Multi Moving Average (EMA / SMA) - 4 Periods📈 Indicator Overview – Multi Moving Average (EMA / SMA)
This indicator is designed to help traders analyze trend direction and market structure using multiple moving averages in a single, clean tool.
The user can select the type of moving average—either Exponential Moving Average (EMA) or Simple Moving Average (SMA)—from the settings panel. Once selected, the indicator plots up to four different moving average periods simultaneously, such as 20, 50, 100, and 200, using the chosen MA type.
Each moving average:
Has its own configurable period
Can be individually enabled or disabled
Can be assigned a custom color for easy visual identification
This flexibility allows traders to:
Identify short-, medium-, and long-term trends at a glance
Analyze trend alignment and strength
Spot dynamic support and resistance zones
Adapt the indicator easily for scalping, swing trading, or positional trading
Because the calculations are based purely on price data and standard MA formulas, the indicator is non-repainting, lightweight, and reliable, making it suitable for both discretionary and systematic trading.
In short, this is a versatile, all-in-one moving average indicator that eliminates the need to add multiple MA indicators separately, keeping the chart clean and focused.
المؤشرات والاستراتيجيات
Strat Futures Dashboard made by EmbereA Futures strat dashboard that lets you have a quick-glance at current strat combos on different timeframes.
Kotobcap Market Regimes.Kotobcap Market Regimes — Description
This indicator identifies market bias (Bull / Bear) using a mechanical structure break approach and tracks how often that bias was “correct” historically.
What it plots
Bias background:
Teal = Bull regime
Red = Bear regime
Pivot dots: swing highs/lows based on the selected swing length (3 / 5 / 9 / custom).
Shift dots (black): the candles where a regime shifts from Bull→Bear or Bear→Bull.
Break-level line (optional): a horizontal line from the pivot level to the shift candle (pivot-based shifts only).
Engulf diamonds (optional): when Engulf mode is set to WARNING, large ADR-filtered engulf candles are marked.
How bias is calculated (core logic)
The script finds confirmed swing pivots (pivot highs and pivot lows).
A Bull shift occurs when price closes above the most recent pivot high.
A Bear shift occurs when price closes below the most recent pivot low.
Bias stays the same until the next opposite shift.
Engulfing option (ADR20 filter)
Engulfing uses the daily ADR20 to filter only “large” candles:
A candle qualifies if its range is greater than engMult × ADR20.
If Engulf mode is:
OFF: ignored
WARNING: plotted as diamonds only (does not change bias)
EARLY SHIFT: can trigger a regime shift earlier than a pivot break
Performance statistics (shift-to-shift regimes)
A regime is the period between two shifts (shift → next shift).
A regime is counted as correct if price moved in the direction of the bias by the time the next shift happened.
The dashboard shows:
Hit (Regime): total correct regimes ÷ total regimes
(regime-weighted accuracy)
Hit (YearAvg): average of each year’s hit rate
(each year weighted equally; includes current year YTD if it has completed regimes)
Hit (MedianYr): median of yearly hit rates
(outlier-resistant “typical year” accuracy)
Hit (YTD only): current year only (shows n/a until at least one regime ends this year)
Reg/Yr + Regimes: how frequently regimes flip and the sample size
YearsTotal / WithData / Missing: coverage and how many years had enough data to score
Excl bars: % of candles excluded due to start date and/or flat-candle filtering
Data filters
Start Date: limits analysis to newer data (useful when older data is unreliable).
Ignore flat candles: excludes zero-range / flat candles from calculations.
CK CloudOnly two moving averages that change color when they cross: blue for buy and yellow for sell, both configurable.
mzrange TrackerMZ is a range indicator.
Shared by Merter Zorlu's YouTube channel.
It is recommended to watch the YouTube video before using it.
Triple KDJ - CKThe Triple KDJ is a market-reading architecture based on multiscale confirmation, not a new indicator. It consists of the simultaneous use of three KDJ settings with different parameters to represent three levels of price behavior: short-, medium-, and long-term. The systemic logic is simple and robust: a move is considered tradable only when there is directional coherence across all three layers, which reduces noise, prevents entries against the dominant regime, and stabilizes decision-making.
At the slowest level, the KDJ acts as a structural regime filter. It defines whether the market is, at that moment, permissive for buying, selling, or remaining neutral. When the slow KDJ shows the hierarchy J > K > D, the environment is bullish; when J < K < D occurs, the environment is bearish. If this condition is not clear, any signal on the faster levels should be ignored, as it represents only local fluctuation without directional support.
The intermediate KDJ fulfills the role of continuity confirmation. It checks whether the impulse observed on the short-term level is supported by the developing move. In practical terms, it prevents entries based solely on micro-impulses that fail to evolve into real price displacement. When the intermediate KDJ replicates the same directional hierarchy as the slow KDJ, structure and movement are aligned.
The fast KDJ is used exclusively as a timing tool, never as a standalone signal generator. This is where the J line reacts first, often emerging from extreme zones and offering the lowest-risk entry point. In the Triple KDJ, the fast layer does not “command” the trade; it simply executes what has already been authorized by the higher levels.
The J line plays a central role in this architecture. In the fast KDJ, it anticipates the change in impulse; in the intermediate KDJ, it confirms the transformation of that impulse into movement; and in the slow KDJ, it determines whether the market accepts or rejects that direction. For this reason, in the Triple KDJ the correct reading is not about line crossovers, but about a consistent hierarchy among J, K, and D across multiple scales.
Triple KDJ - CKThe Triple KDJ is a market-reading architecture based on multiscale confirmation, not a new indicator. It consists of the simultaneous use of three KDJ settings with different parameters to represent three levels of price behavior: short-, medium-, and long-term. The systemic logic is simple and robust: a move is considered tradable only when there is directional coherence across all three layers, which reduces noise, prevents entries against the dominant regime, and stabilizes decision-making.
At the slowest level, the KDJ acts as a structural regime filter. It defines whether the market is, at that moment, permissive for buying, selling, or remaining neutral. When the slow KDJ shows the hierarchy J > K > D, the environment is bullish; when J < K < D occurs, the environment is bearish. If this condition is not clear, any signal on the faster levels should be ignored, as it represents only local fluctuation without directional support.
The intermediate KDJ fulfills the role of continuity confirmation. It checks whether the impulse observed on the short-term level is supported by the developing move. In practical terms, it prevents entries based solely on micro-impulses that fail to evolve into real price displacement. When the intermediate KDJ replicates the same directional hierarchy as the slow KDJ, structure and movement are aligned.
The fast KDJ is used exclusively as a timing tool, never as a standalone signal generator. This is where the J line reacts first, often emerging from extreme zones and offering the lowest-risk entry point. In the Triple KDJ, the fast layer does not “command” the trade; it simply executes what has already been authorized by the higher levels.
The J line plays a central role in this architecture. In the fast KDJ, it anticipates the change in impulse; in the intermediate KDJ, it confirms the transformation of that impulse into movement; and in the slow KDJ, it determines whether the market accepts or rejects that direction. For this reason, in the Triple KDJ the correct reading is not about line crossovers, but about a consistent hierarchy among J, K, and D across multiple scales.
Gold Scalper v6 - PineConnector LogicThis script is an automated trading system specifically built to bridge TradingView signals to a MetaTrader terminal using the PineConnector service. It is designed for Gold (XAUUSD) scalping.
Here is a breakdown of how it functions:
1. The "Three-Filter" Entry System
The script is highly selective. It will only trigger a signal when three different technical conditions align perfectly:
The Trend Filter (200 EMA): It identifies the long-term direction. It only buys if the price is above the 200 EMA and only sells if it is below.
The Value Filter (VWAP): It ensures you aren't "chasing" a move. It looks for price to be on the correct side of the Volume Weighted Average Price.
The Momentum Trigger (RSI 7): This is the "gas pedal." While the trend is established by the EMA, the trade is only entered when the 7-period RSI crosses the 50-level, signaling a fresh burst of momentum.
Participation Engine Pro v1
Participation Engine — Market Participation & Risk Context
Participation Engine is a context-driven market indicator designed to measure participation quality, efficiency, and commitment — independent of direction or trade setups.
Instead of generating buy/sell signals, this tool focuses on a more structural question:
“How well is the market currently participating — and where do early signs of stress, exhaustion, or distribution appear?”
What the Indicator Analyzes
Participation Engine combines three internal dimensions:
Activity — How much effort and energy is currently present in the market
Efficiency — How much meaningful progress results from that effort
Commitment — How stable and sustainable the movement appears
These components are evaluated together to derive market participation states, visualized as soft, layered background zones.
Market States
DORM (Dormant) — Low participation, limited usable context
ACC (Accumulating) — Increasing activity, early buildup phase
ENG (Engaged) — High participation and efficiency, active market
EXH (Exhausting) — High effort with declining efficiency (warning)
DIST (Distributing) — Structural weakness / elevated risk (warning)
⚠️ EXH and DIST are not trade signals.
They represent contextual warnings, often occurring inside otherwise strong market phases.
Visual Design & UX
Soft, multi-layered state shading for instant context
Smooth transitions between market states (no abrupt color changes)
Warning heat overlays for EXH / DIST, even within active states
Pane-below design to keep the price chart clean
Optional candle tinting to align chart visuals with participation context
The visual language is intentionally calm, supporting decision-making rather than driving impulsive action.
How to Use Participation Engine
Participation Engine is not a standalone signal generator.
It is designed to function as a context layer, for example:
Filtering existing entry/exit setups
Assessing when to trade aggressively vs. defensively
Supporting risk and trade management decisions
Complementing structure, trend, range, or volatility tools
Typical questions it helps answer:
Is the market currently tradable or inactive?
Is momentum still supported by participation?
Are early signs of stress emerging beneath the surface?
Customization
Multiple sensitivity presets (Conservative / Balanced / Sensitive)
Fully customizable colors and transparency
Optional Activity / Efficiency / Commitment lines
Adjustable warning intensity
Volume Anomaly CandlesVolume Anomaly Candles — Hampel + RVOL (V-Anom)
This indicator colors candles in real time to highlight meaningful volume participation while filtering noise.
It combines two complementary engines:
• Hampel (robust anomaly detection): detects statistically rare volume spikes using median + MAD (robust σ).
• RVOL (Relative Volume tiers): measures volume relative to its baseline (volume / SMA(volume) and maps it into 3 intensity levels.
The goal is simple: make candles “stand out” only when volume is genuinely significant.
────────────────────────────────────────
Candle coloring logic
────────────────────────────────────────
A) Hampel Engine (Robust Volume Anomalies)
The Hampel engine computes a robust z-score on volume (hScore):
Typical volume = median(volume) over a rolling window
Deviation = |volume - median|
Robust dispersion = MAD → σ (sigma = 1.4826 * MAD)
hScore = (volume - median) / sigma
If volume is abnormally high, candles are colored as:
• Moderate anomaly
• Extreme anomaly
Important:
Hampel fires only on positive anomalies (hScore > 0), meaning volume is above the robust median.
This is intentional: it focuses on participation spikes (where activity matters most).
B) RVOL Engine (Relative Volume Levels)
RVOL is computed as:
RVOL = volume / SMA(volume, Baseline length)
Candles are colored by tier:
• Level 1: above-baseline participation
• Level 2: strong participation
• Level 3: exceptional participation
Bull/Bear colors are selected from candle direction (close ≥ open = bullish).
────────────────────────────────────────
Hampel vs RVOL priority
────────────────────────────────────────
Controlled by:
“Hampel overrides RVOL”
• ON (recommended):
If Hampel fires, Hampel colors the candle
Otherwise RVOL colors it
→ rare + significant gets priority
• OFF:
If RVOL fires, RVOL colors the candle
Otherwise Hampel colors it
→ more frequent coloring, more “active” tape
────────────────────────────────────────
Parameters and how they impact candles
────────────────────────────────────────
A) Adaptive Hampel thresholds (percentiles)
When enabled, thresholds adapt to market conditions by learning what is “rare” in recent score history.
• Adaptation window (hALen)
Higher: steadier thresholds, fewer Hampel candles, slower adaptation
Lower: faster adaptation, more Hampel candles, more sensitivity
• Moderate / Extreme percentile
Higher: more selective, fewer signals
Lower: more permissive, more signals
• Min σ floors
Higher: prevents overly permissive thresholds in quiet markets (fewer signals)
Lower: allows more signals in low-activity regimes
• Threshold smoothing (EMA)
Higher: smoother regime transitions
Lower: quicker threshold changes
B) Hampel window + static thresholds
• Window length (hLen)
Higher: more stable, macro anomaly detection
Lower: more reactive, may pick up micro-noise on very short TFs
• Moderate / Extreme σ thresholds
Higher: fewer Hampel candles, only premium spikes
Lower: more Hampel candles, denser highlighting
C) RVOL baseline + tiers
• Baseline length (rLen)
Higher: smoother RVOL, fewer tier switches
Lower: more reactive RVOL, more tier switches
• Tier thresholds (rThr1 / rThr2 / rThr3)
Higher: fewer RVOL candles (only big participation)
Lower: more RVOL candles (more active visualization)
Recommended spacing (default):
1.4 / 1.9 / 2.6
This keeps Level 1 meaningful, makes Level 2 clearly stronger than Level 1, and preserves Level 3 as rare.
D) Don’t color doji
Prevents coloring on neutral candles to reduce “false attention” bars.
────────────────────────────────────────
Practical use
────────────────────────────────────────
Use this tool as a participation overlay, not as a direction predictor:
• Breakout confirmation: stronger when the breakout candle is colored (RVOL L2/L3 or Hampel).
• Key level reactions: watch colored candles at VWAP, Kijun, FVG, range highs/lows.
• Volume events: extreme anomalies often mark important decision points.
Notes:
• Settings are in bars, not time. The same window behaves differently on M1 vs M15.
• The indicator highlights participation, not direction. Combine with structure and bias.
Disclaimer / Risk Warning
Trading involves substantial risk and is not suitable for everyone. Markets can move rapidly and unpredictably. You can lose part or all of your capital, and in leveraged products (futures, CFDs, margin, crypto derivatives), losses may exceed your initial deposit. Past performance is not indicative of future results.
This indicator is NOT financial advice.
Volume Anomaly Candles is a visual analysis tool designed to highlight relative and statistically unusual volume activity. It does not generate guaranteed buy/sell signals, does not predict direction, and should not be used as a standalone decision system.
Always confirm signals with your own analysis (market structure, key levels, risk management) and use appropriate position sizing, stop-losses, and risk controls. You are solely responsible for any trades you take based on this tool.
If you are unsure about the risks, seek independent financial advice from a licensed professional in your jurisdiction.
Made pinescript V6 by Onyx
Poly candleAnalysis of the "Poly Candle" Indicator for Predicting Candles on Polymarket
The "Poly Candle" indicator is designed to analyze market patterns and predict the direction of the next candle on the Polymarket platform. It uses a complex combination of divergences, low-timeframe filters, and cross-asset checks to generate visual signals about probable price movement.
1. Divergences (Divergence Filter)
What it is: The indicator detects discrepancies between price and a set of technical indicators (MACD, RSI, Stochastic, Momentum, CCI, OBV, VWMACD, CMF, MFI).
Purpose: When the price forms a new high/low, but the indicator does not, this signals a potential slowdown or trend reversal.
Types of divergences:
Regular: Predicts a possible reversal of the candle (bullish or bearish).
Hidden: Confirms the continuation of the current trend and helps clarify the direction of the next candle.
Divergences are based on pivots (local highs and lows), which allow precise identification of points where a candle might change direction.
2. RSI Filter on Lower Timeframes
Function: Checks short-term momentum using RSI on a lower timeframe (e.g., 1-minute) within the current candle.
Why it matters: A divergence on a higher timeframe alone is weak — the lower timeframe checks if RSI aligns with price:
Bullish candle: RSI rises, price forms a local minimum.
Bearish candle: RSI falls, price forms a local maximum.
Effect: Confirms the likelihood that the next candle will match the divergence direction. If the RSI signal doesn’t align, no point is displayed.
3. Cross-Asset Filter
a) Same-Direction Filter
Concept: A signal on the main asset appears only if a similar divergence exists on another asset in the same direction.
Example: A bullish signal on BTC is confirmed if ETH also shows a bullish signal.
Purpose: Increases candle prediction reliability by minimizing false signals from a single asset.
b) Reverse / Inverse Filter
Concept: A bullish signal on the main asset is confirmed if the filtering asset shows a bearish signal.
Example: If BTC shows a signal for a rising candle, but stablecoins (STABLE.C.D) show a bearish signal, this indicates a possible reversal.
Effect: Captures inverse correlations between assets for more accurate next-candle predictions.
4. Divergence Count and Minimum Threshold
The system counts the number of divergences per indicator.
A point (phantom) is displayed only if the number of divergences exceeds the showlimit threshold.
Effect: The minimum-divergence filter prevents false predictions and improves candle prediction accuracy.
5. Signal Formation Logic
A signal appears only when all conditions are met:
There is a divergence (Regular or Hidden) from selected indicators.
RSI on the lower timeframe confirms the divergence direction (rising RSI → bullish, falling → bearish).
Cross-asset filter confirms same-direction or inverse relation with another asset.
Divergence count exceeds the threshold.
If any filter fails, no point is displayed — the indicator stays silent, reducing false predictions.
Visual representation on the chart:
Yellow/Green: Bullish divergences → probable green candle.
Red/Blue: Bearish divergences → probable red candle.
Line style (solid/dotted): Regular or Hidden, helping assess signal strength.
6. Purpose of the Indicator
Automatic detection of zones where the next candle is likely green or red.
Minimizes false signals using RSI and cross-asset filters.
Allows simultaneous analysis of multiple indicators without manual divergence calculation.
Suitable for short-term and intraday strategies on Polymarket, where predicting candle color for 1–15 minute timeframes is critical.
Enhanced Macro-FX Predictor Pro+The Enhanced Macro-FX Predictor Pro+ is a sophisticated macroeconomic analysis tool designed for long-term currency forecasting. It integrates Commitment of Traders (COT) data, multi-model ensemble predictions, and dynamic market regime detection to provide comprehensive forex insights.
1. Core Methodology
The indicator operates by analysing the fundamental health of the US economy and comparing it against six major currencies.
US Score Calculation: Synthesises 15+ data points including GDP, Non-Farm Payrolls, Real Interest Rates (Fed Funds - CPI), and the Yield Curve.
Currency Specific Analysis: Each currency is scored based on its specific momentum, risk sensitivity (Beta), and correlation to commodities (e.g., AUD and CAD with Oil).
Enhanced COT Analysis: Unlike standard indicators, this uses a momentum-based COT index that detects "extremes" in commercial positioning to identify potential reversal zones.
2. Key Interface Elements
Market Regime Indicator
The system constantly monitors market volatility (VIX), growth (GDP), and monetary trends to categorize the environment:
RISK_ON / RISK_ON_MODERATE: Signals environment favorable for growth-sensitive pairs (AUD, GBP).
RISK_OFF / RISK_OFF_MODERATE: Indicates safe-haven dominance (USD, JPY, CHF).
NEUTRAL: Balanced market conditions.
Confidence Scoring (Conf%)
Every prediction includes a confidence percentage (30% to 98%) calculated based on:
Trend Alignment: Consistency across short, medium, and long-term trends.
Model Accuracy: Real-time error tracking of the ensemble models.
Regime Clarity: Strength of the current market regime signal.
Dynamic Position Sizing (Size)
The "Size" column provides a recommended weight (0.1x to 3.0x) based on prediction strength, confidence level, and current market volatility.
3. How to Use Settings
⚙️ Core Settings
Prediction Period (Days): Set your horizon (default 63 days). Longer horizons naturally decrease confidence scores.
Use Enhanced Ensemble: When enabled, the tool uses three different mathematical models (Linear Regression, EMA, and Momentum) to generate a consensus.
📈 Enhanced COT Settings
COT Base Weight: Controls how much the Commitment of Traders data influences the final currency score (default 30%).
Extreme Positioning Boost: Multiplies the signal strength when "Smart Money" reaches historical extremes.
🤖 Model Settings
Volatility Adjustment: If enabled, the indicator automatically smooths signals during high-volatility periods to prevent "saw-toothing" or false breakouts.
4. Understanding Signals
Signals: Meanings : Action
STRONG_BUY/SELL: High magnitude divergence between current and predicted strength. : Primary trade opportunities.
BUY/SELL: Moderate trend strength. : Confirmation of existing trends.
LOW_CONF : Confidence score is below your "Min Confidence %" setting. : Avoid taking new positions.
NEUTRAL: Little to no divergence in macro models. : Stay on the sidelines.
5. Risk Management & Performance
Adaptive Weights: The script automatically shifts its focus (e.g., emphasizing Inflation data when CPI is high) to mirror real-world central bank priorities.
Target and Pips: The target price is a projection based on macro-divergence; it is intended as a directional guide rather than a precise take-profit level.
Note: This tool is designed for daily (D), weekly (W), or monthly (M) timeframes for maximum accuracy.
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 👁★
Fair Value Gaps (40+ Points) with NY Session AlertsFVG with alerts. This works for the NY session only.
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).
H1 FVG Zones (Invalidation by Close) V2This indicator detects and visualizes Fair Value Gaps (FVGs / imbalances) using a strict, non-repainting, multi-timeframe approach.
Core functionality
Detects H1 Fair Value Gaps using the classic 3-candle definition:
Bullish imbalance when high < low
Bearish imbalance when low > high
Draws each H1 imbalance as a zone and extends it forward in time
Automatically invalidates zones only when an H1 candle closes beyond the distal side, ensuring close-based confirmation
Supports a configurable maximum number of zones with automatic cleanup
Alerts on imbalance creation
Unlike many imbalance tools that only react to price interaction, this script can generate alerts:
When a new H1 imbalance is created and confirmed on H1 close
Separately for bullish and bearish imbalances
This allows users to monitor the formation of new imbalances, not only retests.
Advanced multi-timeframe logic
The script also supports a conditional workflow combining higher- and lower-timeframe structure:
Detects when price taps an active H1 imbalance, using one of two selectable definitions:
Proximal line touch
Entry into the imbalance zone
After a tap occurs, the script can monitor M5 imbalances
Generates alerts when new M5 imbalances are created, but only within a valid window
The monitoring window automatically resets when a new H1 imbalance forms
When multiple H1 zones are active, the script dynamically selects the closest active zone to
price to evaluate tap conditions.
Design principles
Fully non-repainting
All imbalance creation signals are confirmed on their respective timeframe closes
Works on any chart timeframe
Uses clean state-based logic to avoid repeated or premature signals
Alerts are optional and configurable
Intended use
This indicator is designed as a structure-tracking and alerting tool for traders who work with imbalance concepts and multi-timeframe context.
It does not provide trade entries or exits and is intended to be used as part of a broader analysis process.
xqwe's Oscillator V3.1IMPORTANT NOTE: This tool is NOT affiliated with or endorsed by wolf/tradachatroom88. Any claims of association are false. This is an independent analytical tool developed separately.
This oscillator serves traders who need precise momentum and trend confirmation across multiple analytical frameworks without cluttering their workspace with numerous separate indicators. It addresses the challenge of identifying optimal entry and exit timing by synthesizing wave patterns, momentum shifts, and divergence signals into a unified visual interface. Designed for traders struggling to catch trend reversals early, the oscillator provides advanced warning systems that detect market exhaustion before price confirms the turn. It's particularly valuable for swing traders who need to distinguish between temporary pullbacks and genuine trend changes, helping avoid premature exits or late entries.
Perfect for traders operating in consolidating markets, the system identifies squeeze conditions where volatility compression precedes explosive breakouts. This helps traders prepare for significant moves rather than getting caught off-guard by sudden price expansion after quiet periods.
The tool caters to traders who rely on divergence analysis but find manual detection time-consuming and error-prone. It automatically identifies both regular and hidden divergences across price and momentum, highlighting high-probability reversal setups that might otherwise go unnoticed.
Ideal for multi-timeframe traders who need consistent signals across different chart intervals, the oscillator maintains analytical integrity whether you're scalping on minute charts or positioning on daily timeframes. It eliminates the confusion that comes from indicators behaving differently across timeframes.
Built for traders transitioning from lagging indicators to leading ones, this system anticipates momentum shifts before they fully materialize in price action. It serves those who want earlier signals than traditional moving averages provide while maintaining reliability through multi-layered confirmation.
Suited for traders managing multiple positions who need quick visual assessment of market conditions. The customizable color schemes and background highlighting enable instant recognition of overbought, oversold, and neutral zones without detailed analysis, facilitating faster decision-making during active trading sessions.
QuantumPips Market Structure ProQuantumPips® — Market Structure Pro (MSP)
Market Structure Pro is a structure-first decision tool built to help traders read the market with clarity. MSP focuses on three practical components:
1) Active Market Structure (context)
2) Active Volume (confirmation)
3) Demand/Supply Zones (planning)
The goal is simple: help you avoid trading noise and instead build a repeatable workflow with defined invalidation and mapped target areas.
OVERVIEW
Many traders lose consistency because they trade without context: entering mid-range, chasing candles, or placing stop loss levels without structure.
MSP is designed to make your chart more “actionable” by highlighting:
• where structure is currently leaning,
• when activity/volume supports that context,
• and where key demand/supply zones can be used for planning risk and tentative exits.
FEATURES
This script includes the following core modules:
• Active Market Structure context (trend / shift / continuation zones)
• Active Volume confirmation layer (to filter low-quality conditions)
• Demand/Supply Zones (key reaction areas)
• Tentative Target Zones derived from zone logic (planning aid)
• Invalidation / SL idea levels based on zone boundaries (planning aid)
• Clean, restrained on-chart visuals designed for fast decision-making across timeframes
HOW TO USE (WORKFLOW)
A simple workflow most traders can follow:
1) Determine Bias
• Use the structure context to decide bullish vs bearish preference.
2) Confirm
• Wait for activity/volume confirmation and avoid entries during low-quality chop.
3) Execute with a Plan
• Use demand/supply zones for entry planning (e.g., pullback / retest behavior).
4) Define Risk
• Use the invalidation logic as a stop-loss idea (do not place SL randomly).
5) Map Exits
• Use the next target zone(s) as tentative take-profit ideas.
6) Manage
• Always use position sizing and a fixed risk model (e.g., % risk per trade).
BEST PRACTICES
• Works on all instruments and all timeframes (scalp → swing).
• Prefer bar-close confirmation for cleaner decision-making.
• Avoid thin liquidity / extreme chop regimes; structure tools perform best with clear context.
• Combine MSP with your execution rules (session timing, volatility filters, news awareness).
NOTES & LIMITATIONS
• MSP provides context and planning levels — it does not predict the future.
• Targets/SL ideas are “tentative” and can fail during high volatility or regime shifts.
• Use proper risk management. No indicator can replace discipline and execution quality.
DISCLAIMER
This script is provided for educational and informational purposes only and does not constitute financial advice, investment advice, or a recommendation to buy/sell any instrument. Trading involves risk, and you are responsible for your decisions and risk management.
Core Of My Desire {xqweasdzxcv}Core Of My Desire - xqwe
This trading indicator is designed for active traders seeking to identify high-probability entry and exit points across multiple timeframes and market conditions. It serves traders who need comprehensive market analysis without switching between multiple indicators, providing a unified view of price action, momentum, and trend strength.
The system caters to both scalpers and swing traders by offering granular signals for quick trades while maintaining awareness of longer-term market structure. It's particularly valuable for traders who struggle with premature entries or late exits, as it validates signals through multiple confirmation layers before displaying actionable alerts.
Ideal for traders managing risk systematically, the indicator provides clear stop-loss and take-profit levels based on mathematical risk-reward ratios. It helps eliminate emotional decision-making by presenting objective data about market sentiment, volatility conditions, and volume pressure across different time horizons.
The tool is especially useful for traders operating in ranging markets who need to distinguish between genuine breakouts and false signals. It addresses the common problem of overtrading by filtering out low-quality setups and highlighting only the most promising opportunities.
Perfect for traders who want to understand not just when to enter, but also when to add to positions or take profits at optimal points. The multi-layered approach serves traders transitioning from beginner to intermediate levels who need guidance on reading complex market dynamics.
This indicator suits traders who prefer visual clarity over cluttered charts, offering customizable display options that highlight critical information without overwhelming the screen. It's built for those who value confluence—where multiple technical factors align—rather than relying on single-indicator strategies that often produce inconsistent results.
Passiv Algo V2 PXL PXH Time-Based Liquidity Levels Indicator
This indicator automatically identifies and plots time-based liquidity levels derived from key market sessions and higher-timeframe reference periods.
By focusing on institutional trading windows and recurring time structures, it highlights areas where liquidity is statistically more likely to be present — zones that often act as reaction points with a high probability of price rejection or reversal.
Key Features:
🔹Automatic detection of time-based liquidity levels
🔹Levels based on previous session highs & lows and intraday reference ranges
🔹Designed to align with institutional market timing
🔹Clean and non-repainting levels
🔹Works on all markets and timeframes
Why it works:
Financial markets move in cycles driven by time and liquidity. When price revisits liquidity pools formed at specific times, it often reacts due to order accumulation and distribution by large participants. This indicator helps traders anticipate those reactions before price reaches the level.
Best Use Cases:
🔹Liquidity sweeps & rejections
🔹Mean reversion setups
🔹Session-based trading strategies
🔹Confluence with market structure and price action
⚠️ This indicator does not provide trade signals. It is designed to be used as a contextual tool alongside proper risk management and confirmation.
Previous Close Percentage LevelsInstitutional Previous Close Percentage Levels (Visual).
This indicator plots percentage-based levels calculated from the previous daily close, designed for clean intraday context and Replay analysis.
Features:
• Automatic daily recalculation
• Levels displayed only for the current trading day
• Clear 0% reference line (previous close) without label
• Configurable percentage steps (+ / −)
• Right-side percentage labels
• Visual TOUCH markers (price interaction)
• Visual BREAK markers (confirmed close beyond level)
• Replay-safe logic (no infinite lines)
• Pine Script v6 compatible
This script is focused on visual clarity and price context.
No audible or popup alerts are used — only on-chart visual signals.
Ideal for:
• Intraday bias
• Mean reversion
• Breakout confirmation
• Futures, Forex, Crypto, Stocks
Passiv Algo PXH PXL Time-Based Liquidity Levels Indicator
This indicator automatically identifies and plots time-based liquidity levels derived from key market sessions and higher-timeframe reference periods.
By focusing on institutional trading windows and recurring time structures, it highlights areas where liquidity is statistically more likely to be present — zones that often act as reaction points with a high probability of price rejection or reversal.
Key Features:
🔹Automatic detection of time-based liquidity levels
🔹Levels based on previous session highs & lows and intraday reference ranges
🔹Designed to align with institutional market timing
🔹Clean and non-repainting levels
🔹Works on all markets and timeframes
Why it works:
Financial markets move in cycles driven by time and liquidity. When price revisits liquidity pools formed at specific times, it often reacts due to order accumulation and distribution by large participants. This indicator helps traders anticipate those reactions before price reaches the level.
Best Use Cases:
🔹Liquidity sweeps & rejections
🔹Mean reversion setups
🔹Session-based trading strategies
🔹Confluence with market structure and price action
⚠️ This indicator does not provide trade signals. It is designed to be used as a contextual tool alongside proper risk management and confirmation.
