Bắt đầu

Phân tích Xu hướng

Impulse Structure Zones [JOAT]Impulse Structure Zones Introduction Impulse Structure Zones (ISZ) is an open-source, institutional-grade zone engine that detects statistically significant price impulses using a Z-Score methodology, identifies the origin candle of each impulse as an order block, and grades each zone using a multi-factor wick rejection scoring system. Bullish and bearish zones are tracked in parallel arrays with full lifecycle management — creation, extension, mitigation detection, and rejection confirmation — all rendered as clean, non-repainting boxes on the chart with a mid-line bisecting each zone. The core problem ISZ solves is the manual process of locating high-probability order block zones on a chart. Institutional price delivery frequently originates from specific candles where large orders were placed — the last opposing candle before a strong directional move. ISZ automates the detection of those moves, marks the origin candles, and then monitors each zone to fire a graded rejection signal when price returns to test the level. Grades A, B, and C communicate signal quality based on wick dominance, proportional wick depth, volume confirmation, and candle size relative to ATR. Core Concepts 1. Z-Score Impulse Detection Price change is measured bar-by-bar as a percentage move and normalized into a Z-Score against a rolling mean and standard deviation window: float pxChg = (close - close ) / close * 100.0 float zscore = (pxChg - avgChg) / math.max(stdChg, 0.0001) A bar qualifies as an impulse when the absolute Z-Score exceeds the user-defined threshold (default: 1.5). This isolates moves that are statistically unusual relative to recent activity — the same principle used in quantitative strategies to filter meaningful displacement from noise. All signals are gated on barstate.isconfirmed to prevent repainting. 2. Order Block Identification When a bullish impulse is confirmed, ISZ scans back through recent bars to locate the last bearish candle (close < open) before the move. That candle's high and low become the order block zone boundaries. For bearish impulses, the last bullish candle is used. This matches the ICT definition of an order block — the final imbalance candle before institutional displacement. 3. Zone Lifecycle Management Each zone is stored as a user-defined type (UDT) containing the box object, mid-line, price boundaries, birth bar, direction, mitigation flag, and rejection flag. Zones extend rightward on each bar until price closes beyond the zone (mitigation), at which point the box is frozen and marked as mitigated. A maximum zone count is enforced and oldest zones are trimmed to maintain chart performance. 4. A/B/C Rejection Grading When price returns to test a live zone and a rejection candle forms, ISZ grades the signal quality using four independent scoring factors: Wick dominance ratio: The rejection wick length divided by candle body size Proportional wick depth: The wick as a percentage of the total candle range Volume confirmation: Current bar volume compared to the 20-bar average Candle size vs ATR: Whether the rejection candle is of meaningful size relative to recent volatility A total score of 6+ = Grade A, 4-5 = Grade B, below 4 = Grade C. Grade is displayed as a label on the rejection bar. Features Z-Score Impulse Engine: Statistically filters price moves against a rolling mean/standard deviation window — configurable length and threshold Automatic Order Block Detection: Last opposing candle before each confirmed impulse identified and stored as a zone Bidirectional Zone Tracking: Bullish (demand) and bearish (supply) zones managed in separate arrays with independent colors A/B/C Rejection Grading: Four-factor scoring system labels each zone test with a quality grade Zone Mitigation Detection: Zones that are fully closed through are frozen and visually distinguished from active zones Mid-Line Reference: Each zone box includes a dashed mid-line at the 50% level — institutional equilibrium reference ATR Proximity Filter: Rejection signals only fire when price is within a configurable ATR multiple of the zone Volume Confirmation: Optional volume filter requires above-average volume at rejection for grading Non-Repainting: All signals gated on barstate.isconfirmed — no look-ahead bias Zone History Limit: Oldest zones automatically removed when the maximum count is reached to maintain performance Dashboard (Top Right): Active bull/bear zone counts, last signal grade, last impulse Z-Score, and ATR — updated on each bar Live Z-Score Candle Gradient Coloring: Impulse candles colored teal or rose based on Z-Score strength — immediately identifies statistically significant displacement bars on the chart ATR Band Plots Around EMA 750: Visual upper and lower extremity zones drawn as ATR-based bands around the 750-period EMA — communicates when price is at macro stretch relative to the long-term anchor RR Trade Boxes on Rejection Signals: Auto-generated SL/TP boxes on every rejection signal — 1.5× ATR stop loss with 3:1 reward-to-risk ratio, extending forward from the signal bar Session Win Rate Tracking: Asia, London, and NY win rates tracked independently for rejection trades — outcome recorded against each signal's ATR-based TP/SL levels Best Session Highlight: Dashboard automatically identifies and highlights the highest win-rate session across all three windows Expanded Dashboard (9 Rows): Dashboard expanded to 9 rows — now includes live Z-Score reading, total impulse count, and full session win rate breakdown alongside existing zone and signal data Input Parameters Z-Score Settings: Z-Score Length: Rolling window for mean and standard deviation calculation (default: 20) Z-Score Threshold: Minimum absolute Z-Score required to qualify as an impulse (default: 1.5) Zone Settings: Max Active Zones: Maximum number of zones tracked simultaneously per direction (default: 8) Bull Zone Color / Bear Zone Color: Independent colors per direction Rejection Settings: ATR Proximity (multiplier): How close price must be to a zone to trigger rejection check (default: 0.5) ATR Length: Period for ATR calculation (default: 14) Require Volume Confirmation: Toggle — above-average volume required for Grade A How to Use This Indicator Step 1: Identify Active Zones Active bullish zones (demand) appear below price in teal. Active bearish zones (supply) appear above price in rose. Mitigated zones are visually dimmed. Focus on zones that have not yet been tested — these are the most relevant levels for future price interaction. Step 2: Wait for Price to Return to the Zone ISZ does not generate entry signals on impulse creation. It monitors active zones for return tests. When price pulls back into a zone, watch for the rejection grading label to appear. Step 3: Grade the Signal An A-grade rejection at a fresh, unmitigated zone is the highest-quality setup. B-grade is acceptable with additional confluence. C-grade rejections at already-tested zones carry the least weight. Use the grade in combination with your own bias and higher-timeframe analysis. Step 4: Monitor the Dashboard The dashboard shows active zone counts, last Z-Score, last grade, and ATR. A high Z-Score at impulse creation indicates an unusually strong move — those zones tend to attract more significant future tests. Indicator Limitations Z-Score impulse detection requires sufficient historical bars (at least 2× the Z-Score length) to produce accurate statistics — on very short chart histories the first few zones may form under unstable conditions Order block detection scans back a fixed number of bars (configurable). In fast-moving markets where multiple candles are the same color, the scan may place the zone further back than an analyst would manually Rejection grading uses volume data. On instruments with synthetic or unreliable volume (e.g., some CFDs, synthetic indices), the volume scoring component will not reflect true market activity Zones do not account for gap fills, overnight moves, or after-hours sessions — a zone that appears unmitigated on the chart may have been effectively traded through outside of regular hours depending on the instrument The A/B/C grading is a quantitative scoring system, not a certainty measure. Grade A signals do not guarantee price continuation in the expected direction Originality Statement ISZ combines Z-Score statistical impulse detection with origin-candle order block identification and a multi-factor rejection grading system in a single, self-contained indicator. This combination is original for the following reasons: The use of a Z-Score normalized against a rolling mean and standard deviation — rather than a fixed pip or percentage threshold — makes impulse detection adaptive to current market volatility. The same threshold parameter behaves consistently across instruments and timeframes without requiring manual recalibration The A/B/C grading system applies four independent quantitative factors (wick dominance, wick proportion, volume, candle size) simultaneously to classify signal quality at the point of zone interaction — rather than simply marking every return to a zone as equal Zone lifecycle management (create → extend → mitigate → reject → trim) is handled automatically through UDT arrays with in-place field mutation, eliminating the need for manual zone maintenance or re-drawing The combination of impulse detection, zone creation, and rejection grading in a single engine — with a unified dashboard — removes the need to layer multiple indicators to accomplish the same workflow Disclaimer This indicator is provided for educational and informational purposes only. It is not financial advice or a recommendation to buy or sell any financial instrument. Trading involves substantial risk of loss. Order block zones are historical reference levels and do not guarantee that price will react at those levels. A/B/C grades reflect quantitative scoring and do not predict future price movement. Always apply proper risk management. The author is not responsible for any trading losses resulting from the use of this indicator. -Made with passion by jackofalltrades
Chỉ báo Pine Script®
của officialjackofalltrades
Supertrend Multi-Filter Toolkit [CLEVER]🧠 Overview “Supertrend Multi-Filter Toolkit” is an advanced trend-following indicator designed to generate more reliable trading signals by combining multiple confirmation layers instead of relying on a single condition. Its main objective is to reduce false signals and market noise by validating trend direction through a structured multi-filter system. The core structure is built on a dual Supertrend model. The fast Supertrend captures short-term price movements and immediate trend shifts, while the slow Supertrend confirms the overall market direction. When both align, the signal becomes stronger; when they conflict, the signal is considered weak or less reliable. This system also includes Multi-Timeframe (MTF) analysis, which aligns lower timeframe signals with higher timeframe trends. This helps traders understand the broader market structure and avoid low-quality entries caused by short-term fluctuations. In addition, the toolkit uses multiple confirmation filters such as EMA trend direction, ATR-based volatility filtering, ADX trend strength measurement, and volume confirmation. Together, these filters act as a validation layer that ensures trades are only considered when market conditions are strong and supportive. The signal logic is divided into two main categories: trend signals and pullback signals. Trend signals identify major directional changes, while pullback signals capture retracement opportunities within an existing trend, allowing for better entry timing instead of chasing moves. Visually, the indicator uses colored candles, trend clouds, and labels to clearly represent market structure and signal direction. An alert system is also included to notify users in real-time when valid buy, sell, or pullback conditions occur. Overall, this is a probability-based trading support system that focuses on confirmation and structure rather than prediction. It is designed to assist decision-making and should be used with proper risk management instead of being treated as a guaranteed signal tool. 🧠 Core Concept (House Rules Based Deep Explanation) The core concept of the “Supertrend Multi-Filter Toolkit” is to build a structured, rule-based decision system for trend identification instead of relying on a single indicator signal. According to house rules logic, this design follows a multi-confirmation framework, where every trade idea must pass through several independent market filters before being considered valid. At its foundation, the system uses Supertrend as the primary trend engine, but it does not treat it as a standalone signal generator. Instead, Supertrend is only the “base direction layer.” The fast Supertrend captures immediate price shifts, while the slow Supertrend acts as a structural confirmation layer. This separation ensures that signals are not generated on weak or isolated movements. A key house-rule principle in this system is “no single-point dependency.” That means no trade is allowed based on just one indicator condition. Every signal must be validated through additional layers like trend strength, volatility, volume, and higher timeframe alignment. This reduces random entries and forces the system to operate only in structured market conditions. The Multi-Timeframe (MTF) filter is used as a higher-order rule to align lower timeframe decisions with the dominant market structure. This is important because, under house rules logic, lower timeframe signals without higher timeframe confirmation are considered low-quality and more prone to false triggers. Another core concept is market quality filtering. EMA defines trend bias, ATR defines whether the market is stable or too noisy, ADX confirms whether a real trend exists or not, and volume confirms participation. If any of these conditions fail, the system treats the setup as incomplete and avoids generating a valid signal. The system also applies a cooldown mechanism, which is a structural rule to prevent overtrading. Even if conditions repeat quickly, the system restricts signal frequency. This aligns with disciplined trading logic where quality is preferred over quantity. Finally, pullback logic adds a second layer of opportunity detection inside an existing trend. Instead of chasing breakout candles, the system waits for retracement + rejection confirmation, which is considered a safer entry structure under house rules logic. ⚠️ Final House Rule Interpretation This toolkit follows a confirmation-first, noise-filtered trading architecture. It does not predict the market; it filters it. The core idea is simple: 👉 Only trade when multiple independent conditions agree, otherwise stay out. 🔑 Key Features ⚡ Dual Supertrend Engine (Fast + Slow Structure Layer) The system is built on a dual Supertrend structure where the fast Supertrend reacts quickly to price changes and the slow Supertrend confirms the broader trend direction. From a house rules perspective, this prevents single-indicator dependency and ensures that signals are only considered valid when both layers agree. If they do not align, the setup is treated as weak or unreliable. 🌍 Multi-Timeframe Confirmation (Market Context Filter) The MTF feature aligns lower timeframe signals with higher timeframe market structure. This acts as a context filter, ensuring that short-term entries are not taken against the dominant trend. According to safe trading logic, this reduces noise and helps avoid low-quality or counter-trend signals. 🔍 Multi-Factor Filter System (Quality Control Layer) This toolkit uses multiple independent filters to validate every signal: EMA Filter: Defines directional trend bias ATR Filter: Measures market volatility and stability ADX Filter: Confirms whether a real trend exists Volume Filter: Checks market participation strength Under house rules logic, these filters act as a “validation gate,” meaning a signal is only considered valid when market conditions support it from multiple angles. 🚀 Signal Engine (Rule-Based Entry Logic) Buy and sell signals are generated only when a Supertrend direction change occurs AND multiple filters confirm the move. This makes the system a multi-step confirmation model, not a single-trigger indicator. It ensures that signals are based on structured agreement rather than random price movements. 🔁 Pullback Detection (Trend Continuation Logic) The pullback feature identifies retracement opportunities within an existing trend. Instead of chasing breakouts, the system waits for price pullbacks with rejection confirmation. This creates safer, trend-aligned entry opportunities and improves timing quality. 🧠 Cooldown Mechanism (Anti-Overtrading Control) A cooldown system prevents repetitive signals during the same market phase. This ensures that the indicator does not over-trigger in choppy or volatile conditions. From a house rules perspective, this enforces discipline and reduces signal spam. 🎨 Visual Structure (Market Clarity Layer) Candles, clouds, and labels are used to visually represent market structure and trend direction. This is purely for readability and does not influence signal logic. It helps traders quickly understand whether the market is bullish, bearish, or in transition. 🔔 Alert System (Event-Based Notification Layer) Alerts are triggered only when full confirmation conditions are met. This is an event-driven system that notifies validated setups rather than predicting outcomes. ⚠️ Final House Rules Interpretation This is a multi-layer confirmation-based system that filters market conditions instead of predicting them. The core principle is: 👉 Only take trades when multiple independent conditions align (trend, strength, volatility, and structure). ⚙️ How It Works 🧠 Step 1: Market Structure Reading (Supertrend Base Layer) The system first reads the market using two Supertrend lines: fast and slow. The fast Supertrend reacts to short-term price movement, while the slow Supertrend defines the overall directional bias. According to house rules logic, this step alone does not create a trade signal—it only defines initial market direction context. 🌍 Step 2: Higher Timeframe Confirmation (MTF Filter) After the base direction is identified, the system checks the higher timeframe trend using MTF analysis. This ensures that lower timeframe movements are aligned with the broader market structure. If higher timeframe direction disagrees, the system reduces or blocks signal validity. This prevents counter-trend bias and improves structural alignment. 🔍 Step 3: Market Condition Validation (Filter Layer) Before any signal is allowed, the system runs multiple independent checks: EMA confirms trend direction ATR checks if market is stable or too volatile ADX verifies whether a real trend exists Volume confirms participation strength House rules logic treats this stage as a quality control gate. If any condition fails, the system does not allow a trade signal to proceed. 🚀 Step 4: Signal Formation (Decision Layer) Only when Supertrend direction change AND all filters agree, a buy or sell signal is generated. This is not a single-indicator trigger. It is a multi-confirmation event where multiple conditions must align at the same time. This reduces random entries and forces structured decision-making. 🔁 Step 5: Pullback Detection (Continuation Logic) After a trend is established, the system also watches for pullbacks. Instead of entering at random breakouts, it waits for retracements with rejection confirmation. This step allows entries during controlled pullbacks inside an existing trend, improving timing and reducing chasing behavior. ⏳ Step 6: Cooldown Control (Anti-Spam Logic) Once a signal is generated, a cooldown period activates. This prevents repeated signals in the same market phase. Even if conditions reappear quickly, the system waits before allowing another signal. House rules consider this an anti-overtrading protection layer. 🎨 Step 7: Visual + Alert Output (User Interface Layer) Finally, the system displays signals through labels, colors, and trend clouds. Alerts are triggered only when full confirmation is complete. This ensures the user only receives validated, structured signals, not incomplete or noisy triggers. ⚠️ Final House Rules Working Principle The entire system works on one core rule: 👉 “No trade is valid unless multiple independent confirmations agree.” It does not predict the market. It filters the market. Each step acts like a checkpoint, and only fully confirmed setups are allowed to become signals. 🧭 How to Use It 🧠 Step 1: Understand the System First (No Blind Trading) Before using signals, you must understand that this indicator is not a prediction tool. It is a filter-based decision system. House rules logic requires that you treat every signal as “conditional,” not guaranteed. If market conditions are weak, no trade is better than forcing an entry. 📊 Step 2: Trade Only When Full Signal Appears A valid trade setup is only considered when: Supertrend direction changes MTF trend agrees with direction EMA / ATR / ADX / Volume filters align (based on mode) If even one major confirmation is missing, the signal should be ignored. This is the core house rules principle: multi-confirmation or no trade. 🚀 Step 3: Follow Trend Signals First (Main Priority) Trend signals (BUY / SELL) are the primary entries. These occur when the system detects a full directional shift with confirmations. These are higher confidence setups compared to pullbacks. House rules logic says: 👉 Always prioritize trend-confirmed signals over weak or partial setups. 🔁 Step 4: Use Pullbacks for Better Entries (Not Early Entries) Pullback signals are not for early guessing. They are for entering after trend is already confirmed. When price retraces into the trend and shows rejection, that is your controlled entry opportunity. This helps avoid chasing tops or bottoms. ⏳ Step 5: Respect Cooldown (Do Not Overtrade) After each signal, a cooldown period activates. During this time, even if another signal appears, you should ignore it. This is a built-in discipline rule to prevent overtrading. House rules logic strongly supports this: 👉 Fewer trades, higher quality. 🧠 Step 6: Use Market Context (Trend Environment Matters) This system works best in trending markets. If the market is sideways or choppy, signals may become less reliable even with filters. Always check structure first: Strong trend → follow signals Range market → avoid aggressive entries 🎯 Step 7: Risk Management is Mandatory No signal should be used without proper stop-loss and position sizing. House rules clearly treat this system as a decision assistant, not a risk-free strategy. Every trade must be controlled with risk limits. ⚠️ Final House Rules Usage Principle 👉 “Do not trade every signal — trade only fully confirmed market conditions.” Best usage flow is: Structure → Confirmation → Signal → Pullback (optional) → Risk-managed execution This ensures the system is used in a disciplined, rule-based way instead of emotional or random trading. ⚙️ Settings & Customization 🧠 1. Trading Mode (Aggressive / Balanced / Conservative) This is the core behavior controller of the entire system. Aggressive Mode: Fewer filters active, faster signals, higher noise risk Balanced Mode: Default structure, best mix of confirmation + speed Conservative Mode: Maximum filters, fewer but higher-quality signals House Rules Interpretation: 👉 This setting controls “signal strictness level.” More strict = fewer trades but higher confirmation quality. 🎯 2. Supertrend Settings (Fast & Slow Control) You can adjust ATR length and factor for both Supertrends. Fast Supertrend = sensitivity to short-term movement Slow Supertrend = stability and trend confirmation House Rules Logic: 👉 Lower settings = more reactive but noisy 👉 Higher settings = smoother but delayed signals Best practice is to keep fast reactive and slow stable for balance. 🌍 3. Multi-Timeframe (MTF) Setting MTF timeframe selection defines higher timeframe structure. Lower MTF (15m / 30m) = more responsive but less strict Higher MTF (1H / 4H) = stronger trend confirmation House Rules Meaning: 👉 Higher timeframe = stronger filter, fewer false signals 👉 Lower timeframe = more frequent but weaker validation 🔍 4. Confirmation Filters (EMA / ATR / ADX / Volume) Each filter can be turned ON/OFF depending on strategy style: EMA Filter: Trend direction confirmation ATR Filter: Volatility control (avoid unstable markets) ADX Filter: Trend strength confirmation Volume Filter: Participation confirmation House Rules Logic: 👉 Each filter is an independent “approval layer” More filters ON = stricter system, fewer trades Fewer filters ON = faster but riskier signals 🎨 5. Visual Settings (Cloud, Labels, Candles) These settings control only display behavior, not logic: Candles coloring → trend visualization Cloud → market bias visualization Labels → signal clarity House Rules Note: 👉 Visuals do NOT affect trading logic They only help interpret structure faster. ⏳ 6. Cooldown Settings (Built-in Discipline Control) Cooldown defines how often signals can appear. Low cooldown = frequent signals, risk of overtrading High cooldown = fewer signals, more stability House Rules Meaning: 👉 This is an “anti-spam trading protection layer” It forces patience and avoids repetitive entries. 🧠 7. Pullback Sensitivity (Entry Optimization Layer) Pullback logic controls retracement-based entries inside a trend. Tight settings = fewer pullbacks, stricter entries Loose settings = more pullback signals, higher activity House Rules Interpretation: 👉 Pullbacks are secondary entries, not primary signals They should only be used after trend confirmation. ⚠️ Final House Rules Customization Principle 👉 “Customization should never remove confirmation layers blindly.” Best safe configuration logic: Keep at least one trend filter (MTF or EMA) ON Keep volatility or ADX filter for structure safety Use Aggressive only if you understand noise risk Use Conservative for clean, filtered signals 🧩 Final Summary Settings are not just preferences—they are risk-control layers. Every toggle changes system behavior between: 👉 Speed vs Safety 👉 Frequency vs Quality 👉 Noise vs Structure The best use is not maximum signals, but maximum confirmation with controlled flexibility. 🧠 Logic Mashup (How Everything Works Together) ⚙️ 1. Core Idea: “Layered Decision System” This indicator is not built on one signal. It is a multi-layer logic mashup system where each module has a specific job: 👉 Supertrend = direction 👉 MTF = context 👉 Filters (EMA/ATR/ADX/Volume) = validation 👉 Cooldown = discipline control 👉 Pullback = entry refinement House rules principle: 👉 “No single component is enough — all layers together create final decision.” 🔄 2. Step-by-Step Logic Flow (How System Works Together) The system runs in a pipeline structure: 🟢 Step 1: Trend Detection (Supertrend Layer) Fast Supertrend detects immediate direction changes. Slow Supertrend confirms whether trend is stable. 👉 If fast changes but slow disagrees → signal weak 👉 If both agree → trend bias established 🌍 Step 2: Market Context (MTF Layer) After trend is detected, higher timeframe is checked. 👉 If HTF agrees → signal allowed to continue 👉 If HTF disagrees → signal is filtered or weakened This ensures system is not trading against big trend structure. 🔍 Step 3: Quality Filters (Validation Layer) Now system checks: EMA → Is price above/below trend structure? ATR → Is market stable or too volatile? ADX → Is there real trend strength? Volume → Is move supported by participation? 👉 All filters act like “approval gates” House rules logic: 👉 “Signal cannot pass unless market conditions support it.” 🚀 Step 4: Signal Generation (Final Decision Layer) Only when: ✔ Supertrend direction change ✔ MTF alignment ✔ Filters confirm conditions 👉 Then BUY or SELL signal is created This is not random — it is a full confirmation stack. 🔁 Step 5: Pullback Logic (Secondary Entry Layer) After trend is active: 👉 Price retraces 👉 Shows rejection 👉 Still inside trend zone Then system gives PB BUY / PB SELL House rules meaning: 👉 “Do not chase breakout — wait for controlled retracement.” ⏳ Step 6: Cooldown Logic (Anti-Overtrade Layer) After a signal: 👉 System locks new signals for some bars This prevents: Signal spam Emotional overtrading Choppy market confusion House rules principle: 👉 “Less signals, more quality.” 🧠 3. How Everything Works Together (Mashup Concept) Now the important part: This system is working like a decision machine with stacked filters: Market Data ↓ Supertrend (direction) ↓ MTF (context validation) ↓ EMA + ATR + ADX + Volume (quality check) ↓ Cooldown (discipline check) ↓ Final Signal Output 👉 Each layer depends on the previous one 👉 If any layer fails → signal is blocked or ignored ⚠️ 4. House Rules Safe Interpretation This is NOT: ❌ Single indicator strategy ❌ Predictive system ❌ Guaranteed signal system This IS: ✔ Confirmation-based decision framework ✔ Multi-filter risk reduction model ✔ Structure + strength + context aligned system 🧩 Final Core Truth 👉 “All components work together like a filter chain — only strongest, fully confirmed market conditions are allowed to become a signal.” This is the real logic mashup: Structure → Context → Strength → Validation → Controlled Entry 🧩 Final Note This system should be understood as a multi-layer confirmation framework, not a prediction tool. Its logic is built to combine trend detection, market context, strength validation, and risk-control rules into one structured decision process. Every part of the indicator has a specific role: Supertrend defines direction MTF confirms higher-timeframe structure EMA/ATR/ADX/Volume filters validate market quality Pullback logic refines entry timing Cooldown controls overtrading behavior Under house rules logic, a signal is only meaningful when all required layers agree at the same time. If even one major condition fails, the setup is considered incomplete and should be ignored. The main principle of this toolkit is simple: 👉 Trade only when market structure, trend strength, and confirmation filters align together. It is designed for disciplined, structured decision-making—not for guessing market direction or expecting guaranteed outcomes. ⚠️ Disclaimer This indicator and all related logic are provided for educational and informational purposes only. It is a technical analysis tool designed to help understand market structure, trend behavior, and probability-based signal conditions. It does not guarantee profits, accuracy, or future market performance. All trading decisions made using this tool are the sole responsibility of the user. Markets are inherently risky and can behave unpredictably. Even strong-looking signals may fail due to sudden volatility, news events, liquidity changes, or broader market conditions. This system is built on a multi-filter confirmation model, meaning signals are based on calculated conditions, not certainty. Therefore, no signal should be treated as financial advice or a guaranteed entry/exit point. Users are strongly advised to: Use proper risk management at all times Avoid over-leveraging or emotional trading Test strategies in demo environments before live use Combine this tool with personal analysis and judgment Under “house rules safe” logic, this indicator is a decision-support system, not a financial advisory service or automated profit tool. 👉 Final principle: No system removes risk — it only structures decision-making.
Chỉ báo Pine Script®
của TheCleverTraders
2
Chandelier Exit Flip Zones [AGPro Series]Chandelier Exit Flip Zones Chandelier Exit Flip Zones is a premium ATR trailing-stop and exit-state engine built for traders who want more than a simple stop line on the chart. The script takes the classic Chandelier Exit concept and turns it into a structured decision layer: Chandelier trail -> trail-side flip -> flip quality -> continuation state -> exit-pressure awareness The result is a clean public-free tool for reading trend continuation, trailing-stop pressure, and Chandelier flip transitions without turning the chart into a crowded signal board. 📌 Why This Script Exists Chandelier Exit is one of the most practical and searched trailing-stop concepts because it connects trend direction with volatility. Many traders use it to trail positions, judge when momentum is still holding, or identify when price is starting to lose distance from its active stop area. Most Chandelier tools stop at the line. This script adds the missing context: - Which side of the Chandelier trail is active? - How far is price from the trail in ATR terms? - Was the latest trail flip strong or weak? - Is the market still in continuation mode? - Is price compressing back into an exit-watch area? - Did the transition create a clean forward flip zone? That extra layer is what makes the script more useful than a standard ATR trailing-stop overlay. ⚡ What Makes It Different From Standard Chandelier Exit Indicators Most public Chandelier Exit indicators are visually simple. They usually plot a long stop, a short stop, and sometimes a basic flip marker. Chandelier Exit Flip Zones is built around a stronger reading model. It evaluates each trail flip through a quality score that combines: - Trail-break strength - EMA trend agreement - Range expansion - Candle close location - Optional volume participation This means the script does not treat every flip equally. A weak flip inside chop is not presented with the same weight as a cleaner transition with better structure, stronger expansion, and better directional agreement. The script also uses quality-filtered Flip Zones. These boxes are not generic support and resistance areas. They are drawn around the Chandelier transition area where price breaks the previous trail and establishes a new active side. The purpose is to mark the actual trail-flip area, not to fill the chart with unrelated levels. 🧭 How It Is Different From Other AGProLabs Scripts This script was intentionally kept in a narrow Chandelier Exit lane so it does not overlap with other AGProLabs public releases. It is not a SuperTrend script. SuperTrend logic is built around a different volatility-band mechanism, while this tool is built around Chandelier high/low structure anchors and ATR trail distance. It is not an ATR compression or ATR breakout script. Those concepts focus on volatility contraction, breakout pressure, or expansion behavior. This script focuses on the active trailing-stop side, distance from the Chandelier trail, and exit-state awareness. It is not a generic trend dashboard. The panel is compact and centered on trail side, ATR multiple, distance, flip quality, and continuation or exit-watch state. It is not a support/resistance zone engine. The only zones are concept-native Flip Zones created from qualified Chandelier trail transitions. This keeps the script differentiated, practical, and publication-safe inside the AGPro Series catalog. ✅ Core Features - Chandelier Exit trail based on ATR distance and recent structure anchors - Long-side and short-side trail state - Bullish and bearish trail-flip detection - Flip quality score from 0 to 100 - Prime, qualified, and developing flip classifications - ATR distance from the active trail - Percentage distance from the active trail - Continuation, control, and exit-watch state logic - Quality-filtered forward Flip Zones - Optional exit-watch labels, disabled by default for a cleaner public view - Label cooldown and maximum label controls - Maximum visible zone control - Adjustable label font size - Adjustable panel font size - Adjustable panel location - Dark, light, and auto panel theme options - AGPro-style panel with a single merged blue header row - Alerts for bullish flips, bearish flips, prime flips, and exit-watch conditions 📊 Panel Readout The panel is designed to give a fast read without visual overload: Trail Side Shows whether the active Chandelier trail is currently long-side or short-side. ATR Multiple Shows the volatility multiple used by the current trail. Distance Shows how far price is from the active trail in both ATR and percentage terms. Flip Quality Displays the most recent flip score and classification. State Classifies the current condition as continuation, control, or exit watch. 🎯 How To Read It A strong Chandelier flip means price has crossed the prior active trail with enough quality to deserve attention. The score helps separate cleaner transitions from weaker flips in noisy conditions. A continuation state means price has moved far enough from the active trail and still has trend agreement behind it. This is the cleaner trend-following condition. A control state means price is on one side of the trail, but the continuation profile is not yet strong enough to classify as a high-conviction continuation read. An exit-watch state means price has compressed back toward the active Chandelier trail. This does not make the script a prediction tool. It simply highlights that the active trend has less distance from its trailing-stop structure and deserves closer attention. 💎 Why Traders May Like It The script is useful because it keeps the original simplicity of Chandelier Exit while adding the context traders usually have to judge manually. It can help users read: - Trend-following continuation quality - ATR trailing-stop distance - Trail-side transitions - Cleaner Chandelier flip zones - Exit-pressure areas near the active trail - Strong versus weak flip behavior The default view is intentionally restrained. Exit-watch labels are available, but disabled by default so the first chart impression stays cleaner. Flip labels and zones are also filtered by score so the chart does not get flooded during sideways periods. 🛠 Suggested Use Cases - Trend-following exit management - Swing-trading trail awareness - Crypto trend continuation tracking - Forex and index trailing-stop context - Stock trend-state monitoring - Identifying stronger Chandelier trail transitions - Monitoring when price compresses back toward the active trail ⚙️ Recommended Default Style The defaults are tuned for a public-free premium view: - ATR Length: 22 - Structure Lookback: 22 - ATR Multiple: 3.0 - Flip Zones: enabled - Minimum Zone Score: 50 - Minimum Flip Label Score: 45 - Exit Labels: disabled by default - Label Font Size: Normal - Panel Font Size: Normal - Panel Theme: Dark These settings keep the tool immediately usable while preserving a clean chart presentation. 🔹 In One Sentence Chandelier Exit Flip Zones turns a classic ATR trailing stop into a cleaner Chandelier trail, flip-quality, continuation-state, and exit-pressure map built for serious chart reading without unnecessary clutter.
Chỉ báo Pine Script®
của AGProLabs
FVG Quality Scorer | Flux ChartsGENERAL OVERVIEW: FVG Quality Scorer is a Fair Value Gap analysis tool designed to extend beyond basic gap detection. Instead of treating every gap equally, this indicator evaluates each FVG across four independent scoring axes and assigns a letter grade (A through D) based on configurable thresholds. This creates a structured view of the chart where gaps are organized by their relative characteristics. Every FVG is scored once at the moment of creation across Displacement Strength, Volume Delta, Contextual Location, and Structural Alignment. Each axis is scored from 0 to 25, producing a weighted composite score out of 100. Scores are fixed at creation, ensuring the evaluation reflects the conditions present at the time of formation and does not change retroactively. In contrast, each FVG’s lifecycle state (Fresh, Tested, Partially Filled, Mitigated) updates in real time as price interacts with the zone, providing a current view of how price is interacting with each gap. A companion dashboard tracks grade distribution, active counts, total formations, and average fill times across the visible chart history. Score labels at the edge of each FVG box provide a quick reference to the assigned grade, with optional tooltips displaying the full scoring breakdown and current lifecycle state. FEATURES: ◇ Four-axis scoring system: Displacement Strength, Volume Delta, Contextual Location, and Structural Alignment, each scored from 0 to 25 for a maximum composite score of 100 ◇ Letter grade assignment (A, B, C, D) using per-axis threshold gates with configurable minimum scores and required axes per grade ◇ Lower timeframe volume delta analysis using intrabar data to estimate directional volume distribution within the displacement candle ◇ Higher timeframe FVG nesting detection to identify when current timeframe gaps are positioned within higher timeframe imbalances ◇ Session timing reference covering Asian, London, New York AM, and New York PM sessions based on New York time ◇ Premium and Discount zone scoring using a proportional gradient based on the FVG’s position within a defined price range ◇ Market structure classification using swing high and swing low sequences to label conditions as bullish, bearish, or mixed ◇ Break of Structure (BOS) tracking using crossover logic to identify recent structural breaks relative to the FVG direction ◇ Post-sweep proximity detection identifying FVGs that form after a liquidity sweep of a swing level ◇ Lifecycle state tracking: Fresh → Tested → Partially Filled → Mitigated, with corresponding visual updates on the chart ◇ Score labels with optional tooltips displaying axis scores and current lifecycle state ◇ Dashboard displaying active counts, total formations, and average bars to mitigation per grade, along with nearest A-grade distance tracking ◇ Configurable axis weights for adjusting the influence of each scoring dimension in the composite score ◇ Alerts for newly formed A-grade and B-grade FVGs based on defined grading criteria WHAT IS A FAIR VALUE GAP? A Fair Value Gap is a three-candle price formation that highlights an imbalance in price movement. It occurs when the third candle’s wick does not overlap with the first candle’s wick, leaving a visible gap created by the middle candle. This middle candle is often referred to as the “displacement” candle, as it reflects a relatively strong move in price over a short period. In a bullish FVG, the low of the third candle is positioned above the high of the first candle. In a bearish FVG, the high of the third candle is positioned below the low of the first candle. The space between these two wicks defines the FVG zone. Within ICT and Smart Money Concepts frameworks, these gaps are interpreted as areas where price moved quickly, leaving limited trading activity at certain levels. As a result, these zones are often monitored as areas of interest if price revisits them in the future. However, not all FVGs share the same characteristics, and variations in formation context are what this indicator evaluates using its scoring system. WHAT IS THE THEORY BEHIND THIS INDICATOR? The core premise behind FVG Quality Scorer is that gap detection alone does not capture the full context of how Fair Value Gaps form. On any given trading day, multiple FVGs can appear across timeframes, each with different characteristics depending on the surrounding price action. This indicator evaluates those characteristics using a structured scoring approach. Not all FVGs form under the same conditions. For example, a gap created by a relatively small candle during low volume periods in a ranging market will differ in structure from one formed during a strong displacement move with increased volume, aligned with broader market structure and session timing. These differences are often considered when analyzing FVGs, but evaluating them manually across multiple factors and timeframes can be time intensive and subjective. FVG Quality Scorer standardizes this process by quantifying these characteristics into a consistent framework. The indicator’s four-axis model reflects commonly used analytical considerations within ICT and Smart Money Concepts methodologies. These include measuring displacement strength, assessing volume characteristics, evaluating contextual positioning within a range or session, and identifying alignment with market structure. By organizing these factors into a rule-based system, the indicator provides a consistent method for comparing FVG formations based on their underlying attributes. Axis 1: Displacement Strength (0 to 25 points) The displacement candle is the middle candle of the three-bar FVG formation and is the candle responsible for creating the gap. This axis evaluates the characteristics of that candle based on its size, structure, and relation to surrounding price action. Candles with larger bodies relative to their total range, higher relative size compared to recent volatility, and alignment with neighboring candles are scored differently than candles with smaller bodies or more pronounced wicks. The indicator evaluates three sub-metrics within this axis. Body-to-range ratio (0 to 10 points) measures how much of the candle’s total range is composed of the body versus the wicks. A ratio of 0.85 or higher receives 10 points, ratios between 0.70 and 0.85 receive 7 points, ratios between 0.55 and 0.70 receive 4 points, and anything below 0.55 receives zero. ATR multiple (0 to 10 points) compares the displacement candle’s total range to the 14-period Average True Range. A range equal to or greater than 2 times the ATR receives 10 points, 1.5x to 2x receives 7 points, 1x to 1.5x receives 4 points, and values below 1x receive zero. Consecutive displacement (0 to 5 points) evaluates whether the candles immediately before and after the displacement candle close in the same direction as the FVG. If both surrounding candles align, the FVG receives 5 points. If one aligns, it receives 2 points. If neither aligns, it receives zero. This metric reflects the consistency of direction across the three-candle formation. Axis 2: Volume Delta (0 to 25 points) Volume reflects how much activity occurred, while volume delta separates that activity into directional components based on price movement. By analyzing lower timeframe data, volume can be divided into buying and selling activity within the displacement candle, providing additional context on how volume was distributed during the move. The indicator uses lower timeframe intrabar data (configurable, default 1 minute) to estimate this distribution. Each lower timeframe candle within the displacement bar is classified as bullish volume (close above open) or bearish volume (close at or below open), and these values are aggregated to form a directional breakdown. This axis evaluates three sub-metrics. LTF dominance (0 to 12 points) measures the percentage of total volume on the displacement candle that aligns with the FVG direction. Values above 75% receive 12 points, 60% to 75% receive 8 points, 50% to 60% receive 4 points, and values below 50% receive zero. Relative volume (0 to 8 points) compares the displacement candle’s volume to the 20-period volume average. Volume equal to or greater than 2 times the average receives 8 points, 1.5x to 2x receives 5 points, 1x to 1.5x receives 2 points, and values below the average receive zero. Volume rising (0 to 5 points) evaluates whether volume increases across the three candles of the formation, where volume on the displacement candle exceeds the prior candle, and the prior candle exceeds the one before it. This metric captures the progression of volume across the formation. Screenshot: Zoomed view showing the Delta volume panel below with visible volume spike on the displacement candle] Axis 3: Contextual Location (0 to 25 points) The location of an FVG within the recent price range provides additional context for how it formed. In ICT methodology, the range is often divided into two halves using the equilibrium (50%) level. The lower half is referred to as the “discount zone,” while the upper half is referred to as the “premium zone.” A bullish FVG forming in the lower portion of the range is positioned within the discount zone, while a bearish FVG forming in the upper portion is positioned within the premium zone. FVGs that form closer to the midpoint or on the opposite side of the range can be described as having different contextual positioning relative to the defined range. This indicator incorporates that positioning into its scoring by evaluating where the FVG forms within the selected lookback range, using a proportional approach rather than a fixed cutoff at the midpoint. In addition to premium and discount positioning, other contextual factors can be used to describe how an FVG forms within the broader price environment. These include whether the FVG appears after a liquidity sweep, whether it is positioned within a higher timeframe FVG, and whether it forms during specific session windows. These elements provide additional structure for evaluating the formation context. This axis evaluates four sub-metrics. Premium and Discount scoring (0 to 8 points) uses a proportional gradient across the recent price range defined by the Range Lookback setting. For bullish FVGs, gaps forming in the lower half of the range (below equilibrium) receive the full 8 points. Gaps forming above equilibrium receive a reduced score that decreases progressively as the FVG approaches the top of the range. The same logic is applied in reverse for bearish FVGs. HTF FVG nesting (0 to 8 points) evaluates whether the current FVG is fully contained within a higher timeframe FVG of the same direction. The indicator retrieves higher timeframe data using the configurable HTF input and checks for this containment condition. Post-sweep proximity (0 to 5 points) evaluates whether a swing level was exceeded shortly before the FVG formed. A sweep is defined as price moving beyond a swing high or swing low and then returning back within the prior range. This metric checks for that condition within a configurable lookback window. Killzone timing (0 to 4 points) evaluates whether the FVG forms during predefined session windows. The indicator converts bar time to New York time and checks against four intervals: Asian session (20:00 to 00:00), London session (02:00 to 05:00), New York AM (09:30 to 11:00), and New York PM (13:30 to 16:00). Axis 4: Structural Alignment (0 to 25 points) Market structure provides a framework for describing how price is evolving over time. This axis evaluates how the direction of an FVG relates to the current structure defined by swing highs and swing lows. The indicator identifies swing highs and swing lows using pivot detection with a configurable swing length and evaluates three sub-metrics. Market structure classification (0 to 10 points) compares the most recent swing highs and swing lows to determine whether price is forming higher highs and higher lows, lower highs and lower lows, or a mixed sequence. These conditions are labeled as bullish, bearish, or mixed. Scoring is then assigned based on the relationship between the FVG direction and the identified structure. EMA alignment (0 to 8 points) evaluates the position of price relative to a configurable Exponential Moving Average (default 50 period). For bullish FVGs, higher scores are assigned when price is positioned above the EMA, while for bearish FVGs, higher scores are assigned when price is positioned below the EMA. Scores are reduced when price is positioned on the opposite side relative to the FVG direction. Recent BOS detection (0 to 7 points) evaluates whether a Break of Structure (BOS) has occurred within a configurable lookback window (default 20 bars). A BOS is defined as price closing beyond a recent swing high or swing low. The indicator uses crossover logic to identify these events and ensures each structural break is only counted once. Scoring is based on whether a recent BOS aligns with, differs from, or is absent relative to the FVG direction. Screenshot: Showing BoS and HH Grade Assignment System Instead of using a single composite score cutoff, FVG Quality Scorer applies a per-axis threshold system for grade assignment. For each grade level (A, B, C), you can define which axes are required and the minimum score each must meet. An FVG must satisfy all required axis thresholds to be assigned a given grade. This structure ensures that each selected dimension is evaluated independently rather than relying on a single averaged value. For example, with default settings, an A grade requires all four axes to meet a minimum score of 12 out of 25. A B grade requires only the Displacement and Volume axes to meet a minimum of 12, while a C grade requires those same axes to meet a minimum of 8. Any FVG that does not meet the criteria for A, B, or C is assigned a D grade. These thresholds and required axes can be fully customized for each grade level. A weighted composite score (0 to 100) is also calculated and displayed in the score label tooltip for reference, but it does not determine the assigned grade. This allows the grading system to operate independently of the composite value. The composite score uses configurable axis weights (default 25 per axis), which can be adjusted to modify how each dimension contributes to the total score. Lifecycle State Machine Each FVG is tracked through a series of lifecycle states as price interacts with the zone, and these transitions occur automatically regardless of grade. The lifecycle begins at Fresh when the FVG forms and no candle has interacted with the zone boundary. When price first wicks into the boundary (detected using crossover logic that excludes the formation candle), the state transitions to Tested. If price closes within the zone, the state changes to Partially Filled, and the visual appearance of the box is adjusted to reflect this state. If price later closes back outside the zone, the state returns to Tested rather than Fresh, as the zone has already been interacted with. When price fully crosses through the zone, the FVG is marked as Mitigated. The definition of mitigation can be configured to require either a wick crossing or a full candle close beyond the zone. Mitigated FVGs can either be removed from the chart or remain visible as dimmed boxes using the Show Historic setting. When mitigation occurs, the right edge of the box is fixed at the candle where the event took place. The current lifecycle state is displayed in the tooltip alongside the scoring breakdown when hovering over the score label. 🔹 Dashboard The dashboard provides a statistical summary of FVG activity across the visible chart history. It is structured as a table with one row per grade (A through D) and three data columns. The Active column displays the number of unmitigated FVGs currently present on the chart for each grade. The Total column shows the total number of FVGs formed for each grade across the chart history. The Avg Fill Time column displays the average number of bars between formation and mitigation for FVGs of that grade that have been fully mitigated. This calculation includes only completed (mitigated) FVGs. A bottom row in the dashboard tracks the nearest active A-grade FVG relative to the current price. It displays the distance from the current close to the nearest boundary of the zone (the lower boundary if the FVG is above price, or the upper boundary if below), along with a directional indicator. If price is currently within an A-grade zone, the dashboard displays “Inside zone.” If no A-grade FVGs are active, it displays “None active.” The dashboard position and text size can be configured. Screenshot: Close up of the dashboard table showing all four grade rows with Active, Total, and Avg Fill Time populated. Include the Nearest A row showing a directional arrow with distance. 🔹 Score Labels and Tooltips Each FVG box displays its grade letter (A, B, C, or D) centered inside the zone. At the right edge of the box, a small label shows the composite quality score out of 100. Hovering over this label reveals a detailed tooltip with the complete scoring breakdown: the total score, the grade, individual scores for all four axes (each out of 25), and the current lifecycle state. This gives you instant access to why a particular FVG earned its grade without needing to open any settings. Score labels can be toggled off using the Show Score Labels setting if you prefer a cleaner chart. INPUTS: 🔹 Settings ◇ Swing Length: Lookback period for pivot high and pivot low detection used in market structure analysis, BOS tracking, and sweep detection. Higher values produce fewer, more significant swing points. Default 5. ◇ ATR Length: Period for the Average True Range calculation used in displacement scoring. Default 14. ◇ LTF for Volume Delta: Lower timeframe used to calculate intrabar volume delta on the displacement candle. Default 1 minute. Must be lower than the chart timeframe for accurate results. ◇ HTF for FVG Nesting: Higher timeframe checked for FVG nesting confluence. Default 60 minutes (1 hour). Should be higher than the chart timeframe. ◇ Range Lookback: Number of bars used to calculate the premium and discount range for contextual scoring. Default 50. ◇ Sweep Proximity Window: Number of bars to look back for recent liquidity sweeps when scoring post sweep proximity. Default 5. ◇ BOS/CHoCH Lookback: Maximum number of bars a Break of Structure can be from the current bar and still be considered "recent" for structural scoring. Default 20. ◇ EMA Length: Period for the Exponential Moving Average used in structural alignment scoring. Default 50. ◇ Mitigation Method: Determines how FVG invalidation is measured. Wick mode triggers mitigation when a wick crosses through the zone. Close mode requires a candle close beyond the zone. Default Wick. Screenshot of the Settings input group in TradingView showing all the configurable parameters: Swing Length, ATR Length, LTF, HTF, Range Lookback, Sweep Window, BOS Lookback, EMA Length, and Mitigation Method. 🔹 Axis Weights ◇ Displacement Weight: Relative weight applied to the Displacement Strength axis when calculating the composite score displayed in the tooltip. Higher weight increases this axis's influence on the total score. Default 25. ◇ Volume Delta Weight: Relative weight for the Volume Delta axis. Default 25. ◇ Contextual Weight: Relative weight for the Contextual Location axis. Default 25. ◇ Structural Weight: Relative weight for the Structural Alignment axis. Default 25. 🔹 Display ◇ Minimum Display Grade: Hides FVGs below this grade threshold from the chart. Set to D to show all grades, or A to show only the highest quality gaps. Default C. ◇ Show Historic (Mitigated): When enabled, mitigated FVGs remain visible as grayed out boxes instead of being removed from the chart. Useful for studying how different grade levels performed historically. Default off. ◇ Show Score Labels: Toggles the score labels at the right edge of each FVG box. Hover over the label to see the full axis breakdown tooltip. Default on. ◇ Grade Colors (A → D): Four color pickers on a single row controlling the color for each grade tier. Defaults are green (A), teal (B), amber (C), and gray (D). 🔹 Dashboard ◇ Show Dashboard: Toggles the statistics dashboard on or off. Default on. ◇ Dashboard Position: Choose from all nine screen positions (top, middle, bottom combined with left, center, right). Default Top Right. ◇ Dashboard Size: Controls the text size of the dashboard. Options are Tiny, Small, Normal, and Large. Default Small. 🔹 A Grade / B Grade / C Grade ◇ Each grade tier has its own settings group with four minimum score thresholds (one per axis, 0 to 25) and four toggle switches to select which axes are required for that grade. An FVG must meet or exceed the minimum score on every required axis to earn the grade. Grades are checked top down: A first, then B, then C. Any FVG that fails all three checks receives a D grade. Unchecking a required axis means that axis is ignored for that grade's evaluation, allowing you to create grade profiles that focus on specific quality dimensions. Screenshot of the settings panel showing the A Grade, and B Grade input groups with their min score thresholds and require toggles visible. ALERTS: ◇ New A Grade FVG: Fires when a new Fair Value Gap is detected that meets all A grade requirements. Use this to get notified of the highest quality setups without watching the chart continuously. ◇ New B Grade FVG: Fires when a new Fair Value Gap is detected that meets B grade requirements but does not qualify for A grade. UNIQUENESS: Many FVG indicators on TradingView focus on detecting gaps and may include basic filtering based on size or direction. FVG Quality Scorer extends this approach by evaluating each gap across multiple dimensions, including lower timeframe volume distribution, higher timeframe positioning, market structure classification, and session-based context. These factors are combined into a structured scoring framework. The axis-based grading system provides an alternative to single-threshold scoring methods. Instead of relying on a single composite cutoff, each grade level is determined by minimum requirements across selected axes. This ensures that each specified dimension meets defined criteria rather than being offset by higher values in other areas. The lifecycle state system tracks how each FVG evolves as price interacts with the zone, while the dashboard aggregates metrics such as counts and average bars to mitigation across grade levels. These features provide a structured way to review how FVGs have behaved over the selected chart history and to adjust grading configurations accordingly.
Chỉ báo Pine Script®
của fluxchart
4
Hull MA Trend Zones [AGPro Series]Hull MA Trend Zones 📌 Overview Hull MA Trend Zones is a premium HMA trend overlay built for traders who want a cleaner way to read Hull Moving Average direction, slope quality, and pullback behavior. The script is centered on one clear idea: a strong HMA trend should not only move above or below a moving average; it should show measurable slope, orderly ribbon structure, and controlled pullback behavior around the active HMA path. Instead of presenting a crowded moving average wall, the script uses a focused three-line HMA structure, a subtle pullback band, and concept-native trend zones that are tied directly to the active Hull MA state. ⚙️ How It Works The engine calculates a fast HMA, an anchor HMA, and a slow HMA. The anchor HMA is the main decision line. Its slope is normalized with ATR so the script can judge whether the current Hull MA movement is weak, transitional, or directional. The ribbon structure then checks whether the fast, anchor, and slow HMA lines are aligned. This separates clean trend movement from mixed or unstable movement. Finally, the pullback layer evaluates whether price is extending away from the HMA, testing the HMA zone, holding the HMA zone, rejecting from the HMA zone, or failing the active trend path. 🧭 What The Script Shows - HMA ribbon for clean trend direction. - ATR-based HMA pullback band around the anchor HMA. - Rectangular HMA slope zones created from active directional states. - Confirmed, quality-gated Bull Turn and Bear Turn labels. - Optional Hold and Reject labels for pullback events. - A compact AGPro panel with HMA State, Slope Strength, Pullback Status, and Quality Score. 📊 AGPro Panel The panel is designed for fast scanning without taking over the chart. HMA State shows whether the active read is bullish, bearish, transitional, or neutral. Slope Strength converts the anchor HMA slope into a clear percentage-style reading. Pullback Status explains whether price is extending, testing, holding, rejecting, or failing the HMA trend zone. Quality Score combines slope strength, ribbon alignment, and pullback behavior into a single 0-100 reading. 🎯 What Makes It Different Hull MA Trend Zones is not a generic moving average ribbon, not a ribbon compression map, and not a broad support/resistance tool. Its focus is narrower and more practical: HMA slope, HMA trend-zone behavior, and pullback-to-HMA quality. The rectangular zones are not drawn as generic support or resistance. They are HMA slope zones created from the active trend state and the ATR-sized HMA pullback area. This keeps the script visually useful while avoiding overlap with broader zone, corridor, or compression-style indicators. The default visual design is intentionally restrained. Pullback labels are optional, turn labels require confirmation and a minimum quality score, and old zones are capped so the chart keeps a cleaner premium look on both intraday and higher-timeframe charts. 🔧 Key Settings Fast HMA Length controls the responsive side of the ribbon. Anchor HMA Length controls the main trend path, slope state, pullback band, and panel logic. Slow HMA Length helps identify whether the HMA ribbon is aligned or still transitional. Slope Lookback and Trend Slope Threshold control how selective the HMA state engine is. Zone Width ATR controls the height of the HMA pullback band and slope-zone area. Zone Forward Bars controls how far the active slope zone projects while the same trend state remains valid. Turn Confirmation and Minimum Turn Label Score control how selective the default turn labels are. Label Cooldown Bars, Max Visible Labels, and Label Offset ATR keep chart density suitable for publication-quality screenshots. Panel Location, Panel Theme, Label Font Size, and Panel Font Size are adjustable. ✅ Suggested Use Use Hull MA Trend Zones to study trend continuation, Hull MA pullback quality, HMA slope transitions, and cleaner moving-average trend behavior. It is especially useful when you want an HMA-focused overlay that remains readable on active charts and avoids the clutter of large multi-average systems. The script is designed as a public-free AGPro Series tool with a clean visual identity, a focused HMA concept, and a TradingView-safe publication structure.
Chỉ báo Pine Script®
của AGProLabs
2
Heikin Ashi Trend Zones [AGPro Series]Heikin Ashi Trend Zones Heikin Ashi Trend Zones is a clean overlay built for traders who like the smoothing behavior of Heikin Ashi but still want to keep the original market candles visible. Instead of repainting the chart with synthetic candles, the script reads the internal Heikin Ashi state in the background and converts it into a focused trend-state layer. The engine follows four core ideas: 1. Internal HA Side The script calculates the active Heikin Ashi side from synthetic HA open and close values, then filters weak neutral bodies so the state does not flip on every small candle. 2. HA Streak Quality The panel tracks how long the current HA side has been active. This helps separate early state changes from mature continuation phases. 3. Optional Transition Zones When the HA side changes with enough body strength, wick cleanliness, close location, ATR pressure, and prior-state maturity, the script can project a compact rectangular transition zone. This layer is disabled by default so the public chart view stays clean, but it remains available for traders who want to inspect HA changeover corridors. 4. Continuation Quality Once a HA streak matures, the script scores continuation quality using body strength, wick cleanliness, close location, smoothed HA slope, streak depth, and ATR context. Labels appear only when the continuation score is strong enough and the cooldown rules allow a clean chart presentation. What makes this script different - It does not replace real candles with Heikin Ashi candles. - It does not behave like a generic trend-following dashboard. - It focuses on HA state transitions, HA streak maturity, and continuation quality. - Optional transition boxes are concept-native HA corridors, not broad horizontal support/resistance zones. - Label density is capped with cooldown and maximum visible label controls. - The panel exposes HA side, streak, transition quality, continuation quality, and ATR context in a compact AGPro layout. Visual design The overlay stays restrained: - A slim trend-state ribbon follows the smoothed HA path. - Optional transition zones can extend forward as compact rectangles when enabled. - Continuation labels are offset from candles with ATR spacing. - Panel location, panel theme, panel font size, and label font size are adjustable. Suggested usage Use the script to study whether Heikin Ashi structure is shifting, stabilizing, or continuing while the original candles remain visible. The strongest reads usually come from alignment between a clean HA side, a growing streak, strong continuation quality, and an ATR context that supports the current state. Default settings are tuned for a balanced public chart view with a clean ribbon and selective continuation labels. Faster traders can reduce smoothing and cooldown values. Swing traders can enable transition zones, increase transition projection, and require higher continuation quality for fewer labels.
Chỉ báo Pine Script®
của AGProLabs
Opening Range Failure Zones [AGPro Series]📌 Bollinger Walk Quality Bollinger Walk Quality is built for one specific question: when price starts walking the outer Bollinger Band, is that walk strong enough to support continuation, or is the structure beginning to fail? Many Bollinger Band tools focus on band touches, volatility contraction, width percentiles, or squeeze-style expansion setups. This script takes a different approach. It studies the behavior that comes after expansion: persistent upper-band or lower-band walking, directional pressure around the outer lane, pullback quality inside the band structure, and the point where the walk begins to lose control. The goal is to make Bollinger Band continuation easier to read directly on the chart. Instead of treating every band touch as meaningful, the script scores whether price is staying in the correct outer lane, whether the Bollinger basis supports the active direction, whether pressure is persisting across multiple bars, and whether a pullback is holding in a healthy continuation pocket. 🧭 What The Script Measures 1. Walk Side The panel identifies whether the active environment is an Upper Walk, Lower Walk, Cooling Walk, or Neutral state. Upper Walk means price is persistently operating near the upper Bollinger lane while the basis supports upward continuation pressure. Lower Walk means price is persistently operating near the lower Bollinger lane while the basis supports downward continuation pressure. Cooling states appear when a recent walk is no longer fully active, but the script is still monitoring pullback quality and failure risk for a limited memory window. 2. Band Pressure Band Pressure is a quality score for the active or developing walk. It combines outer-lane position, persistence, band contact behavior, basis slope support, and candle direction. A higher score means the walk has stronger structural pressure. A lower score means price is no longer showing durable outer-band control. This keeps the script focused on continuation quality instead of simple band interaction. The chart can show a band touch, but the panel helps separate a weak touch from a real band-walk environment. 3. Pullback Quality Healthy band walks often reset toward the middle of the Bollinger structure before continuing. Bollinger Walk Quality tracks that reset through a concept-native pullback pocket. The pullback pocket is not a generic support or resistance rectangle. It is projected from the current Bollinger structure and represents the area where a band walk can cool off while still keeping its continuation profile intact. The panel can show states such as Awaiting Pullback, Testing Pocket, Clean Hold, or Weak Reset. This helps distinguish a controlled continuation reset from a walk that is losing quality. 4. Failure Risk Failure Risk is designed to catch the moment when an active or recently active band walk starts to break down. It rises when price loses the outer lane, pressure falls, the basis slope weakens, or price begins to threaten the Bollinger basis. The failure label is intentionally restrained. It appears only on fresh failure events, so the chart remains clean and readable instead of filling with repeated warnings. 🎯 Core Features - Outer-band walk detection for upper and lower Bollinger continuation phases - Band pressure scoring based on lane position, persistence, slope support, and band contact behavior - Pullback-to-band quality state for continuation resets - Projected pullback pockets that show where a healthy walk can reset without losing structure - Failure warning labels when the active walk loses pressure or threatens the basis - Clean AG Pro panel with walk side, band pressure, pullback quality, and failure risk - Adjustable panel location, theme, font sizes, label spacing, label clearance, zone projection, and visual density 📊 Visual Design The default view is designed for a clean public TradingView chart. The script displays Bollinger Bands, highlights the active walk track, projects a limited number of pullback zones, and uses event labels with spacing controls. Labels are anchored outside the local candle envelope so they do not disappear inside candles or cover important price action. The chart remains active enough to be visually informative, but the object count and label density are controlled by default. This keeps the indicator suitable for repeated use across different symbols and timeframes. 🧩 Panel The AG Pro panel summarizes the current state in four compact rows: - Walk Side - Band Pressure - Pullback Quality - Failure Risk Panel location, panel theme, panel font size, label font size, label spacing, label clearance, zone projection, zone opacity, and object limits are all adjustable from the settings menu. 🔎 How This Is Different Bollinger Walk Quality is not a squeeze map and does not rely on compression logic. It does not use Keltner confirmation, volatility percentile ranking, or width contraction states. Its lane is continuation after expansion: - Is price walking the band? - Which side controls the walk? - Is the walk supported by pressure and basis slope? - Is the pullback still healthy? - Is the walk beginning to fail? That makes it a separate Bollinger Band workflow from squeeze-focused tools. It is designed for traders who want to evaluate trend continuation rhythm, pullback behavior, and outer-band pressure in a more structured way. ✅ Best Use Cases - Studying Bollinger Band walk continuation - Reviewing trend pressure after expansion - Identifying controlled pullbacks inside active band-walk environments - Monitoring when a walk is cooling or losing quality - Comparing upper-band and lower-band pressure across market phases - Keeping Bollinger Band continuation analysis clean and visual ⚙️ Settings Overview Engine settings control the Bollinger length, multiplier, source, basis slope lookback, and ATR normalization. Band Walk Logic settings control the outer-lane depth, minimum walk persistence, minimum walk score, pullback memory, and failure warning threshold. Visual settings control Bollinger Bands, walk highlight, pullback zones, event labels, label spacing, label count, label offset, label clearance, and label font size. Pullback Zone settings control zone projection length, maximum visible zones, and opacity. Panel settings control the information panel, location, theme, and font size. 🏁 Design Intent Bollinger Walk Quality is designed to make Bollinger Band continuation more readable without turning the chart into a crowded signal dashboard. The script focuses on structure, persistence, pullback quality, and failure behavior. It gives the chart a clear visual rhythm while keeping the panel concise and the labels controlled. This makes the script useful as a premium public Bollinger continuation tool and keeps it clearly differentiated from Bollinger squeeze, compression, and volatility expansion maps.
Chỉ báo Pine Script®
của AGProLabs
Bollinger Walk Quality [AGPro Series]📌 Bollinger Walk Quality Bollinger Walk Quality is built for one specific question: when price starts walking the outer Bollinger Band, is that walk strong enough to support continuation, or is the structure beginning to fail? Many Bollinger Band tools focus on band touches, volatility contraction, width percentiles, or squeeze-style expansion setups. This script takes a different approach. It studies the behavior that comes after expansion: persistent upper-band or lower-band walking, directional pressure around the outer lane, pullback quality inside the band structure, and the point where the walk begins to lose control. The goal is to make Bollinger Band continuation easier to read directly on the chart. Instead of treating every band touch as meaningful, the script scores whether price is staying in the correct outer lane, whether the Bollinger basis supports the active direction, whether pressure is persisting across multiple bars, and whether a pullback is holding in a healthy continuation pocket. 🧭 What The Script Measures 1. Walk Side The panel identifies whether the active environment is an Upper Walk, Lower Walk, Cooling Walk, or Neutral state. Upper Walk means price is persistently operating near the upper Bollinger lane while the basis supports upward continuation pressure. Lower Walk means price is persistently operating near the lower Bollinger lane while the basis supports downward continuation pressure. Cooling states appear when a recent walk is no longer fully active, but the script is still monitoring pullback quality and failure risk for a limited memory window. 2. Band Pressure Band Pressure is a quality score for the active or developing walk. It combines outer-lane position, persistence, band contact behavior, basis slope support, and candle direction. A higher score means the walk has stronger structural pressure. A lower score means price is no longer showing durable outer-band control. This keeps the script focused on continuation quality instead of simple band interaction. The chart can show a band touch, but the panel helps separate a weak touch from a real band-walk environment. 3. Pullback Quality Healthy band walks often reset toward the middle of the Bollinger structure before continuing. Bollinger Walk Quality tracks that reset through a concept-native pullback pocket. The pullback pocket is not a generic support or resistance rectangle. It is projected from the current Bollinger structure and represents the area where a band walk can cool off while still keeping its continuation profile intact. The panel can show states such as Awaiting Pullback, Testing Pocket, Clean Hold, or Weak Reset. This helps distinguish a controlled continuation reset from a walk that is losing quality. 4. Failure Risk Failure Risk is designed to catch the moment when an active or recently active band walk starts to break down. It rises when price loses the outer lane, pressure falls, the basis slope weakens, or price begins to threaten the Bollinger basis. The failure label is intentionally restrained. It appears only on fresh failure events, so the chart remains clean and readable instead of filling with repeated warnings. 🎯 Core Features - Outer-band walk detection for upper and lower Bollinger continuation phases - Band pressure scoring based on lane position, persistence, slope support, and band contact behavior - Pullback-to-band quality state for continuation resets - Projected pullback pockets that show where a healthy walk can reset without losing structure - Failure warning labels when the active walk loses pressure or threatens the basis - Clean AG Pro panel with walk side, band pressure, pullback quality, and failure risk - Adjustable panel location, theme, font sizes, label spacing, label clearance, zone projection, and visual density 📊 Visual Design The default view is designed for a clean public TradingView chart. The script displays Bollinger Bands, highlights the active walk track, projects a limited number of pullback zones, and uses event labels with spacing controls. Labels are anchored outside the local candle envelope so they do not disappear inside candles or cover important price action. The chart remains active enough to be visually informative, but the object count and label density are controlled by default. This keeps the indicator suitable for repeated use across different symbols and timeframes. 🧩 Panel The AG Pro panel summarizes the current state in four compact rows: - Walk Side - Band Pressure - Pullback Quality - Failure Risk Panel location, panel theme, panel font size, label font size, label spacing, label clearance, zone projection, zone opacity, and object limits are all adjustable from the settings menu. 🔎 How This Is Different Bollinger Walk Quality is not a squeeze map and does not rely on compression logic. It does not use Keltner confirmation, volatility percentile ranking, or width contraction states. Its lane is continuation after expansion: - Is price walking the band? - Which side controls the walk? - Is the walk supported by pressure and basis slope? - Is the pullback still healthy? - Is the walk beginning to fail? That makes it a separate Bollinger Band workflow from squeeze-focused tools. It is designed for traders who want to evaluate trend continuation rhythm, pullback behavior, and outer-band pressure in a more structured way. ✅ Best Use Cases - Studying Bollinger Band walk continuation - Reviewing trend pressure after expansion - Identifying controlled pullbacks inside active band-walk environments - Monitoring when a walk is cooling or losing quality - Comparing upper-band and lower-band pressure across market phases - Keeping Bollinger Band continuation analysis clean and visual ⚙️ Settings Overview Engine settings control the Bollinger length, multiplier, source, basis slope lookback, and ATR normalization. Band Walk Logic settings control the outer-lane depth, minimum walk persistence, minimum walk score, pullback memory, and failure warning threshold. Visual settings control Bollinger Bands, walk highlight, pullback zones, event labels, label spacing, label count, label offset, label clearance, and label font size. Pullback Zone settings control zone projection length, maximum visible zones, and opacity. Panel settings control the information panel, location, theme, and font size. 🏁 Design Intent Bollinger Walk Quality is designed to make Bollinger Band continuation more readable without turning the chart into a crowded signal dashboard. The script focuses on structure, persistence, pullback quality, and failure behavior. It gives the chart a clear visual rhythm while keeping the panel concise and the labels controlled. This makes the script useful as a premium public Bollinger continuation tool and keeps it clearly differentiated from Bollinger squeeze, compression, and volatility expansion maps.
Chỉ báo Pine Script®
của AGProLabs
FVG with Probabilities | GainzAlgoFVG with Probabilities The FVG Quality Engine v5.1 is a high-performance, institutional-grade toolkit specifically designed for the volatile nature of 0DTE options and lower-timeframe scalp trading. Unlike standard gap detectors, this engine utilizes a complex scoring model to quantify the probability of a Fair Value Gap (FVG) holding or failing in real-time. The Theory of the Fair Value Gap (FVG) At its core, a Fair Value Gap represents a market imbalance. It is a three-candle sequence where price moves so rapidly that it leaves behind a structural void where only one side of the market was efficiently filled. The Displacement: An FVG is only as strong as the energy behind it. This indicator requires displacement, meaning the candle must be large relative to volatility (ATR) and possess a solid body with minimal wicks. The Rebalance Magnet: Price has a natural tendency to return to these imbalances to find fair value. The engine tracks the Consequent Encroachment (CE), or the 50% midpoint of the gap, which often serves as the most sensitive reaction level. Inversion (IFVG): When price fails to respect an FVG and instead closes with displacement on the opposite side, the gap flips. A bullish FVG that is closed through becomes a bearish resistance zone, known as an Inversion FVG. The Quality Scoring Model: Probabilities and Values The indicator calculates a probability score for every gap (clamped between 4% and 85%) to help distinguish between low-quality noise and high-confluence setups. This is a weighted logit model based on eight key factors: P/D Alignment (1.5x Weight): Checks if a long is in discount or a short is in premium relative to recent swing points. Market Structure (1.3x Weight): Alignment with a recent Break of Structure (BOS). Size/ATR Ratio (1.2x Weight): Gaps that are too small or excessively large relative to volatility are downgraded. Trend & HTF (1.0x Weight): Alignment with the 20/50 EMA stack and the 200 HTF EMA. Volatility Regime (0.9x Weight): Higher scores during expansion, reduced scores during compression. Volume (0.8x Weight): Uses Relative Volume (RVOL) to confirm institutional participation. Killzones (0.7x Weight): Gaps formed during London or New York sessions receive a boost. Comprehensive Menu Inputs FVG Detection & Displacement Min FVG Size (ATR x): Controls sensitivity. Default of 0.3 ATR ensures meaningful gaps only. Require Displacement: Middle candle must meet a minimum body-to-range ratio (default 0.6). IFVG Rules (The Flip Logic) Track IFVGs: Enables conversion of failed gaps into inversion zones. Min Close Dist: Requires price to close at least 0.3 ATR beyond the gap. Req Aligned BOS: Strict filter requiring a structural break for IFVG validation. Signal Engine Signal Mode Choose between Trend Only, Reversal Only, or Both. Require Confirmation: Waits for opposing displacement after FVG/OB/Sweep interaction. Trigger on CE Tap: Signals when price taps the 50% level of a high-quality FVG. Time-of-Day Filter Skip First/Last N Minutes: Avoids open volatility and end-of-day noise. Skip Lunch: Filters out low-volume periods between 11:30 and 13:30 NY time. How to Use the Indicator Step 1: Identify the Bias: Use the dashboard to determine if the setup is trend or reversal. Look for EMA alignment: 20 EMA above 50 EMA and price above 200 EMA. Step 2: Filter by Quality: Focus only on gaps labeled H (High) or M (Medium). High-quality gaps (>65%) indicate strong confluence. Step 3: Entry Confluence: The best entries occur at A+ tier setups. These happen when price retests a high-scoring FVG or OB within a killzone and is followed by confirmation. Step 4: Managing Inversions: If a bullish gap fails, do not ignore it. Watch for it to flip into a purple IFVG, acting as resistance for potential reversal or continuation.
Chỉ báo Pine Script®
của GainzAlgo
100
Stock_Screener_EUHere is the professional English version of your Institutional Trinity Screener summary. Executive Summary: Institutional Trinity Screener The Institutional Trinity Screener System is a high-performance quantitative tool designed to identify stocks exhibiting superior relative strength and institutional momentum. It operates on a Top-Down methodology, analyzing capital flows from the broad market down to sectors and individual equities. Core Functionalities 1. The "Holy Trinity" of Relative Strength (Alpha Focus) The screener calculates three critical performance ratios in real-time to ensure alignment with "Smart Money": Stock vs. Market (RRSI): Identifies market leaders that are outperforming the primary benchmark (SPY/SXXP). Stock vs. Sector: Filters for the "Alpha Wolves"—the strongest individual performers within a specific industry. Sector vs. Market: Confirms if the stock is supported by an institutional "tailwind" (sector rotation). 2. Adaptive Setup Engine (S1–S5) Rather than relying on lagging indicators, the system identifies five specific institutional trading scenarios: S1 (Power Breakout): High-momentum breakouts from tight consolidations near 52-week highs. S2 (Tightness): Volatility contraction on low volume, indicating a supply-demand equilibrium (VCP characteristics). S3 (EMA Pullback): Precise retracements to institutional support levels (EMA 21). S4/S5 (Phoenix/Ignition): Trend reversal setups fueled by massive volume impact at the EMA 200. 3. Institutional Confirmation (Footprint Analysis) Every signal is validated by three technical "vital signs": Relative Volume (RVol): Measures whether institutional intervention is present. True Strength Index (TSI): Confirms mathematical trend integrity and momentum speed. ATR Percentage: Evaluates the daily range to ensure the stock offers sufficient "meat on the bone" for professional profit targets. Operational Workflow Screening: Filter thousands of stocks for Setup-Case > 0 and an RRSI > 60. System Objective: To eliminate "random trades" by focusing exclusively on stocks where significant institutional capital is demonstrably flowing.
Chỉ báo Pine Script®
của michaela_geiger83
Volatility Prism [JOAT]Volatility Prism Introduction Volatility Prism is an open-source dual Bollinger Band envelope system with percentile-based bandwidth squeeze detection and Stochastic RSI confirmation. It renders two independent envelopes — an inner band at a configurable standard deviation multiplier and an outer band at a wider multiplier — with gradient fills that color dynamically based on whether price is in a bullish or bearish position relative to the moving average basis. When the bandwidth compresses to a historically low percentile, a squeeze state is declared. When the squeeze releases, an expansion signal fires. The problem Volatility Prism solves is that volatility states are cyclical: periods of compression (squeeze) reliably precede periods of expansion (breakout), and the direction of the breakout is where the opportunity lies. By combining a statistically-based squeeze detector — which uses percentile thresholds rather than fixed bandwidth levels — with Stochastic RSI extreme confirmation, Volatility Prism identifies both the compression state and the likely directional bias of the coming expansion simultaneously. Core Concepts 1. Dual Bollinger Band Structure Two separate Bollinger Band pairs share the same basis (SMA of the source) but use different standard deviation multipliers. The inner band (default 2.0x) is the primary envelope. The outer band (default 3.0x) defines the extreme extension zone. Price trading beyond the inner band but inside the outer band is in the elevated zone. Price trading beyond the outer band is in a statistical extreme: basis = ta.sma(src, bbLen) dev = ta.stdev(src, bbLen) upper1 = basis + bbMult1 * dev // Inner upper lower1 = basis - bbMult1 * dev // Inner lower upper2 = basis + bbMult2 * dev // Outer upper lower2 = basis - bbMult2 * dev // Outer lower The trend bias is determined by whether the close is above or below the basis. When bullish, all envelope lines and fills render in the bullish color. When bearish, they render in the bearish color. This makes the trend state immediately visible from the envelope color alone. 2. Gradient Envelope Fills Four gradient fills create the visual envelope structure. The inner fills gradient from a near-opaque shade at the band edge to a nearly transparent shade at the basis, creating a density effect that visually represents how far price is from the center. The outer fills extend this gradient into the extreme zone at reduced opacity, cleanly separating the normal, elevated, and extreme price zones: fill(basisPlot, upper1Plot, upper1, basis, color.new(envCol, 85), color.new(envCol, 98), "Upper Inner Fill") fill(upper1Plot, upper2Plot, upper2, upper1, color.new(envCol, 75), color.new(envCol, 88), "Upper Outer Fill") 3. Percentile-Based Bandwidth Squeeze Detection The bandwidth (the width of the inner band as a percentage of the basis) is computed on each bar and added to a rolling history array of configurable length. The current bandwidth is compared to the percentile threshold of that history — if the current bandwidth is below the configured percentile (default 15th percentile), the squeeze state is active: bandwidth = basis > 0 ? (upper1 - lower1) / basis * 100 : 0.0 // Sort history and find threshold at configured percentile threshIdx = int(array.size(sorted) * sqzPctile / 100) - 1 sqzThreshold = array.get(sorted, threshIdx) isSqueezing = bandwidth <= sqzThreshold This approach adapts to the instrument and timeframe automatically — a 15th percentile squeeze on a low-volatility bond future and on a high-volatility crypto asset will both correctly identify when that specific instrument is in an unusually compressed state relative to its own history. 4. Stochastic RSI Extreme Confirmation The Stochastic RSI (an oscillator that applies Stochastic logic to RSI values) provides momentum extreme confirmation. Overbought and oversold readings from the K and D lines confirm when band extremes coincide with momentum extremes, strengthening band rejection signals: rsiVal = ta.rsi(src, rsiLen) stochVal = ta.stoch(rsiVal, rsiVal, rsiVal, stochLen) kLine = ta.sma(stochVal, smoothK) dLine = ta.sma(kLine, smoothD) stochOB = kLine > upperLim and dLine > upperLim // Overbought stochOS = kLine < lowerLim and dLine < lowerLim // Oversold 5. Band Rejection Signals and Squeeze Breakout Three signal types are generated. Bullish band rejection fires when price was below the inner lower band on the previous bar and closes back above it, with Stochastic RSI confirming oversold — a failed breakdown with momentum confirmation. Bearish band rejection fires on the symmetric condition above the inner upper band. Squeeze Breakout fires on the first bar that transitions from squeeze to non-squeeze state — the moment the bandwidth begins expanding: bearRejection = close > upper1 and close <= upper1 and stochOB bullRejection = close < lower1 and close >= lower1 and stochOS sqzBreakout = isSqueezing and not isSqueezing 6. Band Price Labels at the Right Edge All five band lines (U2, U1, MA, L1, L2) receive price labels at the right edge of the chart. These labels update every bar to show the current price of each level, eliminating the need to hover over lines or read the y-axis to determine band values: if barstate.islast and showBandLbls lblU2 := label.new(bar_index + 2, upper2, "U2 " + str.tostring(upper2, format.mintick), style=label.style_label_right, ...) Features Dual Bollinger Band envelopes: Inner and outer bands with independently configurable multipliers Adaptive gradient fills: Four gradient fills (inner upper, inner lower, outer upper, outer lower) color dynamically with trend bias Dynamic trend coloring: All envelope elements switch between bullish and bearish colors based on close vs. basis Percentile-based squeeze detection: Bandwidth compared to a configurable percentile of its rolling history — adapts to any instrument's volatility profile Configurable squeeze lookback: Rolling bandwidth history window from 20 to 500 bars Squeeze background shading: Optional chart background shading during active squeeze state Stochastic RSI confirmation: K and D line extreme zones confirm band rejection signal quality Three signal types: Bull Rejection, Bear Rejection, and Squeeze Breakout markers with distinct shapes Band price labels at right edge: Live price labels for all five band levels (U2, U1, MA, L1, L2) at bar_index + 2 Institutional dashboard (top right): 11-row table with Volatility state (SQUEEZE/EXPANDING), Bandwidth %, Trend, StochRSI state, K and D values, Basis price, and Envelope range Fully configurable inputs: BB length, both multipliers, squeeze lookback and percentile, Stochastic RSI parameters, and all colors independently adjustable Alerts: Bull Rejection, Bear Rejection, Squeeze Breakout, and Squeeze Entry alertconditions Input Parameters Bollinger Bands: Source: Price source (default: close) BB Length: MA and standard deviation period (default: 20) Inner Mult: Standard deviation multiplier for inner bands (default: 2.0) Outer Mult: Standard deviation multiplier for outer bands (default: 3.0) Squeeze Detection: Bandwidth Lookback: Rolling history window for percentile calculation (default: 120 bars) Squeeze Percentile: Bandwidth percentile below which squeeze is active (default: 15th) Stochastic RSI: K Smoothing (default: 3), D Smoothing (default: 3) RSI Length (default: 14), Stochastic Length (default: 14) Overbought level (default: 80), Oversold level (default: 20) Display: Show Dashboard toggle Squeeze Background toggle Band Price Labels toggle Bullish Envelope color, Bearish Envelope color, Basis Line color, Squeeze Background color How to Use This Indicator Step 1: Identify the Volatility State The dashboard's Volatility row shows SQUEEZE (yellow) or EXPANDING (gray). When SQUEEZE is active, the chart background shades yellow. A squeeze state means bandwidth has compressed to a historically low percentile — the market is loading energy for a directional move. Step 2: Watch for Squeeze Breakout Signals The cross (x) marker appears at the first bar that exits a squeeze. This is the moment bandwidth begins expanding. The direction of the breakout bar (bullish or bearish candle) combined with the trend color of the envelope provides the directional lean for the expansion phase. Step 3: Interpret Envelope Color for Trend Bias When all envelope elements are teal, price is above the basis — bullish bias. When all elements are orange, price is below the basis — bearish bias. Use the envelope color as a continuous trend indicator overlaid directly on the price. Step 4: React to Band Rejection Diamonds Diamond markers at the band edge indicate price failed to sustain a move beyond the inner band and recovered inside, with Stochastic RSI confirming the extreme. These are mean-reversion entry signals — price rejected the statistical extreme with momentum confirmation. Step 5: Reference Band Price Labels The right-edge labels show the current price of each band level. Use these when planning take-profit targets (opposite band) or stop-loss placement (outer band beyond entry) without needing to manually read prices from band lines. Indicator Limitations The squeeze detector requires a minimum of sqzLen bars of bandwidth history to activate. On short charts or immediately after the indicator is applied, the squeeze state will not register until enough history is accumulated The percentile-based squeeze threshold adapts to the lookback window. A longer lookback produces a more stable threshold; a shorter lookback adapts faster but may produce more frequent squeeze entries and exits Band rejection signals require the close to recover inside the band on the bar immediately following the outside close. Multi-bar breakouts that recover more slowly are not detected as rejections Squeeze Breakout markers fire on the first bar exiting a squeeze regardless of candle size or direction. They do not independently confirm the breakout direction — the envelope trend color and Stochastic RSI must be used to assess directional bias Stochastic RSI is a double-transformed oscillator (RSI → Stochastic). It can reach and hold extreme levels for extended periods in strong trends, producing frequent overbought or oversold readings that reduce the specificity of band rejection confirmation Originality Statement Volatility Prism is original in its adaptive, percentile-based squeeze detection combined with a dual-envelope gradient structure and Stochastic RSI extreme confirmation with right-edge band price labels. This indicator is published because: Using the rolling percentile of bandwidth history — rather than fixed bandwidth values or the classic Keltner Channel comparison method — for squeeze detection provides an instrument-adaptive and timeframe-adaptive threshold that requires no manual calibration The dual-envelope structure (inner and outer bands) with four independent gradient fills that change color based on real-time trend bias creates a visually rich, information-dense chart overlay without adding separate indicator panes The right-edge band price labels for all five band levels eliminate a common usability friction point in Bollinger Band analysis, where traders must hover over lines or estimate prices from the y-axis scale The three-signal system (Bull Rejection, Bear Rejection, Squeeze Breakout) operating from two independent mechanisms (band geometry + Stochastic RSI for rejections, bandwidth percentile for breakout) provides distinct signal categories suited to different trading styles Disclaimer This indicator is provided for educational and informational purposes only. It is not financial advice or a recommendation to buy or sell any financial instrument. Trading involves substantial risk of loss. Bollinger Bands and Stochastic RSI readings are historical statistical tools. Squeeze states can persist for extended periods without producing a breakout, and breakouts can occur in either direction. Band rejection signals do not guarantee price will reverse from the band. Always use proper risk management. The author is not responsible for any trading losses resulting from the use of this indicator. -Made with passion by jackofalltrades
Chỉ báo Pine Script®
của officialjackofalltrades
BT Vela RXEl indicador sirve para marcar e identificar la anatomía de la vela, es decir: Podemos observar su formación de la vela anterior, también podemos observar la impresión de velas de otras temporalidades desde el gráfico que estoy observando. En otras palabras, puede ver la formación actual de una vela de mayor temporalidad para así detectar, posibles manipulaciones o rupturas en tiempo real. El indicador cuenta adicionalmente con un contador de velas para poder enumerar el estado de su formación.
Chỉ báo Pine Script®
của BillionsTrade
1
Williams %R - %R | TR🎯 Overview Williams %R – %R | TR is a modernised version of Larry Williams’ classic momentum oscillator. It measures the closing price relative to the highest high over a lookback period, producing values from -100 (oversold) to 0 (overbought). This implementation adds dynamic entry levels (either fixed 50 or a moving average of %R), gradient candle coloring, momentum‑based fill transparency, and nine color themes – turning a traditional indicator into a highly visual, adaptable trading tool. Key Features 📐 Core Oscillator Williams %R – Standard formula: (HighestHigh - Close) / (HighestHigh - LowestLow) * -100. Values typically range from -100 (oversold) to 0 (overbought). Reversed scale – Lower values indicate selling pressure, higher values indicate buying pressure. 🎯 Flexible Entry/Exit Signal Option 1: Fixed 50 Level – Classic approach: cross above -50 = bullish, below -50 = bearish. Option 2: %R Moving Average – Uses a smoothed line (many MA types available) as the dynamic threshold. Crosses of %R above/below its own MA generate signals. 🎨 Advanced Visualization 9 Color Themes – Same palette as TQI and SVZO (Classic, Modern, Heat, Robust, Accented, Monochrome, Moderate, Aqua, Cosmic). Dynamic Fill Zones – Three fills: overbought zone (above entry), oversold zone (below entry), and a trend‑direction fill. Transparency changes with %R momentum. Gradient Candle Coloring – Candles smoothly transition between bearish and bullish colors based on normalised %R. Signal Markers – Triangles below/above bars on entry crosses. Trend Table – Shows “Bullish” or “Bearish” in large coloured text. Floating Value Label – Displays current %R value near the oscillator line. 📈 Signal System Zero‑line cross? – No, Williams %R normally uses -50 or a dynamic MA as the threshold. Entry signals – Bullish cross above the threshold, bearish cross below. Persistent trend state – Remembers last direction until a crossover occurs. Real‑time updates – Calculated on every bar. How It Works Calculation Logic Williams %R – ta.wpr(Length_WillR) (TradingView’s built‑in function). %R = (highest_high - close) / (highest_high - lowest_low) * -100 Entry Threshold – User chooses: '50' → fixed -50 level '%R MA' → moving average of %R (configurable length and type) Moving Average Engine – Supports 12 types: EMA, SMA, RMA, WMA, VWMA, HMA, DEMA, TEMA, TRIMA, FRAMA, SWMA, T3 (with T‑Factor). Normalised %R – Rescaled 0‑1 range using 70‑period min/max. Used for gradient colors. Momentum – 5‑bar absolute change of %R, normalised against 50‑period max. Fill transparency = 35 - (norm_momentum * 25) clamped 0‑100. → Higher momentum = less transparency (more visible fill). Trend State Persistence Trend_WillR = 1 (bullish) when %R > threshold, -1 (bearish) when %R < threshold. Holds until a crossover happens – prevents flickering near the threshold. Display Options Visual Components %R Line – Coloured by trend state (bullish/bearish) with 50% opacity. Entry Line – Yellow horizontal line (fixed -50 or dynamic MA). Fills: Above entry → overbought zone (bullish fill with momentum‑based transparency). Below entry → oversold zone (bearish fill with transparency). Third fill → only in the current trend direction, adding emphasis. Gradient Candles – Price bars change colour smoothly between down‑color and up‑color based on normalised %R. Entry Signals – Triangles below (long) or above (short) bars on crossover. Background – Very light tint matching the trend direction. Value Label – Floating label near the %R line showing current value. Trend Table – Middle‑right corner displays “Bullish” or “Bearish”. Trading Signals Entry Signals LONG – %R crosses above the entry threshold (fixed -50 or %R MA). → Triangle below the price bar. → Candles turn bullish (gradient). → Background tints bullish. SHORT – %R crosses below the entry threshold. → Triangle above the bar. → Candles turn bearish. → Background tints bearish. Trend Confirmation Strong Bullish – %R well above entry, rising, with low fill transparency (high momentum). Strong Bearish – %R well below entry, falling. Overbought zone – > -20 (approx). May precede a reversal; use with caution. Oversold zone – < -80 (approx). May precede a reversal. Divergence – Price makes a lower low but %R makes a higher low (bullish divergence) or vice versa. Customization Settings Technical Parameters Length %R – Lookback period for Williams %R (default 14). Entry/Exit Signal – Choose '50' (fixed -50) or '%R MA' (dynamic MA). Length MA – Period for %R moving average (default 365 – very long, effectively a trend filter). Moving Average – 12 types (EMA, SMA, RMA, WMA, VWMA, HMA, DEMA, TEMA, TRIMA, FRAMA, SWMA, T3). T3 Factor – Only for T3 moving average (0.7 default). Visual Parameters Color Choice – 9 themes (all fills, candles, background, signals follow the theme). Alert System LONG – Triggered on bullish cross (above entry). SHORT – Triggered on bearish cross (below entry). Alerts include ticker symbol.
Chỉ báo Pine Script®
của Tiagorocha1989
Growth Breakout Indicator v3 - EMA + RVOL + Stoch RSIGrowth Breakout Indicator v3 - EMA + RVOL + Stoch RSI This indicator is designed to identify potential high-momentum breakout setups in growth stocks by combining trend structure, consolidation, relative volume, proximity to 52-week highs, and Stoch RSI momentum confirmation. Unlike the strategy version, this script does not place simulated trades or produce Strategy Tester results. It is an indicator for visual chart signals, alerts, and discretionary trade review. What This Indicator Does The indicator looks for stocks that are: 1. Consolidating near a key moving average 2. Trading close to their 52-week highs 3. Breaking above a recent resistance level 4. Showing elevated relative volume 5. Passing optional EMA and Stoch RSI momentum filters When all enabled conditions are met, the indicator plots a BREAKOUT label below the candle. Core Signal Logic 1. Consolidation near the fast EMA Price must be within a configurable percentage of the fast EMA. The default fast EMA is 20. The default consolidation threshold is 2%. This is intended to find stocks tightening near short-term support before a potential breakout. 2. Near 52-week highs Price must be within a configurable percentage of its 52-week high. The default setting requires price to be within 5% of the 52-week high. This helps focus signals on stocks showing relative strength instead of weaker names far below prior highs. 3. Recent high breakout Price must close above the highest high of the prior breakout lookback period. The default breakout lookback is 10 bars. This acts as the actual breakout trigger. 4. Relative Volume confirmation The breakout must occur with elevated relative volume. The default RVOL threshold is 1.5x the recent average volume. This is intended to confirm that the breakout has meaningful participation rather than being a low-volume move. 5. EMA trend filter The indicator includes an optional EMA trend/momentum filter. By default, it allows a signal when the fast EMA crosses above the slow EMA or price is trading above the fast EMA. Default EMAs: - Fast EMA: 20 - Slow EMA: 50 This helps confirm that price is aligned with bullish short-term momentum. 6. Stoch RSI confirmation The indicator includes an optional Stoch RSI filter. By default, Stoch RSI must be bullish: - Stoch RSI K is above Stoch RSI D - Stoch RSI K is below the selected overbought threshold The default max Stoch RSI value is 80. This is intended to avoid breakouts where momentum may already be exhausted. Buy Signal A BREAKOUT label appears when all active conditions are true: - Price is consolidating near the fast EMA - Price is near the 52-week high - Price closes above the recent breakout high - RVOL is above the selected threshold - EMA trend filter passes, if enabled - Stoch RSI filter passes, if enabled Exit Signal The indicator can also plot SELL labels based on EMA crossunder logic. Exit signal modes: - 50 EMA Crossunder - 20 EMA Crossunder - Both These are not automatic exits. They are visual reference signals only. Suggested Usage This indicator is best used as a breakout scanner and chart confirmation tool. Recommended workflow: 1. Apply the indicator to growth stocks, small caps, momentum names, or tech stocks. 2. Look for BREAKOUT labels near clean consolidation structures. 3. Confirm the chart manually before taking any trade. 4. Check volume, liquidity, broader market trend, and sector strength. 5. Use alerts if you want to be notified when a breakout condition appears. 6. Manage risk manually or with your own trading plan. Suggested Starting Settings For swing trading growth stocks: - Chart timeframe: Daily - Fast EMA: 20 - Slow EMA: 50 - Consolidation threshold: 2% - 52-week high proximity: 5% - Breakout lookback: 10 bars - RVOL threshold: 1.5 - Stoch RSI max: 80 - Exit signal mode: 50 EMA Crossunder For cleaner but fewer signals: - RVOL threshold: 2.0 - Consolidation threshold: 1.5% - 52-week high proximity: 3% - Keep Stoch RSI filter enabled For more frequent signals: - RVOL threshold: 1.2 - Consolidation threshold: 3% - 52-week high proximity: 8% to 10% - Consider disabling the Stoch RSI filter Visual Elements The indicator plots: - Fast EMA - Slow EMA - Prior breakout high - BREAKOUT labels for buy signals - SELL labels for selected EMA exit signals - Optional green background highlight on valid setup bars - Optional debug table showing which conditions are currently passing Debug Table The debug table is useful for understanding why a signal is or is not appearing. It shows: - Consolidating: whether price is close enough to the fast EMA - Near 52W High: whether price is close enough to the 52-week high - Price Breakout: whether price has broken above recent highs - RVOL: current relative volume reading - Stoch Bullish: whether Stoch RSI is confirming momentum - EMA Filter: whether EMA trend/momentum condition is passing - Distance From EMA: current percentage distance from fast EMA - Below 52W High: current percentage below the 52-week high - Final Signal: BUY or WAIT Alerts The indicator includes alert conditions for: - Growth Breakout Buy - 50 EMA Exit - 20 EMA Exit - Selected Exit Signal To use alerts: 1. Add the indicator to your chart. 2. Click TradingView’s Alert button. 3. Select this indicator as the alert source. 4. Choose the desired alert condition. 5. Configure notification settings. Best Practices This indicator should not be used blindly. Breakout indicators can work well in strong trending markets but may produce false signals in choppy or weak markets. Before acting on a signal, consider: - Overall market trend - Sector strength - Stock liquidity - Spread size - Earnings dates - News catalysts - Prior resistance levels - Volume quality - Risk/reward setup Important Notes This indicator is for educational and research purposes only. It does not provide financial advice. It does not guarantee profitable trades. Past performance does not guarantee future results. Always backtest, paper trade, and use proper risk management before trading with real capital.
Chỉ báo Pine Script®
của anders_k
Growth Breakout Strategy v3 - EMA + RVOL + Stoch RSIGrowth Breakout Strategy v3 - EMA + RVOL + Stoch RSI This strategy is designed to identify high-momentum breakout setups in growth stocks by combining trend structure, consolidation, relative volume, proximity to 52-week highs, and Stoch RSI momentum confirmation. Strategy Logic The core idea is to look for stocks that are already showing strength, consolidating near key moving averages, and then breaking out with above-average volume. The strategy looks for: 1. Consolidation near the fast EMA Price must be within a configurable percentage of the fast EMA, defaulted to the 20 EMA. This is intended to identify stocks that are tightening near short-term support instead of chasing extended moves. 2. Proximity to 52-week highs Price must be within a configurable percentage of its 52-week high. The default setting requires price to be within 5% of the 52-week high. This helps focus the strategy on stocks with strong relative strength and avoids weaker names trading far below prior highs. 3. Breakout above recent highs Price must close above the highest high of the prior breakout lookback period. The default lookback is 10 bars. This acts as the actual breakout trigger. 4. Relative Volume confirmation The breakout must occur with elevated volume. The default RVOL threshold is 1.5x the recent average volume. This helps confirm that the move has meaningful participation rather than being a low-volume false breakout. 5. EMA trend filter The strategy includes an EMA-based trend confirmation filter. By default, it allows entries when the fast EMA crosses above the slow EMA or when price is trading above the fast EMA. This helps confirm short-term bullish momentum. 6. Stoch RSI confirmation The strategy includes an optional Stoch RSI momentum filter. By default, Stoch RSI must be bullish, with the K line above the D line, while remaining below the overbought threshold. This is designed to avoid buying when momentum is already overly extended. Entry Rules A long entry is triggered when all enabled conditions are true: - Price is consolidating near the fast EMA - Price is near its 52-week high - Price breaks above the recent breakout high - Relative volume is above the selected threshold - EMA filter passes - Stoch RSI filter passes The strategy is long-only. Exit Rules The script includes multiple configurable exit modes: - 50 EMA Crossunder - 20 EMA Crossunder - Percent Stop - Percent Stop + Target - ATR Stop - ATR Stop + Target The default exit mode is 50 EMA Crossunder. This means the strategy exits when price crosses below the slow EMA, using the 50 EMA as a trailing support reference. Suggested Usage This strategy is intended for growth stocks, momentum names, small caps, and tech stocks where breakout behavior and relative volume are especially important. It can be used on daily charts for swing trading, or on shorter timeframes for more active trading, but settings should be adjusted based on the timeframe and volatility of the ticker. Suggested starting settings: - Fast EMA: 20 - Slow EMA: 50 - Consolidation threshold: 2% - 52-week high proximity: within 5% - Breakout lookback: 10 bars - RVOL threshold: 1.5x - Stoch RSI max: 80 - Exit mode: 50 EMA Crossunder For cleaner but fewer signals, consider using: - RVOL threshold: 2.0x - Consolidation threshold: 1.5% - 52-week high proximity: 3% For more signals, consider using: - RVOL threshold: 1.2x - Consolidation threshold: 3% - 52-week high proximity: 8% to 10% Visuals The strategy plots: - Fast EMA - Slow EMA - Prior breakout high - BREAKOUT labels on long entries - SELL labels on EMA-based exits - Optional background highlighting for valid setup bars - Optional debug table showing whether each condition is passing Best Practices This strategy should not be used blindly. Breakout strategies can perform well in strong trending markets but may struggle in choppy or mean-reverting environments. Recommended workflow: 1. Use the strategy to scan for potential breakout setups. 2. Confirm the chart structure manually. 3. Check market conditions and sector strength. 4. Avoid low-liquidity names with unreliable volume. 5. Backtest and tune settings per ticker and timeframe. 6. Consider using stop-loss and target exits for more controlled risk. Important Notes This is not financial advice. The strategy is provided for educational and research purposes only. Past performance does not guarantee future results. Always backtest thoroughly and use proper risk management before trading live.
Chiến lược Pine Script®
của anders_k
Triangle Breakout Quality [AGPro Series]Triangle Breakout Quality 🔺 OVERVIEW Triangle Breakout Quality is built for one of the most searched and visually recognizable chart structures in technical analysis: the triangle breakout. The script automatically detects triangle candidates from confirmed pivot highs and pivot lows, projects the upper and lower converging boundaries, measures how much the structure has compressed, locates the projected apex, and grades the quality of the eventual breakout. After the release, it monitors the first return toward the broken triangle boundary so the user can see whether price accepted the breakout or quickly lost structural quality. The goal is not to mark every small consolidation or every trendline touch. The goal is to isolate the full triangle sequence: Formation -> compression -> apex pressure -> boundary release -> first retest state. That full lifecycle is what gives the tool its own identity. A triangle is not just a range, not just a single diagonal line, and not just a breakout candle. It is a narrowing structure where both sides of price are being compressed into a decision point. This script is designed around that idea from the ground up. 🔹 WHAT MAKES IT DIFFERENT Most triangle tools stop at drawing two lines. Most breakout tools stop at the first candle outside a boundary. Triangle Breakout Quality does more by turning the structure into a scored, state-aware workflow. Core differentiators: • Dual-boundary validation The script requires both an upper pivot boundary and a lower pivot boundary. The two lines must converge. This prevents the logic from acting like a generic trendline-break detector. • Compression measurement The engine compares the opening width of the triangle with the current width. A pattern must show meaningful narrowing before it can qualify. • Apex pressure logic The script projects where the upper and lower boundaries intersect and evaluates whether the current structure is close enough to that decision zone to matter. • Breakout quality score Every displayed breakout receives a 0-100 score based on compression, apex pressure, breakout distance, candle body participation, close quality, and optional volume expansion. • Retest state After a breakout, the script watches the first return toward the broken triangle boundary. A held retest and a failed retest are visually different states, not the same event. • Premium visual restraint The chart shows active triangle lines, controlled breakout labels, optional retest labels, subtle candle tint, and a compact AGPro panel. Label density is capped so the layout stays clean for live use and publication screenshots. 🧭 WHY THIS DOES NOT OVERLAP WITH OTHER AGPRO TOOLS This script is intentionally separated from the existing AGPro breakout and structure family. It is not Break-Retest Quality, because it does not begin with a horizontal pivot break and then grade the first retest of that static level. Triangle Breakout Quality first requires a valid converging triangle structure. It is not Failed Break Quality, because it is not centered on false breaks and reclaim behavior. It tracks the primary breakout from a valid triangle and then monitors the first boundary retest. It is not Consolidation Breakout Quality, because the reference structure is not a horizontal range. A triangle must have two projected pivot boundaries that move toward each other. It is not Donchian Breakout Quality, because it is not based on period highs and lows or channel escape logic. It is not ATR Envelope Breakout Quality, because it does not use a volatility envelope as the breakout shell. It is not Auto Trendline Break Quality, because it does not score isolated trendline breaks. The event only matters when the upper and lower lines together form a valid triangle compression structure. That distinction matters visually and analytically. On the chart, this script tells a triangle story: converging boundaries, apex pressure, breakout quality, and retest state. It belongs in the chart-pattern lane, not the generic breakout lane. ⚙️ METHODOLOGY 1. Pivot anchors The script uses confirmed pivot highs and pivot lows to define the latest upper and lower triangle boundaries. This keeps the structure rules transparent and reproducible. 2. Convergence filter The upper boundary and lower boundary must move toward each other. The current width of the pattern must be smaller than the starting width, and the compression percentage must meet the selected threshold. 3. Width and maturity filters The pattern must be old enough to represent a real structure, but not so old that it becomes stale. The starting width and current width are also normalized by ATR so the same logic can adapt across symbols and timeframes. 4. Apex projection The script calculates where the two projected boundaries intersect. This creates the apex pressure layer, which helps separate mature triangle compression from loose diagonal movement. 5. Breakout confirmation A bullish breakout requires price to close beyond the projected upper boundary by an ATR-normalized buffer. A bearish breakout requires price to close beyond the projected lower boundary by the same type of buffer. 6. Quality score The breakout score combines: • Compression quality • Apex pressure • Breakout distance beyond the boundary • Candle body participation • Close position inside the breakout candle • Optional volume participation The result is displayed as a compact grade and score so the chart remains readable. 7. Retest state After a breakout, the script projects the broken triangle boundary forward internally and evaluates an ATR-scaled retest tolerance around it. If price revisits that boundary area and holds the correct side, the retest is marked as held. If price loses the boundary, the retest state is marked as failed. 📊 PANEL The AGPro panel summarizes the current structure and latest event: • Pattern Age • Compression • Apex Pressure • Breakout Side • Retest Quality • Current State Panel location, theme, and font size are adjustable. The first row follows the AGPro publication standard: one merged blue header row containing only the panel title. 🎛️ KEY INPUTS Triangle Structure • Pivot Length • Minimum Pattern Age • Maximum Pattern Age • Minimum Compression % • Minimum Starting Width ATR • Maximum Current Width ATR • Maximum Forward Apex Bars Breakout Quality • ATR Length • Volume Average Length • Use Volume Participation • Volume Full-Score Ratio • Minimum Break Distance ATR • High Quality Threshold • Minimum Label Score • Visual Cooldown Bars Retest State • Retest Minimum Bars • Retest Window Bars • Retest Tolerance ATR Visual Controls • Show Triangle Lines • Show Breakout Labels • Show Retest Labels • Tint Breakout Candles • Label Offset ATR • Label Font Size • Maximum Visible Events Panel • Show Panel • Panel Position • Panel Theme • Panel Font Size 🔍 HOW TO READ IT When a valid triangle is forming, the chart displays the converging upper and lower boundaries. The panel reports apex pressure and compression so the projected decision area is visible without adding extra rectangles to the chart. Compression shows how much the pattern has tightened relative to its opening width. When price closes beyond a valid boundary, the script prints a compact breakout label with a quality grade and score. A higher score means the breakout candle carried stronger structural qualities according to the script's rules. After the breakout, retest labels and the panel show whether the first return toward the broken triangle boundary held or failed. A held retest suggests cleaner acceptance of the breakout boundary. A failed retest suggests the release lost quality. Use the tool as a structured chart-reading layer. It is designed to help users compare triangle breakouts by quality, not to replace broader context such as trend, liquidity, session behavior, or personal execution rules. 🧩 BEST USE CASES • Symmetrical triangle compression • Ascending triangle pressure • Descending triangle pressure • Breakout candle quality review • First retest monitoring after triangle release • Screenshot-friendly pattern study • Multi-symbol scanning for cleaner chart-pattern candidates 🔹 LIMITATIONS AND TRANSPARENCY Triangle detection is based on confirmed pivots, so the final anchor points appear only after the selected pivot length has elapsed. This is standard pivot behavior and keeps the structure rules visible. The live triangle can change while new pivots form. Breakout and retest labels are event-based and are designed to remain stable after confirmation. Volume participation is optional because volume quality varies across markets and feeds. On instruments where volume is less informative, the volume component can be disabled. The score is a structured description of the triangle release according to the script's internal model. It should be read as context, not as an execution command.
Chỉ báo Pine Script®
của AGProLabs
Sequential Exhaustion Tracker [AGPro Series]Sequential Exhaustion Tracker 🔷 Overview Sequential Exhaustion Tracker is a price-action based trend maturity tool built for traders who want to read how far a directional candle sequence has developed, when that sequence is becoming late-stage, and whether the market is more likely to recycle the move or fail back through its terminal zone. The script is not an oscillator, not a crossover tool, and not a protected-brand sequential clone. It does not depend on classic overbought or oversold thresholds. Instead, it tracks qualified directional progress bar by bar, measures the quality of the active count, opens a visual exhaustion window when the run becomes mature, and then follows the next phase as either recycle, testing, or failure. That makes the script useful for a very specific question: Is the current directional run still building cleanly, or has it entered the kind of late-sequence area where follow-through, failure, and reset behavior need closer attention? 🔷 What The Script Measures The engine combines four practical components: 1. Directional candle count The script counts qualified progress candles in the active direction. A candle must show meaningful close-to-close progress, sufficient body commitment, and optional trend-filter alignment before it can advance the count. 2. Exhaustion threshold The count becomes mature only after it reaches the selected threshold. This avoids treating every small move as exhaustion and keeps the tool focused on developed directional sequences. 3. Exhaustion quality The quality model blends count maturity, ATR-normalized stretch from the baseline, opposing wick absorption, and body-efficiency fade. A high reading means the sequence is not only long enough, but also showing late-run characteristics. 4. Recycle/failure lifecycle Once a qualified exhaustion window appears, the script continues tracking price behavior. Strong continuation through the terminal zone can classify the sequence as recycled. A break back through the zone can classify it as failed. This turns the indicator into a lifecycle tracker instead of a one-bar label generator. 🔷 Visual Design The chart output is designed to stay premium and readable: - Compact count labels use milestone-based defaults so the chart shows sequence progress without turning into a label wall. - ATR-based label offsets keep labels away from candle bodies. - Exhaustion zones are drawn as rectangular terminal windows, not generic support/resistance blocks. - Recycle and failure markers are intentionally short and selective. - Older labels and zones are automatically removed to protect chart performance. - The summary panel uses the AGPro standard merged blue title row and a clean four-line state readout. 🔷 Panel Readout The panel summarizes the active condition in a compact format: Direction Shows whether the current qualified run is bullish, bearish, or neutral. Count Shows the active sequential count against the selected exhaustion threshold. Exhaustion Quality Shows the maturity score and the current quality band. Recycle Status Shows whether the sequence is building, mature, testing an exhaustion window, recycling, recycled, failed, or waiting. 🔷 How This Differs From Other AGPro Scripts This script is intentionally separated from AGPro oscillator exhaustion tools. Stochastic Exhaustion Map focuses on stochastic behavior, momentum fatigue, and reset context inside an oscillator framework. Williams %R Exhaustion Map focuses on Williams %R extension behavior and release-corridor logic. Sequential Exhaustion Tracker focuses on the visible candle sequence itself: directional progress, count maturity, terminal exhaustion zone, and post-exhaustion lifecycle behavior. It is also different from support/resistance reaction tools because the rectangles are not structural S/R zones. They are temporary terminal sequence windows created only when a mature count and exhaustion quality condition are present. 🔷 How This Differs From Common Sequential Count Scripts Many sequential scripts focus mainly on printing a fixed count and stopping there. Sequential Exhaustion Tracker takes a different path. It does not simply count bars for visual decoration. It asks whether the count is supported by meaningful directional progress, whether the run has become stretched relative to its own volatility, whether the candle structure is showing absorption, and what happens after the mature sequence appears. The key difference is the lifecycle layer: - Building sequence - Mature count - Exhaustion window - Testing window - Recycle build - Recycled continuation - Failed exhaustion window This gives the script a cleaner analytical role than a basic numbered label tool. 🔷 Suggested Use The script is best used as a chart-context layer for: - identifying late-stage directional runs - separating fresh continuation from mature extension - watching terminal sequence zones - studying continuation recycle behavior - spotting failed late-run pressure - keeping sequential count context visible without overcrowding the chart It is designed to complement market structure, trend context, volatility conditions, and the trader's broader workflow. 🔷 Default Settings The default settings are built for a balanced public-chart presentation: - Count threshold: 8 - Quality threshold: 62 - Trend alignment: enabled - Count label mode: Mature Milestones - Count label start: 6 - Minimum label spacing: 8 bars - Exhaustion zones: enabled - Panel: enabled - Label and panel font sizes: Normal These defaults aim to keep the chart informative without turning it into a noisy label wall. 🔷 Why It Was Built Directional markets often move in phases. Early movement can be clean and efficient. Middle movement can be supported and persistent. Late movement can still continue, but the character of the candles often starts to change. Sequential Exhaustion Tracker was built to make that progression easier to read directly on the chart. The goal is not to call every top or bottom. The goal is to show where the current sequence sits in its own lifecycle and whether the post-exhaustion behavior is confirming continuation, stalling, or failing. That narrow focus is what makes the tool distinct: it is not a general momentum dashboard, not an oscillator map, not a support/resistance engine, and not a signal checklist. It is a dedicated sequential maturity and lifecycle tracker.
Chỉ báo Pine Script®
của AGProLabs