Volatility Trend Score [BackQuant]Volatility Trend Score
Overview
Volatility Trend Score is a trend-strength and regime-evaluation indicator built to measure directional persistence, not just direction. Most trend tools answer “up or down” using slope, crossovers, or a single condition. This indicator answers a more useful question for real trading: “How consistently is trend structure holding up once volatility is accounted for?”
It does this by building a volatility-scaled trailing structure (ATR-based) and then scoring how that structure evolves over a configurable lookback range. The output is a continuous score that rises when trend is persistent and decays when price action becomes noisy, mean-reverting, or unstable.
What it is measuring (the real goal)
This indicator is not trying to predict reversals. It is trying to quantify whether the market is behaving like a trend market or a chop market. It focuses on:
Persistence: does structure keep pushing in one direction bar after bar?
Stability: are pullbacks being absorbed without breaking the trailing structure?
Regime: is the market trending strongly enough to justify directional bias?
If you already have entries from other systems, this becomes a high-quality trend filter and trade management layer.
Core idea
At its foundation, the indicator combines two parts:
A volatility-adjusted trailing level derived from ATR and a user-defined factor.
A rolling persistence score that compares the current trail to prior trail values over a configurable loop window.
The trailing structure adapts to volatility and enforces one-sided movement, while the scoring logic converts that behavior into a numeric measure of trend quality.
Inputs and what they actually control
Average True Range Period (calc_p)
Defines the ATR window used to estimate volatility. A higher value smooths the volatility estimate and makes the trailing structure less reactive.
Factor (atr_factor)
Scales the ATR band size. Higher values widen the trailing band, filtering more noise, reducing flip frequency, and generally producing slower but more stable regimes.
For Loop Start/End (start/end)
Defines the comparison window used to build the score. It effectively sets how many historical trail values the current trail is compared against.
Shorter ranges produce a faster, more responsive score.
Longer ranges produce a slower, more “confidence-based” score that only climbs when trend persistence is sustained.
Long/Short Thresholds (thresL/thresS)
Convert a continuous score into regime thresholds.
Long threshold is a “trend quality requirement” for bullish bias.
Short threshold is used as a deterioration / breakdown trigger via crossunder logic.
Volatility-adjusted trailing structure
The trailing line is built from ATR bands around price:
up = close + ATR * factor
dn = close - ATR * factor
Then a trailing value is maintained with one-sided ratcheting behavior:
If dn rises above the previous trail, the trail steps up (ratchets upward).
If up drops below the previous trail, the trail steps down (ratchets downward).
This “ratchet” behavior is important. It prevents the trail from oscillating with small countertrend moves, forcing the trail to represent meaningful structure rather than micro-noise. On-chart, this trail often behaves like dynamic support/resistance in trends.
Why the trail is a better base than raw price
Price itself is noisy, and volatility changes the meaning of “big move” vs “small move.” By anchoring structure to ATR:
A move is interpreted relative to current volatility, not in absolute points.
High-volatility chop is less likely to be misread as a trend.
Trend structure is normalized across assets and timeframes more reliably.
This is why the score remains usable even when switching from low-vol assets to high-vol crypto pairs.
Trend scoring logic
The score is built by repeatedly comparing the current trailing value to trailing values from prior bars across a loop window:
If current trail > trail , add +1
If current trail < trail , add -1
This is a persistence test, not a momentum calculation. In a strong trend, the trail should generally keep stepping in the trend direction, so current values will be greater than many past values (bullish) or lower than many past values (bearish). In chop, the trail fails to progress meaningfully, so the score compresses, oscillates, or bleeds out.
How to interpret the score
Think of the score as a “trend conviction meter”:
High positive values: bullish persistence, structure is advancing consistently.
Low positive values: bullish bias may exist, but trend quality is weak or unstable.
Near zero: indecision, range behavior, or frequent structure challenges.
Negative values: bearish dominance or sustained deterioration in structure.
The speed of score change matters too:
Fast expansion suggests a fresh regime gaining traction.
Slow grind suggests mature trend continuation.
Rapid compression often signals consolidation, exhaustion, or a transition phase.
Signals and regime transitions
This script uses two different styles of conditions (important detail):
Long condition: score > long threshold (state-based, persistent while true).
Short condition: crossunder(score, short threshold) (event-based trigger).
That means:
Long bias can remain active as long as score stays above the long threshold.
Short regime flips are triggered at the moment the score breaks down through the short threshold.
On the chart, long/short shapes are only plotted when the regime flips (first bar of the change), not on every bar, using:
Long shape when signal becomes 1 and previous signal was -1
Short shape when signal becomes -1 and previous signal was 1
This keeps signals clean and avoids spam, making it usable for alerts and regime tagging.
Visual presentation
The indicator is designed to work both as a panel oscillator and as an on-chart overlay:
Score plot (oscillator): color reflects active regime state.
Optional trail on price: volatility-scaled structure line on chart.
Optional threshold reference lines: clear regime boundaries.
Optional candle coloring: makes regime obvious without reading the panel.
Optional background shading: useful for quick scanning and backtesting visually.
You can use only the score, only the trail, or both together depending on your workflow.
Practical use cases
1) Trend filter for systems
Use the score as a regime gate:
Allow long entries only when score is above the long threshold.
Avoid longs when score compresses toward zero or loses the threshold.
Treat the short threshold break as “trend is no longer healthy.”
This often improves system expectancy by reducing exposure during low-conviction conditions.
2) Trend quality grading
Instead of treating all uptrends as equal:
Higher score = higher persistence, better continuation odds.
Score plateau = trend losing pressure, continuation becomes less reliable.
Score decay while price rises = trend is getting weaker under the hood.
This is useful for position sizing or deciding whether to add to winners.
3) Trade management and exits
Two complementary tools exist here:
Trail line can act as a dynamic stop reference or structure invalidation level.
Score behavior can be used to scale out when persistence fades (before a full flip).
Many traders use the trail for “hard structure” and the score for “soft deterioration.”
4) Breakout confirmation vs fakeouts
A breakout that immediately fails to build score is often low quality.
Healthy breakouts usually come with score expansion as structure advances.
Fakeouts often revert quickly, score fails to climb, and regime stays unstable.
Tuning guidelines
These are general behaviors you can expect when adjusting settings:
Higher ATR period and factor: slower regimes, fewer flips, cleaner structure.
Lower ATR period and factor: faster reaction, more sensitivity, more noise risk.
Longer loop range: score becomes more “confidence-based,” slower to change.
Shorter loop range: score becomes more “tactical,” faster but more jittery.
A good way to tune is to pick the trail behavior first (ATR period and factor), then tune the score window (loop) to match how quickly you want “trend conviction” to build.
Market behavior focus
Volatility Trend Score is most valuable in markets where volatility shifts frequently and fake trends are common, especially crypto. It is designed to:
Stay out of low-quality chop where most indicators whipsaw.
Quantify when volatility is being expressed directionally (constructive trend).
Provide a clean regime framework for filtering, alignment, and management.
Summary
Volatility Trend Score converts volatility-adjusted structure into a quantified measure of trend persistence. By combining an ATR-based trailing mechanism with a rolling comparison score, it provides a more reliable read on trend quality than single-condition indicators. It is best used as a regime filter, a trend strength gauge, and a trade management layer, helping you stay aligned with strong directional phases while avoiding low-conviction envir
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Zero-Lag ATR Trend [BackQuant]Zero-Lag ATR Trend
Overview
Zero-Lag ATR Trend is a volatility-adaptive trend-following overlay designed to identify directional market regimes with minimal delay while preserving structural clarity. The indicator combines a zero-lag moving average framework with a zero-lag volatility model to produce a trailing trend line that reacts quickly to meaningful price changes without becoming unstable or overly sensitive.
Unlike conventional ATR-based trend tools that rely on lagging averages and delayed volatility estimates, this indicator applies zero-lag logic to both the trend centerline and the volatility calculation. The result is a trend structure that aligns more closely with real-time price action while still maintaining the discipline required for trend continuation trading.
Core design philosophy
The core idea behind Zero-Lag ATR Trend is simple:
Reduce signal delay without sacrificing trend integrity.
Adapt dynamically to changing volatility regimes.
Provide a single, clean structure that defines trend direction, continuation, and invalidation.
Instead of stacking multiple indicators, the script builds a complete trend framework from two tightly integrated components: a zero-lag trend spine and a zero-lag ATR trailing mechanism.
Zero-lag trend spine
The trend spine is constructed using a zero-lag moving average (ZLMA). This is achieved by applying a corrective step to a traditional moving average, effectively compensating for smoothing delay.
Conceptually, the process works as follows:
A base moving average is calculated from the selected price source.
That moving average is then passed through a zero-lag correction.
The correction pulls the line closer to current price without introducing noise.
This produces a trend line that reacts faster than standard EMA, SMA, or HMA signals, particularly during early trend acceleration phases. Multiple moving-average types can be used inside the zero-lag framework, allowing traders to fine-tune responsiveness based on asset behavior and timeframe.
Zero-lag volatility model
Volatility is measured using True Range, but instead of applying classic ATR smoothing, the indicator uses a zero-lag smoothing pass on the True Range itself.
This approach offers several advantages:
Volatility expands more quickly during impulse moves.
Volatility contracts faster during consolidations.
Band width adjusts in near real-time to changing conditions.
The smoothed zero-lag ATR is multiplied by a user-defined factor to create adaptive upper and lower boundaries around the trend spine. These boundaries define how much counter-movement price is allowed before the trend structure is invalidated.
Volatility-aware trailing structure
The trailing output is the defining feature of the indicator. It behaves as a one-directional trailing structure:
In bullish conditions, the trailing line can only move upward.
In bearish conditions, the trailing line can only move downward.
Minor pullbacks inside the volatility envelope do not flip the trend.
This logic prevents the indicator from reacting to shallow retracements and focuses instead on structural trend changes. Because the trailing behavior is volatility-scaled, the indicator remains stable during high volatility while still responding promptly during regime shifts.
Trend flips and regime transitions
Trend direction is determined by changes in the trailing structure itself rather than raw price crosses. A trend flip occurs only when price movement is strong enough, relative to current volatility, to force the trailing line to reverse direction.
This means:
Bullish flips represent genuine transitions into upward regimes.
Bearish flips represent genuine transitions into downward regimes.
Sideways noise is largely filtered out.
As a result, the indicator is well suited for identifying medium-to-long trend phases rather than short-term oscillations.
Visual structure and chart clarity
The visual design is intentionally minimal and functional:
The main trailing line is color-coded by trend direction.
An optional ribbon or cloud reinforces directional bias.
Optional candle coloring aligns price bars with the active trend.
These elements allow traders to assess trend state instantly without interpreting multiple signals or overlays.
How to use for trend following
Trend bias
Maintain a bullish bias while price holds above the trailing line.
Maintain a bearish bias while price holds below the trailing line.
Entries
Trend flips can be used as initial directional entries.
Pullbacks toward the trailing line often act as continuation opportunities.
Momentum confirmation can be layered on top for additional confluence.
Trend management
The trailing line naturally functions as a dynamic stop reference.
As long as price respects the trailing structure, the trend remains valid.
A flip in direction signals a full regime transition rather than a minor correction.
Why zero-lag matters for trend trading
Traditional trend indicators often react late, especially during fast expansions, resulting in delayed entries and early exits. By reducing lag in both the trend calculation and the volatility model, Zero-Lag ATR Trend aims to capture a larger portion of directional moves while maintaining consistency and discipline.
This makes it particularly effective for momentum-based trend following, breakout continuation strategies, and traders who prioritize staying aligned with dominant market structure rather than predicting reversals.
Summary
Zero-Lag ATR Trend is a complete trend-following framework built around responsiveness, adaptability, and clarity. Its zero-lag architecture allows it to respond earlier to meaningful price changes, while its volatility-aware trailing logic ensures that trends are only invalidated when structure truly breaks. The result is a clean, intuitive tool that supports disciplined trend participation across assets and timeframes.
Purra Buy Sell Signalsindicator.lk's purra buy sell is a precision-tuned indicator designed specifically for XAU/USD (Gold) 5-minute scalping. It combines a smoothed trend-filter (based on a multi-stage EMA cascade with adaptive smoothing) and an ATR-based trailing stop logic to generate high-confidence Buy and Sell signals directly on the price chart.
Ideal for short-term traders seeking clean, responsive entries with minimal lag, this tool helps you:
Catch early trend reversals
Avoid choppy false signals
Execute fast scalps during active gold sessions (London & Asian overlap)
Built with risk-aware logic and visual clarity in mind—green labels = long opportunities, red labels = short setups. Fully compatible with alerts for automated trade execution.
Optimized for XAUUSD on the 5-minute timeframe. Works best during high-liquidity hours.
🛠️ How to Use (for Gold 5-Minute Scalping)
Apply to Chart: Add the indicator to XAU/USD (Gold) on the 5-minute timeframe.
Signal Interpretation:
Green "Buy" label below bar: Strong bullish momentum—consider long entry.
Red "Sell" label above bar: Strong bearish momentum—consider short entry.
Confirmation Tips:
Trade only when the background ribbon or trend line (if enabled) aligns with the signal direction (green = uptrend, red = downtrend).
Avoid signals during major news events or low volatility (e.g., late NY session).
For higher accuracy, combine with price action (e.g., rejection candles, break of micro structure).
Risk Management:
Use tight stop-losses just beyond recent swing points.
Target 1:1 or 1:2 risk-reward; gold moves fast on 5M!
Alerts: Enable TradingView alerts on “Purra Long” / “Purra Short” conditions for real-time notifications.
SPX Volatility EngineSPX Volatility Engine
A Structured Decision-Support Framework for Intraday SPX Volatility
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What This Script Does
The SPX Volatility Engine is a professional decision-support framework designed to help intraday SPX traders determine when market conditions support participation and when restraint is warranted.
Rather than generating trade signals in isolation, the script provides contextual classification of directional opportunities by evaluating volatility regime, market structure, and directional behavior together, in real time.
The output is not more signals — it is fewer, higher-quality decisions, created by filtering and ranking directional activity based on whether the surrounding market environment is aligned or conflicted.
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Why This Framework Exists
Intraday SPX markets often present conflicting information:
• Volatility may compress while price trends
• Directional momentum may appear during unfavorable structure
• Signals may trigger when participation is statistically poor
Most indicators measure one dimension at a time.
Very few help traders resolve which information should take precedence when those dimensions disagree.
The SPX Volatility Engine was built specifically to address this problem by structuring how market information is evaluated and prioritized, rather than displaying independent indicators side-by-side.
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Processing Logic Overview
The SPX Volatility Engine evaluates market conditions in a defined sequence designed to prevent low-quality signals from being treated as actionable.
The framework operates as follows:
1. Volatility Regime Identification
The script first evaluates volatility behavior, including compression, expansion, and momentum characteristics.
This establishes whether the current environment favors participation, caution, or avoidance.
2. Structural Context Evaluation
Next, the framework evaluates where price is interacting relative to defined structural zones.
This step determines whether directional activity is occurring in favorable or unfavorable locations.
3. Directional Signal Detection
Only after volatility regime and structure are established does the script evaluate directional behavior.
Directional signals are generated conditionally, meaning their significance depends on the surrounding context.
4. Contextual Classification and Suppression
Signals are not treated as binary triggers.
Each signal is evaluated against the volatility and structural context present at the moment it occurs.
Signals that occur during misaligned or conflicted conditions are explicitly downgraded or suppressed.
This sequential evaluation — volatility → structure → direction → classification — is the core originality of the framework.
The value of the script lies in how information is filtered and ranked, not in any single calculation.
Internal volatility and structural measurements are calculated consistently using the same rules on every bar and updated in real time.
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How the Components Work Together
The SPX Volatility Engine is a single, integrated analytical framework rather than a collection of independent indicators.
Volatility metrics, structural references, and directional signals are not displayed for separate interpretation.
They are integrated within the same script so that:
• Structural context can qualify or disqualify directional behavior
• Volatility state can suppress participation during unfavorable regimes
• Signals are evaluated based on environmental alignment, not trigger occurrence
These elements are included together to enforce interpretive precision.
If structure, volatility, and direction were viewed separately, signals could appear actionable when they are not — which this framework is explicitly designed to prevent.
This integration logic is the reason the script is maintained as closed source.
The originality resides in the evaluation hierarchy and classification process, not in any individual indicator.
Single-script integration of all calculations and plot presentations ensures that what is seen on-screen matches the classification process taking place in real time for each signal and its surrounding market context.
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Signal Classification
Directional signals are classified in real time into one of three contextual states:
• Out-of-Context — directional activity exists, but volatility or structure makes participation unreliable
• Priority — partial alignment is present and conditions warrant attention with caution
• Ideal — volatility regime, structural context, and directional behavior are aligned
These classifications are intended to guide trader behavior:
• Out-of-Context signals are typically ignored
• Priority signals are monitored selectively
• Ideal signals represent structurally supported participation environments
The script does not predict outcomes and does not provide trade entries or targets.
What is presented on-screen is intended to highlight conditions favorable for directional trades when conditions warrant participation, and restraint when those conditions are absent or adverse.
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What Appears on the Chart
When applied, the SPX Volatility Engine presents a unified on-chart framework that includes:
• A Heads-Up Display (HUD) summarizing volatility regime, directional bias, and contextual classification
• Contextual CALL / PUT markers that are classified, not blindly generated
• Structural reference zones used internally to evaluate signal validity
• Real-time regime and alignment cues designed to support disciplined interpretation
All outputs belong to this single script and are designed to be interpreted together.
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Companion Indicator (Clarification)
A separate companion indicator exists to display the volatility compression and histogram state calculated internally by this framework and used during signal evaluation. This companion exists solely to provide an optional visual representation of that state in a dedicated lower pane for traders who wish to see it.
The companion indicator is not required for the SPX Volatility Engine to function. It provides an optional visualization for traders who prefer to view volatility state in a separate pane.
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Intended Use
The SPX Volatility Engine is designed for:
• Intraday SPX traders who value context before conviction
• Discretionary traders seeking a structured, rules-based analytical framework
• Professionals and advanced retail traders who prioritize clarity over signal volume
The framework supports interpretation and decision discipline.
It does not execute trades and does not provide investment advice.
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Access
This script is available by Invite-Only.
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Disclaimer
This indicator is provided for informational and analytical purposes only and does not constitute investment advice, trading advice, or a recommendation to buy or sell any security or instrument.
The SPX Volatility Engine does not execute trades and does not guarantee results.
All trading decisions remain the sole responsibility of the user.
Trading SPX and related instruments involves substantial risk and may result in losses.
Users should trade responsibly and in accordance with their own risk tolerance.
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REBThis indicator is designed to improve visual clarity when observing market trend and momentum using a refined combination of RSI and EMA.
📌 Core Features of the Indicator:
1. RSI + EMA Combined Structure
The indicator integrates Relative Strength Index (RSI) with Exponential Moving Average (EMA) to provide a clearer view of momentum behavior within the broader trend context.
2. High-Visibility Color Visualization
Dynamic color changes are used to reflect:
#Momentum expansion or contraction
#Bullish vs bearish pressure
#Shifts in price behavior
This allows users to interpret market conditions at a glance, without relying on constant numeric readings.
3. Clear Intersection & Alignment Cues
EMA and RSI interactions are visually emphasized, helping users observe:
#Momentum alignment with trend
#Potential transition phases
#Trend continuation vs hesitation
4. Visible Price Ascending & Descending Structure
The indicator highlights price movement direction through visual cues, making it easier to distinguish:
#Rising market structure
#Declining structure
#Sideways or indecisive conditions
5. Clean & Uncluttered Chart Design
All visual elements are intentionally simplified to maintain chart readability, making the indicator suitable for both lower and higher timeframes.
🧠 More Than Just Lines — A Visual Trend & Momentum Framework
This indicator focuses on:
#Trend direction observation
#Momentum strength awareness
#Visual clarity over complexity
It is designed as a supporting analytical tool, not a signal generator.
💡 Recommended For:
Traders who prefer visual-based analysis
Trend followers and momentum observers
Intraday and swing traders seeking cleaner chart interpretation
Users who combine multiple tools and want clearer confirmation context
🔔 Disclaimer:
This indicator is a visual analysis tool designed to help users observe trend and momentum behavior.
It does not provide buy or sell signals, predictions, or financial advice.
All trading decisions and risk management remain the sole responsibility of the user.
EAGLEDOMAIN Battlezone State Detection 1.0 [DamienCross]中文｜指标发布说明
名称：EAGLEDOMAIN · 战区状态识别（原创） | Battlezone State Detection
作者：Damien Cross
品牌：EAGLEDOMAIN（鹰域）
所属体系：ARMAMENT · Tactical Buffering Control™
定位：市场状态识别模块（Market-State Identification）
性质声明：本指标不是入场/出场信号，不提供“喊单式”结论；它用于识别“异常波动/冲击行为”的发生与结构痕迹，辅助你进行风控、节奏判断与复盘取证。
1) 这个指标在做什么
当市场出现“单根K线异常波动”（例如 5/15分钟突然拉升或砸盘几十美金），指标会把这种行为归类为三种战术等级：
警戒（Warning）：异常波动开始进入非正常区间（预警层）
突袭（Assault）：强冲击波动，通常伴随情绪驱动、流动性变化或盘面结构被硬扭
修罗场（Shura）：极端波动状态，属于“规则被短暂掰弯”的高风险区
它的核心价值不是“预测”，而是把异常发生这件事量化、分级、留痕：
让你在当下知道“市场已经不按常态走了”
让你在复盘时能定位“异常发生的时间点、强度、类型”
让你在风控层面能把“正常波动”与“异常冲击”区分开
2) 波幅口径（Shock Calculation）
你可以选择三种波幅统计方式（决定“异常”用什么尺度衡量）：
实体波幅（收-开）：强调情绪方向与推进力度
全波幅（高-低）：强调当根K线的完整冲击范围
真实波幅 TR（True Range）：把缺口与跳动也纳入（更适合突发跳空、急拉急砸）
3) 鹰域形态过滤（原创定义）
异常波动不等于“有效冲击”。本指标提供三种“异常形态”过滤模式，用于区分冲击类型：
突袭K（收在极值）：收盘靠近高点/低点，且实体占比高
常见于“强方向推进、硬拉硬砸、单边冲刺”
扫荡K（长影线冲击）：影线占比高
常见于“扫流动性、插针回收、试探/清算”
纯波幅（不看形态）：只要波幅够大就算（更敏感、更“雷达式”）
另外提供 实体过滤（minBodyUSD）：
用于排除“影线很长但实体很小”的噪音（也可设为 0 关闭）
4) 三段阈值系统（固定阈值 + ATR 自适应）
本指标同时支持两套阈值体系，并可选择触发逻辑：
固定阈值（美元）：直接用 $12 / $20 / $30 这种尺度定义警戒/突袭/修罗
ATR 动态阈值：用 ATR 倍数适配不同阶段的波动环境（更自适应）
触发逻辑可选：
满足任意一个：固定阈值或 ATR 阈值命中其一就触发（更敏感）
必须同时满足：两者都命中才触发（更严格、更抗噪）
5) 分时段倍率（亚洲/伦敦/纽约）
不同盘段的“正常波动基线”不同。此模块用于给阈值加倍率：
亚洲盘更敏感（倍率 < 1）：小波动也能被识别
纽约盘更宽（倍率 > 1）：过滤掉纽约盘常态的大波动
重要：分时段倍率依赖时区参数。默认建议使用 UTC，若你希望按北京时间识别，可将时区设为 Asia/Shanghai，并相应调整 Session 时间。
6) 图表如何解读（标记 + 标签 + 冲击箱体）
标记（Shapes）
警戒：圆点
突袭：三角形
修罗：标签形状
并区分方向：上涨在K线下方、下跌在K线上方。
标签（Labels）
默认只对 突袭/修罗场贴标签（更干净）。标签内容包含：
等级（突袭 / 修罗场）
方向箭头（可开关）
本K线波幅（美元）
冲击区箱体（Boxes）
当出现 突袭/修罗场，会以箱体形式留下“冲击区痕迹”，并向右延伸若干根K线：
它不是支撑/阻力的绝对定义
它是“异常冲击发生后，市场可能继续反应的结构记号”
常用于：
观察冲击后的回测、再扩张、二次波动
做复盘：这根异常K线之后，市场在这个区间是否反复拉扯、是否出现反噬
7) 警报（声音/邮件/推送）
指标内置三段警报条件：警戒 / 突袭 / 修罗场。
警报消息将自动带出：品种、周期、波幅、阈值、收盘价、系统签名。
设置方法：
TradingView → Alerts → Condition 选择本指标 → 选择对应的【警戒/突袭/修罗场】→ 勾选通知方式（App/邮件/弹窗/声音）。
8) 建议用法（专业场景）
本指标更适合以下用途（不依赖“喊单”）：
风控与节奏管理：当市场进入“突袭/修罗”级别，提醒你切换到更保守的执行框架（例如降低频率、减少冲动追价、等待结构稳定）。
异常事件定位：用“时间点 + 强度 + 类型”快速定位异常行为（尤其适合XAUUSD在 5/15min 的突发波动）。
复盘取证与训练：把“异常波动”变成可追踪的数据对象：你可以回看当时是否临近数据、是否处于盘段交接、是否发生流动性抽离。
多品种统一标尺：ATR 自适应让不同品种/不同阶段的“异常”更可比，而不是固定用一个死阈值硬套所有环境。
9) 局限与免责声明
指标识别的是“异常发生”，不是“异常原因”。消息面、流动性、盘口行为需要你自行结合判断。
历史表现不代表未来。任何工具都不能替代风险控制与仓位纪律。
本脚本仅用于研究、复盘、风险提示与市场状态识别。
10) 验真与防篡改（Data Window）
脚本包含 EAGLEDOMAIN VERIFIED / TAMPERED / SPOOFED 与指纹输出（仅在 Data Window 显示），用于原创验真与取证：
VERIFIED：签名与私钥参数匹配（原版）
TAMPERED：签名成立但私钥不匹配（疑似被改/二次加工）
SPOOFED：私钥匹配但签名不成立（疑似删除签名层伪装）
English｜TradingView Script Description
Name: EAGLEDOMAIN · Battlezone State Detection (Original)
Author: Damien Cross
Brand: EAGLEDOMAIN
System: ARMAMENT · Tactical Buffering Control™
Role: Market-State Identification Module
Statement: This is NOT an entry/exit signal. It is a professional overlay designed to classify abnormal single-bar volatility shocks, leave structural footprints, and support risk control, tempo management, and post-analysis.
1) What this indicator does
When the market produces an abnormal impulse bar (e.g., a sudden 5/15-min spike or dump), the script categorizes the event into three tactical levels:
Warning: volatility enters an abnormal regime (early caution)
Assault: strong shock / impulse behavior (aggressive displacement)
Shura: extreme regime (high-risk, rule-bending conditions)
The purpose is not prediction. The purpose is to quantify, grade, and archive shock events so you can:
recognize when the market has shifted out of “normal behavior”
locate the exact timestamp/intensity/type during review
separate normal volatility from genuine shock behavior for risk decisions
2) Shock measurement modes
Choose how “shock” is measured:
Body (Close-Open): emphasizes directional drive
Range (High-Low): captures full intrabar impact
True Range (TR): includes gaps/abrupt jumps (best for sudden dislocations)
3) Original pattern filters (EAGLEDOMAIN definitions)
Not every large bar is the same. The script offers three anomaly types:
Assault Candle (close near extreme): strong body ratio + close near high/low
typical for hard directional pushes and impulse displacement
Sweep Candle (long wicks): high wick ratio
typical for liquidity sweeps, stop-runs, spike-and-reject behavior
Pure Shock (no pattern): amplitude-only (most sensitive)
Optional Minimum Body Filter excludes tiny-body noise (set to 0 to disable).
4) Threshold engine (Fixed USD + Adaptive ATR)
Two threshold systems can be used together:
Fixed USD thresholds (e.g., $12 / $20 / $30)
ATR-based adaptive thresholds (multiples of ATR)
Trigger logic:
Either condition (more sensitive)
Both conditions (more strict / less noise)
5) Session multipliers (Asia / London / New York)
Volatility baselines differ by session. Session multipliers adjust thresholds accordingly:
Asia can be set more sensitive (<1)
NY can be set wider (>1)
Timezone matters. Default recommendation: UTC. If you want Beijing time logic, use Asia/Shanghai and adjust sessions.
6) Visual reading (Marks + Labels + Shock Boxes)
Warning: circles
Assault: triangles
Shura: label shapes
Directional placement: up events below bars, down events above bars.
Labels are shown mainly for Assault/Shura to keep the chart clean, including: level + direction + shock value in USD.
Shock Boxes are structural footprints extended to the right. They are not “guaranteed S/R,” but a post-shock reaction zone marker for observation and review.
7) Alerts (sound / email / push)
Three built-in alert conditions: Warning / Assault / Shura.
Alert messages include symbol, timeframe, shock value, thresholds, close price, and system signature.
8) Professional use cases
risk & tempo control during abnormal regimes
precise timestamping of shock events for journal/review
structured post-analysis of session transitions, news windows, liquidity shifts
multi-asset comparability via ATR adaptation
9) Limitations & disclaimer
This script detects the occurrence of abnormal shocks, not the underlying cause.
Use proper risk management. For research, review, and risk awareness only.
10) Authenticity & anti-tamper (Data Window)
The script provides Data Window-only fields: EAGLEDOMAIN VERIFIED / TAMPERED / SPOOFED and a fingerprint output for originality verification and forensic reference.
Tags (recommended)
EAGLEDOMAIN, DamienCross, Battlezone, Market State, Volatility Shock, ATR, Risk Control, XAUUSD, Price Action, Session, ARMAMENT, Tactical Buffering Control
Chaban Fibonacci Precision: BTC & ETH 5m Engine Chaban Fibonacci Precision: BTC & ETH 5m Engine
Chaban Fibonacci Precision is a professional-grade trading engine meticulously engineered for the high-velocity volatility of BTC & ETH 5-minute charts. This system goes beyond standard indicators by integrating Institutional Trend Anchoring with Proprietary Fibonacci Volatility Bands, filtering out market noise to capture reversals with surgical precision.
Trend Anchor: Defines the primary market bias, ensuring you trade in sync with the "Smart Money" (Institutional flow).
Fibonacci Precision Zones: Utilizes dynamic volatility thresholds based on Fibonacci sequences to pinpoint exact exhaustion points without manual drawing.
Structural Confirmation: Integrates cloud-based structural filters to verify trend stability before issuing any signal.
Professional Interface: Designed for maximum clarity, reducing chart clutter and allowing you to focus entirely on execution.
Trend Identification: The engine establishes a clear market bias, preventing users from making the mistake of trading against the major flow.
Precision Entry: Buy/Sell signals (Triangles) are generated exactly when the price reaches our proprietary Fibonacci boundaries, indicating market exhaustion.
Dynamic Rotation: The engine immediately adjusts its bias as market structures evolve, identifying new opportunities in real-time.
Leverage: It is strongly recommended to use leverage of 5x or lower.
Position Sizing: Always utilize a layered (scaled) entry approach.
Entry Strategy: Initiate trades based on the Trend-aligned Buy/Sell signals. For additional entries, add to your position near the band boundaries in the direction of the trend.
Example: In an Uptrend, only look for entries near the Lower Band. In a Downtrend, only look for entries near the Upper Band.
Take-Profit (TP) Strategy: Once in profit, use a scaled exit strategy:
Long Positions: Scale out near the Upper Band in the direction of the trend.
Short Positions: Scale out near the Lower Band in the direction of the trend.
By following the setup shown in the provided screenshots, you will receive three types of alerts: Trend Shift, Long Signal, and Short Signal.
Note: Long and Short alerts serve as "Preliminary Entry Alerts." Therefore, they may not always coincide exactly with the appearance of the triangle icons. Always use them as a preparation signal.
Dual-Asset Optimization: Specifically tuned for the unique liquidity and volatility of BTC and ETH.
Timeframe Focused: Engineered and tested for optimal performance on the 5-minute chart for scalpers and day traders.
Invite-Only Access: A premium tool designed for disciplined traders.
To request access to the Chaban Fibonacci Precision engine or for any setup inquiries, please send a Private Message (PM) on TradingView.
Institutional Confluence Mapper [JOAT]Institutional Confluence Mapper (ICM)
Introduction
The Institutional Confluence Mapper is an open-source multi-factor analysis tool that combines five analytical modules into a unified confluence scoring system. It synthesizes institutional trading concepts including Relative Rotation analysis, Smart Money flow detection, Liquidity zone mapping, Session-based timing, and Volatility regime classification.
Rather than relying on a single indicator, ICM evaluates market conditions through multiple lenses simultaneously, presenting a clear confluence score (0-100%) that reflects the alignment of various market factors.
This script is fully open-source under the Mozilla Public License 2.0.
Originality and Purpose
This indicator is NOT a random mashup of existing indicators. It is an original implementation that creates a unified institutional analysis framework:
Why Multiple Modules? Most retail traders struggle because they rely on single indicators that provide conflicting signals. Institutional traders evaluate markets through multiple frameworks simultaneously. ICM bridges this gap by providing a unified view of complementary analysis methods.
The Confluence Scoring System: Each module contributes to a weighted confluence score (0-100%). Scores above 65% indicate bullish confluence; below 35% indicates bearish confluence.
How Components Work Together:
RRG (Relative Rotation) determines macro bias - is this asset outperforming or underperforming its benchmark?
Institutional Flow confirms smart money activity - are institutions accumulating or distributing?
Volatility Regime determines strategy selection - trend-follow or mean-revert?
Liquidity Detection identifies key levels - where are the stop hunts happening?
Session Analysis optimizes timing - when should you trade?
The Five Core Modules
1. Relative Rotation Momentum Matrix (RRG)
Compares the current symbol against a benchmark (default: SPY) using the JdK RS-Ratio methodology with double-smoothed EMA. Assets rotate through four quadrants:
LEADING: Outperforming with positive momentum (strongest bullish)
WEAKENING: Outperforming but losing momentum
LAGGING: Underperforming with negative momentum (strongest bearish)
IMPROVING: Underperforming but gaining momentum
2. Institutional Flow Analysis
Analyzes volume patterns to detect smart money activity:
Volume Z-Score measures how unusual current volume is
Buy/Sell pressure estimation based on candle structure
Unusual volume detection highlights institutional activity
3. Volatility Regime System
Uses ATR percentile ranking to classify market conditions:
COMPRESSION: Low volatility (ATR < 20th percentile) - potential breakout
EXPANSION: High volatility (ATR > 80th percentile) - trending
TRENDING_BULL/BEAR: Directional trends based on EMA alignment
RANGING: Sideways consolidation
4. Liquidity Detection
Identifies institutional liquidity targets using swing point analysis:
Swing highs/lows are tracked and displayed as dashed lines
Purple dashed lines mark resistance/sell-side liquidity
Teal dashed lines mark support/buy-side liquidity
Gold diamonds appear when liquidity sweeps are detected (potential reversals)
5. Session Momentum Profiler
Tracks trading sessions based on your selected timezone:
Asian Session: 7PM - 4AM EST
London Session: 3AM - 12PM EST
New York Session: 9:30AM - 4PM EST
London/NY Overlap: 8AM - 12PM EST (peak liquidity)
Visual Elements
Main Dashboard (Top-Right):
BIAS: Overall direction with confluence percentage
RRG: Current quadrant and momentum
FLOW: Smart money bias and volume status
REGIME: Market condition and volatility percentile
SESSION: Active trading session and current time
LIQUIDITY: Active zones and grab signals
SIGNAL: Actionable recommendation
Chart Elements:
Gold Diamond: Liquidity grab (potential reversal point)
Teal Dashed Line: Support / Buy-side liquidity zone
Purple Dashed Line: Resistance / Sell-side liquidity zone
EMA 21/55/200: Trend structure with cloud fill
Volatility Bands: ATR-based channels
How to Use
Step 1: Check the BIAS row for overall market direction
Step 2: Check REGIME to understand market conditions
Step 3: Identify key levels using liquidity zones and EMAs
Step 4: Wait for confluence above 65% (bullish) or below 35% (bearish)
Step 5: Look for gold diamond signals at key levels
Best Setups
Bullish: Confluence >65%, RRG in LEADING/IMPROVING, bullish flow, price near teal support zone.
Bearish: Confluence <35%, RRG in LAGGING/WEAKENING, bearish flow, price near purple resistance zone.
Reversal: Gold diamond appears after price sweeps a liquidity zone.
Key Input Parameters
Benchmark Symbol: Compare against (default: SPY)
RS-Ratio/Momentum Lookback: RRG calculation periods
Volume Analysis Period: Flow detection lookback
Swing Length: Liquidity zone detection
ATR Period/Rank Period: Regime classification
Timezone: Session detection timezone
Alerts
Liquidity Grab Bull: Bullish sweep detected
Liquidity Grab Bear: Bearish sweep detected
High Confluence Bull: Confluence above 70%
High Confluence Bear: Confluence below 30%
Best Practices
Use on 1H, 4H, or Daily timeframes for reliable signals
Combine with price action for confirmation
Respect the regime - don't fight strong trends
Trade during London/NY overlap for best liquidity
Wait for high confluence scores before entering
Always use proper risk management
Limitations
Works best on liquid markets with sufficient volume
Session features optimized for forex/crypto markets
RRG requires a valid benchmark symbol
No indicator predicts the future - use proper risk management
Disclaimer
This indicator is for educational and informational purposes only. It is not financial advice. Trading involves substantial risk of loss. Past performance does not guarantee future results.
-Made with passion by officialjackofalltrades
ATR Units + % (Watermark)A clean and simple indicator for displaying ATR (Average True Range) volatility directly on the chart, without any lines, panels, or visual clutter.
The indicator shows:
ATR in price units (how much the asset moves in absolute terms)
ATR as a percentage (%) of the current price
The values are displayed as a text watermark on the chart, allowing you to quickly see the volatility level at a glance without interfering with price analysis.
Customization Options:
Set ATR length
Choose text size
Choose text color
Control transparency (for a true watermark look)
Choose full chart position:
Vertical: Top / Middle / Bottom
Horizontal: Left / Center / Right
Disclaimer
This indicator is provided for educational and informational purposes only.
It does not constitute financial advice, investment advice, or a recommendation to buy or sell any financial instrument.
The ATR values shown (both units and percentage) reflect historical price volatility only and do not predict future market behavior.
All trading decisions are the sole responsibility of the user.
Trading involves risk. Always use proper risk management, and consult a licensed financial professional if needed before making trading decisions.
SHDW Premium & Discount Fibonacci|ProShort summary
Institutional leg-mapping tool that anchors Fibonacci ranges and Premium/Discount zones to the **current structural leg (A→B)** on the active chart timeframe, using an ATR-based swing engine with BOS/CHoCH confirmation and mitigation logic.
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Concept
SHDW Premium & Discount Fibonacci|Pro is a desk-style context and execution map .
Instead of drawing Fibonacci across the entire historical chart, the script focuses on one job:
Identify the current relevant market leg (A→B) on the visible timeframe and map the range with institutional-grade filters (structure confirmation, impulse requirements, and mitigation behavior).
This is not a trade signal generator and it is not an automated strategy.
It does not include position sizing, risk parameters, entries/exits, or profitability claims.
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Method (high level)
The engine is built around three pillars:
1) Swing engine (ATR reversal)
Swings are confirmed only when price produces a reversal of at least X ATR , with a minimum number of bars between swings.
This removes micro-noise and creates consistent swing anchors for structure.
2) Structure confirmation (BOS / CHoCH)
The script validates the active leg using Break of Structure logic, optionally requiring displacement (range + body quality) to reduce false breaks and wick-traps.
3) Institutional range mapping (Premium/Discount + OTE)
Once the leg is defined, the script maps:
* Fibonacci retracement levels
* Premium / Discount / Equilibrium zones
* OTE / Golden Pocket (optional)
And it can manage zones with mitigation behavior (fade/remove as price interacts).
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Profiles (Desk Presets)
The script ships with pre-calibrated desk presets to avoid parameter guessing:
* Desk — Balanced: default institutional balance between stability and responsiveness.
* Execution — Intraday: more reactive, tuned for intraday execution.
* Macro — Swing/Position: stricter filters, cleaner leg selection for higher timeframes.
These presets are designed so you can switch behavior without constant manual tuning.
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Manual mode (if you don’t want presets)
If you enable Manual override , these are solid “institutional baseline” values to start with:
Balanced / General
* ATR length: 14
* Swing reversal (ATR x): 1.25
* Min bars between swings: 5
* Min structural move (ATR x): 0.80
* Equal High/Low tolerance (%): 0.05
* BOS buffer (ATR x): 0.15
* Require displacement: ON
* Displacement body (ATR x): 0.80
* Body % of range: 0.60
* Min candle range (ATR x): 1.0
* Map leg only after BOS: ON
* Fallback if no BOS yet: ON
* Min impulse size (ATR x): 1.80
* Mitigation mode: Soft
* Mitigation buffer (ATR x): 0.10
Execution (faster)
* Swing reversal: 1.05
* Min bars: 3
* Min structural move: 0.60
* BOS buffer: 0.10
* Min impulse: 1.30
* Displacement thresholds slightly lower (body/range)
Macro (cleaner)
* ATR length: 21
* Swing reversal: 1.55
* Min bars: 7
* Min structural move: 1.10
* BOS buffer: 0.20
* Min impulse: 2.30
* Displacement thresholds slightly higher (body/range)
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What the script shows
On the active chart timeframe, the script displays the current A→B leg map :
* Fibonacci retracement levels (key institutional levels)
* OTE / Golden Pocket (optional)
* Premium / Discount / Equilibrium boxes (optional)
* A→B diagonal reference (optional)
* Mitigation behavior (optional): zones fade/remove after interaction
The goal is to keep the chart readable and only show what matters for the current leg , not the entire history.
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How to use (institutional view)
A practical workflow:
1. Define context first
* Use your higher timeframe bias (many traders pair this with a regime tool like AlphaDesk) and only execute in that direction.
2. Use the leg map for execution
* In an up-leg: discounts/OTE are the primary “pullback execution area”.
* In a down-leg: premiums/OTE are the primary “pullback execution area”.
3. Let structure confirm
* “Map leg only after BOS” is the institutional default: it forces confirmation before you treat the range as tradable structure.
4. Respect mitigation
* If a zone is mitigated (depending on your mode), it degrades/disappears to avoid anchoring bias on already-used liquidity.
Execution and risk management remain fully on the user.
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Important notes
* Educational / informational tool only.
* No guarantee of profitability.
* Not financial advice.
* The script is intended to be combined with independent analysis and risk management.
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Clarification on methodology / originality
While the script plots Fibonacci and PD zones (common concepts), the core logic is not a basic “auto fib”.
The internal engine is a structure-driven leg selector , built around:
* ATR reversal swing confirmation,
* BOS/CHoCH structure validation,
* impulse and displacement filtering,
* and zone lifecycle management via mitigation.
The tool is distributed as a protected/invite-only publication.
HSQC Hybrid SQ [RubiXalgo]HSQC 👑 Hybrid SQ – The Rubik’s Cube of Price Action
Imagine a Rubik’s Cube spinning inside another Rubik’s Cube.
The **outer cube** represents classic **Supply & Demand**.
The **inner cube** captures live **Trend & Momentum**.
When the colors align — the market moves decisively.
This advanced hybrid indicator fuses dynamic **Kalman filtering** with sophisticated price action analysis, volume dynamics, and institutional-level insights. It paints every candle, average, cloud, and zone in real-time using a precise color language:
- 🟢 **Vivid Green** → Strong bullish momentum (potential long)
- 🔴 **Deep Red** → Strong bearish pressure (potential short)
- 🟡 **Bright Yellow** → Explosive volatility / reversal alert
- 🟣 **Purple / 🔵 Blue** → Institutional accumulation or distribution
**Key Features**
- Multi-layer Kalman-smoothed moving averages (13, 20, 50, 200, 800 periods) with adaptive color shifts based on trend strength
- Selectable Dynamic Kalman Models (including volume- and volatility-adjusted)
- Quantum Volatility Cloud for adaptive support/resistance
- Vector Zones highlighting high-probability reaction areas
- InterBank-style Support & Resistance levels
- Breakout candle detection and vector-based trailing stops
- Customizable bar coloring driven by volume, momentum, and quantum metrics
- Highly configurable display options for clean charting
Built for traders seeking an edge in decoding multi-dimensional market structure.
© Jesse_Geluk | RubiXalgo 2026
For educational purposes only — not financial advice. Trade responsibly.
BT AstroBT Astro Indicator — Quick Summary
BT Astro is a market context overlay that plots major astronomical timing cycles (planetary conjunctions + key time harmonics) directly on your chart to help you identify when markets are more likely to transition, accelerate, or stall .
This is not a buy/sell signal tool —it’s a timing + regime awareness layer designed to complement price/volume structure.
Key Features & Visuals
• Major Cycle Markers: clean vertical markers for high-impact events (ex: major conjunctions, eclipses)
• Toggle Controls: enable/disable event groups (ex: “Major Conjunctions”) to keep charts uncluttered
• Minimal Overlay: stays in the background—no forecasting lines, just time-based context
• Designed for Confluence: built to pair with regime/volatility/flow tools (not replace them)
How Traders Use It (Context, Not Entries)
• Timing Awareness: highlight windows where breakouts may follow through or fail more often
• Risk Adjustment: reduce size / tighten risk / stand down near major cycle windows; press only with confluence
• Regime Confirmation: use astro timing as a secondary “permission” layer when structure + flow already agree
• Discipline Filter: helps avoid forcing trades when time is misaligned, even if setups look good
Bottom Line
BT Astro does not predict direction. It adds a time-based caution/permission layer so you can trade your existing models with better context and cleaner decision-making.
EMA Spread Exhaustion DetectorEMA Spread Exhaustion – Reversal Scalper's Tool
Identifies trend exhaustion for high-probability counter-trend entries. Triggers when EMA(4/9/20) stack is fully aligned and spread stretches beyond ±ATR threshold. Ideal confluence for TDI hooks + strong rejection candles on 15s charts. Visual markers, fills, and alerts for quick scalps.
Hard Asset Regime + StrongestHard Asset Strongest Momentum
Simple tool to show which hard asset (gold, silver, or Bitcoin) has the strongest 21-day momentum right now.
Green background = RISK ON regime (growth environment)
Red background = RISK OFF regime (defensive environment)
Black = NEUTRAL
Label shows the current regime and the strongest asset on momentum.
Use it to:
• Identify the current leader among gold, silver, and BTC
• Hold the strongest — consider trimming it if you need fiat for a purchase (it’s spiking)
Works well alongside my original "Best Metal to Sell → More BTC" indicator for rotation decisions.
No forced rotation — just clarity for long-term hard-asset holders.
2020–2025 backtest (holding strongest on signals): strong outperformance vs HODL metals, smoother than pure BTC.
Not financial advice.
STOC Trend Analysis for F&O
For Long Term trend Analysis.
I have added three STs for long term investments. This indicator absorbs the short term volatility.
//Follow me on Twitter @STOC_Master//
This indicator is provided for educational and informational purposes only.
It does not constitute financial advice, investment recommendations, or trade signals.
The creator and Systematic Traders Club are not responsible for any financial losses resulting from the use of this indicator.
Trading and investing involve risk. Always do your own analysis and use proper risk management.
Pro Minimalist ATR (Black)The script I provided is a tool that automatically calculates and displays volatility "zones" around the average price. Here is the plain English explanation of what it is doing and why:
1. The Anchor: 20 DMA (The "Fair Value")
The script starts by calculating the 20-Day Moving Average (20 DMA).
What it represents: Think of this as the "fair price" or the "center of gravity" for the market over the last month.
In the script: It looks at the closing price of the last 20 candles, adds them up, and divides by 20. This is your baseline.
2. The Ruler: ATR (The "Volatility")
Next, it measures the Average True Range (ATR) over the last 14 days.
What it represents: This measures the "energy" or "noise" of the market. If candles are huge, the ATR is high. If candles are tiny, the ATR is low.
Why we use it: Using a fixed number (like $50) doesn't work because stocks move differently. ATR adapts to the current market mood.
3. The Zones: +1, +2, -1, -2
The script then takes that "center" (20 DMA) and adds/subtracts the "ruler" (ATR) to create four distinct levels:
+1 ATR: This is the "Upper Normal" limit. Price hanging here is bullish but normal.
+2 ATR: This is the "Extreme" limit. Statistically, price rarely stays above this line for long without snapping back. This is often an overbought signal.
-1 ATR: This is the "Lower Normal" limit.
-2 ATR: This is the "Extreme" discount. If price hits this, it is statistically stretched far below its average.
4. The Visuals: "Clean" Labeling
Finally, the script focuses on presentation:
No Lines: It specifically avoids drawing lines all over your history to keep your chart clean.
Dynamic Labels: It creates text labels only on the very last bar (the current moment). It constantly deletes the old label and draws a new one as the price moves, so it looks like the text is "floating" next to the current price.
Axis Marking: It forces marks onto the right-hand price scale (display=display.price_scale) so you can see the exact price levels (e.g., 154.20) without having to guess.
S&P 500 Momentum Coiling Tracker [20/200 MA]This indicator measures the absolute point distance between the 20-period SMA and the 200-period SMA, specifically optimized for the S&P 500 (ES/MES) index.
In the style of institutional trend following, it identifies the "Narrow State"—a period of low volatility where a major breakout is imminent.
How to read the Histogram:
🟢 GREEN (< 8 pts): Ultra-Narrow/Coiled State. Stored energy is high. Watch for an explosive breakout.
🟡 YELLOW (8-15 pts): Narrow/Transition. The averages are converging or just starting to fan out.
⚪ GRAY (15-30 pts): Neutral trending zone.
🔴 RED (> 30 pts): Extended State. Price is stretched far from the long-term mean; avoid chasing the move.
D2E + Bands (Distance to EMA)D2E (Distance to Daily EMA)
Concept and Underlying Calculation This indicator is built on the theory of Mean Reversion. It operates on the premise that price acts like a rubber band; while it can stretch away from its average value, it rarely stays at extreme extensions for long periods without snapping back (retracement) or pausing to let the average catch up (consolidation).
Unlike standard deviations (Bollinger Bands) or ATR channels, this script uses Fixed Percentage Thresholds relative to a Multi-Timeframe Daily EMA.
How it Works (The Math)
Multi-Timeframe Data: The script specifically requests the Daily (1D) Exponential Moving Average (default length 20) regardless of the timeframe you are currently viewing. This allows day traders on a 5-minute or 15-minute chart to see their position relative to the macro Daily trend.
Distance Calculation: It calculates the variance between the current Close price and the Daily EMA using the formula: 100 * (Close - DailyEMA) / DailyEMA.
Projected Zones: It plots theoretical bands at user-defined percentage distances (e.g., 3% and 6%) above and below the Daily EMA.
How to Use
Trend Extension: When price interacts with the "Threshold %" (Yellow), it indicates the asset is becoming overextended relative to its daily mean. This often serves as a take-profit target for trend followers.
Reversal Signals: Interaction with the "Extreme Threshold %" (Red) suggests a statistically significant deviation, often signaling an exhaustion point where a mean-reversion trade (returning to the EMA) becomes probable.
The Dashboard: A dynamic table is included to provide real-time data on the exact dollar amount and percentage distance from the EMA, color-coded to match the severity of the extension.
Features and Settings
EMA Length: Customizable lookback period for the Daily EMA (Default: 20).
Thresholds: Adjustable percentage settings for standard and extreme deviations.
Visuals: Toggleable threshold lines and a customizable on-screen dashboard (position and size).
Alerts: Pre-configured alert conditions for crossing both standard and extreme thresholds.
Disclaimer This tool is for informational purposes only and does not constitute financial advice. Past performance of mean reversion strategies does not guarantee future results.
Bollinger Aurora Velocity [Pineify]Pineify - Bollinger Aurora Velocity
The Bollinger Aurora Velocity is an enhanced volatility and trend analysis indicator that transforms the classic Bollinger Bands into a visually stunning, multi-dimensional trading tool. By combining standard deviation bands with historical extreme tracking and dynamic momentum coloring, this indicator provides traders with deeper insights into volatility cycles, squeeze conditions, and trend strength all in one overlay.
Key Features
Classic Bollinger Bands with customizable period and standard deviation multiplier
Nebula Memory Cloud tracking historical band extremes for volatility context
Volatility Squeeze Detection with visual dot indicators on the basis line
Gradient-based candle coloring reflecting normalized price position
Multi-layer aurora gradient fills for intuitive visual analysis
How It Works
The indicator begins with a standard Bollinger Bands calculation using a simple moving average as the basis line, with upper and lower bands placed at a user-defined multiple of standard deviation. This core structure measures price volatility and identifies overbought/oversold conditions.
The Nebula Memory Cloud extends beyond traditional bands by tracking the highest point of the upper band and lowest point of the lower band over a configurable lookback period. This creates an outer envelope showing the maximum volatility expansion in recent history.
Trading Ideas and Insights
The Volatility Squeeze is a powerful concept where contracting Bollinger Bands often precede significant price breakouts. This indicator detects squeezes by comparing the current band width to its 100-period simple moving average. When the current range falls below this average, yellow dots appear on the basis line, alerting traders to potential explosive moves ahead.
When squeeze dots appear and the outer nebula cloud shows significant distance from the current bands, it suggests volatility is at a historical low relative to recent extremes—a setup often followed by strong directional moves.
How Multiple Indicators Work Together
Bollinger Bands establish the primary volatility envelope and mean-reversion zones
The Nebula Cloud provides historical context, showing how current volatility compares to recent extremes
Squeeze Detection identifies compression phases using relative bandwidth analysis
Normalized Scoring translates price position into a 0-100 scale for gradient coloring
Unique Aspects
Unlike standard Bollinger Bands indicators, the Aurora Velocity creates a heat-map effect on price bars. The normalized score calculates where price sits within the bands as a percentage, then applies a smooth gradient from bearish to bullish colors. This allows traders to instantly perceive momentum strength—saturated bullish colors near the upper band indicate strong upward pressure, while saturated bearish colors near the lower band signal selling dominance.
The aurora-style gradient fills between band layers create visual depth, making it easy to distinguish the core volatility zone from the historical extreme boundaries.
How to Use
Monitor candle colors for momentum direction—bright green indicates bullish positioning, bright red signals bearish pressure
Watch for yellow squeeze dots on the basis line as early warning for potential breakouts
Use the outer nebula cloud to assess if current volatility is testing historical extremes
Set alerts for price breakouts above the upper band or below the lower band
Combine squeeze conditions with the nebula cloud width to gauge breakout potential
Customization
Base Period - Controls Bollinger Bands calculation length (default: 20)
Standard Deviation Multiplier - Adjusts band width from the basis (default: 2.0)
Price Source - Select the price input for calculations (default: close)
Nebula Memory Length - Lookback period for tracking historical extremes (default: 50)
Color Settings - Customize bullish and bearish gradient colors
Conclusion
The Bollinger Aurora Velocity elevates traditional Bollinger Bands analysis by adding historical volatility context through the Nebula Cloud, precise squeeze detection for breakout anticipation, and intuitive momentum visualization through gradient candle coloring. This combination helps traders identify not just where price is relative to volatility bands, but how that volatility compares to recent history and when compression may lead to expansion.
Lakshmi - Low Volatility Range Breakout (LVRB)⚡️ Overview
The Low Volatility Range Breakout (LVRB) indicator is designed to identify consolidation phases characterized by suppressed volatility and generate actionable signals when price breaks out of these ranges. The underlying premise is rooted in the market principle that periods of low volatility often precede significant directional moves—volatility contraction leads to expansion.
Important Note on Optimization: The default parameter settings of this indicator have been specifically optimized for BTCUSDT on the 2-hour (2H) timeframe. While the indicator can be applied to other instruments and timeframes, users are encouraged to adjust the parameters accordingly to suit different trading conditions and asset characteristics.
This indicator automates the detection of "quiet" accumulation/distribution zones and provides clear visual cues and alerts when a breakout occurs.
⚡️ How to Use
1. Add the indicator to your chart. Default settings are optimized for BTCUSDT 2H.
2. Wait for a gray box to appear—this indicates a qualified low-volatility range is forming.
3. Monitor for breakout signals:
• LONG (green triangle below bar): Price broke above the range. Consider entering a long position.
• SHORT (red triangle above bar): Price broke below the range. Consider entering a short position.
4. Set alerts using "LVRB LONG" or "LVRB SHORT" to receive notifications on confirmed breakouts.
5. Adjust parameters as needed for different instruments or timeframes.
Tip: Combine with volume analysis or trend filters for higher-probability setups.
⚡️ How It Works
1. Low Volatility Bar Detection
A bar is classified as "low volatility" when it meets the following criteria:
• True Range (TR) is at or below the average TR (Simple Moving Average) multiplied by a user-defined threshold.
• (Optional) Candle Body is at or below the average body size multiplied by a separate threshold.
This dual-filter approach helps isolate bars that exhibit genuine compression in both range and directional commitment.
2. Range Box Formation
When consecutive low-volatility bars are detected, the indicator begins constructing a consolidation box:
• The box expands to encompass the high and low of qualifying bars.
• A minimum number of bars and a minimum fraction of low-volatility bars are required for the box to become "qualified" (active).
• A configurable tolerance allows for a limited number of consecutive non-low-vol bars within the sequence, accommodating minor noise without invalidating the range.
• If the box height exceeds a maximum threshold (defined as a multiple of the base ATR at sequence start), the range is invalidated.
3. Breakout Detection
Once a qualified range is established, the indicator monitors for breakouts:
• Wick Mode: Requires both a wick pierce beyond the range boundary AND a close outside the range.
• Close Mode: Requires only a close beyond the range boundary.
• (Optional) Breakout Body Filter: The breakout candle's body must exceed a multiple of the average body size at range formation.
• (Optional) Candle Direction Filter: Bullish breakouts require a green candle; bearish breakouts require a red candle.
Signals are displayed in real-time and confirmed upon bar close.
⚡️ Inputs & Parameters
• Volatility Window: Lookback period for calculating average TR and average body size.
• TR Multiplier: A bar's TR must be ≤ avgTR × this value to qualify as low-vol.
• Body Multiplier: A bar's body must be ≤ avgBody × this value (if body filter is enabled).
• Use Body Filter: Toggle the body size filter on/off.
• Min Bars in Box: Minimum number of bars required for a range to become qualified.
• Min Low-Vol Fraction: Minimum proportion of bars in the sequence that must be low-vol.
• Allowed Consecutive Non-Low-Vol Bars: Tolerance for consecutive bars that do not meet low-vol criteria.
• Max Box Height: Maximum allowed range height as a multiple of the base ATR.
• Breakout Mode: Choose between "Wick" (pierce + close) or "Close" (close only).
• Breakout Body Multiplier: Require breakout candle body ≥ avgBody × this value (1.0 = OFF).
• Require Candle Direction: Enforce green candle for LONG, red candle for SHORT.
⚡️ Visual Features
• Consolidation Boxes: Displayed in neutral (gray) color during formation. Upon a confirmed breakout, the box is colored green for bullish breakouts or red for bearish breakouts.
• Breakout Signals:
• LONG: Green upward triangle displayed below the price bar with "LONG" label.
• SHORT: Red downward triangle displayed above the price bar with "SHORT" label.
• Range Levels: Optional horizontal plots for the active range's high and low.
• Invalidated Boxes: Optionally retained in neutral (gray) color or deleted from the chart.
• Full Customization: Colors, transparency, and border width are all adjustable.
⚡️ Alerts
Two alert conditions are available:
• LVRB LONG: Triggered on a confirmed bullish breakout (bar close).
• LVRB SHORT: Triggered on a confirmed bearish breakout (bar close).
⚡️ Use Cases
• Breakout Trading: Enter positions when price escapes a well-defined low-volatility range.
• Volatility Expansion Plays: Anticipate increased volatility following periods of compression.
• Filtering Choppy Markets: Avoid trading during extended consolidation; wait for confirmed breakouts.
• Multi-Timeframe Analysis: Use on higher timeframes to identify major consolidation zones.
⚡️ Notes
• Best used in conjunction with volume analysis, trend context, or support/resistance levels for confirmation.
• Performance varies across instruments and timeframes; backtesting and parameter optimization are recommended.
⚡️ Credits
Developed by Lakshmi. Inspired by volatility contraction principles and range breakout methodologies.
⚡️ Disclaimer
This indicator is provided for educational and informational purposes only. It does not constitute financial advice, investment recommendations, or a guarantee of profits. Trading financial instruments involves substantial risk, and you may lose more than your initial investment. Past performance, whether indicated by backtesting or historical analysis, does not guarantee future results. The use of this indicator does not ensure or promise any profits or protection against losses. Users are solely responsible for their own trading decisions and should conduct their own research and/or consult with a qualified financial advisor before making any investment decisions. By using this indicator, you acknowledge and accept that you bear full responsibility for any trading outcomes.
Not only a Supertrend [by Oberlunar]Oberlunar’s Not only Supertrend is designed for traders who need something that stays reactive in fast regimes without collapsing when the tape turns discontinuous—volume gaps, microstructure noise, sudden volatility shocks.
The design goal is to approximate market regime dynamics by combining a probability-like regime score (a bounded Bayesian-style posterior from multiple evidence) with a measure of regime impulse (the Kalman-filtered step/change in evidence).
For ETF-like tapes, it models second-order behaviour: volatility expansion vs contraction, persistence of the expansion, and participation/flow confirmation proxies (via multi-broker OHLCV pressure dominance), to reduce sensitivity to transient spikes.
There is no type of lookahead bias or repaint:
More or less 2 R in a 10-minute chart...
The core signal is built around two regime proxies that are intentionally different, so they don’t fail in the same way when the tape gets stressed.
The first proxy looks at realised volatility computed from log-returns, then maps it into a rolling percentile range. Framing volatility this way keeps it scale-free and easier to compare across instruments and across very different volatility states, and it also helps avoid the typical warping you can get from raw ATR-like measures when the market produces abrupt jumps.
The second proxy focuses on Bollinger Band width, but not in absolute terms: it measures the width relative to its own EMA baseline, and then compresses that ratio through a logistic mapping. This keeps the regime evidence continuous, smoothly saturating, and far less prone to “threshold artefacts” where a tiny change flips the state.
Put together, these two pieces produce an “ expansion base ” and a “ contraction base ” that stay bounded and well-behaved, even when price action prints discontinuities.
Then, directional bias is handled as a soft prior that can lean the model without overpowering it. In practice, a weighted multi-timeframe RSI builds a probability-like prior over long versus short bias, so the engine can express partial conviction and gracefully reconcile conflicts across timeframes instead of forcing a single, binary view.
That separation matters in situations where directional edge and volatility regime edge are related but not the same thing. The design keeps them coupled—so strong direction can reinforce regime confidence—but it does not collapse them into one signal.
For that reason, the system works with four parallel channels— expansion-long, expansion-short, contraction-long, contraction-short —as continuous evidence streams. And when price breaks the Bollinger bands, it’s treated as a conditional boost to the relevant evidence instead of an absolute trigger, which helps reduce false positives during noisy, stop-run style breakouts.
You can use a not only Supertrend line style with signals...
...or just follow its planes and their breakout, such in the following example:
To keep the system resilient to gaps and one-bar anomalies, the raw evidence doesn’t go straight into decisions: it is first passed through an alpha–beta Kalman update. In practical terms, this acts as a lightweight state-space tracker that follows both the level of the evidence and its drift .
The level is your smoothed, probability-like regime proxy. The drift is the key ingredient for options, because it captures how quickly the regime is changing—what you can reasonably describe as the acceleration of the transition.
Crucially, the script doesn’t just compute that internally and forget it: it explicitly takes the step of the filtered state, normalises it, and uses it as a feature. That lets the engine distinguish between a regime that is high but basically flat, and a regime that is actively ramping. And because one-bar spikes can still happen, the step feature is bounded, so it can react to real transitions without overreacting to a single print.
The final confidence layer is produced with a Bayesian-style update that treats both the prior and the incoming evidence as **pseudo-counts in a Beta distribution**, and then uses the **posterior mean** as the final probability-like score. The prior is derived from the weighted multi-timeframe RSI: the script maps the weighted RSI into a smooth probability via a sigmoid (`rsiPriorLong`), and uses its complement for short bias (`rsiPriorShort`).
The likelihood is built per channel, and it is deliberately simple and bounded. For expansion, the likelihood combines the Bollinger expansion signal with the normalised Kalman step , using user-controlled weights. Contraction does the same with the corresponding contraction signals. Small conditional boosts are then applied when the price breaks the bands (or stays inside them), but these boosts remain incremental rather than flipping the state.
The two strength parameters, `kPrior` and `kLike`, control how “ sticky ” this posterior is. A higher `kPrior` makes the posterior lean more strongly on the RSI-based belief and therefore move more smoothly. A higher `kLike` gives more authority to the incoming evidence (BB regime + Kalman step), so the posterior adapts faster when conditions change.
In effect, this is a practical calibration layer: instead of stacking indicators and hoping they agree, the script converts each component into bounded evidence, fuses them into a single posterior mean, and exposes explicit controls for stability versus responsiveness—exactly the trade-off you typically care about when dealing with convex instruments, where you want confidence to be reactive, but not fragile.
Bands filled by expansion Bayesian posterior:
Because regime detection alone isn’t enough to avoid whipsaws, the script adds an adaptive “lane supertrend” layer. This supertrend layer is not built upon a classic ATR. Instead of operating on price distance, it operates on posterior imbalance : the engine computes a net score as the difference between bullish and bearish posteriors (`netE = postEL - postES` for expansion and `netC = postCL - postCS` for contraction), and that net is what drives direction.
Direction changes are then gated by an adaptive deadband .
In turn, the deadband is not fixed: it expands or contracts based on two things that already exist in the model— posterior confidence (e.g., `confE = max(postEL, postES)`) and regime intensity (e.g., `regE = volPct01`, and the complementary contraction regime). Those are mixed to produce `dbE` and `dbC`, which act like a hysteresis zone around neutrality.
When the posterior is indecisive and the regime is noisy, the deadband effectively widens, so small oscillations around zero don’t cause constant flips. When the posterior becomes decisive, the deadband tightens, and the direction logic becomes more responsive.
On top of that, flips are not allowed instantly: the script uses a flip-confirm counter that requires the net score to stay beyond the deadband for multiple bars before a direction switch is accepted. This prevents the engine from toggling on micro-oscillations and single-bar disturbances.
Visually, the “lane” is explicitly mapped into price space .
In detail, the script builds a lane geometry using ATR as a vertical scale, then projects the net posterior into the expansion and contraction band. With optional trailing enabled, the lane value is further “supertrend-like”, so what you see on the chart reads as a probabilistic supertrend line —a line whose position and persistence reflect posterior imbalance—rather than a raw volatility expression.
Finally, to address real-world tape issues (discontinuities, fragmented liquidity, venue noise), the script integrates a multi-broker Volumetric Dominance filter as an additional gate. It aggregates multi-broker OHLCV, derives a pressure-like proxy, and only allows certain triggers when cross-broker dominance is sufficiently aligned—so the system is less likely to react to isolated prints that aren’t supported by broader participation.
Once dominance is both directional and concentrated, the filter becomes a hard regime-consistency gate. If dominance is meaningfully bearish, the script blocks bullish expansion triggers and symmetrically blocks bearish expansion triggers when dominance is bullish. In other words, it’s not trying to “confirm” signals after the fact; it enforces a consistency constraint between volatility-expansion regime and cross-venue participation direction, specifically to reduce the exact kind of false positives that can wreck options entries: apparent volatility expansion occurring into opposing flow.
Thus, this is not only a Supertrend. It’s a bounded, smooth regime engine with an outlier-resistant “acceleration” step, a Bayesian-style posterior with tunable inertia, and a dominance gate that blocks expansion signals when multi-venue pressure points the other way.
It can still fail—no proxy fully captures the tape, and any filter can lag or miss abrupt turns—but I think it’s a framework worth exploring for more informed entries across assets: responsive in fast regimes, yet less fragile around gaps and volatility shocks.
Enjoy!
by Oberlunar 👁★
Stoch X vs Stoch Y (RSI-based)This script plots two RSI-based Stochastic oscillators in the same panel:
X (fast) is a classic Stoch RSI “trigger” line pair (K and D) using one RSI length and one Stoch length. It reacts quickly and is meant for timing.
Y (slow) is a structure Stoch RSI pair (K and D) built by averaging 28 Stoch-RSI calculations across multiple lookback lengths, then smoothing the result. It’s meant to show broader, higher-order momentum rather than the latest swing.
For Y’s lookback set, you can choose:
Fib: a predefined “fib-like” 28-length ladder,
14 + (i * 10): a linear ladder of 28 lengths,
Custom: 28 user slots with individual on/off toggles.
In Style, you can independently control each line’s color, thickness, and plot style (line/step/line break) for X-K, X-D, Y-K, and Y-D. It also adds five optional horizontal reference levels at 0, 20, 50, 80, 100 (0/100 solid, 20/50/80 dotted).
VSA Simple VolumeThe VSA Volume Indicator is especially useful for understanding institutional activity and improving decision-making by confirming trends or spotting early signs of market manipulation.
