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SQZPRO + RSIMakit0 Squeeze PRO + RSI combines the original Makit0 Squeeze PRO volatility compression system with a standard RSI oscillator in a single pane. The Squeeze PRO component identifies three levels of volatility compression (orange = wide, red = normal, yellow = tight) based on the relationship between Bollinger Bands and Keltner Channels. Green dots signal volatility expansion (“squeeze fire”). The momentum histogram shows directional bias and acceleration using a linear regression–based oscillator. RSI (default 14) is plotted on the same scale, with squeeze dots aligned at the 50 midline to help traders quickly judge volatility conditions alongside momentum strength and overbought/oversold levels. This setup allows you to monitor: Volatility compression and expansion Momentum direction and slope RSI trend bias and OB/OS zones All in one streamlined view.
مؤشر Pine Script®
من ‎SarK17‎
LBR with HM Gartley 1935 on Log Returns Momentum Vol TargetOverview Linda Bradford Raschke's Momentum-based strategy, made by conclusions from the book Profits in the Stock Market by H.M. Gartley in 1935, and uses log returns for directional bias as well as dynamic volatility targeting to maintain consistent risk exposure. Sizes positions inversely to realized volatility (from log returns std dev) for better compounding in trending markets like gold (XAUUSD). Key Features Log returns calculation: ln(close / close ) for time-additive momentum. Directional signals: Enter long when momentum > 0, short when < 0 (configurable strict crossover mode). Volatility scaling: Targets user-defined annual vol (default 20%) → reduces size in high-vol periods. Exits: Percentage TP/SL + explicit close on opposite signals for reliable backtests. Debug visuals: Momentum plot, signal shapes, real-time table (vol, size factor, qty, signal state). How to Use Best on Daily or higher timeframes for meaningful log momentum (e.g., XAUUSD, BTCUSD, stocks). Adjust Momentum Lookback (default 50 bars), Target Vol %, TP/SL %. Backtest with commissions/slippage enabled for realism. Use on log-scale chart for % perspective. Limitations & Notes No guarantees of profitability; markets involve risk. Designed for educational/quant purposes; test thoroughly. Not financial advice. Open-source for community learning. Credits Built on standard quant finance principles (log returns for normality/additivity, vol targeting for risk control). Inspired by discussions on compounding and GARCH-like vol estimation from Linda Bradford Raschke's conclusions from the book Profits in the Stock Market by H.M. Gartley in 1935.
استراتيجية Pine Script®
من ‎uzair2join‎
Swing Strategy Feature Set V [theEccentricTrader]█   OVERVIEW This swing strategy is part of a broader research and exploration framework designed to encourage users to experiment with a variety of technical concepts and evaluate the comparative effectiveness of different strategy configurations. For example, users can first configure a core strategy as a benchmark, then iteratively test a range of feature configurations as additional entry conditions and compare their performance against one another and against the core strategy. Feature Set V includes concepts beginning with the letter "V" and forms part of a larger swing strategy suite that covers a wide range of technical concepts. The objective of the suite is not curve-fitting, but rather structured experimentation, exploration and statistical validation (or invalidation) of technical concepts. Concepts exclusive to the feature set are as follows: Vertical Horizontal Filter Volume Positive Volume Index Negative Volume Index On-Balance Volume Price Volume Trend Volume Weighted Average Price Volume Zone Oscillator Vortex Indicator █   OPERATIONAL Initial Capital The initial capital is defined as a monetary value denominated in a given base currency. The default initial capital is set to 100,000. The default base currency is set to the selected symbol's default base currency. Users can adjust the initial capital and select an alternative base currency via strategy Settings/Properties. Risk as Percentage of Equity The equity is defined as the sum of initial capital, net profit and open profit. The risk is defined as a percentage of equity per-trade. As a result, net profit outcomes are subject to compounding effects over time. The default risk is set to 1% of equity. Users can adjust the strategy's per-trade risk via strategy Settings/Inputs/STRATEGY. For further information on how the risk is applied in practice, refer to the position sizing section below. Unit of Value The unit of value is defined as a decimal precision factor that converts user-defined point or pip distances into actual price units used by the selected symbol. Different symbols express price movement using different conventions. For example, some symbols are quoted directly in whole price points, while others use pips or fractional point increments. The unit of value provides a normalisation layer that allows all distance-based logic in the strategy to operate consistently across symbols. Examples: A unit of value of 1 corresponds to a price increment of 1.0. A unit of value of 10 corresponds to a price increment of 0.1. A unit of value of 100 corresponds to a price increment of 0.01. A unit of value of 1000 corresponds to a price increment of 0.001. A unit of value of 10000 corresponds to a price increment of 0.0001. Users should consult their broker’s published symbol specifications to confirm how price movement is defined for the symbols they intend to backtest. Incorrect configuration of the unit of value may result in misaligned stop distances, targets and/or risk calculations. The default unit of value is set to 1. Users can adjust the unit of value via strategy Settings/Inputs/STRATEGY. Stop Buffer The stop buffer is defined as the number of points or pips beyond a stop loss level required for the level to be considered clearly breached. The default stop buffer is set to 0 points/pips. Users can adjust the stop buffer via strategy Settings/Inputs/STRATEGY. Risk Range The risk range is defined as the difference between the entry price and the stop loss price (inclusive of the stop buffer) for any given trade. Position Sizing Position sizing determines the quantity of contracts, shares or units opened for each trade based on the user-defined risk and the selected symbol’s pricing structure. "syminfo.pointvalue" is a built-in Pine Script variable that defines the number of underlying units contained within a single contract for any given symbol, and is critical for accurate position size calculations. The position size is calculated as follows: The risk range is multiplied by the syminfo.pointvalue to convert the price movement into its monetary equivalent. The user-defined risk amount (expressed as a percentage of equity) is divided by this monetary risk per unit to determine the position size. This ensures that each trade risks a consistent proportion of account equity regardless of point or pip based quoting conventions, symbol price scale or contract specifications. While the strategy targets a fixed percentage of equity risk per-trade, the exact risk applied cannot always be matched precisely due to symbol-specific constraints such as contract sizing and margin requirements. In these cases, the strategy opens the largest permissible position that does not violate operational constraints, resulting in a realised risk that is as close as possible to the user-defined risk without exceeding it. For further information on the syminfo.pointvalue variable, please refer to: www.tradingview.com Margin The margin is defined as the minimum percentage of a position’s notional value that must be covered by the strategy’s available equity in order for TradingView's strategy tester to simulate opening and maintaining that position. For example, a margin setting of 25% means the simulated account must hold equity equal to at least 25% of the position’s notional value in order to enter or maintain that trade, the remaining 75% is considered provided by the simulated broker. A lower margin percentage allows the account to open larger positions relative to its equity, because the required equity portion is smaller. Conversely, a higher margin percentage demands more of the account's equity be committed to any given position. When the account’s equity falls below the required margin, the strategy tester emulates a margin call event, in which the broker emulator forcibly closes or reduces positions so that remaining positions no longer exceed available equity relative to the margin requirement. This behaviour is documented as part of TradingView’s margin/leverage feature for strategies. Margin settings in a strategy are used solely for simulation purposes and do not automatically match any broker’s real-world margin requirements (which can vary by broker, asset class and symbol). Users should consult their broker’s published specifications for further details. The default margin is set to 25% for both long and short positions. Users can adjust the margin for long and short positions independently via strategy Settings/Properties/MARGIN. For further information on the strategy tester's margin functionality, please refer to: www.tradingview.com www.tradingview.com Pyramiding The pyramiding count is defined as the maximum number of open positions permitted at any one time. TradingView's strategy tester does not facilitate hedging, as such, long entries will close any open short positions and short entries will close any open long positions. The default pyramiding count is set to 100. Users can adjust the pyramiding count via strategy Settings/Properties.
 For further information on TradingView's strategy tester and broker emulator, please refer to: www.tradingview.com Spread The spread is defined as the difference between a given symbol's bid (buy) price and ask (sell) price. Typical spreads vary by broker and symbol. Some brokers offer fixed spreads on certain symbols, while others offer variable spreads that fluctuate with market conditions. Users should consult their broker's published specifications for further details. Commission The commission is defined as a transaction cost applied by a broker and may be expressed as a percentage of position size, a per-contract fee or a fixed fee per-transaction. Commission structures vary by broker and symbol. Some brokers charge no explicit commission and instead generate revenue through the spread or other indirect sources, while others will typically apply one of the three aforementioned commission types, depending on the product offered. Users should consult their broker's published specifications for further details. The default commission is set to 0.005% of position size. Users can select and adjust the commission type via strategy Settings/Properties/COST SIMULATION. █   CORE STRATEGY Green and Red Candles A green candle is defined as a candle that closes at or above its open price and a red candle is defined as a candle that closes below its open price. Swing Highs and Swing Lows A swing high is defined as a green candle, or a series of consecutive green candles, followed by a single red candle that completes the swing and forms the peak. A swing low is defined as a red candle, or a series of consecutive red candles, followed by a single green candle that completes the swing and forms the trough. Peak and Trough Prices The peak price of a complete swing high is either the high of the red candle that completes the swing high or the high of the preceding green candle, depending on which is higher. The trough price of a complete swing low is either the low of the green candle that completes the swing low or the low of the preceding red candle, depending on which is lower. Fixed Reward-to-Risk Fixed reward-to-risk is defined as a user-defined reward multiple for a given unit of risk. Variable Reward-to-Risk Variable reward-to-risk is defined as a path-dependent reward multiple for a given unit of risk. Swing High Swing Low (SHSL) Strategy The SHSL strategy uses swing lows for core long entry conditions and swing highs for core short entry conditions. The strategy is designed for standard OHLC candlestick charts only and will not behave as intended on other chart types. All entries are processed at candle close and use the candle close price for the entry price. Long stop losses are anchored to the most recent trough and short stop losses are anchored to the most recent peak. Users can choose between long-only and short-only configurations, or alternatively simulate trades in both directions (long-short). However, when the "Both" option is selected, long entries will close any open short positions and short entries will close any open long positions (as mentioned in the pyramiding sub-section above). This can and will result in variable reward-to-risk outcomes. The default direction is set to "Long" for a long-only configuration. The default exit type is set to "Target" for a fixed reward-to-risk configuration. Long targets are determined by adding a user-defined multiple of the risk range to the entry price and short targets are determined by subtracting a user-defined multiple of the risk range from the entry price. Even when using a fixed reward-to-risk configuration, realised reward-to-risk outcomes may vary due to market gaps, particularly when positions are held across session boundaries or market closures. Gaps can cause stop losses or exits to be executed at prices materially different from those implied by the strategy’s static distance calculations. Users who wish to minimise gap-related variability may consider applying the close at end of session filter (see core filters section below), accepting that this introduces its own form of reward-to-risk variability. The default reward-to-risk is set to 1. Users can adjust strategy parameters via strategy Settings/Inputs/STRATEGY. Selecting a non-target exit type removes profit targets and renders the reward-to-risk input inactive. Trailing Stop Loss A trailing stop loss is defined as an exit type that dynamically moves a stop loss level in a favourable direction when a predefined condition is met. For example, a predefined point move or the formation of a higher trough or lower peak. Risk Range Trailing Stop Loss The risk range trailing stop loss is defined as a trailing stop mechanism that activates once price has moved favourably by one full risk range. Upon activation, the stop loss is moved to breakeven and subsequently trails favourable price movement by the risk range into profit. Users can apply this exit type by selecting "Trail" via strategy Settings/Inputs/STRATEGY. Trend Trailing Stop Loss The trend trailing stop loss is defined as a trailing stop mechanism that dynamically moves a stop loss level to newly formed higher troughs (for longs) or lower peaks (for shorts). Users can apply this exit type by selecting "Trend Trail" via strategy Settings/Inputs/STRATEGY. Candle Trailing Stop Loss The candle trailing stop loss is defined as a trailing stop mechanism that dynamically moves a stop loss level to newly formed higher candle lows (for longs) or lower candle highs (for shorts). Users can apply this exit type by selecting "Candle Trail" via strategy Settings/Inputs/STRATEGY. Opposing Candle Colour Close The opposing candle colour close exit type is defined as an exit condition that closes any long positions when a new red candle forms and closes any short positions when a new green candle forms. Users can apply this exit type by selecting "Opposing Candle" via strategy Settings/Inputs/STRATEGY. █   CORE FILTERS Minimum Risk Range Filter The minimum risk range filter is defined as an entry filter that invalidates trade signals with a risk range below a user-defined threshold. The default minimum risk range is set to 4 points/pips. Users can adjust the minimum risk range via strategy Settings/Inputs/RISK RANGE FILTER. It is recommended that users set the minimum risk range at least 1–2 points/pips above the selected symbol’s spread to invalidate trades that would be completely impractical under realistic trading conditions. Time Zone The time zone is defined using either an IANA region identifier (e.g. Europe/London, America/New_York) or a fixed UTC/GMT offset (e.g. UTC+1, GMT-05:30). Fixed offsets do not account for daylight saving time. The default time zone is set to Europe/London. Users can change the time zone via strategy Settings/Inputs/TIME ZONE. For further information on time zone configuration, please refer to: data.iana.org en.wikipedia.org Session Filter The session filter is defined as an entry filter that invalidates trade signals that fall outside a user-defined intraday trading session, with session start and end times bound to the strategy time zone. TradingView candle timestamps represent the candle open time, not the candle close time. As a result, session boundaries are evaluated based on when a candle opens, even though entries and exits are processed at candle close. To avoid trades being entered or held beyond the intended session end, users should configure the session end time at least one full timeframe period earlier than the desired practical session close. For example, on a 5-minute chart with a desired session end at 22:00, the session should typically be configured to end at 21:55. This ensures that no new trades are taken at the final session close and that any session-dependent exit logic is applied before the session ends in practice. When using custom or non-standard timeframes where the desired session end does not align cleanly with candle boundaries, it is recommended that users set the session end two full timeframe periods earlier than the desired session end. This provides an additional safety buffer, ensuring the strategy avoids taking trades near the session boundary. By default, the session filter is set to false and the default session is set to "2300-2155". Users can apply the session filter and adjust session boundaries via strategy Settings/Inputs/SESSION FILTER. Close At End of Session Filter The close at end of session filter is defined as an exit filter that closes all open positions when the active trading session ends, provided that the session filter is appropriately configured and applied. When enabled, the strategy monitors the session filter state and detects the transition from an active session to an inactive session. All open trades are closed on the first candle that falls outside the defined session window. This ensures that no positions are carried beyond the user-defined trading session. The close at end of session filter operates independently of entry conditions and other exit types. When enabled, it will force the closure of all open positions at session end regardless of the selected exit configuration. Enabling the close at end of session filter can result in variable reward-to-risk outcomes. Because positions are forcibly closed at session end regardless of stop loss or target placement, exits may occur at prices that differ from those implied by the fixed reward-to-risk configuration. This behaviour is intentional and reflects a design trade-off between enforcing strict session boundaries and allowing trades to reach their predefined directional objectives, regardless of how severely distorted the realised reward-to-risk outcomes could be in the event of price gaps. By default, the close at end of session filter is set to false. Users can apply the close at end of session filter via strategy Settings/Inputs/CLOSE AT END OF SESSION FILTER. Users should also ensure that the session filter is applied and that session boundaries are configured appropriately with respect to candle timestamp behaviour, as described in the session filter section above. Sample Period Filter The sample period filter is defined as an entry filter that invalidates trade signals that fall outside a user-defined date-time range, with start and end date-times bound to the strategy time zone. TradingView candle timestamps represent the candle open time, not the candle close time. As a result, sample period boundaries are evaluated based on when a candle opens, even though entries and exits are processed at candle close. To avoid trades being entered beyond the intended sample period end, users should configure the sample period end date-time at least one full timeframe period earlier than the desired practical sample period end date-time. For example, on a 5-minute chart with a desired end date-time of 01/01/2026 22:00, the end date-time should typically be configured to 01/01/2026 21:55. The default sample period start and end date-times are set to 01/01/1900 00:00 and 01/01/3000 00:00, respectively. Users can adjust the sample period via strategy Settings/Inputs/SAMPLE PERIOD FILTER. █   GENERIC FILTERS Generic Filter Behaviour Unless otherwise stated: "None" inputs return true. Filters return true only when their selected condition is satisfied. Close Above-Equal/Below Filter The close price above-equal/below filter is defined as an entry filter that evaluates the most recent candle close price relative to a given time-series value and invalidates trade signals that do not satisfy a user-defined directional condition. "Above-Equal" returns true when the most recent candle close price is greater than or equal to any given time-series value. "Below" returns true when the most recent candle close price is less than any given time-series value. Minimum and Maximum Boundary Filters Minimum and maximum boundary filters are defined as entry filters used to constrain time-series values to predefined minimum and/or maximum thresholds, invalidating trade signals that do not satisfy a user-defined threshold criteria. The filters consist of two independent threshold components, minimum (above-equal) and maximum (below-equal), which may be applied individually or together. When both components are applied simultaneously the filters act as a value range constraint, invalidating trade signals that fall outside of the specified bounds. "Above-Equal" returns true when the evaluated value is greater than or equal to the user-defined minimum boundary. "Below-Equal" returns true when the evaluated value is less than or equal to the user-defined maximum boundary. Minimum Percentage Change Positive-Flat/Negative Filter The minimum percentage change filter is an entry filter that measures the relative change of a time-series value over a configurable historical window and applies a directional threshold condition, invalidating trade signals that do not meet the directional threshold criteria. The filter compares the current value to its value n bars ago and computes the percentage difference. A signal returns true only if this percentage change satisfies both: The selected directional requirement. The user-defined minimum percentage change magnitude. "Positive-Flat" direction logic: Accepts values that have increased or remained unchanged, provided the percentage change is greater than or equal to the minimum threshold. "Negative" direction logic: Accepts values that have decreased, provided the magnitude of the decrease meets or exceeds the minimum threshold. When the minimum threshold is set to 0%, the filter behaves as a pure directional check: "Positive-Flat" accepts ≥ 0% changes. "Negative" accepts < 0% changes only. Basic and Exclusive Rejection Filters The basic rejection filter is defined as an entry filter that evaluates swing-based wick or body rejections of a given price level and invalidates trade signals that do not satisfy the rejection criteria. For long trades, "Rejection" returns true when all three of the following conditions are met: The previous candle open is above a given rejection price. The trough price is less than or equal to a given rejection price. The green candle that completes the swing closes above a given rejection price. For short trades, "Rejection" returns true when all three of the following conditions are met: The previous candle open is below a given rejection price. The peak price is greater than or equal to a given rejection price. The red candle that completes the swing closes below a given rejection price. The exclusive rejection filter is defined as an entry filter that meets basic rejection filter criteria for only one user-defined price level from a set of given price levels. If the rejection criteria is met for more than one of the given price levels the filter will return false. Basic and Multi-Part Trend Filters Basic and multi-part trend filters are defined as entry filters that evaluate changes in time-series values from one period to the next and invalidate trade signals that do not satisfy a user-defined trend condition. Basic trends operate independently of prior trend state, whereas multi-part trends are defined by the presence or absence of preceding trend sequences. The multi-part trend states are distinguished numerically and the conditions are bound to a user-defined trend count. "Basic Uptrend" returns true when a time-series value is greater than the preceding value. For example, a basic volume uptrend filter returns true if the most recent candle's volume is greater than the preceding candle's volume. "Basic Downtrend" returns true when a time-series value is less than the preceding value. For example, a basic volume downtrend filter returns true if the most recent candle's volume is less than the preceding candle's volume. "Uptrend" returns true while a multi-part uptrend state is valid. The uptrend state begins when a new basic uptrend forms following a basic downtrend and remains valid until a new basic downtrend forms. The user-defined trend count will determine which multi-part trend condition is selected. For example, if the user-defined trend count is set to 3, then only 3-part uptrend conditions will return true. "Downtrend" returns true while a multi-part downtrend state is valid. The downtrend state begins when a new basic downtrend forms following a basic uptrend and remains valid until a new basic uptrend forms. The user-defined trend count will determine which multi-part trend condition is selected. For example, if the user-defined trend count is set to 3, then only 3-part downtrend conditions will return true. █   FEATURE SET V SPECIFIC FILTERS All feature set specific indicators use the same calculations as the built-in TradingView indicators unless otherwise stated in the relevant filter sub-section. While users do not need to apply the indicators for the strategy to function, they can of course apply the relevant indicators as visual aids if they so desire. For further information on how to apply built-in TradingView indicators, please refer to: www.tradingview.com As there are no built-in TradingView indicators for the VHF, VWAP and VZO values used in this script, code samples are provided in the relevant sections so that users can build their own Pine Script indicators. For further information on how to build Pine Script indicators, please refer to: www.tradingview.com www.tradingview.com Vertical Horizontal Filter (VHF) Filters As there is no built-in indicator for the VHF value used in this script, users can build their own VHF indicator in Pine Script by copying the following code and pasting it into a new indicator: //@version=6 indicator(title = "Vertical Horizontal Filter", shorttitle = "VHF", overlay = false) import TradingView/ta/12 as ta vhf_source = input.source(defval = close, title = 'VHF Source', group = 'Vertical Horizontal Filter (VHF)') vhf_length = input.int(defval = 28, minval = 1, title = 'VHF Length', group = 'Vertical Horizontal Filter (VHF)') vhf = ta.vhf(vhf_source, vhf_length) plot(vhf, color = color.blue) The VHF defaults are as follows: Source is set to "Close". Length is set to 28. Users can adjust the VHF inputs via strategy Settings/Inputs/VERTICAL HORIZONTAL FILTER (VHF). The VHF minimum and maximum boundary filter (see generic filters section above) defaults are as follows: Apply VHF above-equal is set to false. VHF above-equal threshold is set to 0.0. Apply VHF below-equal is set to false. VHF below-equal threshold is set to 1.0. The VHF minimum percent change positive-flat/negative filter (see generic filters section above) defaults are as follows: Mode is set to "None". Minimum percent change is set to 0. Lookback is set to 3. The VHF trend filter (see generic filters section above) defaults are as follows: Mode is set to "None". Trend count is set to 3. Users can apply the VHF filters and adjust filter parameters via strategy Settings/Inputs/VHF FILTERS. Volume Filters The Volume minimum percent change positive-flat/negative filter (see generic filters section above) defaults are as follows: Mode is set to "None". Minimum percent change is set to 0. Lookback is set to 3. The Volume trend filter (see generic filters section above) defaults are as follows: Mode is set to "None". Trend count is set to 3. Users can apply the Volume filters and adjust filter parameters via strategy Settings/Inputs/VOLUME FILTERS. Positive Volume Index (PVI) Filters The PVI minimum percent change positive-flat/negative filter (see generic filters section above) defaults are as follows: Mode is set to "None". Minimum percent change is set to 0. Lookback is set to 3. The PVI trend filter (see generic filters section above) defaults are as follows: Mode is set to "None". Trend count is set to 3. Users can apply the PVI filters and adjust filter parameters via strategy Settings/Inputs/POSITIVE VOLUME INDEX (PVI) FILTERS. Negative Volume Index (NVI) Filters The NVI minimum percent change positive-flat/negative filter (see generic filters section above) defaults are as follows: Mode is set to "None". Minimum percent change is set to 0. Lookback is set to 3. The NVI trend filter (see generic filters section above) defaults are as follows: Mode is set to "None". Trend count is set to 3. Users can apply the NVI filters and adjust filter parameters via strategy Settings/Inputs/NEGATIVE VOLUME INDEX (NVI) FILTERS. On-Balance Volume (OBV) Filters The OBV minimum percent change positive-flat/negative filter (see generic filters section above) defaults are as follows: Mode is set to "None". Minimum percent change is set to 0. Lookback is set to 3. The OBV trend filter (see generic filters section above) defaults are as follows: Mode is set to "None". Trend count is set to 3. Users can apply the OBV filters and adjust filter parameters via strategy Settings/Inputs/ON-BALANCE VOLUME (OBV) FILTERS. Price Volume Trend (PVT) Filters The PVT minimum percent change positive-flat/negative filter (see generic filters section above) defaults are as follows: Mode is set to "None". Minimum percent change is set to 0. Lookback is set to 3. The PVT trend filter (see generic filters section above) defaults are as follows: Mode is set to "None". Trend count is set to 3. Users can apply the PVT filters and adjust filter parameters via strategy Settings/Inputs/PRICE VOLUME TREND (PVT) FILTERS. Volume Weighted Average Price (VWAP) Filters Although there is a built-in VWAP indicator, its output may differ from the calculation used in this script. As such, it is recommended that users build their own VWAP indicator in Pine Script by copying the following code and pasting it into a new indicator: //@version=6 indicator(title = "Volume Weighted Average Price", shorttitle = "VWAP", overlay = false) vwap_source = input.source(title = 'VWAP Source', defval = hlc3, group = 'Volume Weighted Average Price (VWAP)') vwap_anchor = input.bool(title = 'VWAP Anchor', defval = true, group = 'Volume Weighted Average Price (VWAP)') vwap = ta.vwap(vwap_source, vwap_anchor) plot(vwap, color = color.blue) The VWAP indicator defaults are as follows: Source is set to "HLC3". Anchor is set to true. Users can adjust the VWAP inputs via strategy Settings/Inputs/VOLUME WEIGHTED AVERAGE PRICE (VWAP). The default mode for the close above-equal/below VWAP filter (see generic filters section above) is set to "None". The default mode for the VWAP rejection filter (see generic filters section above) is set to "None". Users can apply the VWAP filters and adjust filter parameters via strategy Settings/Inputs/VWAP FILTERS. Volume Zone Oscillator (VZO) Filters As there is no built-in indicator for the VZO value used in this script, users can build their own VZO indicator in Pine Script by copying the following code and pasting it into a new indicator: //@version=6 indicator(title = "Volume Zone Oscillator", shorttitle = "VZO", overlay = false) import TradingView/ta/12 as ta vzo_length = input.int(defval = 14, minval = 1, title = 'VZO Length', group = 'Volume Zone Oscillator (VZO)') vzo = ta.vzo(vzo_length) plot(vzo, color = color.blue) The default length for the VZO is set to 14. Users can adjust the VZO length via strategy Settings/Inputs/VOLUME ZONE OSCILLATOR (VZO). The VZO minimum and maximum boundary filter (see generic filters section above) defaults are as follows: Apply VZO above-equal is set to false. VZO above-equal threshold is set to -100. Apply VZO below-equal is set to false. VZO below-equal threshold is set to 100. The VZO minimum percent change positive-flat/negative filter (see generic filters section above) defaults are as follows: Mode is set to "None". Minimum percent change is set to 0. Lookback is set to 3. The VZO trend filter (see generic filters section above) defaults are as follows: Mode is set to "None". Trend count is set to 3. Users can apply the VZO filters and adjust filter parameters via strategy Settings/Inputs/VZO FILTERS. Vortex Indicator (VI) Filters The default length for the VI is set to 14. Users can adjust the VI length via strategy Settings/Inputs/VORTEX INDICATOR (VI). The VI above-equal/below VI signal filter is defined as an entry filter that evaluates the relative positioning of the VI value and its signal line and invalidates trade signals that do not satisfy a user-defined directional condition. The default mode for the VI above-equal/below VI signal filter is set to "None". The VI bandwidth increasing/decreasing filter is defined as an entry filter that evaluates whether the distance between the VI line and VI signal line is expanding or contracting over a configurable lookback period. The default VI bandwidth increasing/decreasing filter mode is set to "None". The default VI bandwidth increasing/decreasing lookback is set to 3. The VI minimum percent change positive-flat/negative filter (see generic filters section above) defaults are as follows: Mode is set to "None". Minimum percent change is set to 0. Lookback is set to 3. The VI signal minimum percent change positive-flat/negative filter (see generic filters section above) defaults are as follows: Mode is set to "None". Minimum percent change is set to 0. Lookback is set to 3. The VI trend filter (see generic filters section above) defaults are as follows: Mode is set to "None". Trend count is set to 3. The VI signal trend filter (see generic filters section above) defaults are as follows: Mode is set to "None". Trend count is set to 3. Users can apply the VI filters and adjust filter parameters via strategy Settings/Inputs/VI FILTERS. █   ALERTS Users can set alerts for any given strategy configuration via the alerts dialogue box. Users must first ensure that the correct condition (the strategy title) is selected from the first drop-down list in the alert dialogue box's condition field. Default alert messages have been configured for both entries and exits so that users can more effectively distinguish between long and short entries and exits while using long-short configurations. To get alerts for both entries and exits the user should change the value in the condition field's second drop-down list from "Order fills only and alert() function calls" to "Order fills only". When using "Order fills only" with long-short configurations, it is recommended that users define their alert via the alert name field and use only the default {{strategy.order.alert_message}} call in the alert message field. Alert conditions generated by "Order fills only" are evaluated after entry conditions have been satisfied and operational constraints (risk, position size and margin requirements) have been applied. As such, trade signals that would result in position sizes exceeding the simulated account's margin constraints will not generate alerts. To get alerts for entries only the user should change the value in the condition field's second drop-down list from "Order fills only and alert() function calls" to "alert() function calls only". The default alert messages generated by "Order fills only" are as follows: "long entry". "long exit". "short entry". "short exit". The default alert messages generated by "alert() function calls only" are as follows: "long entry". "short entry". Alert conditions generated by "alert() function calls only" are operational-constraint-agnostic and will generate alerts whenever entry conditions are satisfied, regardless of the simulated account's margin constraints. For further information on setting and managing alerts, please refer to: www.tradingview.com www.tradingview.com www.tradingview.com █   LIMITATIONS AND CONSIDERATIONS Backtesting Backtest results should always be interpreted cautiously. Strategy performance can vary significantly across time periods and sample sets. While strong historical performance does not guarantee future results, poor historical performance reliably indicates a weak strategy when sample sizes are statistically meaningful. Statistical Significance and Path-Dependent Outcomes (Overfitting) In statistical practice, sample sizes of 100 observations are sometimes cited as a rough lower bound for certain forms of basic significance testing. In the context of trading strategy evaluation, such sample sizes are rarely sufficient to produce results that are meaningfully reliable or replicable. Based on practical experience, sample sizes closer to 1,000 observations or more are generally required before performance characteristics begin to stabilise. As a general rule, larger sample sizes increase the reliability and replicability of observed results. Path dependence refers to situations in which outcomes are determined not only by initial conditions, but by the specific and unique sequence of price movements over a given time period. Even with large sample sizes, favourable net profit outcomes should be interpreted with caution when they are primarily driven by either variable reward-to-risk configurations or fixed reward-to-risk configurations that employ unrealistically high reward multiples. In both cases, performance is often strongly influenced by path-dependent effects, making such outcomes less reliable and less replicable. Fixed reward-to-risk configurations are generally less susceptible to path dependence when the reward multiple is kept within reasonable bounds. However, empirical studies and practitioner research suggest that reward multiples above approximately 3:1 increasingly exhibit the same path-dependent characteristics observed in variable reward-to-risk strategies. Bar Magnifier Due to the limitations of OHLC data, intra-bar price movement cannot be precisely determined. When both stop loss and target levels are reached within the same candle, assumptions are made by the strategy tester. Pine Script's bar magnifier partially mitigates this limitation by evaluating lower-timeframe data. However, this feature is available only to TradingView Premium users and remains inherently limited. For further information on the bar magnifier functionality, please refer to: www.tradingview.com www.tradingview.com TradingView Premium users can enable bar magnifier via strategy Settings/Properties/FILL ORDERS. Processing Orders at Candle Close Backtests cannot accurately account for slippage between signal generation and trade execution. A practical mitigation is to use fixed-distance stop losses and targets rather than absolute price levels, a feature supported by many brokers and APIs. Empirical Probabilities Empirical probabilities are derived directly from observed outcomes rather than from theoretical models or assumed distributions. In the context of trading, they are calculated by measuring the relative frequency of events (such as wins and losses) across a large sample of historical trades. Unlike conditional or model-based probabilities, empirical probabilities make no assumptions. Their validity relies primarily on sample size and the consistency of the rules used to generate observations, making them particularly relevant for trading systems evaluated under the law of large numbers. Empirical probabilities are most useful for comparative analysis, such as assessing how different configurations, filters or exit mechanisms alter the statistical behaviour of a strategy under identical conditions. They are not intended to represent true predictive probabilities or to imply stable future performance. To study empirical probabilities for comparative purposes, it is recommended that users set commission and both long and short margin values to 0% in order to maximise sample size. However, users should not interpret any resulting profits as realistic. Setting commission and margin (in particular) to 0% produces highly distorted outcomes that are not representative of realistic live trading conditions. █   DISCLAIMER This Pine Script strategy is provided for educational purposes only and does not constitute financial advice in any form.
استراتيجية Pine Script®
من ‎theEccentricTrader‎
TRAIVEND: EQH & EQL MarkerWhat it does TRAIVEND: EQH & EQL Marker identifies Equal Highs and Equal Lows on your chart — key liquidity levels where stop losses cluster and smart money targets price for sweeps. Key Feature One-directional tick-based tolerance system that adapts to any instrument automatically. Unlike simple exact-match detectors, the tolerance only works in the valid direction: for EQL, the later low may be slightly higher (not lower, as that would already be a sweep). For EQH, vice versa. This prevents false signals while catching near-equal levels that act as liquidity pools. Features One-directional tick-based tolerance — adjustable from 0 (exact match) to 50 ticks, automatically scaled via syminfo.mintick for any instrument (ES, NQ, GC, BTC, CL, 6E, etc.) Sweep validation between bars — verifies that no bar between the two equal levels has broken the level, ensuring only valid EQH/EQL are marked Delayed sweep removal — when a level gets swept, the line remains visible until the sweep candle closes, giving you time to observe the sweep in real-time FIFO line management — oldest lines are automatically removed when the limit is reached, ensuring the most recent and relevant levels are always displayed Full visual customization — line color, width, and style (Solid, Dashed, Dotted) for both EQH and EQL independently Configurable lookback length up to 5000 bars Debug labels for verification and fine-tuning How it works The indicator scans backwards from each new bar (the origin candle) looking for an earlier bar (the source candle) with a matching high or low within the configured tick tolerance. The tolerance is one-directional: for EQL, the origin candle's low must be equal to or slightly above the source candle's low. It then validates that no bar between the two candles has broken the level. Valid pairs are drawn as lines connecting the two bars. Lines persist until a later candle sweeps the level — and removal only happens after the sweep candle closes, so you can see the sweep play out in real-time. Use Case Built for ICT/SMC traders who track liquidity levels. Equal Highs and Equal Lows represent clusters of stop losses that smart money targets for liquidity grabs. Use this indicator to visually identify these levels, anticipate potential sweeps, and plan entries around liquidity events. Works across all timeframes and instruments.
مؤشر Pine Script®
من ‎Dominik_Traivend‎
Mann EMA 50 Here’s a **clean, professional description** you can paste directly into **TradingView → Publish → Description**. It matches **exactly** how your indicator works now. --- ## 📌 EMA50 Retest + Break Opposite Candle (Structure-Based Entry) This indicator is designed to capture **high-probability continuation entries** using **EMA50**, **retests**, and **market structure**. It avoids over-trading by waiting for a **valid retest** and a **confirmed break of structure** before giving an entry signal. --- ## 🔹 Core Concept The indicator works in **two phases**: 1. **Retest Confirmation** 2. **Break of the Opposite Candle (Structure Break)** Entries are only generated **after the EMA50 is retested**. --- ## 🟢 BUY Logic 1. Price must be **above EMA50** 2. While price stays above EMA: * The indicator tracks the **most recent RED candle** 3. Price must **touch EMA50** (wick or body = valid retest) * If the retest candle itself is red, it is used 4. After the retest: * A **BUY signal appears when price breaks the HIGH of the most recent RED candle that occurred before (or at) the retest** 5. **Stop Loss** * Placed at the **low of that red trigger candle** ➡️ Entry is **always AFTER the retest**, never before. --- ## 🔴 SELL Logic (Mirror of Buy) 1. Price must be **below EMA50** 2. While price stays below EMA: * The indicator tracks the **most recent GREEN candle** 3. Price must **touch EMA50** (wick or body) * If the retest candle itself is green, it is used 4. After the retest: * A **SELL signal appears when price breaks the LOW of the most recent GREEN candle that occurred before (or at) the retest** 5. **Stop Loss** * Placed at the **high of that green trigger candle** --- ## 📈 Visual Elements * **EMA50** plotted on chart * **Black horizontal line** → Entry trigger level * **Red horizontal line** → Stop-loss level * **Small triangle arrows**: * ▲ Green = BUY * ▼ Red = SELL (No large labels or boxes for a clean chart) --- ## ⚙️ Settings * **EMA Length** – Default 50 (can be adjusted) * **Expire Setup After Retest (bars)** Cancels the setup if price doesn’t break the trigger within the selected number of candles * **Require candle CLOSE beyond trigger** * ON → Conservative (close confirmation) * OFF → Aggressive (wick break allowed) --- ## 🎯 Best Use Case * Trending markets * Pullback / continuation strategies * Works well on **M15, H1, H4** * Forex, Indices, Crypto, Gold (XAUUSD) --- ## ⚠️ Notes * No signal will appear if: * EMA is not retested * No opposite candle exists before the retest * This is intentional to **filter low-quality setups** ---
مؤشر Pine Script®
من ‎Bipenmann‎
Volume Profile - Session Auction Engine | TradeSymmetry⚡ Volume Profile — Session Auction Engine A session-driven volume profile built to visualize auction behavior, liquidity distribution, and key reference levels such as POC, VAH, VAL, and True Day Open. This indicator is part of the TradeSymmetry Core Series, focused on understanding markets through: ⏱ Time • 💧 Liquidity • 🧱 Structure 🔥 Overview TradeSymmetry Volume Profile tracks how participation evolves across each session instead of displaying a static histogram. By separating historical rendering from live developing profiles, the script helps traders observe how value migrates without cluttering the chart. ⚡ Features 📊 Session Volume Profile • Daily, Weekly, and Monthly Session logic • Historical profile rendering • Optional live developing profile 🎯 Key Auction Levels • Developing Point of Control (POC) • Previous Session Extensions (POC / VAH / VAL) • Dynamic Value Area calculations 🟡 Session Open Reference • True Day Open (TDO) line • Vertical session start marker 🎨 Customization • Adjustable colors, line styles, labels • Profile resolution control • Value Area percentage settings 📌 Best Usage Context The Value Area and POC are most effective when aligned with time-based structure and higher-timeframe context rather than used alone. They become especially useful around: 🕐 Start of a Kill zone Session or 4H Candle Observe Liquidity Sweep near POC/VAH/VAL and Identify early acceptance or rejection 📈 Higher Timeframe Context Premium / Discount zones Daily or Weekly bias Market structure direction 💧 Liquidity Events Session Highs & Lows Swing High / Swing Low sweeps External liquidity grabs Using POC and Value Area around these moments helps identify redistribution phases rather than random price movement. 🧠 Concept Instead of treating volume as a static tool, this script focuses on auction dynamics: ✅ Where price was accepted ✅ Where liquidity concentrated ✅ How value shifts between sessions 💡 Suggested Workflows • Intraday liquidity mapping • Auction Market Theory analysis • ICT-style structural context • Monitoring developing bias through POC migration ⚙️ Technical Notes • Uses lower timeframe aggregation to build profiles • Supports Volume or Open Interest data • Designed primarily for intraday charts 🧩 TradeSymmetry Core Series This indicator is designed to integrate with other TradeSymmetry tools centered around: Time Alignment • Liquidity Engineering • Structural Context
مؤشر Pine Script®
من ‎TradeSymmetry‎
Bitcoin CME GAP [SAKANE]This indicator detects and visualizes the weekend gap in CME Bitcoin futures (BTC1!), defined as the difference between the Friday settlement price and the Monday opening price. It stores the final CME close, waits for trading to resume, and then measures the gap. If the gap exceeds the user-defined threshold, it is displayed as a box on the chart. The box remains active until price returns to the gap’s closing level or a specified number of bars has elapsed. During the CME weekend closure, a horizontal reference line marks where CME last settled, providing a clear anchor for price positioning. A key feature is that the gap is displayed correctly even on spot or perpetual BTC charts. Because futures prices often trade at a premium or discount relative to spot markets, plotting CME levels directly would misplace the gap. This script calculates the price difference between CME and the chart instrument and shifts the gap vertically into the chart’s price space while preserving its true size. As a result, traders can see the actual gap location where market participants are likely to react, without distortion from futures basis differences. Gap-fill detection is performed using CME futures prices themselves. The script evaluates whether the CME high or low has reached the prior CME close level that defines the gap. This ensures that once the gap is filled in the futures market, it is considered filled everywhere. Because of this CME-based validation combined with spot-space visualization, users can determine whether a gap has closed without switching to the BTC1! chart. CME gaps are widely observed by market participants because price frequently revisits and fills these discontinuities. By highlighting both the location and the fill status of the gap, this indicator helps track the gap-closure tendency and provides insight into short-term liquidity imbalances, derivatives-driven dislocations, and the market’s process of price repair.
مؤشر Pine Script®
من ‎amusedMagpie26867‎
BGX Scalper Liquidity Zones (15m) v2.1BGX Scalper Liquidity Zones is a scalping indicator that highlights liquidity areas where stops are most likely placed and liquidations tend to occur. The indicator builds an “orderbook proxy” — a model of probable liquidity based on local price extremes, volume, and repeated level clustering. Important: Pine Script does not have access to the real exchange order book. These zones are a calculated liquidity model, not direct DOM or liquidation data. WHAT THE INDICATOR SHOWS Purple zones (Seller zones) represent liquidity above price. These are typically areas where short stops get taken or liquidity is collected above local highs. Green zones (Buyer zones) represent liquidity below price. These are typically areas where long stops get taken or liquidity is collected below local lows. The less transparent a zone is, the stronger it is. Zone strength increases when: the level forms on elevated volume the level repeats (equal highs / equal lows clustering) The indicator automatically merges nearby levels into a stronger combined liquidity zone. To avoid chart clutter, only the nearest N zones above and below price are displayed (Show only nearest N zones per side). ACTIVE TARGET (Magnet) The indicator can highlight one priority zone: Trend — if EMA fast is above EMA slow, upper liquidity has priority; if below, lower liquidity has priority. Nearest — the closest zone is highlighted. Off — no active target highlighting. HOW TO USE FOR SCALPING Targets Price often moves toward the nearest liquidity zone. If the market is rising, the nearest purple zone can act as a target. If the market is falling, the nearest green zone can act as a target. Liquidity Sweep and Reaction After price enters a strong zone, it is common to see: a false breakout (liquidity grab) a sharp impulse followed by a pullback a reclaim back above/below the level The indicator removes a zone after its midpoint is touched (Delete zone when MID touched), meaning liquidity is considered collected. Entry Logic It is recommended to look for entries based on the reaction inside the zone rather than simply trading the touch: reclaim after a sweep market structure shift strong impulse from the zone RECOMMENDED SETTINGS FOR 15m Base configuration: Pivot Left/Right: 3 / 3 ATR Length: 100 Zone thickness: 0.10–0.14 Show nearest zones: 3–5 Active target mode: Trend Remove on mid touch: On WHO THIS IS FOR The indicator is optimized for scalping and intraday trading on 15m–1h timeframes. It works particularly well on crypto futures, where price frequently moves to collect liquidity. DISCLAIMER This indicator does not display real exchange order book or liquidation data. It is a probabilistic liquidity model. Always use proper risk management.
مؤشر Pine Script®
من ‎bgor777‎
bipen ema modelHere’s a **clean, professional description** you can paste directly into **TradingView → Publish → Description**. It matches **exactly** how your indicator works now. --- ## 📌 EMA50 Retest + Break Opposite Candle (Structure-Based Entry) This indicator is designed to capture **high-probability continuation entries** using **EMA50**, **retests**, and **market structure**. It avoids over-trading by waiting for a **valid retest** and a **confirmed break of structure** before giving an entry signal. --- ## 🔹 Core Concept The indicator works in **two phases**: 1. **Retest Confirmation** 2. **Break of the Opposite Candle (Structure Break)** Entries are only generated **after the EMA50 is retested**. --- ## 🟢 BUY Logic 1. Price must be **above EMA50** 2. While price stays above EMA: * The indicator tracks the **most recent RED candle** 3. Price must **touch EMA50** (wick or body = valid retest) * If the retest candle itself is red, it is used 4. After the retest: * A **BUY signal appears when price breaks the HIGH of the most recent RED candle that occurred before (or at) the retest** 5. **Stop Loss** * Placed at the **low of that red trigger candle** ➡️ Entry is **always AFTER the retest**, never before. --- ## 🔴 SELL Logic (Mirror of Buy) 1. Price must be **below EMA50** 2. While price stays below EMA: * The indicator tracks the **most recent GREEN candle** 3. Price must **touch EMA50** (wick or body) * If the retest candle itself is green, it is used 4. After the retest: * A **SELL signal appears when price breaks the LOW of the most recent GREEN candle that occurred before (or at) the retest** 5. **Stop Loss** * Placed at the **high of that green trigger candle** --- ## 📈 Visual Elements * **EMA50** plotted on chart * **Black horizontal line** → Entry trigger level * **Red horizontal line** → Stop-loss level * **Small triangle arrows**: * ▲ Green = BUY * ▼ Red = SELL (No large labels or boxes for a clean chart) --- ## ⚙️ Settings * **EMA Length** – Default 50 (can be adjusted) * **Expire Setup After Retest (bars)** Cancels the setup if price doesn’t break the trigger within the selected number of candles * **Require candle CLOSE beyond trigger** * ON → Conservative (close confirmation) * OFF → Aggressive (wick break allowed) --- ## 🎯 Best Use Case * Trending markets * Pullback / continuation strategies * Works well on **M15, H1, H4** * Forex, Indices, Crypto, Gold (XAUUSD) --- ## ⚠️ Notes * No signal will appear if: * EMA is not retested * No opposite candle exists before the retest * This is intentional to **filter low-quality setups** ---
مؤشر Pine Script®
من ‎Bipenmann‎
Volume Positive20 Title Suggestion: Volume Logic for Yellow Breakout Candles Description: Overview This indicator is a specialized volume analysis tool designed to work in synergy with specific price action setups. It focuses on identifying institutional volume activity during "Positive Breakout" phases, specifically when price momentum is moderate and controlled. How it Works The script monitors the relationship between price, its Simple Moving Average (SMA), and momentum. When a specific "Yellow Candle" setup occurs on the price chart (Price crossing over SMA with moderate momentum), this volume script highlights the corresponding volume bar in a distinct color (Yellow). Key Features: • Contextual Volume Coloring: Volume bars are dynamically colored based on price action. Standard bars follow bullish/bearish colors, while "Signal Volume" is highlighted to show professional interest. • Liquidity Level Tracking: When a signal is triggered, the script plots a horizontal liquidity line (Volume Level) for a defined period. This helps traders visualize if subsequent volume is higher or lower than the initial breakout volume. • Momentum Filtering: Unlike standard volume indicators, this tool filters out "exhaustion volume" by ensuring the price momentum is within a sustainable range (Momentum < 3). How to Use 1. Identify the Signal: Look for the highlighted yellow volume bar. 2. Confirm with Price: Ensure the price chart shows a breakout above the SMA. 3. Analyze the Liquidity Line: Observe if the following bars maintain high relative volume to confirm the strength of the move. Access This is a private indicator. To gain access or learn more about the underlying strategy, please contact me via private message.
مؤشر Pine Script®
من ‎qshm2030‎
Apex Quantum Terminal Ultra.Description The Apex Quantum Terminal Ultra is a sophisticated, multi-layered quantitative signaling system designed for the modern trader. Moving beyond simple lagging indicators, this terminal utilizes a 5-Layer Heuristic Engine to calculate real-time trade probabilities based on trend alignment, momentum confluence, institutional volume, volatility bias, and higher-timeframe (MTF) trends. What sets this terminal apart is its Realistic Probability Model. Unlike standard "100% accurate" claims, this script uses a weighted decay algorithm that requires deep confluence to trigger high-conviction signals, reflecting the non-linear nature of financial markets. When a signal is generated, the terminal provides a Trade Narrative via interactive tooltips, explaining the market psychology and technical reasoning behind the move. How It Works The engine evaluates five distinct technical layers: Zero-Lag Alpha: A high-speed trend-following baseline. Momentum Confluence: Unpacked MACD and RSI synchronization. Institutional Volume: Detection of RVol spikes (Smart Money participation). Volatility Bias: Bollinger-based positioning for expansion detection. Macro Alignment: Direct integration with Daily timeframe bias. Instructions Signals: Look for BUY or SELL labels on the chart. The percentage shown represents the system's confidence level based on layer confluence. Trade Logic: Hover your mouse over any signal label to see the Trade Narrative. This popup will provide you with the technical specs, the verdict, and suggested Stop Loss (SL) and Take Profit (TP) levels. Quant Alert Header: A dynamic banner will appear at the top center of your chart only when a "High Confluence" (70%+) event is detected, signaling a premium trade opportunity. Settings: * Adjust Signal Alpha to change the sensitivity of the trend detection. Modify the Min Confidence % to filter out lower-probability noise. Set your preferred Risk:Reward Target to automatically calculate TP levels.
مؤشر Pine Script®
من ‎Bmillytookprof‎
SPX Sector AD + Iceberg TICKThis indicator is a "Market Internals" engine designed to reveal the true strength of S&P 500 moves. By looking under the hood of the index, it helps traders distinguish between broad market participation and rallies driven solely by heavyweights (the "Magnificent 7"). It combines three powerful concepts into a single pane: Sector Breadth, Buying Aggression (TICK), and Trend Following. 1. The Core: Weighted vs. Unweighted Divergence Weighted Histogram (The Generals): Represents the S&P 500 performance based on sector market cap (e.g., Tech/XLK has a ~33% impact, while Utilities/XLU has ~2%). When these bars are strong, the mega-caps are moving. Unweighted Line (The Soldiers): Represents the average performance of all 11 sectors equally. When this line rises, there is broad market participation. The Edge: Spot divergences. If the Weighted Bars are rising but the Unweighted Line is falling, the rally is narrow and potentially fragile (a "General's Rally"). 2. The Iceberg: Cumulative TICK A scaled cumulative TICK line is plotted in the background (the "Iceberg"). This visualizes the raw buying vs. selling aggression on the NYSE throughout the session. Green Iceberg: Persistent buying pressure / accumulation. Red Iceberg: Persistent selling pressure / distribution. 3. The Signal: Breadth Trend Instead of generating signals on price, this script applies ATR Trailing Stop logic directly to the Weighted AD Line. Buy Signal (B): Triggers when the internal sector strength breaks above its own volatility band. Sell Signal (S): Triggers when sector momentum breaks down. This often provides an earlier warning of trend changes than price action alone. How to Use Bullish Confirmation: Price is rising + Green Histogram + Green Iceberg + Unweighted Line rising. Bearish Divergence: Price makes a new High, but the Breadth Bot prints a lower High or a Sell signal. Rotation: If the Histogram is flat but the Unweighted Line is ripping higher, capital is rotating from Mega Caps into the broader market. Settings: Includes customizable weights for all 11 SPDR Sectors. Adjustable "Visual Divisor" for the TICK to fit it perfectly behind your sector data. Customizable ATR settings for the Breadth signals.
مؤشر Pine Script®
من ‎nellutla‎
Breakout Finder (Indicator + Full Alerts)Breakout Finder – with full Alerts identifies high-probability bullish and bearish breakouts based on repeated structural tests and price expansion. Works on Crypto and Stocks. Entries trigger only after confirmed structure breaks, with optional candle confirmation. Exits are handled using a robust Combo system: • Pivot-based pullback exits • Doji momentum-stall exits • Or a combination of both for profit protection Designed for traders who want early breakout participation with disciplined exits, without lagging indicators or repainting signals. Includes clear on-chart labels and full alert support for entries and exits.
مؤشر Pine Script®
من ‎JarvisPro‎
1
Forever Model by H.E.HForever Model by H.E.H 📋 Overview Forever Model by H.E.H is a comprehensive ICT (Inner Circle Trader) methodology toolkit that combines multi-timeframe liquidity mapping with an intelligent daily bias engine — all in a single indicator. Designed for futures, forex, and index traders operating on intraday timeframes (1m–5m), it delivers everything you need to read the market's intent: where liquidity sits, where price is likely to reach, and which direction the smart money is favoring today. This indicator merges two powerful systems: Multi-Timeframe Liquidity & Structure Model — real-time BSL/SSL levels, session tracking, key levels, AVWAPs, and session opens Daily Bias Analysis Engine — a confluence-based scoring system that evaluates manipulation, market structure shifts, Fair Value Gaps, and price location to determine the most probable daily direction 🔑 Key Features 🔹 Multi-Timeframe Liquidity Levels (BSL / SSL) Automatically detects Buyside Liquidity (BSL) and Sellside Liquidity (SSL) from 15-minute, 1-hour, and 4-hour pivot points Levels are upgraded when confirmed across higher timeframes (e.g., a 15m level that aligns with 1H gets promoted) Equal Highs / Equal Lows (EQH/EQL) detection with distinct coloring when multiple touches occur at the same price Sweep detection — levels change style when price sweeps through them Partial mitigation tracking — identifies when a level is tapped but not fully broken All prices are tick-precise — no floating-point slippage between the swing point and the drawn level 🔹 Session Highs & Lows with Sweep Alerts Tracks and draws high/low ranges for: Asia Session (20:00–00:00) London Session (02:00–05:00) 7:00 AM Range and 8:30 AM Range New York Session (09:30–12:00) When a session high or low is swept, the label repositions to the center of the line with a clear directional arrow (↓ for highs swept, ↑ for lows swept) — making sweeps instantly visible without cluttering the chart. 🔹 Key Reference Levels PDH / PDL — Previous Day High & Low (dashed lines) Daily Equilibrium (EQ) — midpoint of PDH/PDL PWH / PWL — Previous Week High & Low All with customizable colors, line widths, and label sizes 🔹 Session Opens True Day Open (18:00 ET) — the real futures open Midnight Open (00:00) — a key ICT reference NY Open (09:30) — the equity session open 🔹 Anchored VWAPs (AVWAP) Six session-anchored VWAPs for dynamic support/resistance: Previous Session AVWAP Midnight AVWAP NY Session AVWAP PM Session AVWAP Previous Day High AVWAP Previous Day Low AVWAP 🔹 Silver Bullet Window Visual highlight of the 10:00–12:00 AM window — a critical ICT time-based setup window with customizable vertical line color. 🔹 Vertical Session Lines Clean session boundary markers showing exactly when Asia, London, and New York sessions begin and end. 📊 Daily Bias Analysis Engine The indicator includes a built-in confluence scoring system that evaluates 5 categories of ICT analysis to determine the daily directional bias. The result is displayed in a detailed analysis table (visible on ≤ 5-minute timeframes only). The 5-Pillar Analysis: # Category What It Evaluates ① CONTEXT Previous day candle structure (body %, wick rejection), multi-day range position (2D/3D highs & lows) ② LOCATION Discount vs. Premium zone relative to daily EQ, Fair Value Gaps on Daily, 4H, and 1H timeframes (tapped vs. untapped) ③ SETUP PDH/PDL sweep detection with reversal vs. continuation classification, opening range manipulation (London/Asia) ④ CONFIRMATION Market Structure Shifts (MSS) on 4H and 1H — bullish or bearish break of structure with swing pivot detection ⑤ TIMING Current active session (Asian, London, New York) Bias Output: Direction: BULLISH / BEARISH / NEUTRAL Confidence: Weak / Moderate / Strong / Very Strong MSS Confirmation: ✓ checkmark when higher-timeframe structure aligns with the score Color-coded rows: Green (bullish signals), Red (bearish signals), Gray (neutral), Yellow (untapped FVGs), Teal/Orange (continuation patterns) ⚙️ Input Organization All settings are organized into 9 logical groups for easy navigation: ① Structure — Pivot lookback/forward, timeframe toggles, price tolerance ② Liquidity — BSL/SSL colors, equal pivot colors, line widths, label options ③ Key Levels — PDH/PDL/EQ/PWH/PWL toggles, colors, sizes ④ Opens — True Day Open, Midnight Open, NY Open ⑤ Sessions — Session hours, vertical lines, session H/L tracking ⑥ AVWAP — 6 anchored VWAPs with individual toggles and colors ⑦ Silver Bullet — 10–12 window toggle and color ⑧ Bias Analysis — MSS pivot length, sweep lookback, multi-day analysis ⑨ Bias Table — Table position, text size, font, header size 📌 How to Use Apply to a 1m–5m chart (ES, NQ, YM, or any futures/forex pair) Identify the daily bias from the table — look for Strong/Very Strong readings with MSS confirmation ✓ Map liquidity — note where BSL and SSL levels cluster, especially multi-timeframe confluences Wait for session sweeps — watch for Asia/London highs or lows to be swept during NY session Enter with confluence — combine bias direction + swept liquidity + FVG + AVWAP for high-probability setups On higher timeframes (15m+), the table auto-hides and only liquidity levels remain visible for clean structural analysis 🔔 Alerts Daily Bias Change — notifies when the bias shifts direction 15m / 1H / 4H BSL Swept — Buyside liquidity taken 15m / 1H / 4H SSL Swept — Sellside liquidity taken ⚠️ Notes This indicator is an analysis tool, not a signal generator. It provides the framework — you provide the execution. Best used on intraday timeframes (1m–5m) for the full experience, but liquidity levels work on all timeframes. Optimized with only 6 security calls to stay well within Pine Script limits. All session times are based on New York (ET) timezone. Built with ❤️ by H.E.H | ICT Methodology Toolkit
مؤشر Pine Script®
من ‎elhachimihamza‎
Aggregated Fixed Range Volume ProfileAn aggregated multi-exchange fixed range Volume Profile is a high-precision positioning tool built to reveal where real inventory has been established across the broader derivatives market — not just on a single exchange. By aggregating executed volume and order-flow data from multiple venues into one unified distribution, it provides a far more accurate structural read on where true acceptance and rejection formed within a move. The fixed range functionality allows you to manually anchor the profile to any event leg you want analyzed. This could be a liquidity sweep, displacement impulse, distribution top, accumulation base, or any expansion phase where meaningful size transacted. Once the range is selected, every contract executed within that window is captured and distributed across price — forming a complete volume-based inventory map of that positioning phase. If price leaves the range without revisiting key levels, the structure remains projected forward. Untapped profiles stay extended into the future, preserving the original positioning footprint until the market comes back to interact with it. This creates a live roadmap of unfinished business and potential rebalance zones. What brings this aggregated model in line with the VWAP framework is the embedded order-flow intelligence layered inside the selected range: • **Total Volume Traded** — Displays the full aggregated size executed within the anchor window, showing how much participation actually built the move. • **Delta Traded** — Reveals the net aggressive buying vs selling that shaped the structure, helping distinguish initiative drives from absorption. • **Point of Control (POC)** — Marks the price where the highest concentration of aggregated volume was transacted — the clearest institutional cost concentration. • **Value Area (VAH / VAL)** — Defines the primary acceptance range where the bulk of inventory was established. • **Distribution Curve** — Highlights HVNs as acceptance zones and LVNs as rejection or inefficiency pockets. • **Inventory Context** — Shows where participants are most heavily positioned and whether they sit in profit, drawdown, or defense. If the range remains untapped, the data inside it — including total volume and net delta — stays visible, allowing traders to continuously reference the strength and intent behind the original positioning event. In execution, this tool is used to: • Map true multi-venue acceptance and rejection • Track institutional inventory concentration • Frame rotational vs continuation environments • Validate impulse strength through aggregated participation • Anticipate reaction zones when price revisits untapped structure It transforms traditional fixed range profiling into a global positioning framework — aligning price with where the market actually built size across exchanges rather than relying on isolated venue feeds. Shoutout 999 and DaniK the coder for pushing aggregated tooling to institutional standards.
مؤشر Pine Script®
من ‎Heyblade‎