EMAs [TrendRider.io]Dynamic Trend Indicator
A dual EMA indicator with dynamic color coding to show trend direction and strength.
Features:
Two customizable EMAs (default: 12 and 21) with fill between them
Color changes based on trend:
Green : Bullish trend (small EMA above big EMA)
Red : Bearish trend (small EMA below big EMA)
Gray : Neutral/consolidation
Multi-timeframe support
Customizable colors
Usage:
Watch for color changes to identify trend shifts and gauge trend strength through the fill area.
المؤشرات والاستراتيجيات
Volatility Value BandsThis indicator is a modern adaptation of Mark Helweg's original Value Charts concept, focused on visually displaying volatility zones and "extreme value" areas directly on the price chart. It does not replicate the original work but draws inspiration from the logic of normalizing price by volatility to highlight statistically stretched regions.
1. Introduction
This study displays three lines directly on the chart:
- a central reference line (base),
- an upper overvaluation band,
- and a lower undervaluation band.
The bands are calculated from the relationship between price, moving average, and volatility (via true range/ATR), following Mark Helweg's Value Charts concept but with a custom implementation and adjustable parameters for different assets and timeframes. This allows objectively visualizing when price is in a statistically extended region relative to its recent behavior.
2. Key Features
- Volatility-normalized base
The indicator converts price deviation into "value units" using a combination of moving average and smoothed volatility (true range/ATR), making levels comparable across different assets and time horizons.
- Auto-adjusting limits (optional)
An automatic mode can calculate upper and lower limits from recent value unit extremes, using a configurable sampling window and percentile, allowing bands to adapt to the current volatility regime without manual recalibration.
- Direct plot on price chart
The three lines (central, upper, and lower) are drawn directly on the main asset chart (`overlay`), making it easy to read context: it's clear when price "touches" or breaks the volatility bands without switching to a separate pane.
- Flexible parameters
Users can control:
- base moving average period (length)
- volatility factor (manual or automatic)
- independent windows for volatility and limits calculation
- limits mode (auto or manual) and percentile used
This allows adapting behavior to different markets (stocks, indices, forex, crypto).
3. How to Use
- Basic interpretation
- When price approaches or exceeds the upper band, it indicates a statistically overvalued zone where the asset is stretched upward relative to recent volatility.
- When price approaches or exceeds the lower band, it indicates a statistically undervalued zone.
- The central line serves as a reference for recent "average value," derived from the base moving average.
- Recommended initial setup
- Choose the Value Chart period (e.g., 144 bars) for the base.
- Enable automatic limits mode for coherent bands matching the asset's volatility.
- Adjust the limits window and percentile for tighter bands (more signals) or wider bands (fewer but more extreme).
- Best practices
- Use bands as context filters, not standalone buy/sell signals. Combine with trend, market structure, or other confirmation indicators.
- Avoid decisions solely because price touched a band; in strong trends, price can "walk the edge" for extended periods.
- Always follow TradingView community rules when publishing: clearly state in the description that the study is "inspired by Mark Helweg's Value Charts concept," without claiming official status, reproducing proprietary code, or violating copyrights.
AI Exclusive(Precision Entry)AI Exclusive (Precision Entry)
Overview: An indicator that provides precise entry signals along with defined Take Profit (TP) and Stop Loss (SL).
Benefits:
• Confident entries with built in risk management
• Clear TP and SL displayed on the chart
• Suitable for both beginner and professional traders
Features:
• Transparent, unambiguous signals
• Usable on all symbols and timeframes
• Visual design with colored lines and clear labels
IV vs Realised Volatility (VIX/HV Comparator)VIX / HV Comparator – Implied vs Realised Volatility
This indicator compares Implied Volatility (IV) from a volatility index (VIX, India VIX, etc.) with the Realised / Historical Volatility (HV) of the current chart symbol.
It helps you see whether options are pricing volatility as rich or cheap relative to what the underlying is actually doing.
What it does
Pulls IV from any user-selected vol index symbol (e.g. CBOE:VIX for SPX, NSEINDIA:INDIAVIX for Nifty).
Calculates realised volatility from the chart’s price data using returns over a user-defined lookback.
Annualises HV so IV and HV are displayed on the same percentage scale, on any timeframe (intraday or higher).
Optionally shows an IV/HV ratio in a separate pane to highlight when options are rich or cheap relative to realised volatility.
How to read it
Main panel:
Orange line – Implied Volatility (IV) from your chosen vol index.
Aqua line – Realised / Historical Volatility (HV) of the current chart symbol.
Fill between lines:
Green shading -> IV > HV -> options are priced richer than what the underlying is currently realising.
Red shading -> HV > IV -> realised vol is higher than the options market is implying.
Sub-panel (optional):
IV / HV ratio
- Above 1 -> IV > HV (vol rich).
- Below 1 -> IV < HV (vol cheap).
- Horizontal guides (for example 1.2 / 0.8) help frame “significantly rich/cheap” zones.
A small label on the latest bar displays the current IV, HV and their difference in vol points.
Inputs (key ones)
IV Index Symbol – choose the volatility index that corresponds to your underlying (VIX, India VIX, etc.).
Realised Vol Lookback – number of bars used to compute HV (for example 20).
Trading Days per Year and Active Hours per Day – used for annualising HV so it stays consistent across timeframes.
IV Scale Factor – adjust if your IV index is quoted in decimals (0.15) instead of points (15).
Practical uses
Context for options trades – Quickly see if current IV is high or low relative to realised volatility when deciding on strategies (premium selling vs buying, spreads, hedges).
Vol regime analysis – Track shifts where HV starts to rise above IV (real stress building) or IV spikes far above HV (fear premium / insurance bid).
Cross-timeframe checks – Use on intraday charts for short-term trading context, or on daily/weekly charts for bigger picture vol regimes.
This tool is not a stand-alone signal generator. It is meant to be a volatility dashboard you combine with your usual price action, trend, and options strategy rules to understand how the options market is pricing risk vs what the underlying is actually delivering.
Blue Pattern Candle Title:
Blue Pattern Candle — Smart Bullish Breakout Detector
Short Title:
Blue Pattern Candle
Tags:
trend, pattern, breakout, candle-pattern, momentum, volume, signal, entry, swing-trading
Short Description:
A smart bullish breakout candle pattern detector with trend and volume confirmation.
Full Description:
The Blue Pattern Candle indicator identifies a high-probability bullish breakout pattern by combining structural candle behavior, trend alignment, and optional volume confirmation. It highlights moments where price strength and market structure converge, offering traders a clean and reliable visual cue for potential upward continuation.
How It Works
The script analyzes price action to detect a recurring bullish structure where:
A defined swing-based candle formation emerges.
Price closes above the key reference level of the pattern.
EMA(20) and SMA(40) confirm directional momentum.
Optional volume conditions validate the strength of the move.
When all requirements are met, the bar is highlighted and a BUY label is plotted beneath the candle.
Key Features
Automatic detection of a bullish breakout candle pattern
EMA/SMA trend confirmation
Optional volume filter for improved signal quality
Clear visual signals, including blue candle highlight and BUY labels
Built-in alert (“Pattern Breakout”)
Compatible with all markets and timeframes
Use Cases
Identifying early bullish continuation setups
Detecting breakout opportunities
Filtering long entries in trending markets
Enhancing existing trading systems with pattern confirmation
Suitable for intraday, swing, and position traders
Notes
Signals confirm only after candle close.
Volume filtering is optional for markets with low or unreliable volume.
Indicator does not repaint.
Disclaimer
This script is for educational and analytical purposes only and does not constitute financial advice. Trading involves risk; always validate signals before using them in live markets.
Developer
Developed by Abdulrahman Alotaibi — ATA Scripts
Momentum & Flow PanelA lower-panel indicator for institutional flow analysis:
RSI with automatic divergence detection
Money Flow Index (MFI) - volume-weighted momentum
Chaikin Money Flow (CMF) - accumulation/distribution
OBV trend analysis
Stochastic RSI
Force Index
Composite Scores: Momentum (0-100) + Flow (0-100) → Combined Assessment
Scalping EMA9/15 This indicator is designed for high-accuracy intraday scalping based on a refined version of the popular EMA9–EMA15 trend-following technique.
It filters weak or premature entries by requiring a retest of the EMA zone before generating a Buy/Sell signal — drastically reducing false breakouts.
Institutional Equity DashboardAn overlay indicator with everything you need:
Trend Ribbon - 8/21/50/200 EMA cloud with bullish/bearish fill
VWAP + Bands - The institutional benchmark with deviation bands
Auto S/R Detection - Pivot-based support/resistance levels
ATR-Based Stops - Dynamic stop-loss levels that adjust to volatility
Confluence Signals - Multi-factor buy/sell signals (regular + strong)
Real-Time Dashboard showing:
Market regime (Strong Uptrend → Strong Downtrend)
Trend score (0-100)
RSI, MACD, Stochastic status
Volume ratio and VWAP position
Risk metrics (ATR%, Historical Vol, Risk Level)
Relative strength vs. benchmark
Volume Heikin Ashi by CrugThis indicator combines the Heikin Ashi with classic volume candles.
It is useful to see the trend and "how much" volume it contains
1 - Select Volume Candles on the graph
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2- In setting remove the all the colors
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3- Insert the indicator
4- Using with momentum indicators (like Market liberator B, MACD, ...) it provides more precise and realistic data to plot divergences because it combines: classic japanese candle but with volumes. In the meantime it is easier to see the main trend
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Swing HL**摆动点标注（Swing HL）**
本指标用于在价格图表上标示摆动高点与摆动低点，以辅助用户观察价格结构、波段节奏及潜在支撑/阻力区域。标注以圆点形式叠加在主图上，可通过参数灵活控制显示周期、敏感度及视觉样式，适合作为价格结构分析的辅助工具。
### 参数及用法说明
1. **最小显示时间框架（minSwingTf）**
* 用途：设定摆动点开始显示的最小周期。
* 当前图表周期小于该设置时，不显示任何摆动标注。
* 建议：
* 做中短线结构分析时，可设置为 240 分钟或更高；
* 若需要在更小周期观察结构，可适当降低该参数。
2. **left / right（leftBars / rightBars）**
* 用途：共同控制摆动高点、低点识别的“严格程度”和频率。
* 调整建议：
* 数值较小：标注更频繁，适合关注细节波动、短线结构；
* 数值较大：只保留更明显的摆动点，适合观察中期或波段结构；
* 当图表上摆动点过多、显得拥挤时，可适当增大这两个参数。
3. **标注颜色（dotColor）**
* 用途：设置摆动点圆标的颜色。
* 建议根据图表背景及主图颜色进行调整，以保证摆动点清晰可见但不过于抢眼。
4. **线宽（dotWidth）**
* 用途：控制圆点标注的线宽，从而影响圆点的视觉大小。
* 当需要在高密度数据或缩放较小时保持清晰，可适当增大该数值。
### 使用建议
* 可将本指标作为结构辅助层叠加在任何交易系统之上，用于直观划分价格的波段高低点。
* 进行多周期分析时，可在较大周期（如 4H、日线）上利用本指标确认整体结构，再配合小周期执行入场与风控。
* 当摆动点过多时，可通过提高 `minSwingTf` 或增加 `left` / `right` 参数，使结构标注更加简洁清晰。
* 本指标仅提供价格摆动结构的可视化标注，不直接构成完整的交易信号或策略规则，建议与个人既有分析方法结合使用。
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**Swing HL – Swing High/Low Marker**
This indicator marks swing highs and swing lows on the price chart to assist in reading price structure, swing rhythm, and potential support/resistance zones. Markers are plotted as dots on the main chart, and display behavior can be fully controlled via user inputs such as minimum timeframe, sensitivity, and visual style. It is designed to serve as a structural overlay for discretionary or systematic analysis.
### Inputs and Usage
1. **Minimum Display Timeframe (minSwingTf)**
* Purpose: Defines the minimum timeframe on which swing markers will be shown.
* When the current chart timeframe is below this setting, all swing markers are hidden.
* Guidance:
* For swing or position-style structure analysis, consider using 4H or higher;
* For intraday structural work, you may lower this value as needed.
2. **left / right (leftBars / rightBars)**
* Purpose: Jointly control how strict and how frequent swing highs and lows are marked.
* Tuning:
* Smaller values: More frequent swings, suitable for detailed, lower-timeframe structure;
* Larger values: Only more pronounced swings are kept, suitable for higher-level trend and swing mapping;
* If the chart becomes crowded with markers, increasing these values will simplify the structure.
3. **Marker Color (dotColor)**
* Purpose: Sets the color of the swing markers.
* It is recommended to choose a color that contrasts with the background and main price plot while remaining visually unobtrusive.
4. **Line Width (dotWidth)**
* Purpose: Controls the line width of the dot markers, effectively adjusting their perceived size.
* On dense charts or when zoomed out, a larger value can help maintain readability.
### Practical Notes
* Use this indicator as a structural overlay to highlight swing highs and lows alongside your existing trading tools and methods.
* In multi-timeframe workflows, it can help outline the main structure on higher timeframes (e.g., 4H, Daily), which you then refine on lower timeframes for execution.
* If too many swing points appear, either increase `minSwingTf` or raise the `left` / `right` values to obtain a cleaner structural view.
* The script is intended as a visualization aid for price swings; it does not, by itself, define entry, exit, or risk management rules and should be integrated into a broader analytical framework.
ZKNZCN Önceki Bar H/L (Ayrı Kontrol)Bir önceki barın high & low noktalarını çizgi halinde görmeyi sağlar.
Multi-Distribution Volume Profile (Zeiierman)█ Overview
Multi-Distribution Volume Profile (Zeiierman) is a flexible, structure-first volume profile tool that lets you reshape how volume is distributed across price, from classic uniform profiles to advanced statistical curves like Gaussian, Lognormal, Student-t, and more.
Instead of forcing every market into a single "one-size-fits-all" profile, this tool lets you model how volume is likely concentrated inside each bar (body vs wicks, midpoint, tails, center bias, right-skew, heavy tails, etc.) and then stacks that behavior across a whole lookback window to build a rich, multi-distribution map of traded activity.
On top of that, it overlays a dynamic Center Band (value area) and a fade/gradient model that can color each price row by volume, hits, recency, volatility, reversals, or even liquidity voids, turning a plain profile into a multi-dimensional context map.
Highlights
Choose from multiple Profile Build Modes , including uniform, body-only, wick-only, midpoint/close/open, center-weighted, and a suite of probability-style distributions (Gaussian, Lognormal, Weibull, Student-t, etc.)
Flexible anchor layout: draw the profile on Right/Left (horizontal) or Bottom/Top (vertical) to fit any chart layout
Value Area / Center Band computed from volume quantiles around the POC.
Gradient-based Fade Metrics: volume, price hits, freshness (time decay), volatility impact, dwell time, reversal density, compression, and liquidity voids
Separate bullish vs bearish volume at each price row for directional structure insights
█ How It Works
⚪ Profile Construction
The script scans a user-defined Bars Included window and finds the full high–low span of that zone. It then divides this range into a user-controlled number of Price Levels (rows).
For each historical bar within the window:
It measures the candle’s price range, body, and wicks.
It assigns volume to rows according to the selected Profile Build Mode, for example:
* Range Uniform – volume spread evenly across the full high–low range.
* Range Body Only / Range Wick Only – concentrate volume inside the body or wicks only.
* Midpoint / Close / Open Only – allocate volume entirely into one price row (pinpoint modeling).
HL2 / Body Center Weighted – center weights around the middle of the range/body.
Recent-Weighted Volume – amplify newer bars using exponential time decay.
Volume Squared (Hard) – aggressively boost bars with large volume.
Up Bars Only / Down Bars Only – filter volume to only bullish or bearish bars.
For more advanced shapes, the script uses continuous distributions across the bar’s span:
Linear, Triangular, Exponential to High
Cosine Centered, PERT
Gaussian, Lognormal, Cauchy, Laplace
Pareto, Weibull, Logistic, Gumbel
Gamma, Beta, Chi-Square, Student-t, F-Shape
Each distribution produces a weight for each row within the bar’s range, normalized so the total volume remains consistent, but the shape of where that volume lands changes.
⚪ POC & Center Band (Value Area)
Once all rows are accumulated:
The row with the highest total volume becomes the Point of Control (POC)
The script computes cumulative volume and finds the band that wraps a user-defined Center of Profile % (e.g., 68%) around the center of distribution.
This range is displayed as a central band, often treated like a value area where price has spent the most “effort” trading.
⚪ Gradient Fade Engine
Each row also gets a fade metric, chosen in Fade Metric:
Volume – opacity based on relative volume.
Price Hits – how frequently that row was touched.
Blended (Vol+Hits) – average of volume & hits.
Freshness – emphasizes recent activity, controlled by Decay.
Volatility Impact – rows that saw larger ranges contribute more.
Dwell Time – where price “camped” the longest.
Reversal Density – where direction changes cluster.
Compression – tight-range compression zones.
Liquidity Void – inverse of volume (thin liquidity zones).
When Apply Gradient is enabled, the row’s bullish/bearish colors are tinted from faint to strong based on this chosen metric, effectively turning the profile into a heatmap of your chosen structural property.
█ How to Use
⚪ Explore Different Distribution Assumptions
Switch between multiple Profile Build Modes to see how your assumptions about intrabar volume affect structure:
Use Range Uniform for classical profile reading.
Deploy Gaussian, Logistic, or Cosine shapes to emphasize central clustering.
Try Pareto, Lognormal, or F-Shape to focus on tail / extremal activity.
Use Recent-Weighted Volume to prioritize the most recent structural behavior.
This is especially useful for traders who want to test how different modeling assumptions change perceived value areas and levels of interest.
⚪ Identify Value, Acceptance & Rejection Zones
Use the POC and Center of Profile (%) band to distinguish:
High-acceptance zones – wide central band, thick rows, strong gradient → fair value areas
Rejection zones & tails – thin extremes, low dwell time, high volatility or reversal density
These regions can be used as:
Targets and origin zones for mean reversion
Context for breakout validation (leaving value)
Bias reference for intraday rotations or swing rotations
⚪ Read Directional Structure Within the Profile
Because each row is split into bullish vs bearish contributions, you can visually read:
Where buyers dominated a price region (large bullish slice)
Where sellers absorbed or defended (large bearish slice)
Combining this with Fade Metrics like Reversal Density, Dwell Time, or Freshness turns the profile into a structural order-flow map, without needing raw tick-by-tick volume data.
⚪ Use Fade Metrics for Contextual Heatmaps
Each Fade Metric can be used for a different analytical lens:
Volume / Blended – emphasize where volume and activity are concentrated.
Freshness – highlight the most recently active zones that still matter.
Volatility Impact & Compression – spot areas of explosive moves vs coiled ranges.
Reversal Density – locate micro turning points and battle zones.
Liquidity Void – visually pop out thin regions that may act as speedways or magnets.
█ Settings
Profile Build Mode – Selects how each bar’s volume is distributed across its price range (uniform, body/wick, midpoint/close/open, center-weighted, or statistical distribution families).
Bars Included – Number of bars used to build the profile from the current bar backward.
Price Levels – Vertical resolution of the profile: more levels = smoother but heavier.
Anchor Side – Where the profile is drawn on the chart: Right, Left, Bottom, or Top.
Offset (bars) – Horizontal offset from the last bar to the profile when using Right/Left modes.
Apply Gradient – Toggles the fade/heatmap coloring based on the selected metric.
Fade Metric – Chooses the property driving row opacity (Volume, Hits, Freshness, Volatility Impact, Dwell Time, Reversal Density, Compression, Liquidity Void).
Decay – Time-decay factor for Freshness (values close to 1 keep older activity relevant for longer).
Profile Thickness – Relative thickness of the profile along the time axis, as a % of the lookback window.
Center of Profile (%) – Volume percentage used to define the central band (value area) around the POC.
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Disclaimer
The content provided in my scripts, indicators, ideas, algorithms, and systems is for educational and informational purposes only. It does not constitute financial advice, investment recommendations, or a solicitation to buy or sell any financial instruments. I will not accept liability for any loss or damage, including without limitation any loss of profit, which may arise directly or indirectly from the use of or reliance on such information.
All investments involve risk, and the past performance of a security, industry, sector, market, financial product, trading strategy, backtest, or individual's trading does not guarantee future results or returns. Investors are fully responsible for any investment decisions they make. Such decisions should be based solely on an evaluation of their financial circumstances, investment objectives, risk tolerance, and liquidity needs.
VCAI MACD LiteVCAI MACD Lite is a clean, modern version of the classic MACD oscillator, rebuilt with selectable EMA/SMA types and a 2-tone histogram using VCAI’s visual style.
It keeps the indicator lightweight and easy to read while giving clearer momentum shifts through rising/falling histogram colour changes.
What it does
Calculates MACD using your choice of EMA or SMA
Plots signal line and histogram with 2-tone VCAI colours
Highlights changes in momentum strength as histogram bars rise or fade
Works on any market and timeframe
How to use it
Expanding yellow bars reflect strengthening upside momentum; dim yellow shows fading strength.
Darker and lighter VCAI purple tones show momentum behaviour below zero, helping you see when bearish pressure is increasing or weakening.
Part of the VCAI Lite Series — clean, minimal tools.
Institutional MF-Vol Compression Scanner v4.0 [BIG]═══════════════════════════════════════════════════════════════════════════════
BIG COMPRESSION SCANNER v4.0
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OVERVIEW
The BIG Compression Scanner v4.0 is a proprietary volatility regime detection system designed for systematic Daily options deployment. This framework identifies pre-expansion volatility compression zones through multi-dimensional market structure analysis, combining institutional positioning patterns with hierarchical timeframe confirmation and options market structure to generate high-conviction directional signals for premium strategies.
The methodology synthesizes volatility dynamics, liquidity flow patterns, and cross-timeframe regime alignment into a probabilistic scoring system that isolates asymmetric risk-reward setups characteristic of compression-to-expansion transitions. The framework is calibrated specifically for 30-45 DTE options strategies where timing precision and volatility environment assessment are critical to edge generation.
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CORE METHODOLOGY
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• Proprietary Compression Detection
The system employs a multi-factor compression identification framework that monitors volatility regime transitions across price dispersion metrics and range contraction patterns. Unlike single-indicator squeeze systems, this methodology uses weighted ensemble logic to distinguish true pre-expansion compression from random consolidation noise.
Compression strength is quantified through a proprietary scoring algorithm (0-100%) that evaluates:
- Statistical volatility contraction relative to historical norms
- Price range compression within dynamic envelope systems
- Institutional volume signature analysis during low-volatility periods
- Cross-timeframe compression alignment (Daily/Weekly/Monthly hierarchy)
The framework filters compression events based on minimum strength thresholds and multi-bar confirmation to eliminate premature signals characteristic of retail squeeze indicators.
• Hierarchical Multi-Timeframe Architecture
The indicator integrates a three-tier temporal analysis structure where higher timeframes constrain and validate lower timeframe signals:
Strategic Layer (Monthly) – Establishes macro directional bias and identifies structural market positioning. This layer determines whether intermediate trends align with or counter dominant regime dynamics.
Structural Layer (Weekly) – Provides tactical context through key price levels, momentum assessment, and volatility regime confirmation. Weekly analysis filters signals that would occur in unfavorable proximity to structural inflection zones.
Execution Layer (Daily) – Generates precise entry timing through intraday regime shift detection, momentum confluence analysis, and institutional flow pattern recognition.
Each layer contributes weighted influence to the composite directional probability model, with recalibration logic that adjusts timeframe importance based on current market regime characteristics. The exact weighting algorithm is proprietary and adapts to volatility environment dynamics.
• Options Market Structure Integration
Version 4.0 incorporates options-specific market intelligence not available in standard technical analysis frameworks:
Volatility Environment Assessment – The system continuously monitors implied volatility regime characteristics through proprietary estimation models. These models identify whether current premium levels favor buying or selling strategies, adjusting signal generation accordingly.
Temporal Decay Awareness – Built-in expiration cycle logic ensures signals only trigger when sufficient time value remains for thesis development. The framework approximates days-to-expiration and applies minimum threshold filters to prevent entries in high theta decay regimes.
Greeks-Aware Targeting – Price targets are dynamically calibrated based on volatility expansion expectations and estimated leverage characteristics. Target multipliers adjust to current options market structure rather than using fixed risk-reward ratios.
Premium Environment Classification – Signals are enhanced with real-time assessment of whether current volatility levels favor long premium, short premium, or spread strategies based on historical percentile analysis.
• Probabilistic Directional Scoring System
Rather than binary bullish/bearish classification, the framework generates probability-weighted directional bias through a proprietary multi-factor model. This model synthesizes trend alignment metrics, momentum characteristics, structural positioning, and institutional flow signatures into normalized probability distributions.
The scoring system evaluates dozens of market structure variables across multiple timeframes, applies regime-dependent weighting, and produces directional probabilities that reflect actual edge rather than arbitrary technical indicator thresholds. Signal generation occurs only when directional probability exceeds user-defined conviction thresholds (55-65% depending on sensitivity setting).
This probabilistic approach allows traders to calibrate position sizing and strategy selection (outright vs. spreads) to the strength of directional conviction rather than treating all signals as equal weight.
• Institutional Flow Detection
The framework monitors volume and price interaction patterns characteristic of institutional accumulation or distribution during compression phases. This analysis identifies whether compression zones contain building directional positions (high probability of sustained move post-breakout) versus thin, choppy consolidation (high false breakout risk).
Flow detection employs proprietary algorithms that distinguish genuine institutional activity from retail volume spikes, providing critical context for signal validation.
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SIGNAL ARCHITECTURE
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Call Option Signals trigger when compression strength, directional probability, timeframe alignment, options market structure, and institutional flow patterns simultaneously satisfy proprietary threshold criteria. Signals are filtered against weekly structural levels to avoid low-probability entries near major resistance zones.
Put Option Signals follow equivalent logic with inverse directional parameters, ensuring symmetrical framework application across bull and bear setups.
All signals include:
- Directional conviction probability (percentage)
- Current volatility environment assessment (IV Rank proxy)
- Dynamic price target based on expansion expectations
- Multi-timeframe alignment status
Signal cooldown logic prevents excessive signal generation during extended consolidation periods, maintaining signal quality over quantity.
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VISUAL INTELLIGENCE
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Real-Time Multi-Timeframe Dashboard
The top-right panel provides continuous visibility into:
- Trend alignment across Daily/Weekly/Monthly timeframes
- Current compression status at each temporal layer
- Momentum regime characteristics (RSI values)
- Options environment assessment (IV Rank, optimal strategy)
- Composite signal readiness (compression strength percentage)
This dashboard enables rapid regime assessment without manual multi-timeframe chart analysis.
Chart Integration
Visual overlays include:
- Volatility envelope systems (dynamic bands)
- Weekly structural price levels (pivot, resistance, support)
- Compression zone highlighting (background shading)
- Active squeeze indicators (Daily and Weekly differentiation)
Signal Labels
When setups trigger, comprehensive labels display:
📈 CALL OPTION
Prob: XX%
IV Rank: XX%
Target: $XXX.XX
Labels provide all critical execution information without requiring dashboard consultation.
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KEY CAPABILITIES
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- Proprietary multi-factor compression detection with adaptive thresholds
- Hierarchical multi-timeframe confirmation (Daily/Weekly/Monthly)
- Options-specific filters (IV regime, DTE requirements, Greeks awareness)
- Probabilistic directional scoring (0-100% conviction levels)
- Institutional flow pattern recognition during compression
- Weekly structural level integration with proximity filters
- Dynamic target calibration based on volatility expansion expectations
- Real-time multi-timeframe regime dashboard
- Customizable sensitivity and threshold parameters
- Non-repainting signal architecture (bar close confirmation)
- Comprehensive alert system for proactive monitoring
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APPLICATION GUIDELINES
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1. Timeframe Selection
Apply to Daily (D1) charts only. Framework calibration is timeframe-specific; other intervals produce suboptimal results.
2. Options Mode Activation
Enable Options Trading Mode for premium strategy optimization. This activates IV filtering, DTE thresholds, and Greeks-aware targeting.
3. Strategy Calibration
- Premium Buying: Set IV threshold to 50th percentile, DTE minimum 30+ days, target multiplier 2.5-3.0×
- Premium Selling: Set IV threshold to 70th+ percentile, DTE minimum 20-30 days, target multiplier 1.5-2.0×
4. MTF Dashboard Monitoring
Verify multi-timeframe alignment before execution:
- Ideal setup: Daily + Weekly compression both active
- Confirm trend alignment across timeframes
- Check IV Rank for premium environment assessment
- Wait for "READY" status (green) indicating threshold satisfaction
5. Signal Execution
When labels appear:
- Review directional probability (target >65% for high conviction)
- Assess IV environment (low IV favors buying, high IV favors selling)
- Use price target for strike selection and profit objectives
- Consider 30-45 DTE options for thesis development time
6. Risk Management
- Position size: 2-5% options capital per signal
- Stop loss: Exit if compression breaks opposite direction without follow-through
- Time stop: Reassess if position stagnant after 5-7 days
- Profit taking: Scale out at provided targets or weekly pivot levels
7. Sensitivity Adjustment
- High (55%): More signals, lower conviction, diversified approach
- Medium (60%): Balanced, default setting (2-4 signals/month typical)
- Low (65%): Fewer signals, higher conviction, concentrated positions
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FRAMEWORK LIMITATIONS
═══════════════════════════════════════════════════════════════════════════════
- Optimized exclusively for Daily timeframe analysis
- Compression development requires patience (2-4 weeks typical)
- IV metrics are proprietary proxies, not direct exchange data
- Greeks estimations approximate actual options contract characteristics
- DTE calculations simplified vs. precise monthly expiration dates
- Multi-timeframe filtering reduces but cannot eliminate false breakouts
- Requires liquid options markets (tight spreads, adequate open interest)
- Not designed for earnings-driven volatility events (IV crush risk)
- Framework identifies timing, not specific strike or expiration selection
═══════════════════════════════════════════════════════════════════════════════
TECHNICAL SPECIFICATIONS
═══════════════════════════════════════════════════════════════════════════════
- Pine Script v5 architecture
- Non-repainting signal confirmation (bar close validation)
- Multi-security data integration (Weekly/Monthly via request.security)
- Real-time multi-timeframe analysis dashboard
- 4 alert conditions (Call/Put options, directional generic)
- Fully customizable parameters (compression, scoring, filters, visuals)
- Professional-grade visual hierarchy and information density
═══════════════════════════════════════════════════════════════════════════════
PROFESSIONAL CONTEXT
═══════════════════════════════════════════════════════════════════════════════
This framework is designed for systematic options traders with working knowledge of:
- Volatility regime dynamics and expansion/contraction cycles
- Options Greeks and their impact on P&L across various market conditions
- Implied Volatility Rank interpretation and premium pricing assessment
- Multi-timeframe analysis methodology and trend hierarchy
- Risk-adjusted position sizing and portfolio construction principles
The system identifies when market structure favors options deployment but does not prescribe how to construct positions. Strike selection, expiration choice, spread architecture, and position sizing require independent trader judgment based on account parameters and risk tolerance.
Optimal deployment combines this framework with:
- Options analytics platform (actual IV, Greeks, probability calculations)
- Earnings calendar awareness (pre-earnings IV inflation vs. post-earnings crush)
- Broader market regime context (VIX, correlation, sector rotation)
- Portfolio-level risk management (concentration limits, correlation analysis)
═══════════════════════════════════════════════════════════════════════════════
Proprietary compression-to-expansion framework for systematic Daily options deployment. Methodology incorporates multi-dimensional volatility analysis, hierarchical timeframe confirmation, and options market structure intelligence.
AI Exclusive(Precision Entry)AI Exclusive (Precision Entry)
Overview: An indicator that provides precise entry signals along with defined Take Profit (TP) and Stop Loss (SL).
Benefits:
• Confident entries with built in risk management
• Clear TP and SL displayed on the chart
• Suitable for both beginner and professional traders
Features:
• Transparent, unambiguous signals
• Usable on all symbols and timeframes
• Visual design with colored lines and clear labels
Killzones (EST)Asian Range
19:00 – 00:00 EST
Consolidation, liquidity build
London Open
02:00 – 05:00 EST
Initial expansion, Judas Swing
New York Open
07:00 – 10:00 EST
Main move, SMT, MSS setups
NY Lunch/Reversal
11:30 – 13:00 EST
Rebalancing, exit window
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NHNL Breadth Scanner [BIG]═══════════════════════════════════════════════════════════════════════════════
NVENTURES NHNL BREADTH SYSTEM v2.0
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OVERVIEW
The NVentures NHNL Breadth System is an institutional-grade market breadth analysis framework designed for equity traders, portfolio managers, and market technicians who require comprehensive internal market structure visibility beyond price action alone. This system integrates New Highs - New Lows (NHNL) data across multiple exchanges with participation breadth metrics to identify market regime shifts, thrust conditions, divergences, and rotation dynamics between large-cap and small-cap equities.
Version 2.0 introduces the Participation Breadth Module , which monitors the percentage of stocks above their 50-day moving averages across S&P 500, Russell 2000, and NASDAQ 100 indices. This extension enables detection of Risk-On/Risk-Off rotations and narrow rally conditions—critical information for portfolio construction, sector allocation, and tactical hedging decisions.
The framework combines:
- Multi-exchange NHNL aggregation – NYSE, NASDAQ, AMEX breadth data integration
- McClellan Oscillator – Exponential moving average difference for trend momentum
- Thrust detection – Extreme breadth expansion/contraction identification
- Divergence analysis – Price vs. breadth non-confirmation patterns
- Participation breadth – Large-cap vs. small-cap rotation detection
- Composite signal scoring – Multi-factor quantitative breadth assessment
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CORE METHODOLOGY
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• NHNL Data Aggregation
The system retrieves daily New Highs and New Lows from three major U.S. exchanges:
- NYSE – INDEX:HIGN (New Highs), INDEX:LOWN (New Lows)
- NASDAQ – INDEX:HIGQ (New Highs), INDEX:LOWQ (New Lows)
- AMEX – INDEX:HIGA (New Highs), INDEX:LOWA (New Lows)
Users can toggle exchanges on/off to isolate specific market segments. All three exchanges are enabled by default for comprehensive market-wide breadth measurement.
Core Calculations :
- NHNL Raw = Total New Highs - Total New Lows
- NHNL % = (NHNL Raw / Total Issues) × 100
- NH/NL Ratio = New Highs / New Lows
These metrics quantify the internal strength or weakness of market advances/declines independent of price index levels.
• McClellan Oscillator
The McClellan Oscillator applies exponential moving average (EMA) logic to NHNL data:
Formula: McClellan Osc = EMA(NHNL, Fast) - EMA(NHNL, Slow)
Default parameters: Fast = 19, Slow = 39
Interpretation :
- Positive values = Breadth momentum favors bulls (more issues making new highs)
- Negative values = Breadth momentum favors bears (more issues making new lows)
- Zero-line crosses = Regime change signals (bullish above, bearish below)
- Extreme readings (>±100) = Overbought/oversold breadth conditions
The McClellan Oscillator is a standard institutional breadth tool used by market technicians since the 1960s. It smooths daily NHNL volatility while maintaining responsiveness to trend changes.
• Thrust Detection
Thrust conditions identify extreme breadth expansion or contraction that historically precedes sustained directional moves:
Bullish Thrust :
- NHNL % > Threshold (default +40%)
- Sustained for Confirmation Bars (default 2 bars)
- Context : Extreme positive breadth expansion. Historically associated with major rally initiations or continuation thrusts.
Bearish Thrust :
- NHNL % < -Threshold (default -40%)
- Sustained for Confirmation Bars (default 2 bars)
- Context : Extreme negative breadth contraction. Historically associated with panic selling, capitulation events, or major downtrend acceleration.
Thrust conditions are the highest-priority signals in the framework and override other conflicting indicators.
• Divergence Detection
The system identifies non-confirmation patterns between price action and breadth:
Bullish Divergence :
- Price makes lower low
- NHNL % makes higher low
- Context : Selling pressure exhausting despite lower prices. Potential reversal signal as fewer stocks participate in decline.
Bearish Divergence :
- Price makes higher high
- NHNL % makes lower high
- Context : Rally losing internal momentum despite higher prices. Potential reversal signal as fewer stocks participate in advance.
Divergences use pivot detection with configurable lookback periods (default 50 bars) and pivot strength (default 5 bars). Visual divergence lines are drawn directly on the price chart when detected.
• Participation Breadth Module (NEW in v2.0)
This module monitors the percentage of stocks trading above their 50-day moving average across three major indices:
- S&P 500 – INDEX:S5FI (Large-cap participation)
- Russell 2000 – INDEX:R2FI (Small-cap participation)
- NASDAQ 100 – INDEX:NDFI (Tech-cap participation)
Rotation Spread Calculation :
Rotation Spread = Russell 2000 % Above 50D - S&P 500 % Above 50D
Interpretation :
- Positive Spread (>+10%) = Risk-On Rotation
Small caps outperforming large caps. Broad market participation. Risk appetite expanding.
- Negative Spread (<-10%) = Risk-Off Rotation
Large caps outperforming small caps. Narrow rally / defensive positioning. Flight to quality or concentration risk.
- Neutral (-10% to +10%) = Balanced market, no clear rotation
This spread identifies critical regime changes between broad market participation (healthy) and narrow leadership (fragile). Risk-On rotations typically occur during economic expansion phases; Risk-Off rotations occur during uncertainty, recession fears, or late-cycle conditions.
• Composite Signal Score
The framework generates a quantitative breadth score (-100 to +100) by weighting five components:
1. Thrust Score (±40 points) – Active thrust condition
2. Trend Score (±30 points) – McClellan Oscillator above/below zero
3. Momentum Score (±20 points) – NHNL % magnitude
4. Ratio Score (±10 points) – NH/NL Ratio extremes
5. Participation Score (±15 points) – Risk-On/Risk-Off regime + participation health
The composite score is smoothed (EMA 5) and classified into five breadth states:
- +50 to +100 = Strong Bull
- +20 to +50 = Bullish
- -20 to +20 = Neutral
- -50 to -20 = Bearish
- -100 to -50 = Strong Bear
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SIGNAL HIERARCHY & PRIORITY
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The indicator generates multiple signal types with distinct priority levels:
Priority 1: Thrust Signals (Highest conviction)
- Green triangle below bar = Bullish Thrust (40%+ breadth expansion)
- Red triangle above bar = Bearish Thrust (40%+ breadth contraction)
- Chart background highlighted in green/red during active thrust
Priority 2: Rotation Signals (Regime identification)
- Cyan diamond below bar = Risk-On Rotation (small caps outperforming)
- Orange diamond above bar = Risk-Off Rotation (large caps outperforming)
- Chart background highlighted in cyan/orange during active rotation
Priority 3: Divergence Signals (Reversal warnings)
- Green label below bar = Bullish Divergence (price/breadth non-confirmation)
- Red label above bar = Bearish Divergence (price/breadth non-confirmation)
- Dashed lines connect divergence pivot points on price chart
Priority 4: Zero-Line Cross (Trend changes)
- Small circle below bar = McClellan crossing above zero (breadth turning positive)
- Small circle above bar = McClellan crossing below zero (breadth turning negative)
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VISUAL COMPONENTS
═══════════════════════════════════════════════════════════════════════════════
• Comprehensive Information Panel
The top-right dashboard (position customizable) displays:
Section 1: Raw NHNL Data
- Total New Highs (green)
- Total New Lows (red)
- Exchange breakdown (NYSE, NASDAQ, AMEX) with individual deltas
Section 2: Core Metrics
- NHNL % with visual indicator (🔥 for thrusts, arrows for direction)
- NH/NL Ratio with strength bars
- McClellan Oscillator with directional arrows
Section 3: Participation Breadth (NEW)
- S&P 500 % above 50D MA with trend arrow
- Russell 2000 % above 50D MA with trend arrow
- NASDAQ 100 % above 50D MA with trend arrow
- Rotation Spread with regime icon (🚀 Risk-On, 🛡️ Risk-Off)
Section 4: Composite Assessment
- Signal Score (-100 to +100) with visual strength bars
- Market Status (large text): BULLISH THRUST, BEARISH THRUST, RISK-ON ROTATION, RISK-OFF ROTATION, or breadth state classification
• Chart Overlays
- Background color-coding for active regimes (thrust, rotation, extreme readings)
- Signal markers (triangles, diamonds, circles, labels) at key inflection points
- Divergence lines connecting pivot highs/lows on price chart
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KEY FEATURES
═══════════════════════════════════════════════════════════════════════════════
- Multi-exchange breadth aggregation – NYSE, NASDAQ, AMEX with individual on/off toggles
- Institutional McClellan Oscillator – Standard market breadth momentum tool
- Automated thrust detection – Identifies extreme breadth conditions with confirmation logic
- Price-breadth divergence scanning – Non-confirmation pattern detection with visual lines
- Participation breadth integration – Risk-On/Risk-Off rotation detection via large-cap vs. small-cap analysis
- Composite signal scoring – Quantitative multi-factor breadth assessment
- No repainting – All signals confirm on bar close
- Comprehensive alerting – 12+ alert conditions for thrust, divergence, rotation, and confluence events
- Fully customizable parameters – EMA periods, thresholds, lookbacks, visual settings
- Professional dashboard – Real-time metrics with color-coded status indicators
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HOW TO USE
═══════════════════════════════════════════════════════════════════════════════
1. Apply to any chart – The indicator pulls multi-security data; chart symbol does not matter (commonly applied to SPY, SPX, or QQQ for reference)
2. Monitor the dashboard :
• Focus on Market Status (bottom row) for current regime
• Check NHNL % and McClellan for breadth direction and momentum
• Watch Rotation Spread for large-cap vs. small-cap dynamics
• Review Signal Score for composite breadth strength
3. Interpret thrust signals (highest priority):
• Bullish Thrust → Major rally initiation or continuation likely. Consider adding long exposure or reducing hedges.
• Bearish Thrust → Major decline or capitulation event likely. Consider reducing exposure or adding hedges.
• Historical context: Thrust signals are rare (2-5 per year) but highly reliable for significant market moves.
4. Interpret rotation signals (regime identification):
• Risk-On Rotation → Broad market participation. Small caps outperforming. Healthy advance. Favor cyclical sectors, higher beta names.
• Risk-Off Rotation → Narrow rally or defensive positioning. Large caps outperforming. Caution—market leadership concentrating. Favor quality, defensives.
5. Interpret divergence signals (reversal warnings):
• Bullish Divergence → Selling exhaustion. Potential bottom formation. Wait for confirmation (zero-line cross, thrust) before aggressive positioning.
• Bearish Divergence → Rally losing momentum. Potential top formation. Consider profit-taking or hedging.
6. Combine signals for maximum conviction :
• Bull Confluence : Bullish Thrust + Risk-On Rotation + Positive McClellan = Maximum bullish alignment
• Bear Confluence : Bearish Thrust + Risk-Off Rotation + Negative McClellan = Maximum bearish alignment
• Alert system specifically flags these high-conviction confluences
7. Configure parameters for your style :
• Thrust Threshold : Default 40% catches major moves. Increase to 50%+ for extreme-only signals.
• Rotation Threshold : Default 10% spread. Tighten to 7.5% for earlier rotation detection.
• Divergence Lookback : Default 50 bars. Extend to 100+ for longer-term divergences.
8. Use alerts for proactive monitoring :
• Set TradingView alerts for Thrust, Rotation, Divergence, and Confluence conditions
• Receive notifications when critical breadth regime changes occur
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LIMITATIONS
═══════════════════════════════════════════════════════════════════════════════
- U.S. equity markets only – NHNL data limited to NYSE, NASDAQ, AMEX. Does not cover international markets or other asset classes.
- Daily timeframe only – NHNL data is reported daily. Intraday trading requires alternative breadth measures.
- Lagging in fast reversals – McClellan Oscillator and participation metrics use EMAs, introducing lag during rapid regime shifts. Thrust signals respond faster but require extreme conditions.
- Equal-weighting assumption – All stocks within NHNL counts are equally weighted. Large-cap-dominated rallies (e.g., FANG-led advances) may show strong price performance despite mediocre breadth.
- False positives in sideways markets – Divergence signals can produce false positives during extended consolidation phases. Require confirmation from thrust or rotation signals.
- Participation data quality – S5FI, R2FI, NDFI data from TradingView may have occasional gaps or delays. Indicator includes data validation logic and falls back gracefully when data unavailable.
═══════════════════════════════════════════════════════════════════════════════
TECHNICAL SPECIFICATIONS
═══════════════════════════════════════════════════════════════════════════════
- Pine Script v5
- Non-repainting (signals confirmed on bar close)
- Multi-security data feeds (6 NHNL tickers + 3 participation tickers)
- Maximum 500 lines supported (divergence line drawing)
- Real-time dashboard table with 20+ rows
- 12+ alert conditions (thrust, divergence, rotation, ratio extremes, confluence)
- Fully customizable colors, thresholds, and visual elements
═══════════════════════════════════════════════════════════════════════════════
NOTES
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This indicator is designed for experienced equity traders, portfolio managers, and market technicians familiar with:
- Market breadth analysis and internal market structure
- McClellan Oscillator interpretation
- New High - New Low dynamics and their correlation with market cycles
- Large-cap vs. small-cap rotation patterns
- Risk-On/Risk-Off regime identification
The framework provides objective breadth signals but does not account for:
- Fundamental catalysts (earnings, economic data, Fed policy)
- Sector-specific dynamics (may show broad weakness while certain sectors thrive)
- International market correlations
- Volatility regime changes (VIX dynamics)
Best used in combination with:
- Price action analysis (support/resistance, chart patterns)
- Volume analysis (accumulation/distribution)
- Volatility indicators (VIX, put/call ratios)
- Sentiment indicators (survey data, positioning)
Market breadth is a leading indicator of internal market health. Divergences between price and breadth often precede major reversals by weeks or months.
═══════════════════════════════════════════════════════════════════════════════
Developed for institutional market breadth analysis based on New Highs - New Lows methodology with extended participation breadth integration.
Majors FX-REER/NEER Suite [BIG]═══════════════════════════════════════════════════════════════════════════════
BIG MAJORS FX-REER/NEER SUITE
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OVERVIEW
The BIG Majors FX-REER/NEER Suite is a multi-currency valuation framework designed for institutional FX traders, macro strategists, and systematic currency allocators. This indicator calculates Real Effective Exchange Rates (REER) and Nominal Effective Exchange Rates (NEER) for the seven major currency pairs (G7 FX), integrating macroeconomic fundamentals (CPI inflation differentials) with technical trend analysis to identify structural currency misvaluations and mean-reversion opportunities.
Unlike standard FX indicators that only analyze bilateral price action, this suite constructs trade-weighted basket indices that measure each currency's strength against a portfolio of its major trading partners, adjusted for inflation differentials. This approach mirrors central bank and sovereign wealth fund methodologies for assessing equilibrium exchange rate levels.
The framework combines:
- Fundamental valuation metrics – REER/NEER indices with Z-score normalization
- Technical trend filters – Ichimoku Cloud and Aroon oscillator confluence
- Signal classification system – Long/Short/Watch/Conflict regime identification
- Quantitative confidence scoring – 0-100% signal reliability weighting
═══════════════════════════════════════════════════════════════════════════════
CORE METHODOLOGY
═══════════════════════════════════════════════════════════════════════════════
• NEER Calculation (Nominal Effective Exchange Rate)
The NEER measures a currency's value against a trade-weighted basket of its seven major trading partners, geometrically averaged in log-space to ensure symmetry:
1. All seven G7 FX pairs are normalized to USD-pivot (A/USD format)
2. Each currency's log-normalized rate is compared to the arithmetic mean of the other six
3. Formula: NEER_i = (8/7) × log(CCY_i/USD) - mean(log(CCY_others/USD))
This construction ensures that:
- A rising NEER indicates currency appreciation against the basket
- The methodology is symmetric and avoids base-currency bias
- Changes reflect multilateral competitive dynamics, not just bilateral moves
• REER Calculation (Real Effective Exchange Rate)
The REER adjusts the NEER for inflation differentials using Consumer Price Index (CPI) data:
Formula: REER_i = NEER_i + log(CPI_i) - mean(log(CPI_others))
By incorporating CPI differentials, the REER provides a purchasing-power-parity-adjusted valuation metric that accounts for relative inflation rates. This is the institutional standard for assessing fundamental currency equilibrium levels.
Data Sources :
- FX rates: TradingView composite feed (FX:), OANDA, FXCM, FOREXCOM
- CPI data: ECONOMICS namespace (monthly frequency, official statistical releases)
- Supported currencies: USD, EUR, JPY, GBP, CHF, AUD, CAD, NZD
• Valuation Bias Detection
Each currency pair is classified as overvalued (bias = -1, "Short") or undervalued (bias = +1, "Long") based on two independent criteria:
1. Percentage Band Deviation – Relative Index distance from 100 baseline
• Overvalued: Index > 100 × (1 + deviation%), default +5%
• Undervalued: Index < 100 × (1 - deviation%), default -5%
2. Z-Score Threshold – Statistical extremes in rolling lookback window
• Overvalued: Z-Score > +1.5 (default)
• Undervalued: Z-Score < -1.5 (default)
Either condition triggers a bias classification. This dual-filter approach captures both absolute deviations and relative extremes within recent historical context.
• Trend Confirmation (Ichimoku + Aroon)
To avoid counter-trend entries in strong momentum regimes, the suite integrates two independent trend filters:
Ichimoku Cloud
- Bull: Price > Cloud AND Conversion > Base Line
- Bear: Price < Cloud AND Conversion < Base Line
- Parameters: Conv(9), Base(26), Span B(52), Displacement(26)
Aroon Oscillator
- Bull: Aroon Up > 70 AND Aroon Down < 30
- Bear: Aroon Down > 70 AND Aroon Up < 30
- Default lookback: 25 periods
Trend is confirmed only when both indicators agree (Ichimoku + Aroon ≥ +1 for bull, ≤ -1 for bear).
• Setup Classification Logic
The framework combines Bias (fundamental valuation) with Trend (technical momentum) to generate four distinct setup types:
- Long↗︎ (Setup = 1) – Undervalued + Bullish Trend
Context : Mean reversion opportunity with momentum confirmation. Currency trading at fundamental discount while technical trend supports upside.
- Short↘︎ (Setup = -1) – Overvalued + Bearish Trend
Context : Mean reversion opportunity with momentum confirmation. Currency trading at fundamental premium while technical trend supports downside.
- Watch (Setup = 2) – Valuation bias present, but no clear trend
Context : Fundamental mispricing without directional conviction. Monitor for trend emergence before entering.
- Conflict (Setup = 3) – Bias and trend pointing opposite directions
Context : Overvalued currency in uptrend OR undervalued currency in downtrend. Avoid—either trend continuation or valuation mean reversion, but unclear which dominates.
• Confidence Score (0-100%)
Each setup receives a quantitative confidence weighting based on three factors:
1. Band Distance (40%) – How far the Relative Index deviates from 100 baseline
2. Z-Score Magnitude (40%) – Statistical extremeness within lookback window
3. Trend Confluence (20%) – Agreement between Ichimoku and Aroon signals
Score interpretation:
- 70-100% = High confidence (both valuation and trend extremes aligned)
- 40-69% = Moderate confidence (one factor strong, others weak)
- 0-39% = Low confidence (marginal signals, questionable reliability)
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VISUAL COMPONENTS
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• Dashboard Table (Top-Right)
Displays real-time valuation metrics for all seven major pairs:
Column 1: Pair – Currency pair identifier
Column 2: RelIdx – Relative Index (100 = baseline at first valid bar)
Column 3: Z – Z-Score vs. rolling lookback window
Column 4: Bias – Long/Short/Neutral valuation classification
Column 5: Trend – ↑/↓/– trend direction (Ichimoku + Aroon)
Column 6: Setup – Long↗︎/Short↘︎/Watch/Conflict (color-coded)
Column 7: Conf – Confidence score 0-100% (color-coded)
Column 8: Quelle – REER (inflation-adjusted) or NEER (nominal only)
Color coding :
- Green = Long↗︎ setup
- Red = Short↘︎ setup
- Orange = Watch (no trend)
- Purple = Conflict (bias/trend divergence)
• Optional Chart Plot
Select any of the seven pairs to plot its Relative Index on the chart with:
- Baseline at 100 (horizontal gray line)
- +Band at 100 × (1 + deviation%), dashed red
- -Band at 100 × (1 - deviation%), dashed green
- Aqua line tracking the selected pair's Relative Index evolution
• Signal Labels
When a pair transitions into Long↗︎ or Short↘︎ setup:
- Green label below bar = Long↗︎ entry signal
- Red label above bar = Short↘︎ entry signal
- Positioned using ATR offset for visibility
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KEY FEATURES
═══════════════════════════════════════════════════════════════════════════════
- Institutional valuation methodology – REER/NEER framework used by central banks and sovereign wealth funds
- Macro-fundamental integration – CPI inflation differentials adjust for purchasing power parity
- Multi-timeframe flexibility – Daily (D), Weekly (W), Monthly (M) resolution options
- Seven simultaneous pairs – Monitors all G7 FX majors in single unified dashboard
- No repainting – All signals confirm on bar close
- Automated alerts – TradingView notifications when setups transition (Long/Short triggers)
- Confidence weighting – Quantitative scoring allows position sizing calibration
- Fallback logic – Automatically switches to NEER if CPI data incomplete
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HOW TO USE
═══════════════════════════════════════════════════════════════════════════════
1. Apply to any chart – The indicator pulls multi-security data; chart symbol does not matter (commonly applied to SPY or DXY for reference)
2. Select data feed – Default FX: (TradingView composite) is recommended; alternatives: OANDA, FXCM, FOREXCOM
3. Choose timeframe :
• Daily (D) = Swing trading, medium-term mean reversion (2-8 week horizons)
• Weekly (W) = Position trading, macro regime shifts (1-6 month horizons)
• Monthly (M) = Strategic allocation, long-term equilibrium analysis (6-24 month horizons)
4. Configure parameters :
• Z-Score Lookback : Default 252 (one trading year on Daily); adjust for timeframe (52 for Weekly, 36 for Monthly)
• Deviation Band : Default ±5%; tighten to ±3% for more signals, widen to ±7% for higher conviction
• Z-Threshold : Default ±1.5; increase to ±2.0 for extreme-only signals
5. Monitor dashboard table :
• Focus on pairs showing Long↗︎ or Short↘︎ setups with Conf ≥ 70%
• Watch for Watch setups transitioning to directional signals
• Avoid Conflict setups unless you have strong macro conviction
6. Execute mean-reversion trades :
• Long↗︎ = Buy undervalued currency (e.g., EURUSD Long if EUR undervalued)
• Short↘︎ = Sell overvalued currency (e.g., USDJPY Short if JPY overvalued)
• Target: Mean reversion toward 100 baseline or opposite band
7. Position sizing by confidence :
• High confidence (70-100%) → Standard position size
• Moderate confidence (40-69%) → Reduce size by 50%
• Low confidence (<40%) → Avoid or use minimal pilot size
8. Risk management :
• Stop loss: Place beyond recent swing high/low or 1.5× ATR
• Take profit: Opposite valuation band or 100 baseline
• Time stop: Exit if setup reverses (Long→Neutral→Short or vice versa)
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LIMITATIONS
═══════════════════════════════════════════════════════════════════════════════
- CPI data lag – Consumer Price Index releases are monthly and report with 2-4 week delay. REER calculations may lag real-time inflation dynamics.
- Structural shifts ignored – The baseline (100) is set at first valid bar. Long-term structural appreciation/depreciation (e.g., 20-year USD bull market) is not accounted for. Suitable for cyclical mean reversion, not secular trend analysis.
- Equal-weighting assumption – All seven currencies are equally weighted in basket construction. Actual trade-weighted indices use GDP or trade volume weights, which this framework simplifies.
- No emerging market currencies – Limited to G7 majors (USD, EUR, JPY, GBP, CHF, AUD, CAD, NZD). Does not cover EM FX (e.g., CNY, BRL, MXN).
- Technical filter limitations – Ichimoku and Aroon are lagging indicators. In fast-moving markets (e.g., central bank interventions, geopolitical shocks), trend signals may arrive late.
- Mean reversion assumption – The framework assumes currencies revert to equilibrium. During regime changes (e.g., monetary policy divergence, crisis flows), deviations can persist or expand before eventual reversal.
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TECHNICAL SPECIFICATIONS
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- Pine Script v6
- Non-repainting (signals confirmed on bar close)
- Multi-security data feeds (7 FX pairs + 8 CPI series)
- Automated alert system (transitions to Long↗︎/Short↘︎)
- Real-time dashboard table (8 columns × 8 rows)
- Maximum 500 labels supported (100 per pair direction)
- Fallback logic: NEER used if CPI data unavailable
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NOTES
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This indicator is designed for experienced FX traders, macro strategists, and portfolio managers familiar with:
- Real and nominal effective exchange rate concepts
- Purchasing power parity theory and inflation differentials
- Multi-currency portfolio construction and basket hedging
- Carry trade and convergence strategies
- Central bank policy impacts on FX equilibrium levels
The framework provides objective valuation signals but does not account for:
- Interest rate differentials (carry)
- Capital flow dynamics (risk-on/risk-off)
- Central bank intervention zones
- Geopolitical risk premiums
Always combine REER/NEER valuation analysis with macro event calendars, positioning data (CFTC COT reports), and fundamental policy divergence assessments.
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Developed for institutional FX valuation analysis based on central bank REER/NEER methodologies.
Dynamic Trend Channel - Adaptive Support & Resistance SystemA powerful trend-following indicator that adapts to market conditions in real-time. The Dynamic Trend Channel uses ATR-based volatility measurements to create intelligent support and resistance zones that adjust automatically to price action.
Key Features:
✓ Adaptive channel width based on market volatility (ATR)
✓ Color-coded trend identification (Green = Bullish, Red = Bearish)
✓ Smooth, flowing bands that reduce noise
✓ Breakout signals for high-probability entries
✓ Real-time info table showing trend status and price positioning
✓ Customizable settings for all timeframes
