight forward. There are 3 options:
Lookback Length: Determines the length of assessment for correlation and the regression assessment.
Manual Ticker Input: The indicator will pull the data from your current chart and compare it against a manually selected indicator. You must tell the indicator which ticker you are comparing against.
Data Table: This will show you the data table which contains the standard error assessment and the correlation assessment. These are determined by your lookback length. The lookback length is defaulted to 500.
And that's the indicator! It's pretty straight forward. Hopefully you find it helpful, especially if you track futures during overnight sessions.
Leave your comments/questions and feedback below.
Thanks for checking it out!
Automated Anchored VWAPThis was reasonably easy to put together and I can't find one that does this in the Library and I've been wanting one. Of course, the drawing tool is just fantastic, but sometimes it can be forgotten as new pivots emerge.
What you'll find elsewhere in the Library is a nice variety of fancier methods for determining an anchor point with labels, lines, timestamps and standard deviations.
This is just a simple script to pull the Anchored VWAP off of the most recent pivot and update that as new pivots become defined.
I wanted it to be really portable so it could easily work into other things you're working on while also keeping the chart reasonably clean.
The way this functions is as follows: A new pivot is found and VWAP is calculated from it. At that point the prior aVWAP is no longer tracked and it picks up from the new pivot .
Of course this means that the plot doesn't generate until the pivot is actually confirmed, which in turn means that the plot doesn't reach back to the pivot , it begins based on whatever "right bars" period you end up choosing.
I kind of like it that way, because you have your eyes on the one that matters until the new one matters.
The downside is that it doesn't track old pivots . The old aVWAP might still be in play. But if you track all of the old one's you'll have a 100 lines on your chart and no one wants that.
I recommend when you look back and think the old one is still in play, use the drawing tool to keep it on the chart.
Otherwise, let the script do the work for you.
Hope its helpful. Let me know what you think should be done to make it better.
ORB Session BreakoutORB Session Breakout
Overview
The ORB Session Breakout indicator automatically identifies Opening Range Breakouts across multiple trading sessions (Asia, London, and New York) and provides visual trade setups with entry, stop loss, and take profit levels.
Opening Range Breakout (ORB) is a classic trading strategy that captures momentum when price breaks out of an initial trading range established at the start of a session. This indicator automates the entire process - from detecting the opening range to plotting trade setups when breakouts occur.
🎯 Key Features
Multi-Session Support
Asia Session - Captures the Asian market open (default: 19:00-19:15 NY time)
London Session - Captures the London market open (default: 03:00-03:15 NY time)
New York Session - Captures the NY market open (default: 09:30-09:45 NY time)
Each session is fully customizable with independent time windows and colors
Enable/disable individual sessions based on your trading preferences
Automatic Trade Visualization
Entry Level - Marked at the breakout candle close
Stop Loss Zone - Configurable as ORB High/Low or Breakout Candle High/Low
Take Profit Zone - Calculated automatically based on your Risk:Reward ratio
Visual zones make it easy to see risk/reward at a glance
Smart Breakout Detection
Detects breakouts on the exact candle that closes beyond the ORB range
Supports direction changes - if price breaks one way then reverses, a new trade is signaled
Configurable max breakouts per session (1-4) to control trade frequency
Tracking hours setting limits how long after the ORB to look for entries
Futures Compatible
Special detection logic for futures markets where session times may fall during market close
Works reliably on instruments with non-standard trading hours
📊 How It Works
Opening Range Formation
At the start of each enabled session, the indicator tracks the high and low of the first candle(s)
This range becomes your ORB box (displayed in the session color)
Breakout Detection
When a candle closes above the ORB High → LONG signal
When a candle closes below the ORB Low → SHORT signal
The breakout candle is highlighted in yellow (customizable)
Trade Setup Visualization
Entry line drawn at the breakout candle's close price
Stop Loss placed at ORB Low (longs) or ORB High (shorts) - or breakout candle extreme
Take Profit calculated as: Entry + (Risk × R:R Ratio) for longs
Direction Changes
If you're in a LONG and price closes below the ORB Low, the indicator signals a SHORT
This counts as your 2nd breakout (configurable up to 4 per session)
💡 Trading Tips
Best Practices
Wait for candle close - The indicator only signals on confirmed closes beyond the ORB, reducing false breakouts
Use with trend - ORB breakouts work best when aligned with the higher timeframe trend
Respect the levels - The ORB High/Low often act as support/resistance throughout the session
Monitor multiple sessions - Sometimes the best setups come from Asia or London, not just NY
Recommended Settings by Style
Conservative: Max Breakouts = 1, R:R = 2.0+, SL Mode = ORB Level
Aggressive: Max Breakouts = 3-4, R:R = 1.5, SL Mode = Breakout Candle
Scalping: Shorter tracking hours (1-2), tighter R:R (1.0-1.5)
What to Avoid
Trading ORB breakouts during major news events (high volatility can cause whipsaws)
Taking every signal without considering market context
Using on timeframes higher than 1 hour (the ORB concept works best intraday)
🔔 Alerts
The indicator includes built-in alerts for:
Entry Signal - When a breakout is detected (LONG or SHORT)
Take Profit Hit - When price reaches the TP level
Stop Loss Hit - When price reaches the SL level
To set up alerts: Right-click on the chart → Add Alert → Select "ORB Session Breakout"
📝 Notes
This indicator is designed for intraday trading on timeframes up to 1 hour
Session times are based on the selected timezone (default: America/New_York)
The indicator works on all markets including Forex, Futures, Stocks, and Crypto
For futures with non-standard hours, the indicator includes special detection logic
RED BULL WINGS [JOAT]RED BULL WINGS - Bullish-Only Institutional Overlay
Introduction and Purpose
RED BULL WINGS is an open-source overlay indicator that combines five distinct bullish detection methods into a single composite scoring system. The core problem this indicator solves is that individual bullish signals (patterns, volume, zones, trendlines) often disagree or fire in isolation. A bullish engulfing pattern means little if volume is weak and price is far from support. Traders need confluence across multiple dimensions to identify high-probability setups.
This indicator addresses that by scoring each bullish component separately, then combining them into a weighted WINGS score (0-100) that reflects overall bullish conviction. When multiple components align, the score rises; when they disagree, the score stays low.
Why These Five Modules Work Together
Each module measures a different aspect of bullish market structure:
1. Module A - Bullish Candlestick Engine - Detects classic reversal patterns (engulfing, marubozu, hammer, 3-bar cluster). These patterns identify WHERE buyers are stepping in.
2. Module B - PVSRA Volume Climax - Measures spread x volume to detect institutional participation. This tells you WHETHER smart money is involved.
3. Module C - Demand Zone Detection - Identifies and tracks order block zones where buyers previously overwhelmed sellers. This shows you WHERE institutional support exists.
4. Module D - Trendline Channel - Builds dynamic support/resistance from pivot points. This reveals the STRUCTURE of the current trend.
5. Module E - Ichimoku Assist - Optional filter using Tenkan/Kijun cross, cloud position, and Chikou confirmation. This provides TREND PERMISSION context.
The combination works because:
Patterns alone can fail without volume confirmation
Volume alone means nothing without price structure context
Zones alone are static without pattern/volume triggers
Trendlines alone miss the micro-level entry timing
When 3+ modules agree, the probability of a valid bullish setup increases significantly
How the Calculations Work
Module A - Pattern Detection:
Bullish Engulfing - Current bullish bar completely engulfs prior bearish bar:
bool engulfingCond = isBullish() and
isBearish() and
open <= close and
close >= open and
bodySize() > bodySize()
Marubozu - Strong body with minimal wicks (body >= 1.8x average, wick ratio < 20%):
float wickRatio = candleRange() > 0 ? (upperWick() + lowerWick()) / candleRange() : 0
bool marubozuCond = isBullish() and
bodySize() >= bodySizeAvg * i_maruMult and
wickRatio < i_wickRatioMax
Hammer - Long lower wick (>= 2.5x body), close in upper third, volume confirmation:
bool hammerWick = lowerWick() >= i_hammerWickMult * bodySize()
bool hammerClose = close >= low + (candleRange() * 0.66)
bool hammerVol = volume >= i_pvsraRisingMult * volAvg
3-Bar Cluster - Three consecutive bullish closes with increasing prices and volume spike:
bool threeBarBullish = isBullish() and isBullish() and isBullish()
bool increasingCloses = close > close and close > close
bool volSpike3Bar = volume >= i_pvsraRisingMult * volAvg or
volume >= i_pvsraRisingMult * volAvg
Module B - PVSRA Volume Analysis:
Uses spread x volume to detect climax conditions:
float spreadVol = candleRange() * volume
float maxSpreadVol = ta.highest(spreadVol, ADJ_PVSRA_LOOKBACK)
bool volClimax = volume >= i_pvsraClimaxMult * volAvg or spreadVol >= maxSpreadVol
bool volRising = volume >= i_pvsraRisingMult * volAvg and volume < i_pvsraClimaxMult * volAvg
Volume only scores when the candle is bullish, preventing false signals on bearish volume spikes.
Module C - Demand Zone Detection:
Identifies zones using a two-candle structure:
// Small bearish candle A followed by larger bullish candle B
bool candleA_bearish = isBearish()
bool candleB_bullish = isBullish()
bool newZoneCond = candleA_bearish and candleB_bullish and
candleB_size >= i_zoneSizeMult * candleA_size
Zones are drawn as rectangles and tracked for retests. Score increases when price is near or inside an active zone, with bonus points for rejection candles.
Module D - Trendline Channel:
Builds dynamic channel from confirmed pivot points:
float ph = ta.pivothigh(high, i_pivotLeft, i_pivotRight)
float pl = ta.pivotlow(low, i_pivotLeft, i_pivotRight)
Pivots are stored and connected to form upper/lower channel lines. The indicator detects breakouts when price closes beyond the channel with volume confirmation.
Module E - Ichimoku Assist:
Standard Ichimoku calculations with bullish scoring:
float tenkan = (ta.highest(high, i_tenkanLen) + ta.lowest(low, i_tenkanLen)) / 2
float kijun = (ta.highest(high, i_kijunLen) + ta.lowest(low, i_kijunLen)) / 2
bool tkCross = ta.crossover(tenkan, kijun)
bool priceAboveCloud = close > cloudTop
bool chikouAbovePrice = chikou > close
Module F - WINGS Composite Score:
All module scores are combined using adjustable weights:
float WINGS_score = 100 * (nW_pattern * S_pattern +
nW_volume * S_vol +
nW_zone * S_zone +
nW_trend * S_trend +
nW_ichi * S_ichi)
Default weights: Pattern 30%, Volume 25%, Zone 20%, Trend 15%, Ichimoku 10%.
Signal Thresholds
WATCH (30-49) - Interesting bullish context forming, not yet actionable
MOMENTUM (50-74) - Strong bullish conditions, multiple modules agreeing
LIFT-OFF (75+) - High-confidence bullish confluence across most modules
WINGS Badge (Dashboard)
The right-side panel displays:
WINGS Score - Current composite score (0-100)
Pattern - Active pattern name and strength, or neutral placeholder
Volume - Normal / Rising / CLIMAX status
Zone - ACTIVE if price is near a demand zone
Trend - Channel position or BREAK status
Ichimoku - OFF / Weak / Bullish / STRONG
Status - Overall signal level (Neutral / WATCH / MOMENTUM / LIFT-OFF)
Input Parameters
Module Toggles:
Enable Bullish Patterns (true) - Toggle pattern detection
Enable PVSRA Volume (true) - Toggle volume analysis
Enable Order Blocks (true) - Toggle demand zone detection
Enable Trendlines (true) - Toggle pivot channel
Enable Ichimoku Assist (false) - Toggle Ichimoku filter (off by default for performance)
Enable Visual Effects (false) - Toggle labels, trails, and visual elements
LIVE MODE (false) - Enable intrabar signals (WARNING: signals may repaint)
Pattern Engine:
Pattern Lookback (5) - Bars for body size averaging
Marubozu Body Multiplier (1.8) - Minimum body size vs average
Hammer Wick Multiplier (2.5) - Minimum lower wick vs body
Max Wick Ratio (0.2) - Maximum wick percentage for marubozu
Volume / PVSRA:
PVSRA Lookback (10) - Period for volume averaging
Climax Multiplier (2.0) - Volume threshold for climax detection
Rising Volume Multiplier (1.5) - Volume threshold for rising detection
Order Blocks:
Zone Size Multiplier (2.0) - Minimum bullish candle size vs bearish
Zone Extend Bars (200) - How far zones project forward
Max Zones (12) - Maximum active zones displayed
Remove Zone on Close Below (true) - Delete broken zones
Trendlines:
Pivot Left/Right Bars (3/3) - Pivot detection sensitivity
Min Slope % (0.25) - Minimum trendline angle
Max Trendlines (5) - Maximum pivot points stored
Trendline Projection Bars (60) - Forward projection distance
Ichimoku:
Tenkan Length (9) - Conversion line period
Kijun Length (26) - Base line period
Senkou B Length (52) - Leading span B period
Displacement (26) - Cloud displacement
WINGS Score:
Weight: Pattern (0.30) - Pattern contribution to score
Weight: Volume (0.25) - Volume contribution to score
Weight: Zone (0.20) - Zone contribution to score
Weight: Trend (0.15) - Trendline contribution to score
Weight: Ichimoku (0.10) - Ichimoku contribution to score
Lift-Off Threshold (75) - Score required for LIFT-OFF signal
Momentum Watch Threshold (50) - Score required for MOMENTUM signal
Visuals:
Signal Cooldown (8) - Minimum bars between labels
Show WINGS Score Badge (true) - Toggle dashboard
Show Wing Combos (true) - Show DOUBLE/MEGA WINGS streaks
Red Background Wash (true) - Tint chart background
Show Lift-Off Trails (false) - Toggle golden trail visuals
How to Use This Indicator
For Bullish Entry Identification:
1. Monitor the WINGS badge for score changes
2. Wait for MOMENTUM (50+) or LIFT-OFF (75+) signals
3. Check which modules are contributing (Pattern + Volume + Zone = stronger)
4. Use demand zones and trendlines as structural reference for entries
For Confluence Confirmation:
1. Use alongside your existing analysis
2. LIFT-OFF signals indicate multiple bullish factors aligning
3. Low scores (< 30) suggest weak bullish context even if one factor looks good
For Zone-Based Trading:
1. Watch for price approaching active demand zones
2. Look for pattern + volume confirmation at zone retests
3. Zone score increases with successful retests
For Trendline Analysis:
1. Monitor the pivot-based channel for trend structure
2. Breakouts with volume confirmation trigger TREND BREAK alerts
3. Price inside channel with bullish patterns = trend continuation setup
1M and lower timeframes:
Alerts Available
LIFT-OFF - High-confidence bullish confluence
MOMENTUM - Strong bullish conditions
Zone Retest - Bullish rejection from demand zone
Trendline Break - Breakout with volume confirmation
Individual patterns (Engulfing, Marubozu, Hammer, 3-Bar Cluster)
Volume Climax - Institutional volume spike
DOUBLE WINGS / MEGA WINGS - Consecutive lift-off signals
Repainting Behavior
By default, the indicator uses confirmed bars only (barstate.isconfirmed), meaning signals appear after the bar closes and do not repaint. However:
LIVE MODE - When enabled, signals can appear intrabar but may disappear if conditions change before bar close. A warning label displays when LIVE MODE is active.
Trendlines - Pivot detection requires lookback bars, so the most recent trendline segments may adjust as new pivots confirm. This is inherent to pivot-based analysis.
Demand Zones - Zones are created on confirmed bars and do not repaint, but they can be removed if price closes below the zone bottom (configurable).
Live Mode with 'Enable Visual Effect' turned off in settings:
Limitations
This is a bullish-only indicator. It does not detect bearish setups or provide short signals.
The WINGS score is a confluence measure, not a prediction. High scores indicate favorable conditions, not guaranteed outcomes.
Pattern detection uses simplified logic. Not all candlestick nuances are captured.
Volume analysis requires reliable volume data. Results may vary on instruments with inconsistent volume reporting.
Ichimoku calculations add processing overhead. Disable if not needed.
Demand zones are based on a specific two-candle structure. Other valid zones may not be detected.
Trendlines use linear regression between pivots. Curved or complex channels are not supported.
Timeframe Recommendations
15m-1H: More frequent signals, useful for intraday analysis. Higher noise.
4H-Daily: Best balance of signal quality and frequency for swing trading.
Weekly: Fewer but more significant signals for position trading.
Adjust lookback periods and thresholds based on your timeframe. Shorter timeframes may benefit from shorter lookbacks.
Open-Source and Disclaimer
This script is published as open-source under the Mozilla Public License 2.0 for educational purposes. The source code is fully visible and can be studied to understand how each module works.
This indicator does not constitute financial advice. The WINGS score and signals do not guarantee profitable trades. Past performance does not guarantee future results. Always use proper risk management, position sizing, and stop-losses. Test thoroughly on your preferred instruments and timeframes before using in live trading.
- Made with passion by officialjackofalltrades
NICHI (NuwenPham's Ichimoku)NICHI (NuwenPham’s Ichimoku)
NICHI is a dual-engine Ichimoku indicator designed for modern, high-volatility markets.
It preserves a faithful traditional Ichimoku while introducing an advanced, filter-driven Ichimoku framework for research, visualization, and discretionary trading.
The goal of NICHI is not to replace Ichimoku — but to extend it.
Overview
NICHI includes two independent Ichimoku systems that can be enabled separately or together.
1. Standard Ichimoku
A clean, traditional Hosoda Ichimoku using Donchian midpoints:
Tenkan-sen (short period)
Kijun-sen (medium period)
Senkou Span A & B (forward displaced)
Chikou Span (lagging)
Design choice:
The Standard Ichimoku is intentionally plotted in a separate pane to avoid cluttering the price chart.
It serves as a reference / regime baseline, not a visual overlay.
2. Advanced Ichimoku
The Advanced system keeps the Ichimoku structure intact but replaces the Donchian calculations with selectable smoothing filters.
Each Ichimoku component (Tenkan, Kijun, Senkou B, Chikou) can be calculated using modern filters designed to handle volatility, noise, and regime shifts.
Supported filters include:
McGinley Dynamic (MD)
VWMA (exchange or tick-derived volume)
EMA / DEMA / SMA / SMMA / WMA
ALMA / LSMA / Hull MA
COVWMA / FRAMA / KAMA
50th Percentile
Moving Median
This allows Ichimoku to behave as:
A smoother trend system
A volatility-adaptive framework
A momentum-responsive overlay
Enhanced Cloud (Kumo) Modeling
Advanced Kumo logic includes:
Independent forward offsets for Span A and Span B
Bull / bear regime classification aligned with how the cloud is actually drawn
Adaptive cloud coloring
Neutral cloud state when spans disagree
This avoids misleading regime signals when different offsets are used.
Directional Persistence Tracking
NICHI tracks directional streaks for key components:
Tenkan direction
Kijun direction
Span A direction
Span B direction
These persistence counters stabilize coloring, reduce flicker, and improve visual clarity during transitions.
Bar Coloring Modes (Advanced)
Three bar-coloring frameworks are included.
Kumo-Based
Above cloud → bullish
Below cloud → bearish
Inside cloud → neutral
Tenkan / Kijun-Based
Above both → bullish
Below both → bearish
Chikou-Based
Chikou above past price → bullish
Chikou below past price → bearish
Each mode is intentionally distinct and serves a different trading style.
Moving Average Overlays
NICHI includes four optional moving average overlays (MA1–MA4):
Configurable type, length, width, and source
Intended for bias, confluence, or higher-timeframe context
Controlled as code-level constants by design
What Changed Since BETA
This release promotes NICHI from beta to stable with the following key improvements:
Chikou regime logic fixed:
Chikou comparisons now reference historical price only, eliminating any future lookahead behavior.
Kumo bull/bear alignment clarified:
Cloud regime classification now matches how the cloud is visually drawn when Span A and Span B use different forward offsets.
Kijun direction tracking corrected:
Kijun coloring now reflects Kijun movement, not Tenkan movement.
Bar coloring gated:
Bar coloring is applied only when Advanced Ichimoku is enabled, preventing unintended behavior when using Standard mode alone.
General stability and cleanup:
Minor bug fixes, consistency improvements, and documentation clarity.
Notes
Advanced Ichimoku is intended for research and visualization, not as a turnkey strategy.
Standard Ichimoku remains a faithful baseline.
If reporting issues, please include symbol, timeframe, and a screenshot.
[turpsy] Midnight Opening Range-Fractal Midnight Open Range-Fractal Combined Trading System
Overview
This indicator combines Midnight Opening Range (MOR) analysis with HTF candle structure and fractal patterns to provide a comprehensive intraday trading framework. Unlike simple mashups, this system integrates three complementary methodologies that work together to identify high-probability trading zones.
Core Components & Synergy
1. MOR (Midnight Opening Range) Indicator
- Tracks the first 30 minutes of each trading day (00:00-00:30)
- Draws historical and current session boxes with quartile levels (25%, 50%, 75%)
- Custom opening price lines for key market times (NY Open 9:30, London Close, etc.)
- Concept:
Price tends to respect the opening range boundaries; quartiles act as support/resistance
2. HTF (Higher Timeframe) Candles
- Displays up to 6 higher timeframe candles alongside your chart
- Shows Fair Value Gaps (FVG) and Volume Imbalances (VI)
- Presents First Presented FVG (PFVG) - the initial gap after a fractal
- Concept:
HTF structure provides context for LTF entries; FVGs are magnetic price targets
3. Fractal Pattern Detection with CISD
- Identifies swing highs/lows using HTF candle structure
- CISD (Change in State of Delivery) lines mark confirmed fractal breaks
- Chart sweeps show liquidity grabs
- Concept: Fractals mark key market structure; CISD confirms directional bias
4. Killzones & Session Analysis
- Asia, London, NewYork AM/PM, and Lunch sessions
- Session highs/lows with pivot tracking
- Day/Week/Month opens and separators
- Concept: Specific sessions show characteristic volatility and directional behavior
5. ADR/CDR Analysis
- Average Daily Range and Current Daily Range tracking
- Shows percentage of ADR completed
- Concept: Helps gauge if there's room for continuation or if exhaustion is likely
How They Work Together
1. Context: It uses HTF candles and MOR boxes to identify the bigger picture structure
2. Timing: It uses Killzones to show when institutional activity is highest
3. Entry: It uses Fractals with CISD confirm structure breaks; FVGs provide entry zones
4. Risk Management: ADR/CDR helps set realistic profit targets and assess if move is extended
Original Contributions
This script significantly improves upon the base components by:
- Integrating 1-minute data feed for accurate Midnight Open Range calculations on all timeframes
- Adding PFVG detection synchronized with fractal patterns
- Creating logarithmic midpoint calculations between HTF candles
- Implementing chart sweep detection for liquidity analysis
- Adding CISD projection lines at 0.5, 1.0, 1.5, 2.0 extensions
How to Use
1. Enable desired HTF timeframes and MOR settings
2. Watch for PFVG formation after HTF candle closes
3. Look for CISD line breaks during killzone sessions
4. Enter at FVG mitigation zones aligned with MOR quartiles
5. Monitor ADR% to gauge move potential
Credits
- HTF Candles base structure: fadizeidan & tradeforopp
- Midnight opening range: trades-dont-lie
- I made the Significant modifications and integration
BTC - Cycle Integrity Index (CII) BTC - Cycle Integrity Index (CII) | RM
Are we following a calendar or a capital flow? Is the Halving still the heartbeat of Bitcoin, or has the institutional "Engine" taken over?
The most polarized debate in the digital asset space today centers on a single question: Is the 4-year Halving Cycle dead? While some market participants wait for a pre-ordained calendar countdown, the reality of 2026 suggests that visual guesswork is no longer sufficient. As institutional gravity takes hold, we cannot rely on the simple "Clock" of the past. Instead, we must audit the Integrity of the present.
The Cycle Integrity Index (CII) was engineered to move beyond simple price action and provide a clinical answer to the market's biggest mystery: "Is this trend supported by structural substance, or is it merely speculative foam?" By aggregating eight diverse Pillars into a single 0-100% score, this model uses Gaussian Distributions and Sigmoid Normalization to distinguish between professional accumulation and retail-driven chaos. We aren't guessing where we are in a cycle; we are measuring the internal health of the asset's engine in real-time.
Why these 8 Pillars?
The CII does not rely on a single indicator because the "New Era" of Bitcoin is multi-dimensional. To capture the full picture, I selected eight specific pillars that cover the three layers of market truth:
• The Capital Layer: Global Liquidity (M2) and ETF Flows (Wall Street Absorption).
• The Network Layer: Mining Difficulty and Security Backbone expansion.
• The Sentiment Layer: Long-Term Holder conviction, Valuation Heat (MVRV), and Corporate Adoption (MSTR). While alternatives like the Pi Cycle or RSI exist, they are often "one-dimensional." The CII is a synthesis—a modular engine where every part validates the others.
How the Calculation Works
The CII is a sophisticated model for Bitcoin. It aggregates 8 diverse pillars into a single 0-100% score in the following way:
• Mathematical Normalization: We don't just use raw prices. We use Gaussian Distributions to find "Institutional DNA" in drawdowns and Sigmoid (S-Curve) functions to score volatility and valuation.
• Dynamic Weighting: The index is modular. If a data source (like a specific on-chain metric) is toggled off, the engine automatically redistributes the weight among the active sensors so the final integrity score is always balanced to 100%.
• Multi-Source Integration: The script pulls from Global Liquidity (M2), ETF flows, Corporate Treasury premiums (MSTR), and Network Difficulty to create a truly "Full-Stack" view of the asset.
The 8 Pillars of Integrity
Pillar 1: Drawdown DNA The "Identity Crisis" Filter
• Concept: Audits the depth of corrections to distinguish between "Institutional Floors" and "Retail Panics."
• Logic: Historically, retail crashes reached -80%, while institutions view -20% to -25% as primary value entries.
• Implementation: Uses a Gaussian (Normal) Distribution centered at -25%. Scores of 10/10 are awarded for holding institutional targets; scores decay as drawdowns accelerate toward legacy "crash" levels.
Basis: DNA Drawdown
Pillar 2: Volatility Regime The "Smoothness" Audit
• Concept: Measures the "vibration" of the trend. High-integrity moves are characterized by "smooth" price action.
• Logic: Erratic volatility signals speculative bubbles; consistent "volatility clusters" indicate professional trend-following.
• Implementation: Calculates a Z-Score of the 14-day ATR against a 100-day benchmark. This is passed through a Sigmoid function to penalize "chaotic" price shocks while rewarding stability.
Basis: RVPM
Pillar 3: Liquidity Sync (Global M2) The Macro Heartbeat
• Concept: Audits whether price growth is fueled by monetary expansion or internal speculative leverage.
• Logic: True cycle integrity requires a positive correlation between Central Bank balance sheets and price action.
• Implementation: Aggregates a custom Global Liquidity Proxy (Fed, RRP, TGA, PBoC, ECB, BoJ). It measures the Pearson Correlation between BTC and M2 with a standardized 80-day transmission lag.
Basis: Liquisync
Pillar 4: ETF Absorption (Wall Street Entry) The "Cost Basis" Defense
• Concept: Tracks the aggregate institutional cost-basis since the January 2024 Spot ETF launch.
• Logic: Integrity is high when the "Wall Street Floor" is defended; it fails when the aggregate position is underwater.
• Implementation: A Cumulative VWAP engine tracking the "Big 3" (IBIT, FBTC, BITB). Scoring decays based on the percentage distance the price drifts below this institutional average entry.
Basis: Institutional Cost Corridor
Note: Turning this to OFF will significantly expand the timeframe of the indicator on the chart (otherwise it will just start in 2024)
Pillar 5: LTH Dormancy (Conviction) The HODL Floor Audit
• Concept: Monitors the conviction of Long-Term Holders (LTH) to identify supply-side constraints.
• Logic: Sustainable cycles require stable or increasing 1Y+ dormant supply; rapid "thawing" signals distribution.
• Implementation: Uses Min-Max Normalization on the Active 1Y Supply over a 252-day window. A score of 10/10 indicates peak annual holding conviction.
Basis: RHODL Proxy & VDD Multiple
Pillar 6: Valuation Intensity The MVRV Heat Map
• Concept: Measures market "overheat" by comparing Market Value to Realized Value.
• Logic: High integrity trends rise steadily; vertical spikes in MVRV indicate "speculative foam" and bubble risk.
• Implementation: Performs a Relative Rank Analysis of the MVRV Ratio over a 730-day window, passed through a high-steepness Sigmoid curve to identify extreme valuation anomalies.
Pillar 7: Miner Stress The Security Backbone
• Concept: Tracks Mining Difficulty to ensure network infrastructure is expanding alongside price.
• Logic: Difficulty expansion signals health; drops in difficulty (Miner Stress) signal capitulation and sell-side pressure.
• Implementation: Monitors the 30-day Rate of Change (ROC) of Global Mining Difficulty. Maintains a 10/10 score during expansion; decays rapidly during network contraction.
Pillar 8: Corporate Adoption The MSTR NAV Proxy
• Concept: Audits the MicroStrategy (MSTR) premium as a barometer for institutional demand.
• Logic: A high premium indicates a willingness to pay a "convenience fee" for BTC exposure; a collapsing premium signals waning appetite.
• Implementation: Calculates the Adjusted Enterprise Value (Market Cap + Debt - Cash) relative to the Net Asset Value (NAV) of its BTC holdings.
Note1: Debt and share parameters are user-adjustable to maintain accuracy as corporate balance sheets evolve.
Note2: I just included this because I was curious about the mNAV calculation I saw in other scripts, where the printed value often does not match exactly the propagated value from the MSTR page itself. Hence, for my live calculation, we calculate the Adjusted Enterprise Value to find the "Market NAV" (mNAV). Unlike simpler scripts that only look at Market Cap vs. Bitcoin holdings, our engine accounts for the Capital Structure . We explicitly factor in the corporate debt (approx. $8.24B long-term + $7.95B convertible notes) and subtract the cash reserves (approx. $2.18B) to find the true cost Wall Street is paying for the underlying Bitcoin. Since this will ran "old" very quickly, I recommend to update in the code by yourself from time to time, or just de-select this parameter.
Interpretation Guide
• Score 100% (The Perfect Storm): This represents a state of "Maximum Integrity." All 8 pillars are in perfect institutional alignment—liquidity is surging, conviction is at yearly highs, and price action is perfectly smooth. This is the hallmark of a healthy, structural parabolic run.
• 75% - 100% (High Integrity): Robust trend. Price is supported by structural demand and macro tailwinds.
• 35% - 75% (Equilibrium): Transition zone. The market is digesting gains or waiting for a new liquidity pulse.
• 0% - 35% (Fragile): Speculative foam. Structural support has failed.
• Score 0% (The Ghost Trend): Absolute structural failure. All pillars (liquidity, miners, LTH, ETFs) have broken down. Note: Due to the robust nature of the Bitcoin network, the index naturally floors around 20-30% during deep bear markets, as specific pillars (like Miner Security) rarely drop to zero.
To provide a complete experience, I have included the Cycle Triad —a visualization layer consisting of the Halving, Ideal Peak, and Ideal Low. It is important to understand the role of this feature:
• Benchmark Only (Not Calculated): The Triad is based purely on historical evidence from previous Bitcoin epochs. While the Halving is fixed anyway, the "Ideal Peak" or "Ideal Low" are not calculated or computed by the 8 pillars. These are user-adjustable temporal anchors drawn on the chart to provide a static map of the "Legacy 4-Year Cycle."
• The Temporal Audit: The power of the CII lies in comparing the Engine (the 8 Pillars) against the Clock (the Triad) . By overlaying historical time-windows on top of our integrity math, we can see if the "New Era" is currently ahead of, behind, or perfectly in sync with the past.
• The "Peak Divergence" Logic: Based on the specific models selected for this ECU—specifically Volatility Decay and Valuation Heat —traders will notice that a cycle peak often coincides with a low integrity score (Red Zone) . While the index measures structural health, a low score is a byproduct of a market that has become "too hot to handle."
• Regime Detection: Although the primary goal is to audit the "New Era," the CII is highly effective at detecting overheated regimes. When the score drops toward the 25–35% range, the structural floor is giving way to speculative foam—making it a dual-purpose tool for both cycle analysis and risk management.
Dashboard Calibration & Settings
Cycle Triad Calibration
• Ideal Peak/Trough Window: Defines the historical "Average Days" from a Halving to the cycle top and bottom. This sets the vertical anchors for the Halving, Peak, and Low labels.
• Show Cycle Triad: A master toggle to enable or disable the temporal lines and labels on your dashboard.
The CII Master ECU is fully modular. You can toggle individual pillars ON/OFF to focus on specific market dimensions, and calibrate the sensitivity of each sensor to match your strategic bias.
• P1: Drawdown DNA Lookback (Weeks): Defines the window for the "Rolling High." Inst. Target (%): The specific percentage drawdown you define as "Institutional Support" (e.g., -25%).
• P2: Volatility Regime Benchmark (Days): The historical window used to define "Normal" vs. "Abnormal" volatility.
• P3: Liquidity Sync Corr. Window (Bars): The lookback for the Pearson Correlation calculation. Transmission Lag (Bars): The delay (standard 80 days) for Central Bank M2 to hit price.
• P4: ETF Absorption FBTC Ticker: The data source for the ETF volume audit (Default: CBOE:FBTC).
• P5: LTH Dormancy LTH Source: The ticker for 1Y+ Active Supply (Default: GLASSNODE:BTC_ACTIVE1Y). Norm. Window: The lookback (252 days) used to rank current conviction.
• P6: Valuation Intensity MVRV Source: The ticker for the MVRV Ratio (Default: INTOTHEBLOCK:BTC_MVRV). Relative Window: The lookback (730 days) to calculate the valuation rank.
• P7: Miner Stress Mining Diff: The data source for Global Mining Difficulty (Default: QUANDL:BCHAIN/DIFF).
• P8: Corporate Adoption Shares (M) & BTC (K): The balance sheet parameters for MicroStrategy (MSTR). Update these as the company executes new purchases to maintain mNAV accuracy.
Operational Usage This index is best used on the Daily (D) (recommended - description for inputs optimized for this time-window) or Weekly (W) timeframes. While the code is optimized to fetch daily data regardless of your chart setting, the structural "Integrity" of a cycle is a macro phenomenon and should be viewed with a medium-to-long-term lens.
The Verdict: Is the 4-Year Cycle Still Alive?
Based on the data provided by the CII Master ECU, the answer remains a nuanced "Work in Progress." The evidence presents a fascinating conflict between legacy patterns and the new institutional regime:
• The Case for the Cycle: Historically, a local "Peak" in price corresponds with a "Local Low" in our integrity indicator (Red Zone). We observed this exact phenomenon in October 2025. When viewed through the lens of the "Ideal Peak" anchor, this alignment suggests that the 4-year temporal rhythm is still exerts a massive influence on market behavior.
• The Case for the New Era: While the timing of the October 2025 peak followed the legacy script, the intensity did not. Previous cycle tops produced far more aggressive and persistent "Red Zone" clusters. The relative brevity of the integrity breakdown suggests that the "Institutional Era" provides a much higher floor than the retail-driven bubbles of 2017 and 2021.
• The Institutional Floor: Our data shows that while "Tops" still resemble the 4-year cycle, the "Lows" now reflect a regime of constant institutional absorption. This suggests that the brutal 80% drawdowns of the past may be replaced by the "Institutional DNA" of Pillar 1.
Final Outlook: As we move through 2026, the ultimate test lies in the Q3/Q4 window. While classical theory demands a "Cycle Low" during this period, the CII will be our primary auditor. We cannot definitively say the cycle is dead, but we can say it has evolved. We will not know if the 4-year low will manifest until the model either flags a total structural breakdown or confirms that the institutional "Floor" has permanently shifted the rhythm of the asset.
Tags: Bitcoin, Institutional, Macro, On-chain, Liquidity, MSTR, ETF, Cycle
Note to Moderators: This script is a "Master Index" that aggregates several quantitative models I have previously published on this platform (including DNA Drawdown, RVPM, and Liquisync). I am the original author of the logic and source code referenced in the "Basis" sections of the description.
Strategy MTF ScannerDescription:
Stop guessing which timeframe is best for your strategy. This tool performs a "Top-Down Analysis" instantly by running a unified strategy simulation across 5 different timeframes simultaneously.
Why Use This?
A strategy that fails on the 1-Hour chart might print massive returns on the 4-Hour chart due to reduced noise. This scanner calculates the Equity Curve, Max Drawdown, and Win Rate for 15m, 1H, 4H, Daily, and Weekly charts (customizable) and presents the winner in a dashboard.
Features:
Simultaneous Backtesting: Runs 5 independent simulations inside request.security.
Equity & Drawdown Tracking: See not just how much you make, but how much risk is required on each timeframe.
Instant Comparison: Identify "Fractal Resonance" where multiple timeframes align in profitability.
Strategy Logic (Fully Customizable):
The default entry logic is a generic EMA 9/21 Crossover with a Trend Filter.
Note: This is an open-source framework. You can modify the calc_strategy_results function in the source code to substitute the crossover with your own custom entry conditions (RSI, Stochastic, Price Action, etc.).
Workflow:
Load this scanner to identify the dominant timeframe (e.g., 4H).
Switch your chart to the 4H timeframe.
Use the Strategy Grid Optimizer to fine-tune the specific EMA and ATR settings for that timeframe.
Daily Gap + Pre-Market Zones + EMA 9Intraday Gap Zones & Pre-Market Range
Description
Concept & Overview This indicator is designed for intraday traders (Indices and Equities) who focus on structural price action at the market open. The script automates the drawing of two critical liquidity zones:
The Gap Zone: The empty space between the previous Regular Trading Hours (RTH) Close and the current day's Open.
The Pre-Market Range: The High and Low established between 04:00 AM and 09:30 AM ET.
By visualizing these levels automatically, traders can instantly see if the market is opening inside value or gapping out of range. It also includes an EMA 9 to assist with trend determination.
Key Features
Automated Gap Visualization: Automatically draws a box from yesterday's 4:00 PM Close to today's 9:30 AM Open. This box extends to the right, creating a visual reference for potential "Gap Fill" plays.
Pre-Market High/Low: Captures the full range of the pre-market session. Once the market opens, these levels are locked and extended as key Support/Resistance levels for the day.
Timezone Intelligence: The script is hardcoded to America/New_York time. This ensures accurate level detection regardless of your local timezone or chart settings.
Smart Alerts (Context Aware): Unlike standard EMA alerts, this script utilizes specific logic. Alerts are only triggered if an EMA crossover occurs inside the Gap Zone. This filters out noise and focuses on reversals or continuations specifically within the gap.
How it Works
Session Tracking: The script distinguishes between Pre-Market (04:00-09:30 ET) and RTH (09:30-16:00 ET).
Level Locking: At 09:30 AM ET, the script takes a snapshot of the pre-market high/low and the calculated gap. It draws the boxes and locks them for the remainder of the trading day.
EMA Filter: A standard 9-period EMA runs continuously.
Signal Generation: If price is strictly trading inside the Gap Box during RTH, and it crosses the EMA 9, a signal is generated.
Settings & Customization
Gap Zone Color: Customize the color and transparency of the Gap box.
Pre-Market Zone Color: Customize the look of the pre-market range.
EMA Length: Adjust the moving average period (Default: 9).
Best Practices
Timeframe: Best used on intraday timeframes (1m, 3m, 5m, 15m).
Markets: Optimized for US Equities and Indices (SPY, QQQ, NVDA, TSLA, etc.) due to the specific RTH logic.
Disclaimer & Risk Warning
For Educational Purposes Only This script and the indicators generated are for educational and informational purposes only. They do not constitute financial advice, investment recommendations, or a solicitation to buy or sell any securities.
Risk Warning Trading financial markets involves a high level of risk and may not be suitable for all investors. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.
No Guarantee: Past performance of any trading system or methodology is not necessarily indicative of future results.
Software Limitations: While every effort has been made to ensure the accuracy of the calculations in this script, technology failures, data feed errors, or bugs may occur. Always verify levels manually before executing trades.
Usage By using this script, you acknowledge that you are solely responsible for your own trading decisions and results.
HaP Williams %R Pro+This indicator combines the classic Williams %R (Percent Range) oscillator with multi-timeframe (MTF) analysis, allowing you to visualize the general market direction on a single chart. Thanks to its advanced dashboard feature, you can instantly monitor overbought/oversold conditions across all periods, ranging from the 1-minute chart to the 1-month chart.
With the AVG F feature added to the table, short-term price movements and momentum changes (specifically for Scalping) can be detected much faster.
🚀 Key Features
Multi-Timeframe (MTF) Support: Simultaneously calculates Williams %R values for 1m, 5m, 15m, 30m, 1h, 2h, 4h, Daily, Weekly, and Monthly periods.
Smart Dashboard: The table located in the corner of the screen displays values and color codes for all timeframes.
AVG S (Slow Average): This is the average of 5m, 15m, 30m, and 1h data. It indicates the general trend direction.
AVG F (Fast Average) : This is the average of 1m, 5m, and 15m data. It is used for instant momentum and scalping entries.
Signal Smoothing: Williams %R data is smoothed with a Simple Moving Average (SMA) to reduce market noise.
Dynamic Coloring: Colors on the dashboard and chart automatically change according to the strength of the trend.
🎨 Color Codes and Meanings
The dashboard and chart lines are colored according to the following logic:
🟢 Bright Green (Lime): If the value is above -20. This is the "Overbought" zone, but it indicates a strong Bullish trend. Momentum is very high.
🌿 Dark Green: If the value is between -20 and -50. The market is in the positive zone; the upward tendency continues.
🔴 Red: If the value is between -50 and -80. The market is in the negative zone; the downward tendency dominates.
🛑 Bright Red: If the value is below -80. This is the "Oversold" zone. Momentum is very low, and the Bearish trend is strong.
💡 How to Use? (Strategy Suggestions)
General Trend Tracking: Look at the AVG S (Slow Average) column in the dashboard. If it is green, the general direction is up; if red, it is down.
Scalp Trades: The AVG F (Fast Average) column is ideal for catching short-term reversals. Entry reliability increases when the AVG F color aligns with AVG S.
Crossovers: Crossovers between the Fast Average (Red Line) and Slow Average (Black Line) on the chart can signal potential trend changes.
Dashboard Harmony: If all boxes (or the vast majority) in the dashboard are the same color (e.g., all green), it indicates a very strong trend in that direction. You should avoid opening positions in the opposite direction.
⚙️ Settings
Williams %R Period: Default is 14; you can change it according to your strategy.
Dashboard Position: You can move the dashboard to the top-right, bottom-right, or bottom-left corner of the screen.
Show Lines: If you want to prevent chart clutter, you can toggle off the lines and use only the dashboard.
Disclaimer: This indicator is a support tool and does not contain definitive buy/sell signals. You should make your investment decisions based on your own analysis and risk management.
Moving Average Structure ZigZag [Stable & Filtered]
(日本語説明)
このインジケーターは、移動平均線（MA）の転換に基づき、相場の「真の構造」を可視化するために開発されました。 通常のZigZagのように価格の単純な反転に依存せず、「MAのトレンド転換 ＋ 指定した値幅の到達」という2つの条件を用いることで、レンジ相場の細かなノイズ（ダマシ）を排除し、ダウ理論に基づいた重要な高値・安値だけを結びます。
💡 主な機能
MAタイプの切り替え: SMA, EMA, HMA, VW-HMAなど、目的に合わせたトレンド感度を選択可能。
値幅フィルター（Min Deviation）: 添付画像のように、小さな値動きをカットし、大きな市場構造だけを抽出します。
価格アクションへの追従: ラインはMAの数値ではなく、期間内の実最高値・最安値を正確に結び、高値更新時には自動で延伸されます。
🛠 活用シーン
環境認識: 上位足での大きな波形を確認し、現在のフェーズを定義。
ノイズ除去: 市場の主要な節目（レジサポ候補）の特定。
ダウ理論の視覚化: 高値・安値の切り上がり・切り下がりを明確化。
(English Description)
This indicator was developed to visualize the "True Market Structure" based on Moving Average (MA) reversals. Unlike standard ZigZag which relies solely on price reversals, this tool combines MA Trend Reversals and a Minimum Deviation filter to eliminate market noise and highlight significant swing highs and lows based on Dow Theory.
💡 Key Features
Multiple MA Types: Select from SMA, EMA, HMA, VW-HMA, etc., to match your preferred trend sensitivity.
Min Deviation Filter: As shown in the attached image, it filters out minor price fluctuations to extract only the major market waves.
Price Action Tracking: The lines connect the actual High/Low prices within the period, not the MA values themselves. Lines automatically extend when a trend continues to new highs/lows.
🛠 Use Cases
Market Context: Identify major wave patterns on higher timeframes to define the current phase.
Noise Reduction: Pinpoint key market levels and potential support/resistance.
Dow Theory Visualization: Clearly visualize higher highs/lows and trend shifts.
Settings
MA Type: Choose the type of Moving Average.
Moving Average Length: The lookback period for structure.
Min Deviation (Pips): The threshold to filter noise. Adjust according to the volatility of the pair.
Options Gamma Flip Zones [BackQuant]Options Gamma Flip Zones
A market-structure style “gamma flip” mapper that builds adaptive strike-like zones, scores how price interacts with them, then promotes the strongest candidates into confirmed flip zones. Designed to highlight pinning, failed breaks, and rotational behavior without needing live options chain data.
What this indicator does
This script identifies price levels that behave like “strike magnets” during conditions that resemble options pinning, then draws dynamic zones around those levels.
Instead of assuming every round number matters, it:
Creates a strike ladder (auto or manual step).
Applies a regime filter that looks for “pin-friendly” market conditions.
Tracks and scores repeated interactions with the level.
Upgrades a zone from candidate to confirmed when enough evidence accumulates.
Invalidates zones when price achieves sustained acceptance away from them.
The output is a set of shaded boxes (zones) centered on strike-like levels, with text readouts that show the current state of each zone.
Key concept: “Gamma proxy”
A true gamma flip requires options positioning data. This indicator does not use options chain gamma.
Instead, it uses a proxy approach:
When markets have elevated volatility relative to their recent baseline AND trend strength is weak, price often behaves “sticky” around key levels.
In those conditions, repeated touches and failed escapes around a level behave similarly to pinning around strikes.
So this tool is best read as:
“Where would a strike-like magnet likely exist right now, based on price behavior and regime conditions?”
How zones are created
Zones only start forming when the script detects a pin-friendly regime.
1) Strike Ladder (level selection)
Auto Strike Step selects a step size based on current price magnitude (bigger price, bigger step).
Manual Strike Step lets you force a fixed increment.
The current “active level” is the nearest rounded level to price.
Major Level Every optionally marks major ladder levels (multiples of step).
2) Band construction (zone thickness)
Each zone is a symmetric band around the level, using one of two modes:
ATR mode scales thickness with volatility.
Percent mode scales thickness as a fraction of price.
This matters because “pin behavior” is not a single tick. It’s a region where price repeatedly probes and rejects.
Regime filter (when the script is allowed to believe in pinning)
A zone is only eligible to form and strengthen when Pin Regime is active. Pin Regime is a conjunction of:
1) IV proxy (ATR z-score)
Uses ATR as a volatility proxy.
Converts ATR% into a z-score relative to a long lookback.
IV Proxy Threshold controls how elevated volatility must be before the script considers pinning likely.
2) Weak trend requirement
The script also requires price action to be non-trending:
EMA spread must be small (fast vs slow EMA not diverging strongly).
ADX must be below a ceiling, confirming weak directional trend strength.
Interpretation:
High “IV proxy” + weak trend is where pin-like behavior is most common.
If trend is strong, zones are less meaningful because price is more likely to accept away from levels.
Flip confirmation logic (what upgrades a zone)
A zone is not “confirmed” just because price is near it once. The script builds conviction via evidence accumulation.
Evidence types:
Touches : price comes close to the level within tolerance.
Failed escapes : price pushes outside the band but closes back inside (rejection).
Acceptance run : consecutive closes outside the band, suggesting price is accepting away from the zone.
Protections:
Touch Cooldown prevents counting the same micro-chop as multiple touches.
Acceptance Bars defines what “real acceptance” means, so the zone does not get invalidated by one noisy bar.
A zone becomes confirmed when:
Touches meet the “evidence” requirement.
Failed escapes meet the “rejection” requirement.
The regime filter still says the market is pin-friendly.
That is important, it avoids promoting levels that only worked briefly in a trending tape.
Zone scoring and lifecycle
Each zone maintains a score that evolves over time. Think of score as “how much this level has recently behaved like a magnet.”
Score dynamics:
Decay per bar : score fades over time if price stops respecting the zone.
+ per touch : repeated proximity increases score.
+ per failed escape : rejections add stronger reinforcement.
- per acceptance bar : sustained trading outside reduces score.
Min score to draw : prevents clutter from weak, low-confidence zones.
Invalidation:
If the score becomes very weak AND price achieves sustained acceptance away from the zone, the zone is deleted.
This keeps the chart clean and ensures zones represent current market behavior, not ancient levels.
How to read the plot on chart
1) Zone fill and border
Each zone is drawn as a box extended to the right.
Fill opacity adapts to zone strength, strong zones are visually more prominent.
Border color encodes the current directional context and special events.
2) Bullish vs bearish coloring
A zone is colored bullish when price is currently trading above the zone’s mid-level.
A zone is colored bearish when price is currently trading below it.
This is not a trade signal by itself, it is a state cue for “which side is in control around the level.”
3) Failed escape highlighting
If price attempts to break above the band and fails, the border temporarily highlights as a failed up escape.
If price attempts to break below the band and fails, the border temporarily highlights as a failed down escape.
These are the moments where pin behavior is most visible:
Break attempt.
Immediate rejection.
Return to the band.
4) Midline (optional)
The zone midline is the strike-like level itself.
It is dotted to distinguish it from price structure lines.
5) Optional strike ladder overlay
When enabled, the script draws major and minor ladder lines near current price.
Major levels are thicker and less transparent.
This is a visualization aid for “where the algorithm is rounding,” not a prediction tool.
On-chart text readout (what the box text means)
Each box prints a compact state summary, designed for fast scanning:
Γ CANDIDATE means the zone is being tracked but not yet validated.
Γ FLIP (PROXY) means the zone has met confirmation requirements.
BULL/BEAR indicates which side price is on relative to the mid-level.
L prints the level value.
T is touch count, repeated proximity events.
F is fail count, rejected escape attempts.
IVz is the volatility proxy z-score at the moment.
ADX is the trend strength context.
Practical use cases
1) Pinning and range trading context
Confirmed zones often act like gravity wells in sideways or rotational regimes.
When price repeatedly fails to escape, fading outer edges can be reasonable context for mean reversion workflows.
2) Breakout validation
If price achieves acceptance outside the band for multiple bars, that is stronger breakout context than a single wick.
Zones that invalidate cleanly can mark transitions from pinning to directional move.
3) Time your “do nothing” periods
When Pin Regime is active and a zone is confirmed, the tape often becomes sticky and inefficient for trend chasing.
This helps avoid taking trend entries into a pin environment.
Alerts
Standalone alertconditions are included:
Zone Confirmed : a candidate becomes confirmed.
Zone Touch : price touches an active zone within tolerance.
Zone Invalidated : the zone loses relevance and is removed.
Tuning guidelines
Sensitivity vs quality
Lower Touches Needed and Failed Escapes Needed creates more zones faster, but with lower quality.
Higher values create fewer zones, but the ones that remain are more behaviorally “proven.”
Band width
ATR mode adapts to volatility and is typically safer across assets.
Percent mode is consistent visually but can feel too tight in high vol or too wide in low vol if not tuned.
Regime thresholds
If you want fewer zones, raise IV proxy threshold and tighten weak-trend filters.
If you want more zones, lower IV proxy threshold and loosen weak-trend filters.
Limitations
This is a proxy model, not live options gamma.
In strong trends, pinning assumptions can break, the regime filter is there to reduce that risk, but not eliminate it.
Auto strike step is designed for typical market ranges, manual step is recommended for niche tick sizes or custom markets.
Disclaimer
Educational and informational only, not financial advice.
Not a complete trading system.
Always validate settings per asset and timeframe.
CME Quarterly ShiftsCME Quarterly Shifts - Institutional Quarter Levels
Overview:
The CME Quarterly Shifts indicator tracks price action based on actual CME futures contract rollover dates, not calendar quarters. This indicator plots the Open, High, Low, and Close (OHLC) for each quarter, with quarters defined by the third Friday of March, June, September, and December - the exact dates when CME quarterly futures contracts expire and roll over.
Why CME Contract Dates Matter:
Institutional traders, hedge funds, and large market participants typically structure their positions around futures contract expiration cycles. By tracking quarters based on CME rollover dates rather than calendar months, this indicator aligns with how major institutional players view quarterly timeframes and position their capital.
Key Features:
✓ Automatic CME contract rollover date calculation (3rd Friday of Mar/Jun/Sep/Dec)
✓ Displays Quarter Open, High, Low, and Close levels
✓ Vertical break lines marking the start of each new quarter
✓ Quarter labels (Q1, Q2, Q3, Q4) for easy identification
✓ Adjustable history - show up to 20 previous quarters
✓ Fully customizable colors and line widths
✓ Works on any instrument and timeframe
✓ Toggle individual OHLC levels on/off
How to Use:
Quarter Open: The opening price when the new quarter begins (at CME rollover)
Quarter High: The highest price reached during the current quarter
Quarter Low: The lowest price reached during the current quarter
Quarter Close: The closing price from the previous quarter
These levels often act as key support/resistance zones as institutions reference them for quarterly performance, rebalancing, and position management.
Settings:
Display Options: Toggle quarterly break lines, OHLC levels, and labels
Max Quarters: Control how many historical quarters to display (1-20)
Colors: Customize colors for each level and break lines
Styles: Adjust line widths for OHLC levels and quarterly breaks
Best Practices:
Combine with other Smart Money Concepts (liquidity, order blocks, FVGs)
Watch for price reactions at quarterly Open levels
Monitor quarterly highs/lows as potential targets or stop levels
Use on higher timeframes (4H, Daily, Weekly) for clearer institutional perspective
Pairs well with monthly and yearly levels for multi-timeframe confluence
Perfect For:
ICT (Inner Circle Trader) methodology followers
Smart Money Concepts traders
Swing and position traders
Institutional-focused technical analysis
Traders tracking quarterly performance levels
Works on all markets: Forex, Indices, Commodities, Crypto, Stocks
PDH/PDL Breakout Pip MeasurerThe indicator tracks and measures daily breakout performance when price breaks the Previous Day's High (PDH) or Previous Day's Low (PDL). This indicator provides exact pip/point measurements of how far breakouts travel before hitting your stop-loss, with comprehensive statistics for strategy optimization.
Function
Tracks breakouts above PDH (Previous Day's High) and below PDL (Previous Day's Low)
Measures maximum distance price travels after breakout before stop-loss hit
Calculates exact pip/point gains for every breakout move
Provides statistical analysis of breakout performance over time
Identifies only first breakout of each day for clean signals
Performance Metrics
Exact pip measurement for every breakout move
Statistics table with Count, Average, Min, Max pips
Separate tracking for bullish and bearish breakouts
Historical performance accumulation over time
Active breakout monitoring in real-time
Settings
Adjustable pip multiplier - works with any instrument (Forex, indices, crypto)
Separate stop-loss settings for bull/bear breakouts
Visual control - show/hide levels, labels, table
Built-in alerts for breakout notifications
Multitime ATR with ATR Heat Line# Multi-Timeframe ATR Supertrend with ATH Finder
## Overview
This advanced Pine Script indicator combines multi-timeframe ATR-based Supertrend analysis with an All-Time High (ATH) tracking system. Designed for swing traders who need comprehensive trend analysis across multiple timeframes while monitoring key price levels.
## Key Features
### 1. Multi-Timeframe ATR Supertrend (1H, 4H, 1D)
- **1 Hour Supertrend** (Blue): Short-term trend identification
- **4 Hour Supertrend** (Purple): Medium-term trend confirmation
- **1 Day Supertrend** (Green/Red): Primary trend direction
- Each timeframe displays independent trend lines with customizable colors and visibility
### 2. Dual ATR Data System (1D Only)
- **Previous Day ATR** (lookahead_off): Used for main ATR lines - enables pre-market study and avoids intraday crossover issues
- **Current Day ATR** (lookahead_on): Used for Overheating Line calculation - provides real-time profit-taking signals
### 3. Overheating Line
- Dynamically calculated as: `1D ATR + (ATR Width × 1.3)`
- Orange line indicating potential overextension zones
- Uses current day real-time ATR for intraday decision-making
- Only displays during uptrends
- Customizable multiplier (default: 1.3)
### 4. ATH (All-Time High) Finder
- Automatically tracks and displays the all-time high with a horizontal line
- **Line Color**: Lime green (customizable)
- **Label System**:
- Green label when price is at ATH
- Red label when ATH is historical
- Toggle label visibility independently
- **Bug Fix**: Prevents vertical line display when ATH occurs on current bar
- Line extends to the right for easy visualization
### 5. Warning & Break Signals
Each timeframe provides two types of alerts:
- **Warning Signal** (⚠️): Price closes below uptrend line (potential reversal warning)
- **Break Signal** (⚡): Price closes above downtrend line (potential breakout)
- Smart timing intervals prevent signal spam:
- 1H: Checks every 4 hours (warning) / 1 hour (break)
- 4H/1D: Max 2 signals per day
### 6. Trend Change Indicators
- Small circles mark the exact bar where trend changes occur
- Color-coded for each timeframe
- Helps identify reversal points and trend strength
### 7. Master Control Switches
Efficiently manage all visual elements:
- **Master Highlighter**: Toggle all background fills on/off
- **Master Signals**: Toggle all warning/break signals
- **Master Up Trend**: Toggle all uptrend lines and circles
- **Master Down Trend**: Toggle all downtrend lines and circles
### 8. Fast Cut Lines (Optional)
- Additional support/resistance lines offset by a percentage from main ATR lines
- Useful for tighter stop-loss management
- Separate controls for up and down trends
- Default: OFF (customizable offset percentage)
### 9. Timeframe Visibility Control
- **Hide on Daily+**: Automatically hides indicators (except 1D ATR) on daily timeframes and above
- Reduces chart clutter on higher timeframes
- 1D ATR always visible regardless of chart timeframe
### 10. EMA Integration (Optional)
- Display 20/50/200 EMAs for confluence with ATR trends
- Toggle on/off independently
## Use Cases
### For Swing Traders
1. **Entry Timing**: Wait for multiple timeframe alignment (1H, 4H, 1D all in uptrend)
2. **Trend Confirmation**: Use trend change circles to identify momentum shifts
3. **Profit Taking**: Monitor Overheating Line for potential exit zones
### For Position Management
1. **Stop Loss Placement**: Use 1D ATR line or Fast Cut lines as dynamic stop levels
2. **Risk Assessment**: Distance between timeframe ATR lines indicates volatility
3. **Breakout Trading**: Break signals (⚡) identify potential breakout opportunities
### For Pre-Market Analysis
- 1D ATR uses previous day data, allowing traders to:
- Study support/resistance levels before market open
- Plan entry/exit strategies based on confirmed data
- Avoid false signals from incomplete daily candles
## Settings Guide
### ATH Finder Settings
- **Show ATH Line**: Toggle ATH line visibility
- **Show ATH Label**: Toggle ATH label display (can hide label while keeping line)
- **ATH Line Color**: Customize line color (default: lime)
- **ATH Line Width**: Adjust line thickness (1-5)
### Timeframe Settings (Each timeframe has independent controls)
- **ATR Period**: Lookback period for ATR calculation (default: 10)
- **ATR Multiplier**: Distance multiplier from price (default: 1.0)
- **Show Label**: Display " " / " " / " " text labels
- **Show Warning/Break Signals**: Toggle alert symbols
- **Highlighter**: Toggle background fill between price and ATR line
### Overheating Line Settings
- **Show Overheating Line**: Toggle visibility
- **Overheating Multiplier**: Adjust distance above 1D ATR (default: 1.3)
### Cut Lines Settings
- **Show Fast Cut Line (Up/Down)**: Toggle visibility
- **Fast Cut Offset %**: Percentage distance from ATR lines (default: 1.0%)
## Color Scheme
- **Current TF**: Green (up) / Red (down)
- **1H ATR**: Blue (#1848cc) / Dark Blue (#210ba2)
- **4H ATR**: Purple (#7b1fa2) / Dark Purple (#4e0f60)
- **1D ATR**: Green (#4caf50) / Dark Red (#8c101a)
- **Overheating Line**: Orange (#ff9800)
- **ATH Line**: Lime (customizable)
## Technical Notes
### ATR Calculation
- Uses True Range for volatility measurement
- Option to switch between SMA and EMA calculation methods
- Adapts to both volatile and stable market conditions
### Performance Optimization
- Maximum 500 lines and 500 labels to prevent memory issues
- Bar index limitations prevent historical data errors
- Efficient repainting prevention for 1D timeframe
### Alert System
Built-in alert conditions for:
- Buy/Sell signals (Current TF)
- Warning signals (all timeframes)
- Break signals (all timeframes)
## Best Practices
1. **Multiple Timeframe Confirmation**: Don't trade against higher timeframe trends
2. **Overheating Awareness**: Consider profit-taking when price reaches orange line
3. **ATH Monitoring**: Exercise caution near all-time highs (increased volatility risk)
4. **Signal Filtering**: Use warning signals as alerts, not immediate action triggers
5. **Stop Loss Management**: Place stops below the most relevant ATR line for your timeframe
## Version Information
- Pine Script Version: 5
- Indicator Type: Overlay
- Max Lines: 500
- Max Labels: 500
## Credits
Created by @yohei ogura with <3
Modified for Multi-Timeframe functionality with ATH tracking
Microstructure Participation & Acceptance Indicator📊 Microstructure Participation & Acceptance Indicator
An advanced participation-based filter combining VWAP distance analysis, volume delta detection, and real-time acceptance/rejection state identification—designed for smaller timeframe trading.
📊 FEATURES
VWAP Distance Normalization
Context-aware fair value measurement:
Automatically resets based on selected anchor (Session/Week/Month)
ATR-normalized distance calculation for universal application
Identifies when price is extended or compressed relative to equilibrium
Configurable extreme distance threshold (default: 1.5 ATR)
Adjustable source input (default: HLC3)
Volume Delta Proxy
Bull vs Bear participation tracking:
Calculates volume imbalance between bullish and bearish candles
EMA smoothing for cleaner signal generation (default: 9 periods)
Delta ratio measurement to identify dominant side
Expansion/compression detection to gauge momentum commitment
Configurable expansion threshold (default: 1.3x)
Acceptance/Rejection State Machine
Real-time market regime identification with six distinct states:
🟢 Accepted Long
Price moving away from VWAP with expanding bullish delta
Distance from VWAP increasing
Volume confirming the move
Indicates real buying pressure—trade WITH the move
🟢 Accepted Short
Price moving away from VWAP with expanding bearish delta
Distance from VWAP increasing
Volume confirming the move
Indicates real selling pressure—trade WITH the move
🟠 Fade Long
Price extended beyond threshold (>1.5 ATR above VWAP)
Delta not supporting the extension
Volume participation absent or diminishing
Potential mean-reversion short setup
🟠 Fade Short
Price extended beyond threshold (>1.5 ATR below VWAP)
Delta not supporting the extension
Volume participation absent or diminishing
Potential mean-reversion long setup
⚪ Chop
Price compressed near VWAP
Bollinger Bands tight (width compressed)
Delta neutral—no clear commitment
NO TRADE ZONE—wait for expansion
⚪ Neutral
Transitional state between regimes
Momentum shifting but not yet confirmed
Monitor for next acceptance signal
Bollinger Bands
Standard volatility measurement with TradingView default styling:
Adjustable period length (default: 20)
Configurable standard deviation multiplier (default: 2.0)
Visual fill between bands for volatility context
Used internally for chop/compression detection
Live Dashboard
Real-time metrics display (top-right corner):
Current market state with color coding
VWAP distance in ATR units
Delta ratio (bull/bear volume balance)
Delta state (Expanding/Compressing)
High-contrast design for instant readability
🎯 HOW TO USE
For Trend Trading:
Accepted Long/Short backgrounds indicate confirmed participation—stay with the trend
Strong moves typically travel 1-1.5 ATR from VWAP with delta support
Use VWAP as dynamic support/resistance
Combine with momentum indicators (MACD, RSI) for confluence
Price above VWAP + Accepted Long state = bullish bias
Price below VWAP + Accepted Short state = bearish bias
For Mean Reversion:
Fade Long/Short states signal overextension without participation
Price beyond 1.5 ATR from VWAP with weak delta = potential reversal
Look for price return to VWAP when extended
Bollinger Band extremes + Fade state = high-probability mean reversion setup
VWAP acts as mean reversion anchor during range-bound sessions
For Risk Management:
Chop state = avoid new entries
Bollinger Band compression + Chop = pre-expansion zone (wait for breakout)
Delta compression after strong move = early exhaustion warning
State transitions (Accepted → Neutral → Fade) = tighten stops
Signal Confirmation:
Strongest setups occur when multiple factors align:
BB breakout + Accepted state + price above/below VWAP
Price rejection at BB bands + Fade state
VWAP support/resistance hold + state transition
Delta expansion + distance increasing + trend direction
⚙️ SETTINGS
All components are fully customizable through organized input groups:
VWAP Distance Group:
VWAP source (default: HLC3)
Anchor period (Session/Week/Month)
ATR length for normalization (default: 14)
Extreme distance threshold in ATR multiples (default: 1.5)
Volume Delta Group:
Delta EMA length (default: 9)
Delta expansion threshold (default: 1.3)
Acceptance Logic Group:
Acceptance lookback period (default: 5)
Chop threshold in VWAP/ATR units (default: 0.3)
Bollinger Bands Group:
BB length (default: 20)
Standard deviation multiplier (default: 2.0)
Display Group:
Toggle state backgrounds
Toggle state change labels
Toggle VWAP line
Toggle Bollinger Bands
💡 EDUCATIONAL VALUE
This indicator teaches important concepts:
How institutional money identifies fair value (VWAP)
The difference between price movement and market acceptance
Why volume participation matters more than price action alone
How to distinguish between noise and committed directional moves
The relationship between volatility compression and expansion cycles
Why distance from equilibrium predicts mean reversion probability
⚠️ IMPORTANT NOTES
This indicator is for educational and informational purposes only
This is a filter, not a standalone trading system
No indicator is perfect—always use proper risk management
Past performance does not guarantee future results
Combine with your own analysis and risk tolerance
Test thoroughly on historical data before live trading
This is not financial advice—use at your own risk
🔧 TECHNICAL DETAILS
Pine Script Version 6
Overlay indicator (displays on price chart)
All calculations use standard, well-documented formulas
No repainting—all signals are confirmed on bar close
Compatible with all timeframes and instruments
Optimized for smaller timeframes (1-5 minute charts)
Minimal computational overhead
📝 CHANGELOG
Version 1.0
Initial release
VWAP distance normalization with ATR scaling
Volume delta proxy system (bull/bear EMA)
6-state acceptance/rejection state machine
Bollinger Bands integration
Real-time dashboard with live metrics
State change labels and background coloring
Full customization options
Developed for traders who need objective participation filters to distinguish high-probability setups from low-quality noise—without cluttering their charts with multiple indicator panels.
ADX Volatility Waves [BOSWaves]ADX Volatility Waves - Trend-Weighted Volatility Mapping with State-Based Wave Transitions
Overview
ADX Volatility Waves is a regime-aware volatility framework designed to map statistically significant price extremes through adaptive wave structures driven by trend strength.
Rather than treating volatility as a static dispersion metric, this indicator conditions all volatility expansion, contraction, and zone placement on ADX-derived trend intensity. Price behavior is interpreted through wave-like transitions between balance, expansion, and exhaustion states rather than isolated band interactions.
The result is a dynamic, gradient-based wave system that visually encodes volatility cycles and regime shifts in real time, allowing traders to contextualize price movement within trend-weighted volatility waves.
Price is evaluated not by static thresholds, but by its position and progression within adaptive volatility waves shaped by directional strength.
Conceptual Framework
ADX Volatility Waves is built on the premise that volatility unfolds in waves, not straight lines.
Traditional volatility tools identify dispersion but fail to account for how volatility behaves differently across trend regimes. By embedding ADX directly into volatility construction, this indicator ensures that volatility waves expand during strong directional phases and compress during weak or transitioning regimes.
Three guiding principles define the framework:
Volatility must be conditioned on trend strength
Extremes occur within zones, not at lines
Signals should emerge from completed wave transitions, not instantaneous touches
This reframes analysis from reactive mean-reversion toward regime-aware wave interpretation.
Theoretical Foundation
The indicator fuses directional movement theory with statistical volatility modeling.
Bollinger-derived dispersion provides the structural base, while ADX normalization controls the amplitude of volatility waves. As ADX increases, volatility waves widen and deepen; as ADX weakens, waves compress and tighten around equilibrium.
From this foundation, extended upper and lower wave zones are constructed and smoothed to represent statistically significant expansion and contraction phases.
At its core are three interacting systems:
ADX-Controlled Volatility Engine : Standard deviation is dynamically scaled using normalized ADX values, producing trend-weighted volatility waves.
Wave Zone Construction : Smoothed volatility boundaries are offset and expanded to form upper and lower wave zones, defining overextension and compression regions.
State-Based Wave Transition Logic : Signals occur only after price completes a full wave cycle: expansion into an extreme wave zone followed by a confirmed return to equilibrium.
This structure ensures that signals reflect completed volatility waves, not transient noise.
How It Works
ADX Volatility Waves processes price action through layered wave mechanics:
Trend-Weighted Volatility Calculation : Volatility boundaries are dynamically adjusted using ADX influence, allowing wave amplitude to scale with trend strength.
Structural Smoothing : Volatility boundaries are smoothed to stabilize wave geometry and reduce short-term distortions.
Wave Offset & Expansion : Upper and lower wave zones are positioned beyond equilibrium and expanded proportionally to volatility range, forming clearly defined expansion waves.
Gradient Wave Depth Mapping : Each wave zone is subdivided into multiple gradient layers, visually encoding increasing extremity as price moves deeper into a wave.
Wave State Tracking & Cooldown Control : The system tracks prior wave occupancy, enforces neutral stabilization periods, and applies cooldowns to prevent overlapping wave signals.
Compression Detection : Volatility width monitoring identifies compression phases, highlighting conditions where new volatility waves are likely to form.
Together, these processes create a continuous, adaptive wave map of volatility behavior.
Interpretation
ADX Volatility Waves reframes market reading around volatility cycles:
Upper Volatility Waves (Red Gradient) : Represent upside expansion phases. Deeper wave penetration indicates increased overextension relative to trend-adjusted volatility.
Lower Volatility Waves (Green Gradient) : Represent downside expansion phases. Sustained presence signals pressure, while exits toward balance suggest wave completion.
Equilibrium Zone : The neutral region between volatility waves. Confirmed re-entry into this zone marks the completion of a wave cycle and forms the basis for BUY and SELL signals.
Regime Context via ADX : Strong ADX regimes widen waves, reducing premature reversal signals. Weak ADX regimes compress waves, increasing sensitivity to reversion.
Wave progression and completion matter more than single-bar interactions.
Signal Logic & Visual Cues
ADX Volatility Waves produces single-entry BUY and SELL labels as its visual cues, plotted only when price first enters a volatility wave zone after the defined cooldown period.
Buy Signal (Bottom Zone Entry) : A BUY label appears when price enters the lower volatility wave (oversold zone). This highlights potential expansion into undervalued extremes, providing visual context for trend assessment rather than a guaranteed execution trigger.
Sell Signal (Top Zone Entry) : A SELL label appears when price enters the upper volatility wave (overbought zone). This marks potential overextension into upper volatility extremes, serving as a contextual indicator of trend stress.
All labels respect cooldown tracking to prevent clustering. Alerts are tied directly to these zone-entry signals, and a separate alert monitors volatility squeezes for awareness of compression periods.
Strategy Integration
ADX Volatility Waves integrates cleanly into volatility-aware trading frameworks:
Wave Context Mapping : Use wave depth to assess expansion and exhaustion risk rather than forcing immediate entries.
Transition-Based Execution : Prioritize BUY and SELL signals formed after confirmed wave completion.
Trend-Regime Filtering : In strong ADX regimes, treat waves as continuation pressure. In weak regimes, favor completed wave reversions.
Volatility Cycle Awareness : Monitor compression phases to anticipate the emergence of new volatility waves.
Multi-Timeframe Alignment : Apply higher-timeframe ADX regimes to contextualize lower-timeframe wave behavior.
Technical Implementation Details
Core Engine : ADX-normalized volatility expansion
Wave System : Smoothed, offset, expanded volatility waves
Visualization : Multi-layer gradient wave zones
Signal Logic : State-based wave transitions with cooldown enforcement
Alerts : Wave entry, wave completion, volatility compression
Performance Profile : Lightweight, real-time optimized overlay
Optimal Application Parameters
Timeframe Guidance:
1 - 5 min : Short-term volatility waves and intraday transitions
15 - 60 min : Structured intraday wave cycles
4H - Daily : Macro volatility regimes and expansion phases
Suggested Baseline Configuration:
BB Length : 20
BB StdDev : 1.5
ADX Length : 14
ADX Influence : 0.8
Wave Offset : 1.0
Wave Width : 1.0
Neutral Confirmation : 5 bars
These suggested parameters should be used as a baseline; their effectiveness depends on the asset volatility, liquidity, and preferred entry frequency, so fine-tuning is expected for optimal performance.
Performance Characteristics
High Effectiveness:
Markets exhibiting rhythmic volatility expansion and contraction
Assets with responsive ADX regime behavior
Reduced Effectiveness:
Erratic, news-driven price action
Illiquid markets with distorted volatility metrics
Integration Guidelines
Confluence : Combine with BOSWaves structure or trend tools
Discipline : Respect wave completion and cooldown logic
Risk Framing : Interpret wave depth probabilistically, not predictively
Regime Awareness : Always contextualize waves within ADX strength
Disclaimer
ADX Volatility Waves is a professional-grade volatility and regime-mapping tool. It does not predict price and does not guarantee profitability. Performance depends on market conditions, parameter calibration, and disciplined execution. BOSWaves recommends using this indicator as part of a comprehensive analytical framework incorporating trend, volatility, and structural context.
FX Session High/Low Bands - Last 5 EST Days
FX Session High/Low Bands - Last 5 Days
Description:
This indicator plots horizontal bands representing the high and low price levels from the major forex trading sessions over the last 5 days. It helps traders identify key support and resistance zones based on recent session activity.
Features:
Multiple Session Tracking: Displays high/low levels for major FX sessions:
Asian Session (Tokyo)
European Session (London)
US Session (New York)
5-Day Lookback: Captures the highest high and lowest low from each session over the previous 5 trading days
Visual Bands: Clear horizontal lines or filled zones showing session boundaries
Dynamic Updates: Automatically recalculates as new session data becomes available
How to Use:
Support/Resistance: Previous session highs/lows often act as key price levels
Breakout Trading: Watch for price breaking above/below session bands
Range Trading: Trade within the bands during consolidation periods
Session Overlap: Pay attention to multiple session bands converging
Ideal For:
Forex day traders
Session-based trading strategies
Support/resistance identification
Multi-timeframe analysis
