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ATR % V3Now I'll provide you with the fully translated script and comprehensive documentation: ATR % V3 Indicator - Introduction The ATR % V3 is a Pine Script indicator that displays the Average True Range (ATR) as a percentage of price, providing traders with a normalized view of market volatility. Unlike the standard ATR which shows absolute price values, this percentage-based approach allows for easier comparison across different securities and timeframes. The indicator includes advanced features such as multi-day extreme value detection, customizable horizontal reference lines, and optional coordinate inversion for specialized charting needs. Key Features Percentage-based ATR calculation relative to either current open or previous close Flexible smoothing methods (RMA, SMA, EMA, WMA) for different trading styles Multi-period extreme value markers for 3-day and 7-day highs/lows Dynamic horizontal reference line showing current ATR% value Optional coordinate flip for alternative visualization perspectives Bar confirmation control to prevent repainting on live bars Technical Explanation ATR Percentage Calculation The script calculates ATR% using the formula: ATR% = (ATR / Basis Price) × 100. The basis price can be either the current bar's open price or the previous bar's close price, allowing traders to choose the reference point that best suits their trading methodology. Smoothing Methods The indicator supports four moving average types for ATR smoothing: ​ RMA (Relative Moving Average): Default method, provides exponentially smoothed values similar to Wilder's original ATR implementation SMA (Simple Moving Average): Equal weighting of all periods EMA (Exponential Moving Average): Recent prices weighted more heavily WMA (Weighted Moving Average): Linear weighting scheme Extreme Value Detection The script identifies when the current ATR% value represents a local extreme over 3-day or 7-day lookback periods. These markers appear only on the most recent bar and help traders identify volatility compression or expansion zones that may precede significant price moves. ​ Anti-Repainting Feature The "Wait for Bar Close to Update" option prevents the indicator from recalculating on every tick within an unconfirmed bar. When enabled, the ATR% value updates only after each bar closes, ensuring consistent historical values that won't change retroactively. ​ Usage Recommendations For Volatility Analysis: Use the percentage-based approach to compare volatility across different assets or timeframes objectively. Higher ATR% values indicate increased volatility relative to price. ​ For Position Sizing: ATR% can inform position size adjustments—reduce exposure when volatility (ATR%) spikes, and potentially increase when volatility contracts. ​ For Stop Loss Placement: The horizontal reference line provides a quick visual reference for current volatility levels, useful for setting volatility-adjusted stop losses. ​ For Breakout Confirmation: Watch for 3-day or 7-day extreme markers—volatility extremes often precede or confirm trend reversals or breakouts.
مؤشر Pine Script®
من ‎Dooogiig‎
0DTE Strategy 30-Day Sprint: 0DTE Strategy Indicator Based on NYC2000's tactical guide for scaling small accounts using disciplined 0DTE SPY options trading. WHAT IT DOES: - Tracks the 4 key trading windows throughout the day - Shows 9EMA and VWAP on both current timeframe and 5-min HTF for trend alignment - Displays pre-market levels (PMH, PML, PDC) - Generates buy/sell signals based on trend + pullback entries - Color-coded backgrounds warn you of the "Death Zone" (11am-3:30pm) - Real-time dashboard shows trend alignment and recommended action THE 4 WINDOWS: 1. Trade 1 (9:35-9:50 AM) - Morning Impulse Scalp - GREEN background 2. Trade 2 (10:00-10:20 AM) - Trend Confirmation - BLUE background 3. Death Zone (11:00 AM-3:30 PM) - STAY CASH - RED background 4. MOC Trade (3:45-4:00 PM) - Market-On-Close momentum - PURPLE background HOW IT WORKS: - BUY SIGNAL: Price above VWAP + 9EMA on both timeframes, pullback to EMA, then bounce - SELL SIGNAL: Price below VWAP + 9EMA on both timeframes, rejection at EMA, then drop - Only signals during active windows (avoids the Death Zone) - Dashboard (top right) shows current status and what to watch for WHAT YOU CAN CUSTOMIZE: - Timeframes (default: 5-min trend, 30-sec entry) - All trading window times - EMA length (default: 9) - Colors for everything - Toggle on/off: signals, windows, pre-market levels, alerts, dashboard - Alert notifications for signals and zone changes BEST USE: Apply to SPY on 30-second chart. Use 5-minute for trend confirmation. Follow the strict trading windows and risk management rules from the original guide. Remember: This is a visual aid. It shows you WHEN and WHERE to look for setups. You still need to confirm with MOC imbalance data, USI:TICK , and follow the 20% hard stop rule.
مؤشر Pine Script®
من ‎Kingsway139‎
DafeLiquidityEngineDafeLiquidityEngine: The Institutional Liquidity & Microstructure Engine This is not a volume indicator. This is a complete, institutional-grade quantitative laboratory for the analysis of market liquidity. It is a toolkit for seeing the invisible architecture of the order book and trading the cause, not the effect. █ CHAPTER 1: THE PHILOSOPHY - BEYOND VOLUME, INTO LIQUIDITY The standard volume bar is a lie. It tells you that the market was active, but it tells you nothing about the quality of that activity. Was it a deep, liquid market that could easily absorb large orders, or a thin, fragile market on the verge of a violent cascade? Was the volume driven by informed, institutional flow, or by reactive, retail panic? The DafeLiquidityEngine was created to answer these critical questions. This library is not a simple "mashup" of existing indicators; it is a foundational, original work that brings a suite of concepts from academic and institutional quantitative finance directly into the Pine Script environment. Its purpose is to move beyond the one-dimensional view of volume and provide a multi-faceted, high-resolution picture of the market's true, underlying liquidity structure. b]This is not an indicator that gives buy or sell signals. It is a far more powerful tool: a measurement device. It provides you with the crucial intelligence to assess the quality of the market environment. It tells you when liquidity is deep and signals can be trusted, and when liquidity has vanished and risk is extreme. It is the definitive engine for understanding the hidden structure of the market auction. █ CHAPTER 2: THE CORE INNOVATIONS - A UNIVERSITY-LEVEL TOOLKIT This library's value is rooted in its implementation of sophisticated, academically recognized models for liquidity and price impact, many for the first time on this platform. Multi-Scale Delta Divergence Engine: The engine doesn't just calculate one Cumulative Volume Delta (CVD). It calculates two simultaneously: a fast delta (representing scalpers and retail flow) and a slow delta (representing institutional accumulation/distribution). Its true genius lies in its ability to analyze the divergence between these two flows, classifying the market into one of five distinct states like "Absorption" (institutions absorbing retail selling) or "Stealth" (institutions quietly building a position). Advanced Bid-Ask Spread Estimation: Without access to Level 2 data, how can you know the spread? This library uses two renowned academic models—the Corwin-Schultz estimator (using high-low data) and the Roll spread estimator (using serial covariance)—to create a high-fidelity proxy for the live bid-ask spread. This is a direct measure of market tightness. Amihud Illiquidity Ratio: A classic, powerful measure of illiquidity. It calculates the absolute price return per dollar of volume traded. A high Amihud score means that even small amounts of volume are causing large, violent price swings—a clear sign of a dangerously illiquid market. Kyle's Lambda (Price Impact): This is the professional's measure of market impact. Lambda calculates how much the price moves for every unit of signed order flow. A high Lambda value indicates a "thin" order book where a single large market order can cause a significant price cascade. It is a direct measure of market fragility. The Volume Clock Engine: This module analyzes the market in "volume time" instead of chronological time. It detects volume "droughts" and "floods," measures the "participation rate" against historical norms, and analyzes the acceleration of volume to determine if a move is gaining or losing institutional support. The Composite Liquidity Regime: The capstone of the engine. It synthesizes the intelligence from all other modules into a single, unified classification of the market's liquidity state, from "Deep" and "Normal" to "Thin," "Desert," and the dreaded "Frozen." For developers, this provides a simple, powerful output: a risk_multiplier and a signal_penalty to automatically adjust position sizing and signal confidence based on the current liquidity environment. █ CHAPTER 3: A DEEP DIVE INTO THE ENGINE'S MODULES This is your guide to the engine room. Each module is a specialized analytical tool. The DeltaState Module: This is the heart of the divergence engine. It provides you with the raw and Z-scored values for both fast and slow delta, their velocity, and the final divergence classification ("absorption," "exhaustion," etc.) along with a confidence score. This is your primary tool for detecting conflicts between retail and institutional flow. The SpreadState Module: This gives you a direct, quantitative measure of market tightness. Use the spread_z score to see if the current bid-ask spread is statistically wide or tight, and the spread_regime to know if the market is "Blown" (extremely wide and risky) or "Tight" (liquid and efficient). The AmihudState & KyleState Modules: These are your professional-grade risk assessment tools. A rising illiquidity_z score from Amihud is a clear warning that the market is becoming fragile. A rising lambda_z from Kyle's Lambda tells you that price impact is increasing, and the risk of a slippage cascade is high. The VolumeClockState Module: This is your lens into market participation. The vol_clock_regime ("drought," "low," "normal," "elevated," "flood") tells you the character of the current volume, while the vol_trend_strength provides a measure of the momentum of participation. The LiquidityRegime Module: This is the final, synthesized verdict. It provides a single, easy-to-use regime name ("Flush," "Deep," "Normal," "Thin," "Desert," "Frozen") that encapsulates the combined intelligence of the entire system. Crucially, it also outputs the risk_multiplier and signal_penalty—direct, actionable factors you can use to modulate your own strategy's behavior. █ CHAPTER 4: THE DEVELOPER'S MASTERCLASS - IMPLEMENTATION GUIDE The DafeLiquidityEngine is a professional framework designed for seamless integration. This guide provides the complete instructions for leveraging its power. PART I: THE INPUTS TEMPLATE (THE CONTROL PANEL) While this is a library, a high-quality indicator built upon it would expose these parameters to the user for fine-tuning. This is the recommended input structure. // ╔═════════════════════════════════════════════════════════╗ // ║ INPUTS TEMPLATE ║ // ╚═════════════════════════════════════════════════════════╝ // INPUT GROUPS string G_LIQ_ENGINE = "═══════════ 💧 LIQUIDITY ENGINE ════════════" string G_LIQ_DELTA = "═══════════ 📊 DELTA & DIVERGENCE ══════════" string G_LIQ_RISK = "═══════════ ⚖️ RISK & SPREAD ════════════" // ENGINE CONFIG int i_liq_fast = input.int(8, "Fast Delta Length", minval=3, maxval=20, group=G_LIQ_ENGINE, tooltip="Lookback for the 'fast' retail/scalper delta.") int i_liq_slow = input.int(34, "Slow Delta Length", minval=21, maxval=100, group=G_LIQ_ENGINE, tooltip="Lookback for the 'slow' institutional delta.") int i_liq_zlookback = input.int(50, "Normalization Lookback", minval=20, maxval=200, group=G_LIQ_ENGINE, tooltip="The lookback period for all Z-Score calculations, which makes the metrics adaptive to the asset.") PART II: THE IMPLEMENTATION LOGIC (THE HEART OF YOUR SCRIPT) This is the boilerplate code you will adapt to your indicator. It shows the complete lifecycle of creating, updating, and using the engine. // ╔═════════════════════════════════════════════════════════╗ // ║ USAGE EXAMPLE (ADAPT TO YOUR SCRIPT) ║ // ╚═════════════════════════════════════════════════════════╝ // 1. IMPORT THE LIBRARY import YourUsername/DafeLiquidityEngine/1 as liq // 2. INITIALIZE THE ENGINE (happens only on the first bar) // The 'engine' must be a 'var' to retain its state across bars. var liq.LiquidityEngine engine = liq.create_engine(i_liq_fast, i_liq_slow, i_liq_zlookback) // 3. UPDATE THE ENGINE (runs on every bar) // Feed the current bar's OHLCV data into the engine. It handles all internal calculations. engine := liq.update(engine, open, high, low, close, volume) // 4. EXTRACT INTELLIGENCE (runs on every bar) // Get the final, synthesized output state from the engine. liq.LiquidityState state = liq.get_state(engine) // 5. USE THE INTELLIGENCE TO BUILD YOUR LOGIC // --- Example 1: Creating a Sophisticated Signal Filter --- bool my_raw_buy_signal = ta.crossover(ta.ema(close, 10), ta.ema(close, 20)) // The liquidity engine provides a simple penalty score. 1.0 = good liquidity, 0.2 = bad liquidity. float liquidity_penalty = state.signal_penalty // Only trust the signal if liquidity is good enough. bool final_buy_signal = my_raw_buy_signal and liquidity_penalty > 0.6 plotshape(final_buy_signal, "Filtered Buy", ...) // --- Example 2: Dynamic Position Sizing --- float base_position_size = 10000 // Your base size in dollars // The engine provides a risk multiplier. 1.0 = normal risk, 0.3 = high risk (reduce size). float liquidity_risk_multiplier = state.risk_multiplier float final_position_size = base_position_size * liquidity_risk_multiplier // Now use 'final_position_size' in your strategy logic. // --- Example 3: Building a Divergence-Based Strategy --- if state.divergence_type == "accumulation" and state.divergence_confidence > 0.7 // This is a high-confidence signal that institutions are quietly buying while price is falling. // A powerful setup for a long entry. strategy.entry("Accumulation Long", strategy.long) // --- Example 4: Displaying the State on a Dashboard --- if barstate.islast label.new(bar_index, high, "Liquidity Regime: " + state.liq_regime_name + " Risk Multiplier: " + str.tostring(state.risk_multiplier, "#.##") + " Divergence: " + state.divergence_type) █ DEVELOPMENT PHILOSOPHY The DafeLiquidityEngine was born from a single, guiding principle: liquidity is the fuel of the market. Price cannot move without it, and its absence or presence dictates the character of every trading session. This library provides, for the first time, a comprehensive, institutional-grade toolkit for quantifying this elusive but critical variable. It is a tool for the serious developer and the quantitative trader who is not satisfied with surface-level analysis, but who seeks to understand the deep, structural mechanics of the market auction. █ DISCLAIMER & IMPORTANT NOTES THIS IS A LIBRARY FOR ADVANCED DEVELOPERS: This script does nothing on its own. It is a powerful engine that must be imported and used by other indicator developers to build their own tools. THIS IS AN ESTIMATION ENGINE: The algorithms used (Corwin-Schultz, Kyle's Lambda, Delta Estimation) are highly respected academic and institutional proxies for true order book data. They are high-fidelity estimates, not a direct feed of Level 2 data. CONTEXT IS KEY: The output of this engine is contextual intelligence, not direct trading signals. A "Thin" liquidity regime is not a signal to sell; it is a signal to reduce position size, widen stops, and be wary of false breakouts. Create with DAFE.
مكتبة Pine Script®
من ‎DskyzInvestments‎
DafeVIXEngineDAFE VIX Intelligence Engine: The Definitive Guide to Market Volatility This is a professional-grade intelligence engine that decodes the multi-dimensional language of market fear. It analyzes the VIX Term Structure, Volatility Surprise, and Regime Physics to provide a probabilistic forecast of market stability and transitions. █ CHAPTER 1: THE PHILOSOPHY - BEYOND THE VIX NUMBER For most traders, the VIX is a single number—a simple "fear gauge." This is a dangerously incomplete view. The VIX is not a single data point; it is the observable surface of a deep, complex, multi-dimensional field of information. Its true power lies not in its absolute level, but in its relationship to itself across time (its slope), its relationship to its future expectations (its term structure), and its relationship to the market's actual, realized volatility (the volatility risk premium). The DAFE VIX Intelligence Engine was created to provide a complete, institutional-grade view of this hidden information field. This script is not a simple "mashup" of existing indicators; it is a foundational, original work that introduces a suite of proprietary algorithms and concepts to the TradingView platform. It deconstructs the entire VIX complex and analyzes it through the lens of quantitative finance and statistical modeling. Its purpose is not to give you simple buy or sell signals. Its purpose is to provide you with a master "weather report" for the market. It answers the most critical questions a professional trader must ask before putting on any position: What is the current volatility regime? Is the market stable or fragile? And what is the probability that the entire environment is about to change? This is a tool for quantifying the unseen risks and opportunities in the market. █ CHAPTER 2: THE CORE INNOVATIONS - ORIGINALITY & USEFULNESS This engine's value is rooted in its synthesis of concepts from professional derivatives analysis, applied to the VIX in a novel and accessible way. Every component is designed to extract a unique and powerful layer of intelligence. Multi-Source Data Ingestion & Validation: The engine doesn't just rely on the standard VIX. It intelligently pulls data from the entire VIX family, including the VIX9D (9-day VIX) and VX1! (the front-month VIX future). Crucially, it includes a sophisticated Stale Data Detection system. If it detects that the CBOE data is not updating (a common issue), it seamlessly falls back to a high-fidelity Realized Volatility model (blending Parkinson and Yang-Zhang estimators), ensuring you always have a reliable reading. Term Structure Analysis: This is the heart of the engine and a concept rarely seen outside of institutional platforms. It analyzes the slope of the VIX futures curve (VX1! - VIX) to determine if the market is in Contango (normal, calm) or Backwardation (stressed, fearful). An inverted term structure is one of the most reliable leading indicators of market stress. Volatility Surprise (VRP) Engine: The engine quantifies the Volatility Risk Premium by comparing implied volatility (the VIX) to the actual, historical realized volatility of the underlying asset. This allows it to detect when "fear is overpriced" (VIX is much higher than reality, a potential bullish signal for equities) or "fear is underpriced" (VIX is lower than reality, signaling dangerous complacency). Probabilistic Regime Transition Model: This is the engine's predictive powerhouse. It doesn't just tell you the current regime; it calculates the probability of a transition. It does this by analyzing the "acceleration" of key volatility metrics—the rate of change of the term structure slope, the rate of change of realized volatility, and the "mean-reversion pressure" building up in the system. A high transition probability is a powerful early warning that the entire market character is about to shift. Intelligent Instrument Profiling: The engine includes a smart detection system that identifies the asset you are trading (e.g., NQ, ES, BTC, Gold) and automatically applies a pre-calibrated "Sensitivity Profile." It understands that a VIX of 25 has a different implication for Nasdaq than it does for Bitcoin, and it adjusts its risk calculations accordingly. █ CHAPTER 3: THE ANALYTICAL PIPELINE - HOW THE ENGINE THINKS The VIX Intelligence Engine operates on a clear, five-stage pipeline to transform raw data into high-level intelligence. STAGE 1: DATA INGESTION & VALIDATION: The engine pulls data from VIX, VIX9D, and VX1!. It simultaneously calculates the realized volatility of the primary asset. It runs a continuous check for stale data. If the VIX data is found to be stale, it transparently switches to a fallback model, blending the last known VIX value with the live realized volatility reading. STAGE 2: MULTI-DIMENSIONAL ANALYSIS: The validated volatility data is analyzed across four key dimensions: Level: The raw VIX value is converted to a Z-Score to measure its statistical rarity. Slope: The rate of change of the VIX is calculated to measure its momentum. Term Structure: The VX1! - VIX spread and the VIX9D - VIX spread are calculated to determine the shape of the futures curve. Surprise: The VIX - Realized Volatility spread is calculated to quantify the Volatility Risk Premium. STAGE 3: REGIME CLASSIFICATION: A weighted scoring model synthesizes all the metrics from Stage 2 to classify the market into one of seven distinct volatility regimes: Compression, Low Vol, Normal, Elevated, Expansion, Panic, or Euphoria. Each regime is assigned a color and a confidence score. STAGE 4: TRANSITION PROBABILITY: This is the predictive layer. The engine analyzes the second derivative (acceleration) of its core metrics. A sharp acceleration in the term structure slope, combined with a build-up of mean-reversion pressure, will result in a high "Transition Probability" score, warning you that the current regime is becoming unstable. STAGE 5: FINAL OUTPUT & VISUALIZATION: All of this intelligence is rendered into the intuitive lower pane display, the on-chart detection dots, and the comprehensive dashboard. █ CHAPTER 4: A GUIDE FOR DEVELOPERS - INTEGRATING THE ENGINE This script is published as a standalone indicator, but its core logic is designed to be extracted and used as a library. This guide provides the complete input template and a conceptual workflow for integrating this VIX intelligence into your own systems. PART I: THE INPUTS TEMPLATE (THE CONTROL PANEL) To give your users full control over the VIX engine, you can replicate these inputs in your own script. // ╔═════════════════════════════════════════════════════╗ // ║ INPUTS TEMPLATE (COPY INTO YOUR SCRIPT) ║ // ╚═════════════════════════════════════════════════════╝ // INPUT GROUPS string GRP_ENGINE = "══════════ 🌡️ VIX ENGINE ══════════" string GRP_DISPLAY = "══════════ 📊 DISPLAY LAYERS ══════════" string GRP_DETECT = "══════════ 🔍 DETECTION OVERLAYS ══════════" string GRP_VIZ = "══════════ 🎨 VISUALIZATION ══════════" string GRP_DASH = "══════════ 📋 DASHBOARD ══════════" // VIX ENGINE int i_zLookback = input.int(50, "Z-Score Lookback", minval=20, maxval=200, group=GRP_ENGINE, tooltip="Normalization period for all Z-score calculations. • 30-40: Adaptive • 50: Standard • 100+: Very stable") int i_rvLookback = input.int(20, "Realized Vol Lookback", minval=10, maxval=50, group=GRP_ENGINE, tooltip="Lookback for Parkinson + Yang-Zhang realized volatility estimators.") // DISPLAY LAYERS bool i_showVixLevel = input.bool(true, "Show VIX Level Z-Score", group=GRP_DISPLAY) bool i_showVixSlope = input.bool(true, "Show VIX Slope", group=GRP_DISPLAY) bool i_showTermStructure = input.bool(true, "Show Term Structure", group=GRP_DISPLAY) bool i_showVolSurprise = input.bool(true, "Show Vol Surprise", group=GRP_DISPLAY) bool i_showTransition = input.bool(true, "Show Transition Probability", group=GRP_DISPLAY) bool i_showDangerBar = input.bool(true, "Show Danger Bar", group=GRP_DISPLAY) // DETECTION OVERLAYS bool i_showRegimeDots = input.bool(true, "Show Regime Detection Dots", group=GRP_DETECT) bool i_showTransitionWarning = input.bool(true, "Show Transition Warnings", group=GRP_DETECT) bool i_showStaleDots = input.bool(true, "Show Stale Data Warnings", group=GRP_DETECT) bool i_showSurpriseDetection = input.bool(true, "Show Vol Surprise Detections", group=GRP_DETECT) float i_transitionThreshold = input.float(0.4, "Transition Warning Threshold", minval=0.1, maxval=0.9, step=0.05, group=GRP_DETECT) // VISUALIZATION & DASHBOARD string i_vizMode = input.string("Layered Analysis", "Visualization Mode", options= , group=GRP_VIZ) string i_colorTheme = input.string("Quantum Dark", "Color Theme", options= , group=GRP_VIZ) bool i_showDash = input.bool(true, "Show Dashboard", group=GRP_DASH) // ... other dash inputs PART II: THE IMPLEMENTATION WORKFLOW (CONCEPTUAL) If this were a library, here is how you would use its exported functions to build a sophisticated signal filter. // import DskyzInvestments/DafeVIXEngineLib/1 as vix // // // 1. INITIALIZE & RUN THE ENGINE (happens on every bar) // // The engine would contain all the logic from this indicator. // = vix.run_analysis(zLookback, rvLookback) // // // 2. USE THE INTELLIGENCE TO CREATE FILTERS FOR YOUR STRATEGY // // // A simple trend-following strategy // bool my_buy_signal = ta.crossover(ta.ema(close, 20), ta.ema(close, 50)) // bool my_sell_signal = ta.crossunder(ta.ema(close, 20), ta.ema(close, 50)) // // // --- Build the VIX Filter --- // // We only want to take trend-following trades if the VIX engine confirms a stable, low-volatility environment. // bool vix_filter_pass = state.regime_id <= 2 and // Must be in "Normal" regime or better // state.transition_prob < 0.5 and // Regime must be stable // state.danger_score < 50 and // Overall danger must be low // state.data_confidence > 0.7 // VIX data must be reliable // // // --- Apply the filter to your signals --- // bool final_buy_signal = my_buy_signal and vix_filter_pass // bool final_sell_signal = my_sell_signal and vix_filter_pass // // // 3. PLOT YOUR FILTERED SIGNALS // plotshape(final_buy_signal, "Filtered Buy", ...) /pine] █ CHAPTER 5: A VISUAL GUIDE - DECODING THE DISPLAYS THE ON-CHART OVERLAYS (THE DOTS) These dots are your real-time alerts, plotted directly on the price chart. Colored Dots (Above Price): These are the Regime Detection Dots . Their color corresponds to the currently detected volatility regime (e.g., Green for Low Vol, Yellow for Elevated, Red for Panic). Their transparency indicates the confidence of the classification—a solid dot is a high-confidence reading. Purple Dots (Below Price): These are the Transition Warning Dots . They appear when the engine's predictive model calculates a high probability that the market regime is about to shift. This is a critical early warning to tighten stops or defer new entries. Gold/Red Dots (Below Price): These are the Volatility Surprise Detections . A gold dot signals that fear is significantly "overpriced" (VIX > RV), a condition that often precedes a bounce in equities. A red dot signals that fear is "underpriced" (VIX < RV), indicating dangerous complacency. Gray Dots (Below Price): These are Stale Data Warnings , providing transparent feedback that the engine is currently operating in its fallback mode using realized volatility. THE LOWER INDICATOR PANE (THE ENGINE ROOM) This is where the raw data from all analytical layers is visualized. Choose from four distinct modes: Layered Analysis: The default professional view. Each major component (VIX Level, Slope, Term Structure, Surprise, Transition Prob) gets its own layer, allowing you to see which factor is driving the current analysis. Regime Heatmap: A color-block visualization where the color of each block is determined by a specific metric's state, creating a "heatmap" of market risk. Oscillator Stack: Renders the core metrics as a set of zero-centric oscillators, ideal for spotting momentum and divergences within the volatility data itself. Risk Waterfall: A unique cascading visualization that cumulatively stacks the risk from each component, with the final line representing the total, blended risk assessment. THE DASHBOARD (MISSION CONTROL) The dashboard is a comprehensive, institutional-grade summary of the entire VIX ecosystem. VIX Family Data: Displays the live values for VIX, VIX9D, and VX1!, along with a data confidence score. Instrument Profile: Shows the detected asset and its automatically applied sensitivity profile. State Variables: The core Z-Score and Slope readings that power the engine. Volatility Regime: The final, classified regime name, its duration, and the confidence of the reading. Term Structure: A complete breakdown of the VIX curve analysis, showing the state (Contango/Backwardation), the slope, and the level of inversion. Vol Surprise: Quantifies the Volatility Risk Premium, showing the spread between Implied and Realized vol and classifying it as "Overpriced" or "Underpriced." Transition Engine: The predictive output, showing the raw Transition Probability and the predicted next regime. Danger Assessment: The final, synthesized "Danger Score" from 0-100, providing a single, unambiguous measure of market fragility. █ DEVELOPMENT PHILOSOPHY The DAFE VIX Intelligence Engine was born from the conviction that volatility is the master variable in all financial markets. By deconstructing the VIX complex and analyzing its components through the lens of quantitative finance, we have created a tool that provides a level of contextual awareness previously unavailable to retail traders. This is not just about measuring fear; it's about understanding its structure, its momentum, and its probable future state. It is a tool for quantifying the unseen. █ DISCLAIMER & IMPORTANT NOTES THIS IS AN ADVANCED ANALYTICAL TOOL: This indicator provides intelligence on market volatility, not direct buy or sell signals. It is designed to be used as a master filter and contextual guide for your existing trading strategies. DATA DEPENDENCY: The accuracy of the engine is dependent on a live, reliable data feed for the CBOE VIX family. While the engine has a robust fallback system, its full power is realized with live data. ALL TRADING INVOLVES RISK: The probabilities and classifications are based on historical statistical models. They are a powerful edge, not a guarantee of future outcomes. Create with DAFE.
مكتبة Pine Script®
من ‎DskyzInvestments‎
DeM Indicator This script provides an implementation of the DеMаrker (DeM) Oscillator , a classic technical indicator developed by Thomas DеMаrk to identify trend exhaustion and market reversal points. Unlike the Relative Strength Index (RSI), which primarily uses closing prices, the DеMаrker indicator focuses specifically on intra-period highs and lows to measure buying and selling pressure. 🚀 How It Works The DеMаrker indicator compares the current period's price extremes to the previous period to isolate demand: DeMax (Buying Pressure): Calculated when the current high is higher than the previous high. DeMin (Selling Pressure): Calculated when the current low is lower than the previous low. Smoothing: Both values are smoothed using a Simple Moving Average (SMA), typically over 14 periods. The resulting value oscillates between 0 and 1.0 , providing a clear visual of price exhaustion. 💡 Trading Strategies Overbought/Oversold Reversals: - Bearish Signal: A reading above 0.70 suggests the market is overbought. Traders often look for the line to cross back below 0.70 to confirm a downward reversal. - Bullish Signal: A reading below 0.30 suggests the market is oversold. A cross back above 0.30 can signal a potential upward reversal. Trend Exhaustion: High DеMаrker values during an uptrend often precede a period of consolidation or "price exhaustion." Divergence: Watch for cases where price makes a new high but the DeM indicator fails to reach a new peak, suggesting weakening momentum. ⚙️ Settings & Customization DеMаrker Period: The default is set to 14. Shorten for more sensitivity; lengthen to filter out noise. Visual Thresholds: Levels are set at 0.7 and 0.3. For volatile assets like Crypto, some traders prefer 0.8 and 0.2. 🛠️ Integration The DеMаrker is most effective when combined with other tools such as Volume Profile, Moving Averages, etc. Disclaimer: This script is for educational and analytical purposes only. Past performance does not guarantee future results. Always manage your risk according to your personal trading plan.
مؤشر Pine Script®
من ‎vsov‎
Expectancy Reality Check Most trading discussions focus on entries. This tool focuses on math. Expectancy Reality Check is a symbol-agnostic calculator that shows whether your assumed edge is mathematically viable — before you trade it. It does not generate signals. It does not predict price. It exists to answer one question: “If my assumptions are correct, does this strategy deserve capital?” What this tool does Given your assumptions for: Win rate Reward-to-Risk (R) Costs per trade Risk per trade Trade frequency the indicator computes: Expected Value (R per trade) Expected Value per month Break-even win rate (cost-adjusted) Edge vs break-even (percentage points) Risk-of-ruin proxy (fixed-fractional approximation) Estimated sample size needed to validate your win rate at a chosen confidence level All values are expressed in R-units, not currency, to remain portfolio-independent. How to use it Enter honest assumptions — not best-case backtest results. Observe: Is EV meaningfully positive? How small is the margin above break-even? How many trades are required before results are statistically meaningful? Decide whether the strategy is worth: testing, refining, or discarding. If the math fails here, execution quality will not save it. What this tool is not ❌ Not a strategy ❌ Not a signal generator ❌ Not a performance backtest ❌ Not a guarantee of results It is a reality check, not a promise. Notes on methodology Expectancy is computed in standard R-unit form. Break-even win rate is adjusted for per-trade costs. Risk-of-ruin is a proxy, based on a Lundberg-type root for i.i.d. outcomes under fixed fractional risk. Sample size guidance uses a normal approximation for binomial confidence intervals. All calculations assume stationarity — real markets may violate this. Use judgment. Who this is for Traders designing rule-based systems Traders comparing multiple strategies Traders tired of “high win rate” marketing Anyone who wants math before emotion Final note A strategy with: high win rate but negative expectancy or positive expectancy but no statistical margin is not an edge — it’s noise. Systems over feelings.
مؤشر Pine Script®
من ‎SystemsOverFeelings‎
Triple SMA with Trend Confirmation SignalsA clean and customizable moving average indicator featuring three SMAs (50, 150, 200) with intelligent trend confirmation arrows. Features: Three Moving Averages: 50, 150, and 200-period SMAs with fully customizable colors and line widths 50/150 Crossover Dots: Visual markers on the 150 MA line when the 50 MA crosses over/under Trend Confirmation Arrows: Smart arrows that confirm sustained moves above/below the 150 MA No False Signals: Arrows only appear after two closes in the same direction, preventing whipsaws How It Works: The 150 SMA is the key decision line. The indicator tracks when price moves above or below this level and waits for confirmation before displaying an arrow: Upward Arrow (↑): Appears above candle when price closes above the 150 MA twice, with the second close higher than the first Downward Arrow (↓): Appears below candle when price closes below the 150 MA twice, with the second close lower than the first Arrows alternate - you'll never see two consecutive arrows in the same direction, ensuring you only get signals at genuine trend changes. Use Cases: Identify sustained breakouts above/below the 150 MA Confirm trend direction before entering trades Spot potential exit points when price weakens below key moving averages Track golden/death crosses between the 50 and 150 SMAs Customization : All colors, line widths, and periods are fully adjustable through the settings panel. Arrow color is also customizable for your preferred chart theme.
مؤشر Pine Script®
من ‎samnigelmcmahon‎
Manus Gold Daily Range Choppy Filter### Manus Gold Daily Range Choppy Filter This indicator is designed to answer one simple but critical question **before trading begins**: **Is today a day worth trading, or is the market too choppy?** Instead of generating entries or signals, this tool acts as a **daily market condition filter**. It helps traders avoid low-quality sessions where breakouts fail and price action is dominated by noise and mean-reversion. --- ### 🔍 What the indicator does The script evaluates **market tradability once per day**, based on **yesterday’s completed data**, and then locks that decision for the entire trading day. It combines two independent concepts: #### 1️⃣ Choppiness Analysis (core logic) * Calculates the **Choppiness Index** on **1H and 4H timeframes** * Detects whether the market is: * **Trending / expanding** (low & falling choppiness) * **Range-bound / noisy** (high choppiness) * Optional requirement that choppiness must be **falling** (early expansion phase) #### 2️⃣ Daily Range Contraction (optional filter) * Detects **NR days** (narrowest range in N days) * Detects **ADR contraction** (yesterday’s range significantly smaller than normal) * Used to identify potential **breakout-ready environments** Both components are combined into a single **daily tradability decision**. --- ### 🟢 / 🔴 Output logic * **Green bar** → Market is considered **tradable** * **Red bar** → Market is **not tradable** (choppy / low quality) Important characteristics: * **Exactly one bar per day** * No intraday repainting * Decision is locked using **yesterday’s final data** * Designed to be used on **any intraday chart** --- ### 📊 Visual elements * Histogram bar (green / red) indicating daily tradability * Optional background highlight on the first bar of each new day * Optional table showing: * Choppiness values (1H / 4H) * Choppy / not-choppy status * Falling expansion state * DRB / contraction filter status --- ### 🎯 How to use it This indicator is **not a trading strategy** and does **not provide entries**. It is best used as: * A **pre-market filter** * A **“trade / no-trade” switch** * A **risk and expectation management tool** Typical usage: * Trade breakout and trend strategies **only on green days** * Reduce size or avoid trading entirely on red days * Combine with your existing setups (London Breakout, NY session, trend continuation, etc.) --- ### ⚠️ Notes * Designed and optimized for **Gold (XAUUSD)** but works on other instruments * Uses higher-timeframe context to protect against intraday noise * Especially useful for traders who struggle with **overtrading in ranges** --- ### ✅ Summary This indicator helps you **stay out of bad days**, not chase more trades. Sometimes, **the best trade is not trading at all**.
مؤشر Pine Script®
من ‎feiler_manuel‎
DSMS - DeltaSurge Matrix Station - 1M Scalping [SurgeGuru]DSMS - DeltaSurge Matrix Station HOW TO READ THE CHART ===================================== This guide explains every visual element you see on the chart. DSMS is a volume profile + order flow indicator built for 1-minute Bitcoin scalping. It shows WHERE institutional money is sitting and WHERE price is likely to react next. ===================================== 1. THE VOLUME PROFILE (left side of chart) ===================================== The colored horizontal bars extending left from the candles are the volume profile. Each bar represents a price level (called a "bin") and shows how much volume traded there. LONGER BAR = more volume at that price. BAR COLOR tells you who is in control: - Green/teal bar = buyers dominated that level (bullish delta) - Red/orange bar = sellers dominated that level (bearish delta) - The more intense the color, the stronger the imbalance SPLIT BARS (bull/bear breakdown): If enabled, each bar splits into two halves showing exact buy vs sell volume. Top half = sell volume, bottom half = buy volume. HEATMAP (wide faded bars behind the profile): The large transparent boxes behind the profile bars are the heatmap. They show the same delta information but stretched wider for quick visual scanning. Bright = high conviction. Faded = low conviction. ===================================== 2. KEY PRICE LEVELS ON THE PROFILE ===================================== POC (Point of Control): The bin outlined with a bright border is the POC -- the single price level with the MOST volume. Price tends to gravitate back to the POC. A small label shows the POC price and context like "EQUILIBRIUM" or "BULL ATK". POC FLASH LINE: A short dashed cyan line appears at the POC when a bounce is detected. Trigger conditions: price is at the POC, the current candle is bullish after a bearish candle, and volume is at least 1.2x average. This signals that the POC is acting as active support and price is reacting to it in real time. VA HIGH / VA LOW (Value Area lines): Two horizontal lines mark the top and bottom of the Value Area -- the price range where approximately 70% of volume traded. These act as support and resistance. - VA High = resistance when price is below, breakout level when price pushes above - VA Low = support when price is above, breakdown level when price drops below When a breakout happens, the line turns green (up) or red (down) and gets thicker. ===================================== 3. LABELS ON PROFILE BINS ===================================== Each profile bin can show a small text label. These describe what is happening at that specific price level. Here is what each label means: ABS (with up/down arrow): "ABS▼ 7b" = Absorption detected. Institutional players are absorbing selling pressure at this level (likely accumulating). The "7b" means it held for 7 bars. ABS▼ = absorbing sells (bullish). ABS▲ = absorbing buys (bearish). FLOW (with arrow): "FLOW↑" or "FLOW↓" = A flow shift happened here. The delta direction reversed, meaning buyers took over from sellers or vice versa. This is a momentum change signal. FAIL (with arrow): "FAIL↑" or "FAIL↓" = A flow shift was detected but FAILED to confirm. The reversal started but price did not follow through. Shown in orange. Often means the opposing side absorbed the move. INVAL / INVALID: "INVAL" or "INVALID" = A previously confirmed flow shift was invalidated. Price reversed back through the shift level, canceling the signal. Shown in orange. Treat the original shift direction as no longer valid. BULL EXH / BEAR EXH: "BULL EXH" or "BEAR EXH" = Exhaustion zone. Extreme delta (above 65%) combined with FADING volume. The dominant side pushed too hard and is running out of fuel. Shown in gold. Often precedes a reversal. Higher delta + lower volume = more exhausted. IMBALANCE RATIO (number:1): "4:1" = The ratio of buy volume to sell volume (or vice versa) at this bin. A 4:1 ratio means one side has 4x the volume of the other. Only shown when the imbalance exceeds the configured threshold. ICE: "ICE" = Iceberg order detected in this bin. High volume traded but price barely moved, suggesting a large hidden order was absorbing all the activity. CONFL / CONF+ / CONF-: Confluence detected. Multiple signals (structure + order flow) agree on direction. CONF+ = bullish confluence. CONF- = bearish confluence. CONFLICT: Structure says one thing, order flow says another. Be cautious. STK (with multiplier): "STK x3" = Imbalance stack. Three or more consecutive bins all lean the same direction. Shows institutional pressure building across multiple price levels. OB (with arrow): "OB↑" or "OB↓" = This bin overlaps with an active Order Block (see section 6). FVG (with arrow): "FVG↑" or "FVG↓" = This bin overlaps with an active Fair Value Gap (see section 7). "uFVG↑" or "uFVG↓" = Same but for a micro-level FVG (smaller gap detected within the profile structure rather than on-chart candle gaps). uSR: Micro structure level. A price level that has been tested multiple times with high volume -- acts as local support or resistance. EQUILIBRIUM / BULL ATK / BEAR DEF / etc: Context labels that describe the state of the bin: - EQUILIBRIUM = balanced buyers and sellers - BULL ATK = buyers attacking with increasing volume - BULL DEF = buyers holding but volume fading - BEAR ATK = sellers attacking with increasing volume - BEAR DEF = sellers holding but volume fading CONFIDENCE SCORE (number at end of label): Example: "ABS▼ CONFL " The number in brackets is a confidence score from 0-100. Higher = more signals agreeing. Above 70 is strong. DWELL TIME: "8d" at the end means price spent 8 bars dwelling at this level. More time at a level = stronger support/resistance. ===================================== 4. ARROWS ON PROFILE BINS ===================================== Small arrows may appear to the right of profile bars: DELTA ARROWS (^^): Show if buying/selling pressure is accelerating or decelerating. pointing up = bullish momentum gaining speed pointing down = bearish momentum gaining speed VOLUME ARROWS: Show if volume is increasing or decreasing at each level. Up arrow = volume building. Down arrow = volume fading. VELOCITY BANDS: Small colored boxes to the right of the profile. Green = volume accelerating. Red = volume decelerating. Only appears on high-volume bins. ===================================== 5. CVD LINE (curved line inside the profile) ===================================== The colored line running through the profile area is the CVD (Cumulative Volume Delta) line. It tracks the running total of buy volume minus sell volume across the session. - Line going UP = buyers accumulating over time - Line going DOWN = sellers accumulating over time HOW THE LINE COLOR WORKS: The line color is NOT random. It checks the CVD value against 5 moving averages (EMA 8, 13, 21, 34, and 55). Each EMA that CVD is ABOVE scores +1. Each EMA that CVD is BELOW scores -1. The total score (-5 to +5) sets the color: +5 (above ALL 5 EMAs) = deep forest green -- strong bullish momentum +3 to +4 = bright green -- solid bullish +1 to +2 = light green -- lean bullish 0 = gray -- neutral, no clear direction -1 to -2 = light red -- lean bearish -3 to -4 = bright red -- solid bearish -5 (below ALL 5 EMAs) = deep dark red -- strong bearish momentum In practice: when the line shifts from red to green, it means CVD has crossed above its moving averages -- buying pressure is accelerating. When green turns red, selling pressure is taking over. A gray section means CVD is choppy and sitting between its averages with no conviction. CVD LABEL (at the right end of the line): "CVD +1.2K +5" First number = raw CVD value (+1,200 net buy volume) Second number = confirmation count (+5 means 5 consecutive bars where the adaptive reset system confirmed the bullish direction) The label color uses a separate gradient based on the confirmation count: Deep green = many consecutive bullish confirmations Deep red = many consecutive bearish confirmations Yellow/gray = few or mixed confirmations ===================================== 6. ORDER BLOCKS (OBs) - colored boxes on candles ===================================== Order Blocks are zones where institutions placed large orders. They appear as colored boxes around groups of candles. ACTIVE OBs (not yet tested): - Green/teal box = bullish OB (expect support when price returns) - Red box = bearish OB (expect resistance when price returns) - Solid fill, extends rightward from the origin candles BROKEN OBs (breakers): - Same colors but with a transparent fill and border outline only - A bullish OB becomes a breaker when price closes below its bottom - A bearish OB becomes a breaker when price closes above its top - Once broken, the OB flips role: old support becomes resistance and vice versa - A dotted midline shows the 50% level of the broken OB - If price then closes through the breaker in the new direction, it is removed entirely Two detection methods run simultaneously: - Fast: simple 3-bar pivot swings for reactive OBs near current price - Deep: ICS-style fractal depth swings for structural OBs from further back The "Detection Depth" setting controls the fractal depth (Short/Intermediate/Long Term). ===================================== 7. FAIR VALUE GAPS (FVGs) - striped zones on candles ===================================== FVGs are gaps in the price action where one side (buyers or sellers) was so dominant that price skipped over a range. Price tends to come back and fill these gaps. They appear as small striped/hatched boxes at the gap location. - Purple-ish stripes = the gap zone - Each individual stripe is deleted when price crosses through its midpoint, so the gap visually erodes from the inside out as price fills it - After 21 bars, remaining unfilled stripes fade to show the gap is aging - Once every stripe is filled, the FVG is fully removed from the chart - Maximum 30 FVGs tracked at once (oldest removed first if exceeded) ===================================== 8. MULTI-TIMEFRAME BOXES (2m / 5m / 15m) ===================================== Colored boxes extending behind and slightly ahead of the current candles. These show FVGs and Order Blocks detected on HIGHER timeframes (2-minute, 5-minute, 15-minute charts) projected onto your 1-minute chart. HOW TO TELL THEM APART: Border style: - Dashed border = FVG (Fair Value Gap) - Solid border = OB (Order Block) Thickness and length: - Thin border, extends 20 bars back = 2-minute timeframe - Thin border, extends 30 bars back = 5-minute timeframe - Thick border, extends 50 bars back = 15-minute timeframe Color: - Cyan/teal = bullish (expect support) - Orange = bearish (expect resistance) When your 1-minute price touches a higher-timeframe structure, it carries more weight because institutions watch those levels. ===================================== 9. PREDICTIVE CONFLUENCE ZONES (projected boxes) ===================================== These are the "ZONE S x3" and "ZONE R x2" boxes that project AHEAD of current price (to the right of the last candle). They appear when multiple structures from different sources cluster at the same price area: - 1m Order Blocks + 1m FVGs + 2m structures + 5m structures + 15m structures The system scans all unmitigated levels, finds where they overlap, and projects a high-probability reaction zone. "ZONE S x3" = Support zone, 3 structures converge here (green box) "ZONE R x2" = Resistance zone, 2 structures converge here (red box) Higher count = stronger zone. These are the highest-conviction levels on the chart. ===================================== 10. SIGNAL LABELS ON CANDLES ===================================== These labels appear directly on or near candles when specific conditions are met: SWEEP LABELS (cyan/magenta bubbles): Example: "VA High 8" A liquidity sweep happened -- price wicked past a key level and reversed. The name shows which level was swept. The number is a quality score. Higher score = more reliable sweep. Cyan = bullish sweep. Magenta = bearish. ICE (cyan/red squares): Small squares below (bull) or above (bear) candles. "ICE 2.3x" = Iceberg order detected. Volume was 2.3x average but price barely moved. A hidden large order was absorbing all activity. COILED: "COILED " = Price has been compressing (low volatility) for 4 bars while sitting near a wall of support/resistance. Like a spring ready to release. Green = bullish coil (expect breakout up). Red = bearish coil (expect breakdown). !!SR (with arrow and count): "!!SR 5x" = A wall of 5 micro-structure levels stacked at this price. Strong support (arrow down, green) or resistance (arrow up, red). CVD DIV: "CVD DIV (up arrow)" = Bullish CVD divergence. Price is making lower lows but CVD is improving -- hidden buying. "CVD DIV (down arrow)" = Bearish CVD divergence. Price making higher highs but CVD declining -- hidden selling. VA BREAK: "VA BREAK (up arrow)" or "VA BREAK (down arrow)" = Price just broke out of the Value Area. A thick green or red line extends forward showing the breakout level. This is a high-momentum signal. VOLUME SPIKE: "x3.2" = Volume on this candle is 3.2x the average. Shows in magenta above the candle. REJECT: "REJECT (arrow)" = Price momentum is pushing into a wall of support or resistance. Warns of a potential rejection/reversal at that wall. ===================================== 11. SEQUENCE PATTERNS (triangles) ===================================== These track a full institutional flow sequence through 4 stages: 1. ABSORPTION = institution absorbs orders at a level 2. FLOW SHIFT = delta reverses confirming direction 3. SWEEP = liquidity grab confirms intent 4. BREAKOUT = Value Area breakout completes the pattern PROGRESS LABELS (small, during build-up): "SEQ:SHIFT" or "SEQ:SWEEP" = Sequence is building, currently at that stage. COMPLETED SEQUENCE (large triangle + label): Hot pink triangle (up or down) with "SEQ BULL " or "SEQ BEAR ". The number is the sequence score. This is the highest-confidence signal in DSMS. A full 4-stage institutional sequence just completed. ===================================== 12. CANDLE TECH (colored candle borders) ===================================== Certain candles get a colored border and a small label: - Green border = bullish pattern detected (hammer, bullish engulfing, etc.) - Red border = bearish pattern detected (shooting star, bearish engulfing, etc.) The label shows: "R 5" = Reversal pattern, score 5 "(up arrow) 3" = Continuation pattern, score 3 Higher score = more confirming factors (CVD alignment, volume surge, trend direction). Thicker border = stronger pattern. ===================================== 13. LIQUIDITY VOID LINES ===================================== Yellow dashed horizontal lines extending left from the profile. These mark price levels with very low volume -- gaps where price moved through quickly without much trading. When price returns to these levels, it tends to move through them fast again or react sharply. ===================================== 14. STATE OF THE ARENA TABLE (corner dashboard) ===================================== The table in the corner of the chart is the real-time scoring dashboard. It combines all signals into one weighted score from -100 (max bearish) to +100 (max bullish). HEADER ROW: Shows the overall market state and final score. States: BREAKOUT, TRENDING, COMPRESSED, CONTESTED, or NEUTRAL. COMPONENT ROWS (each scored -100 to +100, weighted into final score): Delta Flow (10%) -- raw buying vs selling pressure on current bar CVD Flow (10%) -- cumulative volume delta trend and EMA band position Flow Shift (9%) -- recent delta direction reversals Absorption (9%) -- institutional stop hunt detection Sequence (8%) -- institutional flow sequence progress Confluence (7%) -- structural + psychological signal agreement OB/FVG (7%) -- nearest order block or gap bias Sweep (7%) -- recent liquidity grab signals MTF (6%) -- multi-timeframe alignment (2m/5m/15m) Volume (6%) -- spike detection Walls (6%) -- support/resistance cluster strength Accel (5%) -- delta acceleration (2nd derivative of momentum) Iceberg (4%) -- hidden institutional order detection Candle (3%) -- pattern recognition score POC Shift (3%) -- value area migration direction The final score is the weighted sum, clamped to -100 to +100. 70+ or below -70 = STRONG conviction 40-69 = MEDIUM conviction 15-39 = WEAK conviction Below 15 = no clear direction Each row shows a text status, numeric score, and a visual bar made of blocks. Green blocks = bullish. Red blocks = bearish. More blocks = stronger signal. SIGNAL SECTION (bottom of table): Shows the single highest-priority actionable signal right now. "Key" = what the signal is based on "Action" = suggested stance (BUY / SELL / HOLD / CAUTION) "Watch" = what to watch for next ===================================== QUICK REFERENCE - COLOR GUIDE ===================================== Cyan/Teal ......... Bullish structures, support, buy signals Red/Orange ........ Bearish structures, resistance, sell signals Green ............. Bullish momentum, buyers winning Red ............... Bearish momentum, sellers winning Yellow ............ Liquidity voids, caution zones Purple ............ FVG gap zones Hot Pink .......... Completed sequence patterns Magenta ........... Volume spikes, sweep highlights Gold .............. Predictive zone projections White text ........ All on-chart signal labels ===================================== ALERTS ===================================== DSMS has 6 built-in alerts you can set from TradingView's alert menu: Flow Shift -- delta direction reversed at a price level Volume Spike -- volume exceeds threshold with bin concentration VA Breakout -- price broke out of the Value Area Strong Confluence -- multiple signals align above the confluence threshold Absorption -- institutional absorption pattern detected Sequence Complete -- full 4-stage institutional sequence finished To set an alert: click the alarm clock icon in TradingView, select DSMS as the condition source, pick the alert type, and choose your notification method. Each alert can be toggled on/off in the settings panel. ===================================== SETTINGS OVERVIEW ===================================== Everything is toggleable. The main groups in settings are: Core Settings -- lookback period, number of bins, profile width Display Options -- toggle heatmap, delta flow, volume breakdown, POC 1M Scalping -- CVD line, zoomed-out mode, volume trend arrows Signal Settings -- enable/disable each signal type Advanced Tuning -- compression bars, confidence thresholds OB/FVG Settings -- order block depth, FVG stripe count, max blocks Candle Tech -- pattern detection and scoring Liquidity Sweeps -- wick ratio, volume requirement, score display Tier 3: Flow Intel -- sequence patterns, multi-timeframe (2m/5m/15m), predictive zones Colors -- customize every major visual element State of the Arena -- table position, size, and which components to show
مؤشر Pine Script®
من ‎SurgeGuru‎
MGC1 - Smart Supply & DemandHow to use this tool according to the MGC1! Protocol TPO Confluence: Never use these zones in isolation. A Demand Zone is only valid if it is located below yesterday's Value Area Low (VAL) or aligned with an unfilled Single Print. The Liquidity Sweep: Wait for the price to "sweep" or raid relative highs or lows (BSL/SSL) before considering an entry within a zone displayed by the indicator. Execution: As soon as price taps into a Supply Zone on your M5 chart, wait for a MSS (Market Structure Shift) to confirm the displacement before engaging the trade.
مؤشر Pine Script®
من ‎caktrading‎
Hold/Close StrategiIndicator Explanation This indicator is a trade management tool. It checks whether the Close of the most recently closed candle is above the High of the previous candle. • HOLD → when Close is above the previous High • CLOSE → when it is not Only the last closed candle is highlighted to keep the chart clean and focused. A single label shows the current decision and the prices used in the comparison. The indicator is meant to be used after entering a trade to help decide whether to stay in the position or exit.
مؤشر Pine Script®
من ‎alighali92‎