LANZ Origins🔷 LANZ Origins – Multi-Framework Liquidity, Structure & Risk Management Overlay
LANZ Origins is an advanced multi-framework visualization toolkit that unifies key institutional concepts into one efficient interface. Designed for professional traders, it merges session mapping, liquidity analysis, imbalance detection, multi-account risk control, and higher-timeframe candle tracing — all in a single overlay.
🧩 Core Components
🈵 Asian Range Liquidity
Automatically detects and projects the Asian session range (19:00–02:00 NY) with an optional mid-price line (50 %). This provides visual context for intraday liquidity and manipulation zones commonly referenced in ICT-style analysis.
📊 Imbalance Detector
Highlights Fair Value Gaps (FVG), Opening Gaps (OG), and Volume Imbalances (VI) directly on-chart, using separate color schemes for bullish and bearish inefficiencies. Each element can be customized by width, ATR filter, and extension length.
🕯️ Higher-Timeframe Candles (ICT Style)
Displays multi-timeframe candles (HTF1–HTF6) simultaneously — e.g., 5 m, 30 m, 1 h, 4 h, 1 D, 1 W — each rendered with independent wick, border, and fill settings. Includes remaining-time counters, timeframe labels, and optional imbalance shading between bodies.
📈 Market Structure (ZigZag 30 m)
Replicates 30-minute swing structure to all active timeframes, producing dynamic pivots with live extension. Ideal for contextualizing BOS/CHoCH events across multiple scales.
💸 Multi-Account Lot Size Panel
Calculates position size for up to five accounts simultaneously, using your defined capital, risk %, and fixed SL distance (in pips). Results appear in a clean table at the bottom-right corner of the chart.
🎨 Session Visualization
Colored backgrounds mark key trading phases:
🟢 Day division
🔴 No-action zone
🔵 Kill-zone
🟡 Hold session
⚙️ Customization & Performance
Every module can be toggled individually, with full color, opacity, and style control. The script is optimized for overlay use and supports up to 500 boxes, lines, and labels with efficient resource handling.
🧠 Best Use Case
LANZ Origins is ideal for traders who follow:
Smart Money Concepts / ICT methodology
Liquidity & Imbalance-based trading
Multi-timeframe confluence setups
Risk-based position sizing workflows
Use it to observe how price interacts with liquidity pools, higher-timeframe candles, and imbalances within key sessions — while monitoring lot size risk in real time.
📌 Recommended Setup
Timeframes: 30m - 5m – 3m
Pairs: FX
Session Timezone: New York (EST/EDT)
Combine with: LANZ Strategy series for execution and journaling
💬 Note
This indicator does not generate buy/sell signals. It’s a visual and analytical tool built to support your own decision-making process.
ابحث في النصوص البرمجية عن "gaps"
TriAnchor Elastic Reversion US Market SPY and QQQ adaptedSummary in one paragraph
Mean-reversion strategy for liquid ETFs, index futures, large-cap equities, and major crypto on intraday to daily timeframes. It waits for three anchored VWAP stretches to become statistically extreme, aligns with bar-shape and breadth, and fades the move. Originality comes from fusing daily, weekly, and monthly AVWAP distances into a single ATR-normalized energy percentile, then gating with a robust Z-score and a session-safe gap filter.
Scope and intent
• Markets: SPY QQQ IWM NDX large caps liquid futures liquid crypto
• Timeframes: 5 min to 1 day
• Default demo: SPY on 60 min
• Purpose: fade stretched moves only when multi-anchor context and breadth agree
• Limits: strategy uses standard candles for signals and orders only
Originality and usefulness
• Unique fusion: tri-anchor AVWAP energy percentile plus robust Z of close plus shape-in-range gate plus breadth Z of SPY QQQ IWM
• Failure mode addressed: chasing extended moves and fading during index-wide thrusts
• Testability: each component is an input and visible in orders list via L and S tags
• Portable yardstick: distances are ATR-normalized so thresholds transfer across symbols
• Open source: method and implementation are disclosed for community review
Method overview in plain language
Base measures
• Range basis: ATR(length = atr_len) as the normalization unit
• Return basis: not used directly; we use rank statistics for stability
Components
• Tri-Anchor Energy: squared distances of price from daily, weekly, monthly AVWAPs, each divided by ATR, then summed and ranked to a percentile over base_len
• Robust Z of Close: median and MAD based Z to avoid outliers
• Shape Gate: position of close inside bar range to require capitulation for longs and exhaustion for shorts
• Breadth Gate: average robust Z of SPY QQQ IWM to avoid fading when the tape is one-sided
• Gap Shock: skip signals after large session gaps
Fusion rule
• All required gates must be true: Energy ≥ energy_trig_prc, |Robust Z| ≥ z_trig, Shape satisfied, Breadth confirmed, Gap filter clear
Signal rule
• Long: energy extreme, Z negative beyond threshold, close near bar low, breadth Z ≤ −breadth_z_ok
• Short: energy extreme, Z positive beyond threshold, close near bar high, breadth Z ≥ +breadth_z_ok
What you will see on the chart
• Standard strategy arrows for entries and exits
• Optional short-side brackets: ATR stop and ATR take profit if enabled
Inputs with guidance
Setup
• Base length: window for percentile ranks and medians. Typical 40 to 80. Longer smooths, shorter reacts.
• ATR length: normalization unit. Typical 10 to 20. Higher reduces noise.
• VWAP band stdev: volatility bands for anchors. Typical 2.0 to 4.0.
• Robust Z window: 40 to 100. Larger for stability.
• Robust Z entry magnitude: 1.2 to 2.2. Higher means stronger extremes only.
• Energy percentile trigger: 90 to 99.5. Higher limits signals to rare stretches.
• Bar close in range gate long: 0.05 to 0.25. Larger requires deeper capitulation for longs.
Regime and Breadth
• Use breadth gate: on when trading indices or broad ETFs.
• Breadth Z confirm magnitude: 0.8 to 1.8. Higher avoids fighting thrusts.
• Gap shock percent: 1.0 to 5.0. Larger allows more gaps to trade.
Risk — Short only
• Enable short SL TP: on to bracket shorts.
• Short ATR stop mult: 1.0 to 3.0.
• Short ATR take profit mult: 1.0 to 6.0.
Properties visible in this publication
• Initial capital: 25000USD
• Default order size: Percent of total equity 3%
• Pyramiding: 0
• Commission: 0.03 percent
• Slippage: 5 ticks
• Process orders on close: OFF
• Bar magnifier: OFF
• Recalculate after order is filled: OFF
• Calc on every tick: OFF
• request.security lookahead off where used
Realism and responsible publication
• No performance claims. Past results never guarantee future outcomes
• Fills and slippage vary by venue
• Shapes can move during bar formation and settle on close
• Standard candles only for strategies
Honest limitations and failure modes
• Economic releases or very thin liquidity can overwhelm mean-reversion logic
• Heavy gap regimes may require larger gap filter or TR-based tuning
• Very quiet regimes reduce signal contrast; extend windows or raise thresholds
Open source reuse and credits
• None
Strategy notice
Orders are simulated by TradingView on standard candles. request.security uses lookahead off where applicable. Non-standard charts are not supported for execution.
Entries and exits
• Entry logic: as in Signal rule above
• Exit logic: short side optional ATR stop and ATR take profit via brackets; long side closes on opposite setup
• Risk model: ATR-based brackets on shorts when enabled
• Tie handling: stop first when both could be touched inside one bar
Dataset and sample size
• Test across your visible history. For robust inference prefer 100 plus trades.
ICT First Presented FVG with Volume Imbalance [1st P. FVG + VI]The indicator identifies and highlights the first presented Fair Value Gap (FVG) occurringthe morning (09:30–10:00) and afternoon (13:30–14:00) session's first 30 minutes. It includes an optional feature to extend FVG zones when a volume imbalance (V.I.) is detected, providing additional context for areas of potential price inefficiency. This powerful combination helps traders identify significant market structure gaps that often act as support/resistance zones and potential price targets.
What is an FVG?
A Fair Value Gap, often abbreviated as FVG, is a price range on a chart where there is an inefficiency or imbalance in trading. This typically happens when price moves rapidly in one direction, leaving a gap between the wicks or bodies of three consecutive candles. For example, in a bullish move, if the low of the third candle is higher than the high of the first candle, the space between them is the FVG.
What is a Volume Imbalance?
A volume imbalance is a smaller, more precise inefficiency within price action, often visible as a "crack" or thin area in the price delivery. It represents a spot where the volume traded was not balanced between buyers and sellers, often seen as a thin wick or a gap between candle bodies.
FVG + Volume Imbalance:
When you have a fair value gap that contains a volume imbalance, it becomes a more significant area of interest. ICT teaches that you should not ignore a volume imbalance if it’s part of an FVG. In fact, you should use the volume imbalance in conjunction with the FVG to define your trading range more accurately
📊 Volume Imbalance Integration
Toggle Option: Enable/disable volume imbalance detection based on preference
Extended Boundaries: When enabled, FVG boundaries expand to include volume imbalance zones
Accurate Gap Sizing: Total gap calculation includes volume imbalance extensions
Multi-Scenario Support: Handles volume imbalances at start, end, or both sides of FVG formations
📈 Multiple Display Modes
Current Day: Shows only today's FVGs for clean chart analysis
Current Week: Displays all weekly FVGs for broader context
Forward Extension: Extends FVG boxes and CE, Upper/Lower Quadrant lines into the future
📊 Visualization
Bullish FVGs appear in semi-transparent blue or purple zones (depending on session).
Bearish FVGs appear in red or orange zones.
Optional dotted lines mark the CE (midpoint) of each FVG for additional reference.
Quadrant Division: Additional 25%/75% lines for large FVGs (configurable minimum gap size)
🎯 Smart Filtering
First Presentation Only: Only displays the initial FVG in each session, avoiding clutter
Minimum Gap Size: Configurable tick-based thresholds for AM and PM sessions
Core FVG Validation: Ensures only valid Fair Value Gaps are displayed
⚙️ Configuration Options
Display Settings
Show Mode: Current Day or Current Week view
Forward Extension: 1-500 bars projection
Day Labels: Toggle weekday labels in weekly mode
Text Color: Customizable label colors
Volume Imbalance Settings
Include Volume Imbalance: Master toggle for enhanced boundary calculation
Automatic Detection: Identifies imbalance scenarios without additional input
Session-Specific Settings
AM Session (09:30-10:00):
Enable/disable AM FVG detection
Customizable bullish/bearish colors
CE line visibility and coloring
Minimum gap size in ticks
PM Session (13:30-14:00):
Enable/disable PM FVG detection
Customizable bullish/bearish colors
CE line visibility and coloring
Minimum gap size in ticks
Quadrant Settings
Enable/Disable: Toggle quadrant line display
Minimum Gap: Tick threshold for quadrant activation
Line Style: Dotted, dashed, or solid
Color: Customizable quadrant line color
How It Works
FVG Boundary Calculation
Traditional FVG: High to Low (bullish) or Low to High (bearish)
Enhanced FVG: Extended boundaries to include volume imbalance zones when enabled
Total Gap Size: Calculated including any volume imbalance extensions
Volume Imbalance Detection
The indicator identifies volume imbalances by detecting bars where:
Bullish Imbalance: Current bar's body is completely above previous bar's body
Bearish Imbalance: Current bar's body is completely below previous bar's body
⚠️ Disclaimer
This script is a technical visualization tool only.
It does not provide financial advice, signals, or predictions. Always perform independent analysis and manage risk appropriately before making trading decisions.
Forex FX V2.1💠 Forex FX — Smart Liquidity & FVG Engine
Forex FX is an advanced indicator designed for the forex market, combining multi-timeframe analysis, liquidity zones, and Fair Value Gaps (FVG) to highlight high-probability trading areas.
It automatically detects the market bias (Bull/Bear/Flat), current session activity, and H4–M5 FVG confluence, generating contextual Buy/Sell signals filtered by quality conditions.
🔹 Key Features
• Automatic detection of Bullish & Bearish Fair Value Gaps (FVG) across multiple timeframes
• Identification of Buy/Sell liquidity zones and exhaustion levels
• Real-time market state detection (trend, correction, or idle)
• Session filters optimized for EURUSD (15:00–22:00) and XAUUSD (Full-time)
• Contextual signal states (“Wait”, “Buy”, “Sell”) displayed in a clean on-chart panel
• Automatic LIMIT order expiration to avoid outdated setups
🎯 Purpose:
To provide traders with a visual map of liquidity and fair-value imbalance zones, enabling precise entries only when technical structure, bias, and timing align.
Project Pegasus SideMap • VRP Heatmap • Volume Node DetectionDescription CME_MINI:NQ1!
Project Pegasus – Volume SideMap V 1.0 builds a right-anchored horizontal volume heatmap silhouette, visualizing buy/sell participation per price level over any chosen lookback or visible range. It automatically detects Low-Volume Nodes (LVN), Medium-Volume Nodes (MVN), and High-Volume Nodes (HVN), while also marking Top Volume Peaks, POI Lines (Most-Touched Levels), and complete Value Area Levels (POC / VAH / VAL) including optional session highs/lows.
What’s Unique
Right-Fixed Rendering – All profile rows are anchored to the chart’s right edge, creating a consistent visual reference during live trading.
Gap-Free Silhouette – Each price row blends seamlessly with its neighbors, producing a clean and continuous volume shape.
Triple-Tier Node Detection (LVN / MVN / HVN) – Automatically highlights zones of rejection, transition, and acceptance based on relative volume strength.
Dynamic Binning System – Adapts to price range and lookback while preserving proportional per-row volume distribution.
POI Finder (Most Touches) – Highlights price rows that have been touched most frequently by bars (traffic clusters).
Top-N Peaks – Sorts and draws the strongest single-price clusters by total volume while respecting minimum spacing.
Integrated Value Area Metrics – Calculates and plots POC, VAH, and VAL with optional session High/Low markers.
Color Modes – Choose between heatmap intensity (volume-based) or buy/sell ratio blending for directional context.
Performance Optimized – Rebuilds only when structure changes, ensuring smooth operation even with large histories.
Technical Overview
1. Binning & Aggregation
The full price range is divided into a user-defined number of rows (bins) of equal height.
For each bar, traded volume is distributed across all intersecting bins proportionally to price overlap.
A buy/sell proxy is estimated based on candle close position, producing per-row Buy, Sell, and Total Volume arrays.
2. Silhouette Rendering
Each row’s strength = total volume ÷ maximum volume.
Two color modes:
• Volume Mode → intensity scales by relative volume (heatmap).
• Ratio Mode → blend between sell and buy base colors based on dominance (close position).
Weak or neutral rows can be faded or forced to minimum width via strength and ratio-deviation filters.
3. Node Detection (LVN / MVN / HVN)
Relative bands are defined by lower/upper % thresholds.
Consecutive rows meeting criteria are grouped into “bands.”
Optional gap-merge unifies nearby bands separated by small gaps (in ticks).
Quality filters:
• Min. Average in Band (%) → enforces minimum average participation.
• Min. Prominence vs. Neighbors (%) → compares contrast against adjacent volume peaks.
Enforces minimum center distance (in ticks) to prevent overlap.
Each valid band draws a Top/Bottom line pair and optional mid-label (LVN/MVN/HVN).
4. Volume Peaks
Ranks all rows by total volume (descending) and selects top N peaks with spacing filters.
Drawn as horizontal lines or labeled markers (P1, P2, etc.).
5. POI Lines (Most Touches)
During aggregation, each row counts how many bars overlap it.
The top X rows with highest touch counts are drawn as POI lines—often strong participation or mean-retest zones.
6. Value Area (POC / VAH / VAL)
POC = row with highest total volume.
Expands outward symmetrically until the configured Value Area % of total volume is covered.
VAH and VAL mark the acceptance range; optional High/Low lines outline total range boundaries.
7. Right-Fix Layout
All components are rendered relative to the chart’s rightmost bar.
Width dynamically scales with visible bars × % width setting, ensuring proportional scaling across zoom levels.
How to Use
Read market structure:
HVNs = high acceptance or balance areas → likely mean-reversion zones.
LVNs = thin participation → breakout or rejection points (“air pockets”).
MVNs = transition areas between acceptance and rejection.
Trade around POC / VAH / VAL:
These levels represent fair-value boundaries and rotational pivots.
POI & Peaks:
Use them as strong reference lines for responsive trading decisions.
Ratio-Color Mode:
Exposes directional imbalance and potential absorption zones visually.
Best practice:
Live trading → right-fix active, moderate row count.
Post-session analysis → higher granularity, LVN/HVN/MVN and peaks enabled with labels.
Key Settings
Core
Lookback length or visible-range mode
Row count (granularity)
Profile width (% of visible bars)
Right offset, minimum box width, transparency
Date Filter
Aggregate only bars from a defined start date onward.
Coloring
Buy/Sell ratio mode toggle
Base colors for buy and sell volume
Filters
Minimum ratio deviation (±) → ignore nearly balanced rows
Minimum volume strength (%) → fade weak rows
LVN / MVN / HVN Detection
Independent enable toggles
Lower/upper % thresholds
Minimum band height (rows)
Merge small gaps (ticks)
Minimum average in band (%)
Minimum prominence vs. neighbors (%)
Minimum distance between bands (ticks)
Line color, width, style, and label options
Peaks
Number of peaks (0–20)
Minimum distance between peaks (ticks)
Color, width, style, label placement
POI Lines
Enable toggle
POI count (1–5)
Minimum gap between POIs (rows)
Color, width, style, label offset
Value Levels (POC / VAH / VAL)
Show/hide Value Area Levels
Value Area % coverage
POC / VAH / VAL line styles, widths, colors
Optional Session High/Low lines
Notes & Limitations
Optimized for intraday and swing data; accuracy depends on chart volume granularity.
Large lookbacks with high row counts and all detection layers enabled may impact performance—adjust parameters for balance.
Buy/Sell ratio is a visual approximation based on candle structure, not actual order-book delta.
Designed as a contextual visualization tool, not a trade signal generator.
Disclaimer
For educational and informational purposes only.
Not financial advice.
ICT PDA - Gold & BTC (QuickScalp Bias/FVG/OB/OTE + Alerts)What this script does
This indicator implements a complete ICT Price Delivery Algorithm (PDA) workflow tailored for XAUUSD and BTCUSD. It combines HTF bias, OTE zones, Fair Value Gaps, Order Blocks, micro-BOS confirmation, and liquidity references into a single, cohesive tool with early and final alerts. The script is not a mashup for cosmetic plotting; each component feeds the next decision step.
Why this is original/useful
Symbol-aware impulse filter: A dynamic displacement threshold kTune adapts to Gold/BTC volatility (body/ATR vs. per-symbol factor), reducing noise on fast markets without hiding signals.
Scalping preset: “Quick Clean” mode limits drawings to the most recent bars and keeps only the latest FVG/OB zones for a clear chart.
Three display modes: Full, Clean, and Signals-Only to match analysis vs. execution.
Actionable alerts: Early heads-up when price enters OTE in the HTF bias direction, and Final alerts once mitigation + micro-break confirm the setup.
How it works (high-level logic)
HTF Bias: Uses request.security() on a user-selected timeframe (e.g., 240m) and EMA filter. Bias = close above/below HTF EMA.
Dealing Range & OTE: Recent swing high/low (pivot length configurable) define the range; OTE (62–79%) boxes are drawn contextually for up/down ranges.
Displacement: A candle’s body/ATR must exceed kTune and break short-term structure (displacement up/down).
FVG: 3-bar imbalance (bull: low > high ; bear: high < low ). Latest gaps are tracked and extended.
Order Blocks: Last opposite candle prior to a qualifying displacement that breaks recent highs/lows; zones are drawn and extended.
Entry & Alerts:
Long: Bullish bias + price inside buy-OTE + mitigation of a bullish FVG or OB + micro BOS up → “PDA Long (Final)”.
Short: Bearish bias + price inside sell-OTE + mitigation of a bearish FVG or OB + micro BOS down → “PDA Short (Final)”.
Early Alerts: Trigger as soon as price enters OTE in the direction of the active bias.
Inputs & controls (key ones)
Bias (HTF): timeframe minutes, EMA length.
Structure: ATR length, Impulse Threshold (Body/ATR), swing pivot length, OB look-back.
OTE/FVG/OB/LP toggles: show/hide components.
Auto-Tune: per-symbol factors for Gold/BTC + manual tweak.
Display/Performance: View Mode, keep-N latest FVG/OB, limit drawings to last N bars.
Recommended usage (scalping)
Timeframes: Execute on M1–M5 with HTF bias from 120–240m.
Defaults (starting point): ATR=14, Impulse Threshold≈1.6; Gold factor≈1.05, BTC factor≈0.90; Keep FVG/OB=2; last 200–300 bars; View Mode=Clean.
Workflow: Wait for OTE in bias direction → see mitigation (FVG/OB) → confirm with micro BOS → manage risk to nearest liquidity (prev-day H/L or recent swing).
Alerts available
“PDA Early Long/Short”
“PDA Long (Final)” / “PDA Short (Final)”
Attach alerts on “Any alert() function call” or the listed conditions.
Chart & screenshots
Please include symbol and timeframe on screenshots. The on-chart HUD shows the script name and state to help reviewers understand context.
Limitations / notes
This is a discretionary framework. Signals can cluster during news or extreme volatility; use your own risk management. No guarantee of profitability.
Changelog (brief)
v1.2 QuickScalp: added Quick Clean preset, safer array handling, symbol-aware impulse tuning, display modes.
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ملخص عربي:
المؤشر يطبق تسلسل PDA عملي للذهب والبتكوين: تحيز من فريم أعلى، مناطق OTE، فجوات FVG، بلوكات أوامر OB، وتأكيد micro-BOS، مع تنبيهات مبكرة ونهائية. تمت إضافة وضع “Quick Clean” لتقليل العناصر على الشارت وحساسية إزاحة تتكيّف مع الأصل. للاستخدام كسكالب: نفّذ على M1–M5 مع تحيز 120–240 دقيقة، وابدأ من الإعدادات المقترحة بالأعلى. هذا إطار سلوكي وليس توصية مالية.
XAUUSD Quater Points by FxMogul🟡 XAUUSD Quarter Levels — The Smart Money Map for Gold Traders
Unlock the hidden grid behind Gold’s movement.
This indicator automatically maps the institutional quarter levels — every 25 points (…00 / …25 / …50 / …75) — showing you exactly where liquidity sits, smart money reacts, and price reverses.
💰 Why You’ll Love It
See what the banks see: Every major algorithm and institutional trader builds around psychological quarters — this script makes them visible.
Trade with precision: Entries, TPs, and liquidity sweeps align naturally with these levels.
Never chase price again: Know the next magnet before it happens — 3425, 3450, 3475, 3500... it’s all mapped.
Clean and customizable: No clutter, no noise — just structure and truth.
⚙️ Key Features
Automatic plotting of all 25-point grid levels around current price.
Color-coded hierarchy:
🟨 xx00 → high-impact institutional zones
⚪ xx50 → secondary liquidity magnets
⚫ xx25 / xx75 → intraday structure pivots
Adjustable window range, label spacing, and line extensions.
Works seamlessly across all timeframes.
🧭 How Traders Use It
Identify liquidity sweeps and reversal zones before they happen.
Align FVGs, order blocks, or fair value gaps with clean 25-point precision.
Build confluence with daily bias, CME gaps, or high-volume nodes.
Perfect for ICT, Smart Money, or Liquidity-Based traders.
🌍 Designed For
Scalpers. Swing Traders. Institutional thinkers.
Anyone who wants to trade Gold with the clarity of a market maker instead of the confusion of the crowd.
⚡ Creator’s Note
“Every 25 points, Gold breathes. Every 100, it shifts direction.
Learn to read its rhythm — and it will pay you for life.”
— FxMogul
Pure Liquidity System (PLS) Robert-PRPure Liquidity System (PLS) Robert-PR
The PLS indicator is a comprehensive, advanced tool for tracking institutional liquidity across financial markets. It features:
Custom Day Ranges (6pm-6pm): Visualize daily ranges, midlines, and previous high/low levels with customizable tags and horizontal rays, helping you identify key price zones efficiently.
ICT Killzones: Automatically plots Asia, London, and New York (AM, Lunch, PM) sessions, highlighting peak volatility hours. Session pivots, labels, and middle lines offer fast context for intraday strategies.
Equal Highs/Lows Detection: Instantly marks significant equal highs and lows (double tops/bottoms) on any timeframe, making it easy to track liquidity pools and potential reversal points.
Fair Value Gaps (FVGs): Accurately detects and labels bullish/bearish fair value gaps, including gap size, mitigation status, and an optional consequent encroachment line for further analysis.
New York Session Markers: Quickly adds vertical lines for two critical NY session times (9:30 and 11:00 ET), perfect for time-based setups and correlation analysis.
Interactive Checklist & Timer: An intuitive panel for creating and marking off trading routines, complemented by a candle-close countdown timer to keep you focused and disciplined.
All core features are fully adjustable via the quick-access panel—enable or disable boxes, lines, labels, and levels with one click to match your workflow and visual preferences.
Perfect for traders who want to:
Trade alongside institutional “smart money” by focusing on liquidity zones, ICT concepts, and supply & demand mechanics.
Automatically streamline chart analysis while maintaining maximum flexibility, precision, and control over their trading environment.
Entry (MTF) - Three phase Reversal patternOf course. We can absolutely reframe the explanation to give the strategy a more unique or generalized name, focusing on the concepts rather than the specific mentor.
Here is a revised, in-depth guide for your "Entry(MTF)" indicator, presented as the **"Momentum Shift Entry Model."**
***
### Entry (MTF) Indicator: A Guide to the Momentum Shift Model
This powerful indicator is designed to automatically detect a high-probability **Momentum Shift Entry Pattern**. The core strategy is to identify moments where the market's direction is likely to make a significant and sustained reversal, often driven by institutional order flow.
The indicator's key advantage is its **Multi-Timeframe (MTF)** functionality. It allows you to find these robust setups on a higher timeframe (like the daily chart) and then projects those signals onto your active, lower timeframe chart (like the 15-minute), providing a clear strategic edge for timing your entries.
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## The Core Logic: The Three-Phase Reversal Pattern
This indicator is not based on a simple lagging condition. It looks for a specific three-step sequence of events. This sequence validates a genuine shift in market control from sellers to buyers (or vice-versa), filtering out false moves.
### Step 1: The Liquidity Purge 🎯
First, the indicator identifies recent, significant swing highs and lows on the chart. These price levels are natural magnets for liquidity, as many traders place their stop-loss orders there.
* **A Bullish Setup** begins when the price first dips **below a recent swing low**. This action is often an engineered move to "purge" or "sweep" the sell-side liquidity resting there before a move higher.
* **A Bearish Setup** begins with a price spike **above a recent swing high**, clearing out the buy-side liquidity.
This initial phase is designed to trap traders on the wrong side of the market before the true move begins.
### Step 2: The Market Structure Shift (The Confirmation) 🔄
After the liquidity has been taken, the indicator needs confirmation that a real power shift has occurred. This is confirmed by a **Market Structure Shift (MSS)**.
* After a **bullish purge (of a low)**, an MSS is confirmed when the price aggressively rallies and closes **above a recent swing *high***. This proves that buyers have not only absorbed all the selling but are now strong enough to break previous resistance levels.
* After a **bearish purge (of a high)**, an MSS is confirmed when the price falls and closes **below a recent swing *low***, showing that sellers are now decisively in command.
### Step 3: The Price Imbalance (The Entry Zone) GAP) is created during the same powerful move that caused the Market Structure Shift. A Fair Value Gap, or **price imbalance**, is a three-candle pattern that signifies a very aggressive, one-sided move, leaving a gap in the market that price will often seek to re-fill.
This FVG acts as the signature of institutional activity and becomes a high-probability zone for planning a trade entry.
---
## How to Use the Indicator in Your Trading
The true strength of this indicator lies in combining the higher-timeframe signal with the immediate context of your trading timeframe.
### Reading the Signals and Visuals
* **`BUY` / `SELL` Labels:** These are your primary signals, generated from the **"Signal Timeframe"** you select (e.g., Daily). A "BUY" label indicates that the complete three-phase bullish pattern has been confirmed on that higher timeframe.
* **Dotted Lines (Liquidity Levels):** The red and green dotted lines on your chart mark the most recent swing high and low on your **current timeframe**. These are the levels to watch for a potential "Liquidity Purge."
* **Colored Boxes (Imbalance Zones):** The green (bullish) and red (bearish) boxes highlight the Fair Value Gaps on your **current timeframe**. These are your potential entry zones.
### A Potential Trading Strategy
1. **Set Your Signal Timeframe:** Choose a higher timeframe that you use to define the overall trend (e.g., 'D' for daily, '4H' for 4-hour).
2. **Wait for an HTF Signal:** Patiently wait for a `BUY` or `SELL` label to appear. This is your cue to begin actively looking for an entry.
3. **Find a Local Entry Zone:** Once a `BUY` signal from the higher timeframe appears, look for the price on your current chart to retrace into a nearby **bullish FVG (green box)**. For a `SELL` signal, look for a pullback into a **bearish FVG (red box)**.
4. **Entry:** Plan your entry as the price tests this imbalance zone.
5. **Stop Loss:** A logical stop loss is critical. For a buy trade, place your stop below the swing low that was formed during the MSS. For a sell trade, place it above the corresponding swing high.
6. **Take Profit:** Aim for a significant liquidity level on a higher timeframe or use a predetermined risk-to-reward ratio (e.g., 1:2, 1:3).
---
## Customizing the Settings
* **`Signal Timeframe`**: The most critical setting. It determines the timeframe from which the core buy/sell logic originates. A Daily signal will carry more weight than an H1 signal.
* **`Liquidity/MSS Lookback`**: This controls the significance of the swing points the indicator uses.
* **Higher value:** Finds major, long-term swing points, leading to fewer but more powerful signals.
* **Lower value:** Finds minor, short-term swing points, leading to more frequent but potentially less reliable signals.
* **`Show Current TF Fair Value Gaps`**: This toggles the visibility of the imbalance zones (FVG boxes) on your chart. It is highly recommended to keep this enabled to easily spot your entry areas.
Forecast PriceTime Oracle [CHE] Forecast PriceTime Oracle — Prioritizes quality over quantity by using Power Pivots via RSI %B metric to forecast future pivot highs/lows in price and time
Summary
This indicator identifies potential pivot highs and lows based on out-of-bounds conditions in a modified RSI %B metric, then projects future occurrences by estimating time intervals and price changes from historical medians. It provides visual forecasts via diagonal and horizontal lines, tracks achievement with color changes and symbols, and displays a dashboard for statistical overview including hit rates. Signals are robust due to median-based aggregation, which reduces outlier influence, and optional tolerance settings for near-misses, making it suitable for anticipating reversals in ranging or trending markets.
Motivation: Why this design?
Standard pivot detection often lags or generates false signals in volatile conditions, missing the timing of true extrema. This design leverages out-of-bounds excursions in RSI %B to capture "Power Pivots" early—focusing on quality over quantity by prioritizing significant extrema rather than every minor swing—then uses historical deltas in time and price to forecast the next ones, addressing the need for proactive rather than reactive analysis. It assumes that pivot spacing follows statistical patterns, allowing users to prepare entries or exits ahead of confirmation.
What’s different vs. standard approaches?
- Reference baseline: Diverges from traditional ta.pivothigh/low, which require fixed left/right lengths and confirm only after bars close, often too late for dynamic markets.
- Architecture differences:
- Detects extrema during OOB runs rather than post-bar symmetry.
- Aggregates deltas via medians (or alternatives) over a user-defined history, capping arrays to manage resources.
- Applies tolerance thresholds for hit detection, with options for percentage, absolute, or volatility-adjusted (ATR) flexibility.
- Freezes achieved forecasts with visual states to avoid clutter.
- Practical effect: Charts show proactive dashed projections instead of retrospective dots; the dashboard reveals evolving hit rates, helping users gauge reliability over time without manual calculation.
How it works (technical)
The indicator first computes a smoothed RSI over a specified length, then applies Bollinger Bands to derive %B, flagging out-of-bounds below zero or above one hundred as potential run starts. During these runs, it tracks the extreme high or low price and bar index. Upon exit from the OOB state, it confirms the Power Pivot at that extreme and records the time delta (bars since prior) and price change percentage to rolling arrays.
For forecasts, it calculates the median (or selected statistic) of recent deltas, subtracts the confirmation delay (bars from apex to exit), and projects ahead by that adjusted amount. Price targets use the median change applied to the origin pivot value. Lines are drawn from the apex to the target bar and price, with a short horizontal at the endpoint. Arrays store up to five active forecasts, pruning oldest on overflow.
Tolerance adjusts hit checks: for highs, if the high reaches or exceeds the target (adjusted by tolerance); for lows, if the low drops to or below. Once hit, the forecast freezes, changing colors and symbols, and extends the horizontal to the hit bar. Persistent variables maintain last pivot states across bars; arrays initialize empty and grow until capped at history length.
Parameter Guide
Source: Specifies the data input for the RSI computation, influencing how price action is captured. Default is close. For conservative signals in noisy environments, switch to high; using low boosts responsiveness but may increase false positives.
RSI Length: Sets the smoothing period for the RSI calculation, with longer values helping to filter out whipsaws. Default is 32. Opt for shorter lengths like 14 to 21 on faster timeframes for quicker reactions, or extend to 50 or more in strong trends to enhance stability at the cost of some lag.
BB Length: Defines the period for the Bollinger Bands applied to %B, directly affecting how often out-of-bounds conditions are triggered. Default is 20. Align it with the RSI length: shorter periods detect more potential runs but risk added noise, while longer ones provide better filtering yet might overlook emerging extrema.
BB StdDev: Controls the multiplier for the standard deviation in the bands, where wider settings reduce false out-of-bounds alerts. Default is 2.0. Narrow it to 1.5 for highly volatile assets to catch more signals, or broaden to 2.5 or higher to emphasize only major movements.
Show Price Forecast: Enables or disables the display of diagonal and target lines along with their updates. Default is true. Turn it off for simpler chart views, or keep it on to aid in trade planning.
History Length: Determines the number of recent pivot samples used for median-based statistics, where more history leads to smoother but potentially less current estimates. Default is 50. Start with a minimum of 5 to build data; limit to 100 to 200 to prevent outdated regimes from skewing results.
Max Lookahead: Limits the number of bars projected forward to avoid overly extended lines. Default is 500. Reduce to 100 to 200 for intraday focus, or increase for longer swing horizons.
Stat Method: Selects the aggregation technique for time and price deltas: Median for robustness against outliers, Trimmed Mean (20%) for a balanced trim of extremes, or 75th Percentile for a conservative upward tilt. Default is Median. Use Median for even distributions; switch to Percentile when emphasizing potential upside in trending conditions.
Tolerance Type: Chooses the approach for flexible hit detection: None for exact matches, Percentage for relative adjustments, Absolute for fixed point offsets, or ATR for scaling with volatility. Default is None. Begin with Percentage at 0.5 percent for currency pairs, or ATR for adapting to cryptocurrency swings.
Tolerance %: Provides the relative buffer when using Percentage mode, forgiving small deviations. Default is 0.5. Set between 0.2 and 1.0 percent; higher values accommodate gaps but can overstate hit counts.
Tolerance Points: Establishes a fixed offset in price units for Absolute mode. Default is 0.0010. Tailor to the asset, such as 0.0001 for forex pairs, and validate against past wick behavior.
ATR Length: Specifies the period for the Average True Range in dynamic tolerance calculations. Default is 14. This is the standard setting; shorten to 10 to reflect more recent volatility.
ATR Multiplier: Adjusts the ATR scale for tolerance width in ATR mode. Default is 0.5. Range from 0.3 for tighter precision to 0.8 for greater leniency.
Dashboard Location: Positions the summary table on the chart. Default is Bottom Right. Consider Top Left for better visibility on mobile devices.
Dashboard Size: Controls the text scaling for dashboard readability. Default is Normal. Choose Tiny for dense overlays or Large for detailed review sessions.
Text/Frame Color: Sets the color scheme for dashboard text and borders. Default is gray. Align with your chart theme, opting for lighter shades on dark backgrounds.
Reading & Interpretation
Forecast lines appear as dashed diagonals from confirmed pivots to projected targets, with solid horizontals at endpoints marking price levels. Open targets show a target symbol (🎯); achieved ones switch to a trophy symbol (🏆) in gray, with lines fading to gray. The dashboard summarizes median time/price deltas, sample counts, and hit rates—rising rates indicate improving forecast alignment. Colors differentiate highs (red) from lows (lime); frozen states signal validated projections.
Practical Workflows & Combinations
- Trend following: Enter long on low forecast hits during uptrends (higher highs/lower lows structure); filter with EMA crossovers to ignore counter-trend signals.
- Reversal setups: Short above high projections in overextended rallies; use volume spikes as confirmation to reduce false breaks.
- Exits/Stops: Trail stops to prior pivot lows; conservative on low hit rates (below 50%), aggressive above 70% with tight tolerance.
- Multi-TF: Apply on 1H for entries, 4H for time projections; combine with Ichimoku clouds for confluence on targets.
- Risk management: Position size inversely to delta uncertainty (wider history = smaller bets); avoid low-liquidity sessions.
Behavior, Constraints & Performance
Confirmation occurs on OOB exit, so live-bar pivots may adjust until close, but projections update only on events to minimize repaint. No security or HTF calls, so no external lookahead issues. Arrays cap at history length with shifts; forecasts limited to five active, pruning FIFO. Loops iterate over small fixed sizes (e.g., up to 50 for stats), efficient on most hardware. Max lines/labels at 500 prevent overflow.
Known limits: Sensitive to OOB parameter tuning—too tight misses runs; assumes stationary pivot stats, which may shift in regime changes like low vol. Gaps or holidays distort time deltas.
Sensible Defaults & Quick Tuning
Defaults suit forex/crypto on 1H–4H: RSI 32/BB 20 for balanced detection, Median stats over 50 samples, None tolerance for exactness.
- Too many false runs: Increase BB StdDev to 2.5 or RSI Length to 50 for filtering.
- Lagging forecasts: Shorten History Length to 20; switch to 75th Percentile for forward bias.
- Missed near-hits: Enable Percentage tolerance at 0.3% to capture wicks without overcounting.
- Cluttered charts: Reduce Max Lookahead to 200; disable dashboard on lower TFs.
What this indicator is—and isn’t
This is a forecasting visualization layer for pivot-based analysis, highlighting statistical projections from historical patterns. It is not a standalone system—pair with price action, volume, and risk rules. Not predictive of all turns; focuses on OOB-derived extrema, ignoring volume or news impacts.
Disclaimer
The content provided, including all code and materials, is strictly for educational and informational purposes only. It is not intended as, and should not be interpreted as, financial advice, a recommendation to buy or sell any financial instrument, or an offer of any financial product or service. All strategies, tools, and examples discussed are provided for illustrative purposes to demonstrate coding techniques and the functionality of Pine Script within a trading context.
Any results from strategies or tools provided are hypothetical, and past performance is not indicative of future results. Trading and investing involve high risk, including the potential loss of principal, and may not be suitable for all individuals. Before making any trading decisions, please consult with a qualified financial professional to understand the risks involved.
By using this script, you acknowledge and agree that any trading decisions are made solely at your discretion and risk.
Do not use this indicator on Heikin-Ashi, Renko, Kagi, Point-and-Figure, or Range charts, as these chart types can produce unrealistic results for signal markers and alerts.
Best regards and happy trading
Chervolino
TrendViz - Smart Money ConceptsTrendViz – Smart Money Concepts
See structure, liquidity, and institutional footprints in real time.
Overview
Trend Viz – Smart Money Concepts is a comprehensive SMC toolkit that fuses market-structure (BOS / CHoCH), volumetric order blocks, fair-value gaps (FVG / Breakers), Swing Failure Patterns (SFP), equal highs / lows, and liquidity zones into one clean, on-chart visualization.
It’s designed for intraday precision (0DTE / indices) and swing confluence, with windowed processing for performance on large histories.
Key Capabilities
Market Structure Engine – Detects BOS / CHoCH with adjustable swing length, “Extreme vs Adjusted Points” logic, optional trend-based candle coloring, sweep marks, and labeled lines / bubbles.
Volumetric Order Blocks – Builds bullish / bearish OBs (including breaker blocks), mitigation methods (Close / Wick / Avg), overlap control, mid-line, and activity split (buy vs sell) with per-OB volume metrics.
Fair Value Gaps (FVG & Breakers) – Auto-detects FVGs, mitigations, optional extension, mid-lines, overlap filtering, and raid marking.
Swing Failure Pattern (SFP) – Volume-aware SFPs, directional filters (Trend-Following / Counter-Trade), deviation projections (levels + optional fill).
Equal Highs / Lows & Liquidity Concepts – Marks EQH / EQL across multiple horizons, buyside / sellside zones (area or line), liquidity prints on candles, and sweep zones after BOS / CHoCH.
Performance-First Design – Window size limits structure computations; configurable max objects; overlap suppression reduces clutter.
Inputs & Settings
Market Structure – Window size, Swing limit, Candle coloring, Text size, Algorithmic mode, Swing length, Strong/Weak HL, Sweeps, Bubbles, Mapping.
Volumetric Order Blocks – Show Last N blocks, Breakers, Construction mode, ATR length, Mitigation method, Metrics + Mid-line, Hide Overlap.
Fair Value Gap / Breakers – Enable mode, Show Last N, Threshold, Mid-line + Extension, Hide Overlap, Raid Display.
Swing Failure Pattern (SFP) – Count, Deviation Area, Colors, Filtering mode (Trend / Counter), Volume threshold, Label size.
Liquidity Concepts – Equal H&L scope, Liquidity prints, Buyside/Sellside zones (area or line), Sweep Area threshold.
How to Use It
Quick Start
Add the indicator to your chart → leave defaults.
For 0DTE / intraday use 1 – 5 min timeframes; for swing use 1H – 4H.
Turn on Color Candles to see bullish / bearish bias.
Enable Order Blocks (Show Last 5 – 10) and FVG (3 – 5) with Mitigation = Wick.
Activate SFP with Volume Threshold ≈ 0.5 – 1.0 and Trend-Following filter.
Core Workflows
Trend-Continuation Entry – Wait for CHoCH → BOS alignment → FVG mitigation or OB mid-line retest.
Reversal Entry – Opposing CHoCH + sweep (x) + fresh OB confirmation.
Liquidity Sweep Fade – Raid EQH/EQL + SFP (Counter-Trade) → target prior FVG or opposite OB.
0DTE / Index Checklist
Timeframe 1–5 min · Adjusted Points · mslen = 3–5.
OB Show Last = 5–10 · Mitigation = Wick · Hide Overlap = Recent.
FVG Show = 3–5 · Threshold = 0.1–0.3.
SFP Trend-Following for momentum, Counter-Trade for range.
Trade only after CHoCH → BOS alignment near OB / FVG.
Tips & Behavior
Confirmation / Repainting – Structure anchors confirm after right bars; no repaint once locked.
Performance – Reduce Window size, counts, and overlaps for speed.
Clutter Control – Hide Overlap, limit count, prefer mid-lines over fills.
Mitigation Choice – Wick (strict), Close (lenient), Avg (balanced).
Alerts – Not included by default (visual tool only).
Example Setups
Momentum Pullback – After BOS up, FVG fill + OB reclaim = entry.
Liquidity Sweep Fade – EQH raid + bear SFP = fade to prior FVG.
Breaker Flip – Mitigated OB turns breaker; trade retest.
Disclaimer
This indicator is for educational and analytical purposes only.
Not financial advice. Backtest and apply proper risk management before using live.
Tags
#SmartMoneyConcepts #OrderBlocks #BOS #CHoCH #FVG #Breakers #SFP #Liquidity #EQH #EQL #0DTE #SPX #MarketStructure #TrendViz #TradingView
T3 ATR [DCAUT]█ T3 ATR
📊 ORIGINALITY & INNOVATION
The T3 ATR indicator represents an important enhancement to the traditional Average True Range (ATR) indicator by incorporating the T3 (Tilson Triple Exponential Moving Average) smoothing algorithm. While standard ATR uses fixed RMA (Running Moving Average) smoothing, T3 ATR introduces a configurable volume factor parameter that allows traders to adjust the smoothing characteristics from highly responsive to heavily smoothed output.
This innovation addresses a fundamental limitation of traditional ATR: the inability to adapt smoothing behavior without changing the calculation period. With T3 ATR, traders can maintain a consistent ATR period while adjusting the responsiveness through the volume factor, making the indicator adaptable to different trading styles, market conditions, and timeframes through a single unified implementation.
The T3 algorithm's triple exponential smoothing with volume factor control provides improved signal quality by reducing noise while maintaining better responsiveness compared to traditional smoothing methods. This makes T3 ATR particularly valuable for traders who need to adapt their volatility measurement approach to varying market conditions without switching between multiple indicator configurations.
📐 MATHEMATICAL FOUNDATION
The T3 ATR calculation process involves two distinct stages:
Stage 1: True Range Calculation
The True Range (TR) is calculated using the standard formula:
TR = max(high - low, |high - close |, |low - close |)
This captures the greatest of the current bar's range, the gap from the previous close to the current high, or the gap from the previous close to the current low, providing a comprehensive measure of price movement that accounts for gaps and limit moves.
Stage 2: T3 Smoothing Application
The True Range values are then smoothed using the T3 algorithm, which applies six exponential moving averages in succession:
First Layer: e1 = EMA(TR, period), e2 = EMA(e1, period)
Second Layer: e3 = EMA(e2, period), e4 = EMA(e3, period)
Third Layer: e5 = EMA(e4, period), e6 = EMA(e5, period)
Final Calculation: T3 = c1×e6 + c2×e5 + c3×e4 + c4×e3
The coefficients (c1, c2, c3, c4) are derived from the volume factor (VF) parameter:
a = VF / 2
c1 = -a³
c2 = 3a² + 3a³
c3 = -6a² - 3a - 3a³
c4 = 1 + 3a + a³ + 3a²
The volume factor parameter (0.0 to 1.0) controls the weighting of these coefficients, directly affecting the balance between responsiveness and smoothness:
Lower VF values (approaching 0.0): Coefficients favor recent data, resulting in faster response to volatility changes with minimal lag but potentially more noise
Higher VF values (approaching 1.0): Coefficients distribute weight more evenly across the smoothing layers, producing smoother output with reduced noise but slightly increased lag
📊 COMPREHENSIVE SIGNAL ANALYSIS
Volatility Level Interpretation:
High Absolute Values: Indicate strong price movements and elevated market activity, suggesting larger position risks and wider stop-loss requirements, often associated with trending markets or significant news events
Low Absolute Values: Indicate subdued price movements and quiet market conditions, suggesting smaller position risks and tighter stop-loss opportunities, often associated with consolidation phases or low-volume periods
Rapid Increases: Sharp spikes in T3 ATR often signal the beginning of significant price moves or market regime changes, providing early warning of increased trading risk
Sustained High Levels: Extended periods of elevated T3 ATR indicate sustained trending conditions with persistent volatility, suitable for trend-following strategies
Sustained Low Levels: Extended periods of low T3 ATR indicate range-bound conditions with suppressed volatility, suitable for mean-reversion strategies
Volume Factor Impact on Signals:
Low VF Settings (0.0-0.3): Produce responsive signals that quickly capture volatility changes, suitable for short-term trading but may generate more frequent color changes during minor fluctuations
Medium VF Settings (0.4-0.7): Provide balanced signal quality with moderate responsiveness, filtering out minor noise while capturing significant volatility changes, suitable for swing trading
High VF Settings (0.8-1.0): Generate smooth, stable signals that filter out most noise and focus on major volatility trends, suitable for position trading and long-term analysis
🎯 STRATEGIC APPLICATIONS
Position Sizing Strategy:
Determine your risk per trade (e.g., 1% of account capital - adjust based on your risk tolerance and experience)
Decide your stop-loss distance multiplier (e.g., 2.0x T3 ATR - this varies by market and strategy, test different values)
Calculate stop-loss distance: Stop Distance = Multiplier × Current T3 ATR
Calculate position size: Position Size = (Account × Risk %) / Stop Distance
Example: $10,000 account, 1% risk, T3 ATR = 50 points, 2x multiplier → Position Size = ($10,000 × 0.01) / (2 × 50) = $100 / 100 points = 1 unit per point
Important: The ATR multiplier (1.5x - 3.0x) should be determined through backtesting for your specific instrument and strategy - using inappropriate multipliers may result in stops that are too tight (frequent stop-outs) or too wide (excessive losses)
Adjust the volume factor to match your trading style: lower VF for responsive stop distances in short-term trading, higher VF for stable stop distances in position trading
Dynamic Stop-Loss Placement:
Determine your risk tolerance multiplier (typically 1.5x to 3.0x T3 ATR)
For long positions: Set stop-loss at entry price minus (multiplier × current T3 ATR value)
For short positions: Set stop-loss at entry price plus (multiplier × current T3 ATR value)
Trail stop-losses by recalculating based on current T3 ATR as the trade progresses
Adjust the volume factor based on desired stop-loss stability: higher VF for less frequent adjustments, lower VF for more adaptive stops
Market Regime Identification:
Calculate a reference volatility level using a longer-period moving average of T3 ATR (e.g., 50-period SMA)
High Volatility Regime: Current T3 ATR significantly above reference (e.g., 120%+) - favor trend-following strategies, breakout trades, and wider targets
Normal Volatility Regime: Current T3 ATR near reference (e.g., 80-120%) - employ standard trading strategies appropriate for prevailing market structure
Low Volatility Regime: Current T3 ATR significantly below reference (e.g., <80%) - favor mean-reversion strategies, range trading, and prepare for potential volatility expansion
Monitor T3 ATR trend direction and compare current values to recent history to identify regime transitions early
Risk Management Implementation:
Establish your maximum portfolio heat (total risk across all positions, typically 2-6% of capital)
For each position: Calculate position size using the formula Position Size = (Account × Individual Risk %) / (ATR Multiplier × Current T3 ATR)
When T3 ATR increases: Position sizes automatically decrease (same risk %, larger stop distance = smaller position)
When T3 ATR decreases: Position sizes automatically increase (same risk %, smaller stop distance = larger position)
This approach maintains constant dollar risk per trade regardless of market volatility changes
Use consistent volume factor settings across all positions to ensure uniform risk measurement
📋 DETAILED PARAMETER CONFIGURATION
ATR Length Parameter:
Default Setting: 14 periods
This is the standard ATR calculation period established by Welles Wilder, providing balanced volatility measurement that captures both short-term fluctuations and medium-term trends across most markets and timeframes
Selection Principles:
Shorter periods increase sensitivity to recent volatility changes and respond faster to market shifts, but may produce less stable readings
Longer periods emphasize sustained volatility trends and filter out short-term noise, but respond more slowly to genuine regime changes
The optimal period depends on your holding time, trading frequency, and the typical volatility cycle of your instrument
Consider the timeframe you trade: Intraday traders typically use shorter periods, swing traders use intermediate periods, position traders use longer periods
Practical Approach:
Start with the default 14 periods and observe how well it captures volatility patterns relevant to your trading decisions
If ATR seems too reactive to minor price movements: Increase the period until volatility readings better reflect meaningful market changes
If ATR lags behind obvious volatility shifts that affect your trades: Decrease the period for faster response
Match the period roughly to your typical holding time - if you hold positions for N bars, consider ATR periods in a similar range
Test different periods using historical data for your specific instrument and strategy before committing to live trading
T3 Volume Factor Parameter:
Default Setting: 0.7
This setting provides a reasonable balance between responsiveness and smoothness for most market conditions and trading styles
Understanding the Volume Factor:
Lower values (closer to 0.0) reduce smoothing, allowing T3 ATR to respond more quickly to volatility changes but with less noise filtering
Higher values (closer to 1.0) increase smoothing, producing more stable readings that focus on sustained volatility trends but respond more slowly
The trade-off is between immediacy and stability - there is no universally optimal setting
Selection Principles:
Match to your decision speed: If you need to react quickly to volatility changes for entries/exits, use lower VF; if you're making longer-term risk assessments, use higher VF
Match to market character: Noisier, choppier markets may benefit from higher VF for clearer signals; cleaner trending markets may work well with lower VF for faster response
Match to your preference: Some traders prefer responsive indicators even with occasional false signals, others prefer stable indicators even with some delay
Practical Adjustment Guidelines:
Start with default 0.7 and observe how T3 ATR behavior aligns with your trading needs over multiple sessions
If readings seem too unstable or noisy for your decisions: Try increasing VF toward 0.9-1.0 for heavier smoothing
If the indicator lags too much behind volatility changes you care about: Try decreasing VF toward 0.3-0.5 for faster response
Make meaningful adjustments (0.2-0.3 changes) rather than small increments - subtle differences are often imperceptible in practice
Test adjustments in simulation or paper trading before applying to live positions
📈 PERFORMANCE ANALYSIS & COMPETITIVE ADVANTAGES
Responsiveness Characteristics:
The T3 smoothing algorithm provides improved responsiveness compared to traditional RMA smoothing used in standard ATR. The triple exponential design with volume factor control allows the indicator to respond more quickly to genuine volatility changes while maintaining the ability to filter noise through appropriate VF settings. This results in earlier detection of volatility regime changes compared to standard ATR, particularly valuable for risk management and position sizing adjustments.
Signal Stability:
Unlike simple smoothing methods that may produce erratic signals during transitional periods, T3 ATR's multi-layer exponential smoothing provides more stable signal progression. The volume factor parameter allows traders to tune signal stability to their preference, with higher VF settings producing remarkably smooth volatility profiles that help avoid overreaction to temporary market fluctuations.
Comparison with Standard ATR:
Adaptability: T3 ATR allows adjustment of smoothing characteristics through the volume factor without changing the ATR period, whereas standard ATR requires changing the period length to alter responsiveness, potentially affecting the fundamental volatility measurement
Lag Reduction: At lower volume factor settings, T3 ATR responds more quickly to volatility changes than standard ATR with equivalent periods, providing earlier signals for risk management adjustments
Noise Filtering: At higher volume factor settings, T3 ATR provides superior noise filtering compared to standard ATR, producing cleaner signals for long-term analysis without sacrificing volatility measurement accuracy
Flexibility: A single T3 ATR configuration can serve multiple trading styles by adjusting only the volume factor, while standard ATR typically requires multiple instances with different periods for different trading applications
Suitable Use Cases:
T3 ATR is well-suited for the following scenarios:
Dynamic Risk Management: When position sizing and stop-loss placement need to adapt quickly to changing volatility conditions
Multi-Style Trading: When a single volatility indicator must serve different trading approaches (day trading, swing trading, position trading)
Volatile Markets: When standard ATR produces too many false volatility signals during choppy conditions
Systematic Trading: When algorithmic systems require a single, configurable volatility input that can be optimized for different instruments
Market Regime Analysis: When clear identification of volatility expansion and contraction phases is critical for strategy selection
Known Limitations:
Like all technical indicators, T3 ATR has limitations that users should understand:
Historical Nature: T3 ATR is calculated from historical price data and cannot predict future volatility with certainty
Smoothing Trade-offs: The volume factor setting involves a trade-off between responsiveness and smoothness - no single setting is optimal for all market conditions
Extreme Events: During unprecedented market events or gaps, T3 ATR may not immediately reflect the full scope of volatility until sufficient data is processed
Relative Measurement: T3 ATR values are most meaningful in relative context (compared to recent history) rather than as absolute thresholds
Market Context Required: T3 ATR measures volatility magnitude but does not indicate price direction or trend quality - it should be used in conjunction with directional analysis
Performance Expectations:
T3 ATR is designed to help traders measure and adapt to changing market volatility conditions. When properly configured and applied:
It can help reduce position risk during volatile periods through appropriate position sizing
It can help identify optimal times for more aggressive position sizing during stable periods
It can improve stop-loss placement by adapting to current market conditions
It can assist in strategy selection by identifying volatility regimes
However, volatility measurement alone does not guarantee profitable trading. T3 ATR should be integrated into a comprehensive trading approach that includes directional analysis, proper risk management, and sound trading psychology.
USAGE NOTES
This indicator is designed for technical analysis and educational purposes. T3 ATR provides adaptive volatility measurement but has limitations and should not be used as the sole basis for trading decisions. The indicator measures historical volatility patterns, and past volatility characteristics do not guarantee future volatility behavior. Market conditions can change rapidly, and extreme events may produce volatility readings that fall outside historical norms.
Traders should combine T3 ATR with directional analysis tools, support/resistance analysis, and other technical indicators to form a complete trading strategy. Proper backtesting and forward testing with appropriate risk management is essential before applying T3 ATR-based strategies to live trading. The volume factor parameter should be optimized for specific instruments and trading styles through careful testing rather than assuming default settings are optimal for all applications.
RSI Bollinger Bands [DCAUT]█ RSI Bollinger Bands
📊 ORIGINALITY & INNOVATION
The RSI Bollinger Bands indicator represents a meaningful advancement in momentum analysis by combining two proven technical tools: the Relative Strength Index (RSI) and Bollinger Bands. This combination addresses a significant limitation in traditional RSI analysis - the use of fixed overbought/oversold thresholds (typically 70/30) that fail to adapt to changing market volatility conditions.
Core Innovation:
Rather than relying on static threshold levels, this indicator applies Bollinger Bands statistical analysis directly to RSI values, creating dynamic zones that automatically adjust based on recent momentum volatility. This approach helps reduce false signals during low volatility periods while remaining sensitive to genuine extremes during high volatility conditions.
Key Enhancements Over Traditional RSI:
Dynamic Thresholds: Overbought/oversold zones adapt to market conditions automatically, eliminating the need for manual threshold adjustments across different instruments and timeframes
Volatility Context: Band width provides immediate visual feedback about momentum volatility, helping traders distinguish between stable trends and erratic movements
Reduced False Signals: During ranging markets, narrower bands filter out minor RSI fluctuations that would trigger traditional fixed-threshold signals
Breakout Preparation: Band squeeze patterns (similar to price-based BB) signal potential momentum regime changes before they occur
Self-Referencing Analysis: By measuring RSI against its own statistical behavior rather than arbitrary levels, the indicator provides more relevant context
📐 MATHEMATICAL FOUNDATION
Two-Stage Calculation Process:
Stage 1: RSI Calculation
RSI = 100 - (100 / (1 + RS))
where RS = Average Gain / Average Loss over specified period
The RSI normalizes price momentum into a bounded 0-100 scale, making it ideal for statistical band analysis.
Stage 2: Bollinger Bands on RSI
Basis = MA(RSI, BB Length)
Upper Band = Basis + (StdDev(RSI, BB Length) × Multiplier)
Lower Band = Basis - (StdDev(RSI, BB Length) × Multiplier)
Band Width = Upper Band - Lower Band
The Bollinger Bands measure RSI's standard deviation from its own moving average, creating statistically-derived dynamic zones.
Statistical Interpretation:
Under normal distribution assumptions with default 2.0 multiplier, approximately 95% of RSI values should fall within the bands
Band touches represent statistically significant momentum extremes relative to recent behavior
Band width expansion indicates increasing momentum volatility (strengthening trend or increasing uncertainty)
Band width contraction signals momentum consolidation and potential regime change preparation
📊 COMPREHENSIVE SIGNAL ANALYSIS
Visual Color Signals:
This indicator features dynamic color fills that highlight extreme momentum conditions:
Green Fill (Above Upper Band):
Appears when RSI breaks above the upper band, indicating exceptionally strong bullish momentum
Represents dynamic overbought zone - not necessarily a reversal signal but a warning of extreme conditions
In strong uptrends, green fills can persist as RSI "rides the band" - this indicates sustained momentum strength
Exit of green zone (RSI falling back below upper band) often signals initial momentum weakening
Red Fill (Below Lower Band):
Appears when RSI breaks below the lower band, indicating exceptionally weak bearish momentum
Represents dynamic oversold zone - potential reversal or continuation signal depending on trend context
In strong downtrends, red fills can persist as RSI "rides the band" - this indicates sustained selling pressure
Exit of red zone (RSI rising back above lower band) often signals initial momentum recovery
Position-Based Signals:
Upper Band Interactions:
RSI Touching Upper Band: Dynamic overbought condition - momentum is extremely strong relative to recent volatility, potential exhaustion or continuation depending on trend context
RSI Riding Upper Band: Sustained strong momentum, often seen in powerful trends, not necessarily an immediate reversal signal but warrants monitoring for exhaustion
RSI Crossing Below Upper Band: Initial momentum weakening signal, particularly significant if accompanied by price divergence
Lower Band Interactions:
RSI Touching Lower Band: Dynamic oversold condition - momentum is extremely weak relative to recent volatility, potential reversal or continuation of downtrend
RSI Riding Lower Band: Sustained weak momentum, common in strong downtrends, monitor for potential exhaustion
RSI Crossing Above Lower Band: Initial momentum strengthening signal, early indication of potential reversal or consolidation
Basis Line Signals:
RSI Above Basis: Bullish momentum regime - upward pressure dominant
RSI Below Basis: Bearish momentum regime - downward pressure dominant
Basis Crossovers: Momentum regime shifts, more significant when accompanied by band width changes
RSI Oscillating Around Basis: Balanced momentum, often indicates ranging market conditions
Volatility-Based Signals:
Band Width Patterns:
Narrow Bands (Squeeze): Momentum volatility compression, often precedes significant directional moves, similar to price coiling patterns
Expanding Bands: Increasing momentum volatility, indicates trend acceleration or growing uncertainty
Narrowest Band in 100 Bars: Extreme compression alert, high probability of upcoming volatility expansion
Advanced Pattern Recognition:
Divergence Analysis:
Bullish Divergence: Price makes lower lows while RSI touches or stays above previous lower band touch, suggests downward momentum weakening
Bearish Divergence: Price makes higher highs while RSI touches or stays below previous upper band touch, suggests upward momentum weakening
Hidden Bullish: Price makes higher lows while RSI makes lower lows at the lower band, indicates strong underlying bullish momentum
Hidden Bearish: Price makes lower highs while RSI makes higher highs at the upper band, indicates strong underlying bearish momentum
Band Walk Patterns:
Upper Band Walk: RSI consistently touching or staying near upper band indicates exceptionally strong trend, wait for clear break below basis before considering reversal
Lower Band Walk: RSI consistently at lower band signals very weak momentum, requires break above basis for reversal confirmation
🎯 STRATEGIC APPLICATIONS
Strategy 1: Mean Reversion Trading
Setup Conditions:
Market Type: Ranging or choppy markets with no clear directional trend
Timeframe: Works best on lower timeframes (5m-1H) or during consolidation phases
Band Characteristic: Normal to narrow band width
Entry Rules:
Long Entry: RSI touches or crosses below lower band, wait for RSI to start rising back toward basis before entry
Short Entry: RSI touches or crosses above upper band, wait for RSI to start falling back toward basis before entry
Confirmation: Use price action confirmation (candlestick reversal patterns) at band touches
Exit Rules:
Target: RSI returns to basis line or opposite band
Stop Loss: Fixed percentage or below recent swing low/high
Time Stop: Exit if position not profitable within expected timeframe
Strategy 2: Trend Continuation Trading
Setup Conditions:
Market Type: Clear trending market with higher highs/lower lows
Timeframe: Medium to higher timeframes (1H-Daily)
Band Characteristic: Expanding or wide bands indicating strong momentum
Entry Rules:
Long Entry in Uptrend: Wait for RSI to pull back to basis line or slightly below, enter when RSI starts rising again
Short Entry in Downtrend: Wait for RSI to rally to basis line or slightly above, enter when RSI starts falling again
Avoid Counter-Trend: Do not fade RSI at bands during strong trends (band walk patterns)
Exit Rules:
Trailing Stop: Move stop to break-even when RSI reaches opposite band
Trend Break: Exit when RSI crosses basis against trend direction with conviction
Band Squeeze: Reduce position size when bands start narrowing significantly
Strategy 3: Breakout Preparation
Setup Conditions:
Market Type: Consolidating market after significant move or at key technical levels
Timeframe: Any timeframe, but longer timeframes provide more reliable breakouts
Band Characteristic: Narrowest band width in recent 100 bars (squeeze alert)
Preparation Phase:
Identify band squeeze condition (bands at multi-period narrowest point)
Monitor price action for consolidation patterns (triangles, rectangles, flags)
Prepare bracket orders for both directions
Wait for band expansion to begin
Entry Execution:
Breakout Confirmation: Enter in direction of RSI band breakout (RSI breaks above upper band or below lower band)
Price Confirmation: Ensure price also breaks corresponding technical level
Volume Confirmation: Look for volume expansion supporting the breakout
Risk Management:
Stop Loss: Place beyond consolidation pattern opposite extreme
Position Sizing: Use smaller size due to false breakout risk
Quick Exit: Exit immediately if RSI returns inside bands within 1-3 bars
Strategy 4: Multi-Timeframe Analysis
Timeframe Selection:
Higher Timeframe: Daily or 4H for trend context
Trading Timeframe: 1H or 15m for entry signals
Confirmation Timeframe: 5m or 1m for precise entry timing
Analysis Process:
Trend Identification: Check higher timeframe RSI position relative to bands, trade only in direction of higher timeframe momentum
Setup Formation: Wait for trading timeframe RSI to show pullback to basis in trending direction
Entry Timing: Use confirmation timeframe RSI band touch or crossover for precise entry
Alignment Confirmation: All timeframes should show RSI moving in same direction for highest probability setups
📋 DETAILED PARAMETER CONFIGURATION
RSI Source:
Close (Default): Standard price point, balances responsiveness and reliability
HL2: Reduces noise from intrabar volatility, provides smoother RSI values
HLC3 or OHLC4: Further smoothing for very choppy markets, slower to respond but more stable
Volume-Weighted: Consider using VWAP or volume-weighted prices for additional liquidity context
RSI Length Parameter:
Shorter Periods (5-10): More responsive but generates more signals, suitable for scalping or very active trading, higher noise level
Standard (14): Default and most widely used setting, proven balance between responsiveness and reliability, recommended starting point
Longer Periods (21-30): Smoother momentum measurement, fewer but potentially more reliable signals, better for swing trading or position trading
Optimization Note: Test across different market regimes, optimal length often varies by instrument volatility characteristics
RSI MA Type Parameter:
RMA (Default): Wilder's original smoothing method, provides traditional RSI behavior with balanced lag, most widely recognized and tested, recommended for standard technical analysis
EMA: Exponential smoothing gives more weight to recent values, faster response to momentum changes, suitable for active trading and trending markets, reduces lag compared to RMA
SMA: Simple average treats all periods equally, smoothest output with highest lag, best for filtering noise in choppy markets, useful for long-term position analysis
WMA: Weighted average emphasizes recent data less aggressively than EMA, middle ground between SMA and EMA characteristics, balanced responsiveness for swing trading
Advanced Options: Full access to 25+ moving average types including HMA (reduced lag), DEMA/TEMA (enhanced responsiveness), KAMA/FRAMA (adaptive behavior), T3 (smoothness), Kalman Filter (optimal estimation)
Selection Guide: RMA for traditional analysis and backtesting consistency, EMA for faster signals in trending markets, SMA for stability in ranging markets, adaptive types (KAMA/FRAMA) for varying volatility regimes
BB Length Parameter:
Short Length (10-15): Tighter bands that react quickly to RSI changes, more frequent band touches, suitable for active trading styles
Standard (20): Balanced approach providing meaningful statistical context without excessive lag
Long Length (30-50): Smoother bands that filter minor RSI fluctuations, captures only significant momentum extremes, fewer but higher quality signals
Relationship to RSI Length: Consider BB Length greater than RSI Length for cleaner signals
BB MA Type Parameter:
SMA (Default): Standard Bollinger Bands calculation using simple moving average for basis line, treats all periods equally, widely recognized and tested approach
EMA: Exponential smoothing for basis line gives more weight to recent RSI values, creates more responsive bands that adapt faster to momentum changes, suitable for trending markets
RMA: Wilder's smoothing provides consistent behavior aligned with traditional RSI when using RMA for both RSI and BB calculations
WMA: Weighted average for basis line balances recent emphasis with historical context, middle ground between SMA and EMA responsiveness
Advanced Options: Full access to 25+ moving average types for basis calculation, including HMA (reduced lag), DEMA/TEMA (enhanced responsiveness), KAMA/FRAMA (adaptive to volatility changes)
Selection Guide: SMA for standard Bollinger Bands behavior and backtesting consistency, EMA for faster band adaptation in dynamic markets, matching RSI MA type creates unified smoothing behavior
BB Multiplier Parameter:
Conservative (1.5-1.8): Tighter bands resulting in more frequent touches, useful in low volatility environments, higher signal frequency but potentially more false signals
Standard (2.0): Default setting representing approximately 95% confidence interval under normal distribution, widely accepted statistical threshold
Aggressive (2.5-3.0): Wider bands capturing only extreme momentum conditions, fewer but potentially more significant signals, reduces false signals in high volatility
Adaptive Approach: Consider adjusting multiplier based on instrument characteristics, lower multiplier for stable instruments, higher for volatile instruments
Parameter Optimization Workflow:
Start with default parameters (RSI:14, BB:20, Mult:2.0)
Test across representative sample period including different market regimes
Adjust RSI length based on desired responsiveness vs stability tradeoff
Tune BB length to match your typical holding period
Modify multiplier to achieve desired signal frequency
Validate on out-of-sample data to avoid overfitting
Document optimal parameters for different instruments and timeframes
Reference Levels Display:
Enabled (Default): Shows traditional 30/50/70 levels for comparison with dynamic bands, helps visualize the adaptive advantage
Disabled: Cleaner chart focusing purely on dynamic zones, reduces visual clutter for experienced users
Educational Value: Keeping reference levels visible helps understand how dynamic bands differ from fixed thresholds across varying market conditions
📈 PERFORMANCE ANALYSIS & COMPETITIVE ADVANTAGES
Comparison with Traditional RSI:
Fixed Threshold RSI Limitations:
In ranging low-volatility markets: RSI rarely reaches 70/30, missing tradable extremes
In trending high-volatility markets: RSI frequently breaks through 70/30, generating excessive false reversal signals
Across different instruments: Same thresholds applied to volatile crypto and stable forex pairs produce inconsistent results
Threshold Adjustment Problem: Manually changing thresholds for different conditions is subjective and lagging
RSI Bollinger Bands Advantages:
Automatic Adaptation: Bands adjust to current volatility regime without manual intervention
Consistent Logic: Same statistical approach works across different instruments and timeframes
Reduced False Signals: Band width filtering helps distinguish meaningful extremes from noise
Additional Information: Band width provides volatility context missing in standard RSI
Objective Extremes: Statistical basis (standard deviations) provides objective extreme definition
Comparison with Price-Based Bollinger Bands:
Price BB Characteristics:
Measures absolute price volatility
Affected by large price gaps and outliers
Band position relative to price not normalized
Difficult to compare across different price scales
RSI BB Advantages:
Normalized Scale: RSI's 0-100 bounds make band interpretation consistent across all instruments
Momentum Focus: Directly measures momentum extremes rather than price extremes
Reduced Gap Impact: RSI calculation smooths price gaps impact on band calculations
Comparable Analysis: Same RSI BB appearance across stocks, forex, crypto enables consistent strategy application
Performance Characteristics:
Signal Quality:
Higher Signal-to-Noise Ratio: Dynamic bands help filter RSI oscillations that don't represent meaningful extremes
Context-Aware Alerts: Band width provides volatility context helping traders adjust position sizing and stop placement
Reduced Whipsaws: During consolidations, narrower bands prevent premature signals from minor RSI movements
Responsiveness:
Adaptive Lag: Band calculation introduces some lag, but this lag is adaptive to current conditions rather than fixed
Faster Than Manual Adjustment: Automatic band adjustment is faster than trader's ability to manually modify thresholds
Balanced Approach: Combines RSI's inherent momentum lag with BB's statistical smoothing for stable yet responsive signals
Versatility:
Multi-Strategy Application: Supports both mean reversion (ranging markets) and trend continuation (trending markets) approaches
Universal Instrument Coverage: Works effectively across equities, forex, commodities, cryptocurrencies without parameter changes
Timeframe Agnostic: Same interpretation applies from 1-minute charts to monthly charts
Limitations and Considerations:
Known Limitations:
Dual Lag Effect: Combines RSI's momentum lag with BB's statistical lag, making it less suitable for very short-term scalping
Requires Volatility History: Needs sufficient bars for BB calculation, less effective immediately after major regime changes
Statistical Assumptions: Assumes RSI values are somewhat normally distributed, extreme trending conditions may violate this
Not a Standalone System: Like all indicators, should be combined with price action analysis and risk management
Optimal Use Cases:
Best for swing trading and position trading timeframes
Most effective in markets with alternating volatility regimes
Ideal for traders who use multiple instruments and timeframes
Suitable for systematic trading approaches requiring consistent logic
Suboptimal Conditions:
Very low timeframes (< 5 minutes) where lag becomes problematic
Instruments with extreme volatility spikes (gap-prone markets)
Markets in strong persistent trends where mean reversion rarely occurs
Periods immediately following major structural changes (new trading regime)
USAGE NOTES
This indicator is designed for technical analysis and educational purposes to help traders understand the interaction between momentum measurement and statistical volatility bands. The RSI Bollinger Bands has limitations and should not be used as the sole basis for trading decisions.
Important Considerations:
No Predictive Guarantee: Past band touches and patterns do not guarantee future price behavior
Market Regime Dependency: Indicator performance varies significantly between trending and ranging market conditions
Complementary Analysis Required: Should be used alongside price action, support/resistance levels, and fundamental analysis
Risk Management Essential: Always use proper position sizing, stop losses, and risk controls regardless of signal quality
Parameter Sensitivity: Different instruments and timeframes may require parameter optimization for optimal results
Continuous Monitoring: Band characteristics change with market conditions, requiring ongoing assessment
Recommended Supporting Analysis:
Price structure analysis (support/resistance, trend lines)
Volume confirmation for breakout signals
Multiple timeframe alignment
Market context awareness (news events, session times)
Correlation analysis with related instruments
The indicator aims to provide adaptive momentum analysis that adjusts to changing market volatility, but traders must apply sound judgment, proper risk management, and comprehensive market analysis in their decision-making process.
ICT Levels Breach Scanner (12M Timeframe)Detects and scans for breaches of key Inner Circle Trader (ICT) concepts on the yearly (12M) chart: Swing Lows (3-bar wick pivots), Rejection Blocks (3-bar body pivots), Fair Value Gaps (3-bar inefficiencies), and Volume Imbalances (bullish body gaps ≥0.15%, unmitigated).
Features:
Tracks active levels with arrays for real-time breach detection (price low below any level triggers alert).
Visuals: Blue solid lines (Swing Lows), orange dashed (Rejection Blocks), purple dotted (FVGs), green boxes (VIs)—all extending right.
Red triangle + bgcolor alert on breach bar; built-in alertcondition for notifications.
Optimized for Pine Screener: Filter stocks (e.g., US exchanges) showing symbols where price has traded below these levels on the latest 12M bar.
Usage: Apply to a 12M chart for viz, or add to Screener > Pine tab for multi-symbol scans. Customize gap % or add bearish variants via inputs. Ideal for spotting potential support in long-term trends.
ICT-inspired; test on liquid stocks like AAPL/TSLA. Not financial advice.
MACD Enhanced [DCAUT]█ MACD Enhanced
📊 ORIGINALITY & INNOVATION
The MACD Enhanced represents a significant improvement over traditional MACD implementations. While Gerald Appel's original MACD from the 1970s was limited to exponential moving averages (EMA), this enhanced version expands algorithmic options by supporting 21 different moving average calculations for both the main MACD line and signal line independently.
This improvement addresses an important limitation of traditional MACD: the inability to adapt the indicator's mathematical foundation to different market conditions. By allowing traders to select from algorithms ranging from simple moving averages (SMA) for stability to advanced adaptive filters like Kalman Filter for noise reduction, this implementation changes MACD from a fixed-algorithm tool into a flexible instrument that can be adjusted for specific market environments and trading strategies.
The enhanced histogram visualization system uses a four-color gradient that helps communicate momentum strength and direction more clearly than traditional single-color histograms.
📐 MATHEMATICAL FOUNDATION
The core calculation maintains the proven MACD formula: Fast MA(source, fastLength) - Slow MA(source, slowLength), but extends it with algorithmic flexibility. The signal line applies the selected smoothing algorithm to the MACD line over the specified signal period, while the histogram represents the difference between MACD and signal lines.
Available Algorithms:
The implementation supports a comprehensive spectrum of technical analysis algorithms:
Basic Averages: SMA (arithmetic mean), EMA (exponential weighting), RMA (Wilder's smoothing), WMA (linear weighting)
Advanced Averages: HMA (Hull's low-lag), VWMA (volume-weighted), ALMA (Arnaud Legoux adaptive)
Mathematical Filters: LSMA (least squares regression), DEMA (double exponential), TEMA (triple exponential), ZLEMA (zero-lag exponential)
Adaptive Systems: T3 (Tillson T3), FRAMA (fractal adaptive), KAMA (Kaufman adaptive), MCGINLEY_DYNAMIC (reactive to volatility)
Signal Processing: ULTIMATE_SMOOTHER (low-pass filter), LAGUERRE_FILTER (four-pole IIR), SUPER_SMOOTHER (two-pole Butterworth), KALMAN_FILTER (state-space estimation)
Specialized: TMA (triangular moving average), LAGUERRE_BINOMIAL_FILTER (binomial smoothing)
Each algorithm responds differently to price action, allowing traders to match the indicator's behavior to market characteristics: trending markets benefit from responsive algorithms like EMA or HMA, while ranging markets require stable algorithms like SMA or RMA.
📊 COMPREHENSIVE SIGNAL ANALYSIS
Histogram Interpretation:
Positive Values: Indicate bullish momentum when MACD line exceeds signal line, suggesting upward price pressure and potential buying opportunities
Negative Values: Reflect bearish momentum when MACD line falls below signal line, indicating downward pressure and potential selling opportunities
Zero Line Crosses: MACD crossing above zero suggests transition to bullish bias, while crossing below indicates bearish bias shift
Momentum Changes: Rising histogram (regardless of positive/negative) signals accelerating momentum in the current direction, while declining histogram warns of momentum deceleration
Advanced Signal Recognition:
Divergences: Price making new highs/lows while MACD fails to confirm often precedes trend reversals
Convergence Patterns: MACD line approaching signal line suggests impending crossover and potential trade setup
Histogram Peaks: Extreme histogram values often mark momentum exhaustion points and potential reversal zones
🎯 STRATEGIC APPLICATIONS
Comprehensive Trend Confirmation Strategies:
Primary Trend Validation Protocol:
Identify primary trend direction using higher timeframe (4H or Daily) MACD position relative to zero line
Confirm trend strength by analyzing histogram progression: consistent expansion indicates strong momentum, contraction suggests weakening
Use secondary confirmation from MACD line angle: steep angles (>45°) indicate strong trends, shallow angles suggest consolidation
Validate with price structure: trending markets show consistent higher highs/higher lows (uptrend) or lower highs/lower lows (downtrend)
Entry Timing Techniques:
Pullback Entries in Uptrends: Wait for MACD histogram to decline toward zero line without crossing, then enter on histogram expansion with MACD line still above zero
Breakout Confirmations: Use MACD line crossing above zero as confirmation of upward breakouts from consolidation patterns
Continuation Signals: Look for MACD line re-acceleration (steepening angle) after brief consolidation periods as trend continuation signals
Advanced Divergence Trading Systems:
Regular Divergence Recognition:
Bullish Regular Divergence: Price creates lower lows while MACD line forms higher lows. This pattern is traditionally considered a potential upward reversal signal, but should be combined with other confirmation signals
Bearish Regular Divergence: Price makes higher highs while MACD shows lower highs. This pattern is traditionally considered a potential downward reversal signal, but trading decisions should incorporate proper risk management
Hidden Divergence Strategies:
Bullish Hidden Divergence: Price shows higher lows while MACD displays lower lows, indicating trend continuation potential. Use for adding to existing long positions during pullbacks
Bearish Hidden Divergence: Price creates lower highs while MACD forms higher highs, suggesting downtrend continuation. Optimal for adding to short positions during bear market rallies
Multi-Timeframe Coordination Framework:
Three-Timeframe Analysis Structure:
Primary Timeframe (Daily): Determine overall market bias and major trend direction. Only trade in alignment with daily MACD direction
Secondary Timeframe (4H): Identify intermediate trend changes and major entry opportunities. Use for position sizing decisions
Execution Timeframe (1H): Precise entry and exit timing. Look for MACD line crossovers that align with higher timeframe bias
Timeframe Synchronization Rules:
Daily MACD above zero + 4H MACD rising = Strong uptrend context for long positions
Daily MACD below zero + 4H MACD declining = Strong downtrend context for short positions
Conflicting signals between timeframes = Wait for alignment or use smaller position sizes
1H MACD signals only valid when aligned with both higher timeframes
Algorithm Considerations by Market Type:
Trending Markets: Responsive algorithms like EMA, HMA may be considered, but effectiveness should be tested for specific market conditions
Volatile Markets: Noise-reducing algorithms like KALMAN_FILTER, SUPER_SMOOTHER may help reduce false signals, though results vary by market
Range-Bound Markets: Stability-focused algorithms like SMA, RMA may provide smoother signals, but individual testing is required
Short Timeframes: Low-lag algorithms like ZLEMA, T3 theoretically respond faster but may also increase noise
Important Note: All algorithm choices and parameter settings should be thoroughly backtested and validated based on specific trading strategies, market conditions, and individual risk tolerance. Different market environments and trading styles may require different configuration approaches.
📋 DETAILED PARAMETER CONFIGURATION
Comprehensive Source Selection Strategy:
Price Source Analysis and Optimization:
Close Price (Default): Most commonly used, reflects final market sentiment of each period. Best for end-of-day analysis, swing trading, daily/weekly timeframes. Advantages: widely accepted standard, good for backtesting comparisons. Disadvantages: ignores intraday price action, may miss important highs/lows
HL2 (High+Low)/2: Midpoint of the trading range, reduces impact of opening gaps and closing spikes. Best for volatile markets, gap-prone assets, forex markets. Calculation impact: smoother MACD signals, reduced noise from price spikes. Optimal when asset shows frequent gaps, high volatility during specific sessions
HLC3 (High+Low+Close)/3: Weighted average emphasizing the close while including range information. Best for balanced analysis, most asset classes, medium-term trading. Mathematical effect: 33% weight to high/low, 33% to close, provides compromise between close and HL2. Use when standard close is too noisy but HL2 is too smooth
OHLC4 (Open+High+Low+Close)/4: True average of all price points, most comprehensive view. Best for complete price representation, algorithmic trading, statistical analysis. Considerations: includes opening sentiment, smoothest of all options but potentially less responsive. Optimal for markets with significant opening moves, comprehensive trend analysis
Parameter Configuration Principles:
Important Note: Different moving average algorithms have distinct mathematical characteristics and response patterns. The same parameter settings may produce vastly different results when using different algorithms. When switching algorithms, parameter settings should be re-evaluated and tested for appropriateness.
Length Parameter Considerations:
Fast Length (Default 12): Shorter periods provide faster response but may increase noise and false signals, longer periods offer more stable signals but slower response, different algorithms respond differently to the same parameters and may require adjustment
Slow Length (Default 26): Should maintain a reasonable proportional relationship with fast length, different timeframes may require different parameter configurations, algorithm characteristics influence optimal length settings
Signal Length (Default 9): Shorter lengths produce more frequent crossovers but may increase false signals, longer lengths provide better signal confirmation but slower response, should be adjusted based on trading style and chosen algorithm characteristics
Comprehensive Algorithm Selection Framework:
MACD Line Algorithm Decision Matrix:
EMA (Standard Choice): Mathematical properties: exponential weighting, recent price emphasis. Best for general use, traditional MACD behavior, backtesting compatibility. Performance characteristics: good balance of speed and smoothness, widely understood behavior
SMA (Stability Focus): Equal weighting of all periods, maximum smoothness. Best for ranging markets, noise reduction, conservative trading. Trade-offs: slower signal generation, reduced sensitivity to recent price changes
HMA (Speed Optimized): Hull Moving Average, designed for reduced lag. Best for trending markets, quick reversals, active trading. Technical advantage: square root period weighting, faster trend detection. Caution: can be more sensitive to noise
KAMA (Adaptive): Kaufman Adaptive MA, adjusts smoothing based on market efficiency. Best for varying market conditions, algorithmic trading. Mechanism: fast smoothing in trends, slow smoothing in sideways markets. Complexity: requires understanding of efficiency ratio
Signal Line Algorithm Optimization Strategies:
Matching Strategy: Use same algorithm for both MACD and signal lines. Benefits: consistent mathematical properties, predictable behavior. Best when backtesting historical strategies, maintaining traditional MACD characteristics
Contrast Strategy: Use different algorithms for optimization. Common combinations: MACD=EMA, Signal=SMA for smoother crossovers, MACD=HMA, Signal=RMA for balanced speed/stability, Advanced: MACD=KAMA, Signal=T3 for adaptive behavior with smooth signals
Market Regime Adaptation: Trending markets: both fast algorithms (EMA/HMA), Volatile markets: MACD=KALMAN_FILTER, Signal=SUPER_SMOOTHER, Range-bound: both slow algorithms (SMA/RMA)
Parameter Sensitivity Considerations:
Impact of Parameter Changes:
Length Parameter Sensitivity: Small parameter adjustments can significantly affect signal timing, while larger adjustments may fundamentally change indicator behavior characteristics
Algorithm Sensitivity: Different algorithms produce different signal characteristics. Thoroughly test the impact on your trading strategy before switching algorithms
Combined Effects: Changing multiple parameters simultaneously can create unexpected effects. Recommendation: adjust parameters one at a time and thoroughly test each change
📈 PERFORMANCE ANALYSIS & COMPETITIVE ADVANTAGES
Response Characteristics by Algorithm:
Fastest Response: ZLEMA, HMA, T3 - minimal lag but higher noise
Balanced Performance: EMA, DEMA, TEMA - good trade-off between speed and stability
Highest Stability: SMA, RMA, TMA - reduced noise but increased lag
Adaptive Behavior: KAMA, FRAMA, MCGINLEY_DYNAMIC - automatically adjust to market conditions
Noise Filtering Capabilities:
Advanced algorithms like KALMAN_FILTER and SUPER_SMOOTHER help reduce false signals compared to traditional EMA-based MACD. Noise-reducing algorithms can provide more stable signals in volatile market conditions, though results will vary based on market conditions and parameter settings.
Market Condition Adaptability:
Unlike fixed-algorithm MACD, this enhanced version allows real-time optimization. Trending markets benefit from responsive algorithms (EMA, HMA), while ranging markets perform better with stable algorithms (SMA, RMA). The ability to switch algorithms without changing indicators provides greater flexibility.
Comparative Performance vs Traditional MACD:
Algorithm Flexibility: 21 algorithms vs 1 fixed EMA
Signal Quality: Reduced false signals through noise filtering algorithms
Market Adaptability: Optimizable for any market condition vs fixed behavior
Customization Options: Independent algorithm selection for MACD and signal lines vs forced matching
Professional Features: Advanced color coding, multiple alert conditions, comprehensive parameter control
USAGE NOTES
This indicator is designed for technical analysis and educational purposes. Like all technical indicators, it has limitations and should not be used as the sole basis for trading decisions. Algorithm performance varies with market conditions, and past characteristics do not guarantee future results. Always combine with proper risk management and thorough strategy testing.
Larry Williams Oops StrategyThis strategy is a modern take on Larry Williams’ classic Oops setup. It trades intraday while referencing daily bars to detect opening gaps and align entries with the prior day’s direction. Risk is managed with day-based stops, and—unlike the original—all positions are closed at the end of the session (or at the last bar’s close), not at a fixed profit target or the first profitable open.
Entry Rules
Long setup (bullish reversion): Today opens below yesterday’s low (down gap) and yesterday’s candle was bearish. Place a buy stop at yesterday’s low + Filter (ticks).
Short setup (bearish reversion): Today opens above yesterday’s high (up gap) and yesterday’s candle was bullish. Place a sell stop at yesterday’s high − Filter (ticks).
Longs are only taken on down-gap days; shorts only on up-gap days.
Protective Stop
If long, stop loss trails the current day’s low.
If short, stop loss trails the current day’s high.
Exit Logic
Positions are force-closed at the end of the session (in the last bar), ensuring no overnight exposure. There is no take-profit; only stop loss or end-of-day flat.
Notes
This strategy is designed for intraday charts (minutes/seconds) using daily data for gaps and prior-day direction.
Longs/shorts can be enabled or disabled independently.
Structure Pro+ 2.4 Structure Pro+ 2.4
Summary
Structure Pro+ 2.4 is a comprehensive, all-in-one indicator designed for traders who utilize Smart Money Concepts (SMC). It automates the detection of key market structure events, identifies high-probability trade signals, and incorporates time-based filters to focus on the most volatile trading sessions, helping you make informed decisions with precision and clarity.
This suite goes beyond simple lines on a chart by integrating Market Structure, Fair Value Gaps (FVGs), and institutional trading sessions into a single, powerful tool.
Core Features
📈 Automatic Market Structure
Break of Structure (BOS) & Change of Character (CHoCH): The indicator automatically identifies and labels significant breaks in market structure, allowing you to instantly recognize trend continuations (BOS) or potential reversals (CHoCH).
Customizable Pivot Detection: Fine-tune the sensitivity of the structure detection by adjusting the Left Bars and Right Bars settings to match your trading style and timeframe, from scalping to swing trading.
🎯 High-Probability Breakout Signals
Receive clear BUY and SELL signals based on a powerful confluence of events. A signal only appears when:
A BOS or CHoCH is confirmed.
The breakout move is validated by the creation of a recent Fair Value Gap (FVG), indicating strong momentum.
The signal occurs within a valid, high-volatility time session.
The breakout is confirmed on a closed candle to prevent fakeouts.
🔍 Key Liquidity & Imbalance Zones
Fair Value Gaps (FVGs): Automatically detects and displays FVG (Imbalance) zones on your chart, highlighting key areas of interest where the price may return.
Order Blocks (OBs): Optionally display the last order block before a structural break. The length of the OB box can be customized to keep your chart clean.
🕒 Time-Based Session Filters (Killzones)
Timing is everything. Structure Pro+ 2.4 provides fully customizable time filters to ensure you are only trading in optimal market conditions.
ICT Macro Sessions: Enable and customize standard ICT Macro "Killzone" sessions, which are displayed visually on your chart.
NASDAQ Open Session: A dedicated, customizable session filter for the high-volatility NASDAQ open.
Timezone Synchronization: Set your preferred timezone (America/New_York by default) to align all sessions perfectly, no matter where you are in the world.
⚙️ Full Customization & Alerts
Visuals: Take complete control over the look and feel of the indicator, including colors, line styles, and label sizes.
Alert System: A comprehensive alert system allows you to get notified for every key event:
Signal (BUY/SELL)
BOS or CHoCH
BOS/CHoCH with FVG Confluence
Start of a Macro Session
How to Use
Identify the Trend: Use the automatically plotted BOS and CHoCH labels to determine the current market bias on your chosen timeframe. An uptrend is defined by a series of bullish BOS, while a downtrend is defined by bearish BOS. A CHoCH signals a potential shift in this bias.
Wait for a Signal in a Valid Session: Be patient and wait for a BUY or SELL signal to appear on your chart. Ensure the signal occurs within one of the active, visually-drawn time sessions (Macros or NASDAQ Open) for the highest probability.
Confirm and Manage Risk: Use the signal as a primary point of confluence in your trading plan. For best results, combine it with your own analysis. Always practice proper risk management by setting a stop loss, typically below the low of the swing that caused a BUY signal or above the high of the swing that caused a SELL signal.
Disclaimer: This indicator is a tool designed to assist in trade analysis and should not be considered as financial advice. Trading involves substantial risk, and past performance is not indicative of future results. Always conduct your own research and risk assessment before entering any trade.
GRG/RGR Signal, MA, Ranges and PivotsThis indicator is a combination of several indicators.
It is a combination of two of my indicators which I solely use for trading
1. EMA 10-20-50-200, Pivots and Previous Day/Week/Month range
2. 3/4-Bar GRG / RGR Pattern (Conditional 4th Candle)
You can use them individually if you already have some of them or just use this one. Belive me when I say, this is all you need, along with market structure knowlege and even if you don’t have that, this indicator has been doing wonders for me. This is all I use. I do not use anything else.
**Note - Do checkout the indicators individually as I have added valuable information in the comment section.
It contains the following,
1. 10 EMA/SMA - configurable
2. 20 EMA/SMA - configurable
3. 50 EMA/SMA - configurable
4. 200 EMA/SMA - configurable
5. Previous Day's Range - configurable
6. Previous Week's Range - configurable
7. Previous Month's Range - configurable
8. Pivots - configurable
9. Buy Sell Signal - configurable
The Moving Averages
It is a very important combination and using it correctly with price action will strengthen your entries and exits.
The ema's or sma's added are the most powerful ones and they do definitely act as support and resistance.
The Daily/Weekly/Monthly Ranges
The Daily/Weekly/Monthly ranges are extremely important for any trader and should be used for targets and reversals.
Pivots
Pivots can provide support and resistance level. R5 and S5 can be used to check for over stretched conditions. You can customise them however you like. It is a full pivot indicator.
It is defaulted to show R5 and S5 only to reduce noise in the chart but it can be customised.
The 3/4 RGR or GRG Signal Generator
Combined with a 3/4 RGR or GRG setup can be all a trader needs.
You don't need complex strategies and SMC concepts to trade. Simple EMAs, ranges and RGR/GRG setup is the most winning combination.
This indicator can be used to identify the Green-Red-Green or Red-Green-Red pattern.
It is a price action indicator where a price action which identifies the defeat of buyers and sellers.
If the buyers comprehensively defeat the sellers then the price moves up and if the sellers defeat the buyers then the price moves down.
In my trading experience this is what defines the price movement.
It is a 3 or 4 candle pattern, beyond that i.e, 5 or more candles could mean a very sideways market and unnecessary signal generation.
How does it work?
Upside/Green signal
1. Say candle 1 is Green, which means buyers stepped in, then candle 2 is Red or a Doji, that means sellers brought the price down. Then if candle 3 is forming to be Green and breaks the closing of the 1st candle and opening of the 2nd candle, then a green arrow will appear and that is the place where you want to take your trade.
2. Here the buyers defeated the sellers.
3. Sometimes candle 3 falls short but candle 4 breaks candle 1's closing and candle 2's opening price. We can enter on candle 4.
4. Important - We need to enter the trade as soon as the price moves above the candle 1 and 2's body and should not wait for the 3rd or 4th candle to close. Ignore wicks.
5. But for a more optimised entry I have added an option to use candle’s highs and lows instead of open and close. This reduces lot of noise and provides us with more precise entry. This setting is turned on by default.
6. I have restricted it to 4 candles and that is all that is needed. More than that is a longer sideways market.
7. I call it the +-+ or GRG pattern or Green-Red-Green or Buyer-Seller-Buyer or Seller defeated or just Buyer pattern.
8. Stop loss can be candle 2's mid for safe traders (that includes me) or candle 2's body low for risky traders.
9. Back testing suggests that body low will be useless and result in more points in loss because for the bigger move this point will not be touched, so why not get out faster.
Downside/Red signal
1. Say candle 1 is Red, which means sellers stepped in, then candle 2 is Green or a Doji, that means buyers took the price up. Then if candle 3 is forming to be Red and breaks the closing of the 1st candle and opening of the 2nd candle then a Red arrow will appear and that is the place where you want to take your trade.
2. Sometimes candle 3 falls short but candle 4 breaks candle 1's closing and candle 2's opening price. We can enter on candle 4.
3. We need to enter the trade as soon as the price moves below the candle 1 and 2's body and should not wait for the 3rd or 4th candle to close.
4. But for a more optimised entry I have added an option to use candle’s highs and lows instead of open and close. This reduces lot of noise and provides us with more precise entry. This setting is turned on by default.
5. I have restricted it to 4 candles and that is all that is needed. More than that is a longer sideways market.
6. I call it the -+- or RGR pattern or Red-Green-Red or Seller-Buyer-Seller or Buyer defeated or just Seller pattern.
7. Stop loss can be candle 2's mid for safe traders ( that includes me) or candle 2's body high for risky traders.
8. Back testing suggests that body high will be useless and result in more points in loss because for the bigger move this point will not be touched, so why not get out faster.
Combining Indicators and Signal
Combining these indicators with GRG/RGR signal can be very powerful and can provide big moves.
1. MA crossover and Signal - This is very powerful and provides a very big move. Trades can be held for longer. If after taking the trade we notice that the MA crossover has happened then trades can be held for higher targets.
2. Pivots and Signal - Pivots and add a support or resistance point. Take profits on these points. R5/S5 are over streched conditions so we can start looking for reversal signals and ignore other signals
3. Intraday Range - first 1, 5, 15 min of the day - Sideways days is when price will stay in these ranges. You can take profits at these ranges or if the range is broken and we get a signal, then it can mean that the direction will be sustained.
4. Previous Day/Week/Month Ranges - These can be used as Take Profit points if the price is moving towards them after getting the signal. If the range is broken and we get a signal then it can be a strong signal. They can also be used as reversal points if a strong signal is generated.
Important Settings
1. Include 4th Candle Confirmation - You can enable or disable the 4th candle signal to avoid the noise, but at times I have noticed that the 4th candle gives a very strong signal or I can say that the strong signal falls on the 4th candle. This is mostly a coincidence.
2. Bars to check (default 10) - You can also configure how many previous bars should the signal be generated for. 10 to 30 is good enough. To backtest increase it to 2000 or 5000 for example.
3. Use Candle High/Low for confirmation instead of Candle Open/Close - More optimized entry and noise reduction. This option is now defaulted to false.
4. Show Green-Red-Green (bull) signals - Show only bull entries. Useful when I have a predefined view i.e, I know market is going to go up today.
5. Show Red-Green-Red (bear) signals - Show only bear entries. Useful when I have a predefined view i.e, I know market is going to go down today.
6. 3rd candle should be a Strong candle before considering 4th candle - This will enforce additional logic in 4 candle setup that the 3rd candle is the candle in our direction of breakout. This means something like GRGG is mandatory, which is still the default behaviour. If disabled, the 3rd candle can be any candle and 4th candle will act as our breakout candle. This behaviour has led to breakouts and breakdowns as times, hence I added this as a separate feature. Vice-versa for a RGGR.
For a 4 candle setup till now we were expecting GRGG or RGRR but we can let the system ignore the 3rd candle completely if needed.
This will result in additional signals.
7. Three intraday ranges added for index and stock traders - 1 min, 5 min and 15 min ranges will be displayed. These are disabled by default except 15 min. These are very important ranges and in sideways days the price will usually move within the 15 min. A breakout of this range and a positive signal can be a very powerful setup.
Safe traders can avoid taking a trade in this range as it can lead to fakeouts.
The line style, width, color and opacity are configurable.
Pointers/Golden Rules
1. If after taking the trade, the next candle moves in your direction and closes strong bullish or bearish, then move SL to break even and after that you can trail it.
2. If a upside trade hits SL and immediately a down side trade signal is generated on the next candle then take it. Vice versa is true.
3. Trades need to be taken on previous 2 candle's body high or low combined and not the wicks.
4. The most losses a trader takes is on a sideways day and because in our strategy the stop loss is so small that even on a sideways day we'll get out with a little profit or worst break even.
5. Hold trades for longer targets and don't panic.
6. If last 3-4 days have been sideways then there is a good probability that today will be trending so we can hold our trade for longer targets. Inverse is true when the market has been trending for 2-3 days then volatility followed by sideways is coming (DOW theory). Target to hold the trade for whole day and not exit till the day closes.
7. In general avoid trading in the middle of the day for index and stocks. Divide the day into 3 parts and avoid the middle.
8. Use Support/Resistance, 10, 20, 50, 200 EMA/SMA, Gaps, Whole/Round numbers(very imp) for identifying targets.
9. Trail your SL.
10. For indexes I would use 5 min and 15 min timeframe and at times 10 mins.
11. For commodities and crypto we can use higher timeframe as well. Look for signals during volatile time durations and avoid trading the whole day. Signal usually gives good targets on those times.
12. If a GRG or RGR pattern appears on a daily timeframe then this is our time to go big.
13. Minimum Risk to Reward should be 1:2 and for longer targets can be 1:4 to 1:10.
14. Trade with small lot size. Money management will happen automatically.
15. With small lot size and correct Risk-Reward we can be very profitable. Don't trade with big lot size.
16. Stay in the market for longer and collect points not money.
17. Very imp - Watch market and learn to generate a market view.
18. Very imp - Only 3 type of candles are needed in trading -
Strong Bullish (Big Green candle), Strong Bearish (Big Red candle),
Hammer (it is Strong Bullish), Inverse Hammer (it is Strong Bearish)
and Doji (indecision or confusion).
If on daily timeframe I see Strong Bullish candle previous day then I am biased to the upside the next day, if I see Strong Bearish candle the previous day then I am biased to the downside the next day, if I see Doji on the previous day then I am cautious the next day, if there are back to back Dojis forming in daily or weekly then I am preparing for big move so time to go big once I get the signal.
19. Most Important Candlestick pattern - Bullish and Bearish Engulfing
20. The only Chart patterns I need -
a) Falling Wedge/Channel Bullish Pattern Uptrend or Bull Flag - Buying - Forming over a couple days for intraday and forming over a couple of weeks for swing
b) Falling Wedge/Channel Bullish Pattern Downtrend or Falling Channel - Buying
c) Rising Wedge Bearish Pattern Uptrend or Rising Channel - Selling
d) Rising Wedge Bearish Pattern Downtrend or Bear flag - Selling
e) Head and Shoulder - Over a longer period not for intraday. In 15 min takes few days and for swing 1hr or 4h or daily can take few days
f) M and W pattern - Reversal Patterns - They form within the above 4 patterns, usually resulting in the break of trend line
21. How Gaps work -
a) Small Gap up in Uptrend - Market can fill the gap and reverse. The perception is that people are buying. If previous day candle was Strong Bullish then market view is up.
b) Big Gap up in Uptrend - Not news driven - Profit booking will come but may not fill the entire gap
c) Big Gap up in Uptrend - News driven, war related, tax, interest rate - Market can keep going up without stopping.
c) Flat opening in Uptrend - Big chance of market going up. If previous day candle was Strong Bullish then view is upwards, if it was Doji then still upwards.
d) Gap down in Uptrend - Market is surprised. After going down initially it can go up
e) Small Gap down in Downtrend - Market can fill the gap and keep moving down. If previous day candle was Strong Bearish then view is still down.
f) Flat opening in Downtrend - View is down, short today.
g) Big Gap down in Downtrend - Profit booking and foolish buying will come but market view is still down.
h) Gap down with News - Volatility, sideways then down.
i) Gap Up in Downtrend - Can move up - Price can move up during 2/3rd of the day and End of the day revert and close in red.
22. Go big on bearish days for option traders. Puts are better bought and Calls are better sold.
23. Cluster of green signals can lead to bigger move on the upside and vice versa for red signals.
24. Most of this is what I learned from successful traders (from the top 2%) only the indicator is mine.
ULTIMATE Smart Trading Pro 🔥
## 🇬🇧 ENGLISH
### 📊 The Most Complete All-in-One Trading Indicator
**ULTIMATE Smart Trading Pro** combines the best technical analysis tools and Smart Money Concepts into a single powerful and intelligent indicator. Designed for serious traders who want a real edge in the markets.
---
### ✨ KEY FEATURES
#### 💰 **SMART MONEY CONCEPTS**
- **Order Blocks**: Automatically detects institutional zones where "smart money" enters positions
- **Break of Structure (BOS)**: Identifies structure breaks to confirm trend changes
- **Liquidity Zones**: Spots equal highs/lows areas where institutions hunt stops
- **Market Structure**: Visually displays bullish (green background) or bearish (red background) structure
#### 📈 **ADVANCED TECHNICAL INDICATORS**
- **RSI with Auto Divergences**: Classic RSI + automatic detection of bullish and bearish divergences
- **MACD with Signals**: Identifies bullish and bearish crossovers in real-time
- **Dynamic Support & Resistance**: Adaptive zones with intelligent scoring based on volume, multiple touches, and ATR
- **Fair Value Gaps (FVG)**: Detects unfilled price gaps (imbalance zones)
#### 📐 **AUTOMATIC TOOLS**
- **Auto Fibonacci**: Automatically calculates Fibonacci retracement levels on the last major trend
- **Pivot Points**: Daily, Weekly, or Monthly pivot points (PP, R1, R2, S1, S2)
- **Pattern Finder**: Automatically detects candlestick patterns (Hammer, Shooting Star, Engulfing, Morning/Evening Star) and chart patterns (Double Top/Bottom)
---
### 🎯 HOW TO USE IT
#### Quick Setup:
1. **Add the indicator** to your chart
2. **Open Settings** and enable/disable modules as needed
3. **Adjust parameters** for your trading style (scalping, swing, day trading)
#### Optimal Trading Setup:
🔥 **ULTRA STRONG Signal** when you have:
- An institutional **Order Block**
- Aligned with a **Support/Resistance** tested 3+ times
- An unfilled **FVG** nearby
- An **RSI divergence** confirming the reversal
- On a key **Fibonacci** level (50%, 61.8%, or 78.6%)
- Favorable market structure (green background for buys, red for sells)
---
### 💡 UNIQUE ADVANTAGES
✅ **Adaptive Intelligence**: Automatically adjusts to market volatility (ATR)
✅ **Volume Filters**: Validates important levels with volume confirmation
✅ **Multi-Timeframe Ready**: Works on all timeframes (1m to 1M)
✅ **Complete Alerts**: Notifications for all important signals
✅ **Clear Interface**: Emojis and colored labels for quick identification
✅ **Intelligent Scoring**: Levels ranked by importance (🔴🔴🔴 = very strong)
✅ **100% Customizable**: Enable only what you need
---
### 🎨 SYMBOL LEGEND
**Smart Money:**
- 🟢 OB = Bullish Order Block
- 🔴 OB = Bearish Order Block
- BOS ↑/↓ = Break of Structure
- 💧 LIQ = Liquidity Zone
**Candlestick Patterns:**
- 🔨 = Hammer (bullish signal)
- ⭐ = Shooting Star (bearish signal)
- 📈 = Bullish Engulfing
- 📉 = Bearish Engulfing
- 🌅 = Morning Star (bullish reversal)
- 🌆 = Evening Star (bearish reversal)
**Indicators:**
- 🚀 MACD ↑ = Bullish crossover
- 📉 MACD ↓ = Bearish crossover
- ⚠️ DIV = Bearish RSI divergence
- ✅ DIV = Bullish RSI divergence
**Support & Resistance:**
- 🟢/🔴 S1, R1 = Support/Resistance
- 🟢🟢🟢/🔴🔴🔴 = VERY strong level (3+ touches)
- (×N) = Number of times touched
---
### ⚙️ RECOMMENDED SETTINGS
**For Scalping (1m - 5m):**
- SR Lookback: 15
- Structure Strength: 3
- RSI: 14
- Volume Filter: ON
**For Day Trading (15m - 1H):**
- SR Lookback: 20
- Structure Strength: 5
- RSI: 14
- All filters: ON
**For Swing Trading (4H - Daily):**
- SR Lookback: 30
- Structure Strength: 7
- Pattern Lookback: 100
- Fibonacci: ON
---
### 🚨 DISCLAIMER
This indicator is a decision support tool. It does not guarantee profits and does not constitute financial advice. Always test on a demo account before real use. Trading involves significant risks.
---
## 📞 SUPPORT & UPDATES
For questions, suggestions, or bug reports, please comment below or contact the author.
**Version:** 1.0
**Last Updated:** October 2025
**Compatible:** TradingView Pine Script v6
---
### 🌟 If you find this indicator useful, please give it a 👍 and share it with other traders!
**Happy Trading! 🚀📈**
HPZ — 4H Sell Zones (Ultra High Quality)Only finds sell setups.
Only shows overlaps between 4H Fair Value Gaps and Bearish Order Blocks.
Filters out small gaps or candles with too little momentum.
Displays a red box(HPZ) only when overlap is valid.
Optionally shows a “HPZ sell” label when price enters the zone.
Includes tiny swing markers for visual reference.
HPZ — 4H Buy Zones (Ultra High Quality)Only finds BUY setups.
Only shows overlaps between 4H Fair Value Gaps and Bullish Order Blocks.
Filters out small gaps or candles with too little momentum.
Displays a green box (HPZ) only when overlap is valid.
Optionally shows a “HPZ BUY” label when price enters the zone.
Includes tiny swing markers for visual reference.
OneHolo-TGAPSNRTGAPSNR: Multi time frame - Trend Gap Stop And Reverse strategy/Study PnL. This script outlines a systematic approach to generating buy and sell signals by combining Fair Value Gaps (FVGs), specific market structures, and three different trend direction methods (Swing, Gravity, and FVG Inverse direction). The strategy incorporates multiple entry modes, such as Hyper Mode, Swiper Mode, and a Custom mode, allowing users to tailor signal conditions, alongside extensive logic for trade management, higher time frame analysis, and various visual indicators for plotting trend, pivots, and profit and loss information.
I. Core Trend Direction Consensus (The Three-Pillar System)
The primary method for determining market bias is a three-pillar consensus model, requiring all directional methods to align before the overall Trend Direction is established (up or down). This ensures high conviction for trend signals.
• Pillar 1: Swing Direction: Determines market direction based on classic price action, specifically checking for continuous higher highs and higher lows for an upward bias, or lower lows and lower highs for a downward bias.
• Pillar 2: Gravity Direction (Peak and Valley): This uses specific market structure pivots. Direction is set based on whether the close price successfully crosses the established recent Peak High (indicating upward momentum) or crosses under the recent Valley Low (indicating downward pressure).
• Pillar 3: FVG Inverse Direction: This relies on Fair Value Gaps (FVGs), defined as a gap between the current bar's price and the price two bars prior. Direction shifts occur when the Close price crosses the midpoint of the last relevant FVG. For instance, crossing above the midpoint of the last FVG Down signals a potential inverse long trade.
II. Flexible Signal Generation Modes
The strategy offers several pre-configured and highly detailed entry modes, plus a powerful Custom Mode:
• Session Open Range Break (ORB) Mode: Uses the high/low of the session's first bar to generate initial signals, then defaults to the Three-Pillar Trend Direction after the ORB session concludes.
• Swiper Mode: Designed to identify continuations, combining a confirmed Trend Direction with a Stop and Reverse signal (SnR) while actively avoiding confirmed pivot breaks.
• Hyper/Aggressive Modes: These modes use broad combinations of signals, allowing for earlier entry based on momentum and structural breaks (like PeakCrossLong, SnRtrapLong, or FVG signals).
• Custom Query Mode (The Seven-Slot Logic): This non-redundant system allows the user to define complex, tailored entry conditions by selecting any combination of 14 core patterns across seven distinct slots.
◦ AND/OR Combination: For each of the seven slots, the user determines if the chosen pattern must be met (AND component) or if it can serve as an alternative trigger (OR component).
◦ The final signal requires that all configured AND conditions are true and then integrates the result of the OR conditions, allowing for highly specific "hook queries" (e.g., "Condition A AND Condition B, OR Condition C").
III. Advanced PnL and Mobile App Diagnostics
A key proprietary element is the implementation of a dual PnL system and customized visualization features:
• Dual PnL Display (Strategy PnL vs. Study PnL): Users can choose to view either the native platform's strategy performance data or the script's internal, proprietary Study PnL. The Study PnL calculates profits/losses based strictly on the close price and tracks performance using Pine Script® arrays, providing a transparent, diagnostic view of performance independent of broker/platform simulation biases.
• Lower Panel Visualization: Both PnL types are displayed on the lower panel using detailed bar plots (style=plot.style_columns), which color according to profitability, and include labels that show current open profit and total net profit.
• Detailed Trade Labels: The script generates detailed, customizable labels on both the chart (above/below bars) and the lower PnL panel, providing historical PnL, number of trades, and real-time profit information for each entry or exit.
IV. Higher Time Frame (HTF) Context and Lookahead Prevention
The strategy integrates multi-time frame analysis using strict methodology to prevent lookahead bias:
• HTF Bias Filtering: When enabled, the strategy uses the position calculated on a user-defined higher time frame (HTF) as a mandatory filter. A long signal on the current chart is only executed if the HTF is also in a long position, and vice-versa.
• Lookahead Prevention: To maintain integrity, all HTF data requests use a mandatory lookback index (often ) to ensure the script only accesses confirmed data from the prior completed bar on the higher timeframe.
• HTF Visual Mode: The user can opt to display key structural elements—such as the Gravity Pivots and the Trend Direction blocks—as calculated on the HTF, overlaying this higher-level context onto the current chart for visual analysis.
The TGAPSNR: Multi time frame - Trend Gap Stop And Reverse strategy/Study PnL script, despite its complexity, intentionally excludes realistic considerations such as fees, slippage, and explicit risk management settings (like fixed stop-loss or take-profit rules) from its primary logic.
Here is an explanation of why these elements are omitted in the strategy's current implementation and why they must be applied by the user for real-world application, drawing on the context of the sources:
1. Absence of Realistic Fees, Commissions, and Slippage
The primary function of the TGAPSNR script is to execute intricate signal generation and diagnostic PnL calculation based on its three-pillar trend system and Custom Mode logic.
However, the strategy's backtesting results, particularly those displayed by the internal Study PnL feature, are based purely on price difference (e.g., (close - lse) * syminfo.pointvalue * IUnits).
• Strategy Result Requirements: TradingView explicitly states that strategies published publicly should strive to use realistic commission AND slippage when calculating backtesting results to avoid misleading traders.
• User Responsibility: Since the script currently focuses on signal integrity and uses a fixed contract size (IUnits = 1) without configurable commission/slippage inputs shown in the source, the user must manually configure these fees within the Pine Script® Strategy Tester settings (Properties tab) to ensure the strategy results are reflective of actual trading costs.
2. Omission of Built-in Risk Management (Stop-Loss and Take-Profit)
The TGAPSNR strategy's core focuses on entry signals and trend confirmation. Exits are primarily governed by:
• Reversal signals (BuyStop or SellStop).
• End-of-Day (EOD) session closures (EODStop).
• HTF bias opposition.
What is Missing: The script does not include explicit, hard-coded risk management parameters for traditional stop-loss (SL) or take-profit (TP) levels (e.g., risk percentage or ATR-based exits).
• Viable Risk: TradingView guidelines stipulate that strategies should generally risk sustainable amounts of equity, usually not exceeding 5-10% on a single trade, and trade size must be appropriate.
• User Application: To ensure the strategy operates within realistic risk boundaries, users must apply their own risk management rules. This includes:
◦ Implementing realistic stops and profit targets, which can be added via Pine Script® code or manually managed during live trading.
◦ Sizing trades to only risk sustainable amounts of equity. The current default unit size (IUnits = 1) is unrealistic for risk assessment unless the symbol is micro-sized.
3. Execution Quality (Fills)
The strategy is set to fill_orders_on_standard_ohlc = true and operates on confirmed bar closes (barstate.isconfirmed).
• Fill Assumption: This suggests the strategy primarily uses close price or the HTF close price (EntryPrice = HTFClose) for execution.
• Real-World Limitation: In volatile markets, obtaining a fill price equal to the close of the bar is rare. The user must be aware that the simulated fill price shown in backtesting may differ significantly from actual execution prices due to market action and chosen order type, reinforcing the importance of applying slippage settings.
In summary, while the script provides highly detailed and unique signal generation and internal PnL diagnostics, users must exercise caution and apply their own realistic parameters for fees, slippage, and explicit risk controls to prevent misleading performance results and ensure viable trading
US Government Shutdowns – Full History (with durations)이 지표는 1976년 이후 실제로 정부 기능이 중단된 모든 미국 정부 셧다운 기간을 시각화합니다.
S&P500 또는 지정한 심볼 차트 위에 각 셧다운 구간을 세로선과 음영 박스로 표시하고,
각 기간의 지속일수(일) 라벨을 함께 제공합니다.
데이터 출처: 미국 하원 공식 기록 (U.S. House History – Funding Gaps and Shutdowns in the Federal Government)
기능
• 모든 셧다운 구간 자동 표시
• 음영/세로선/라벨 개별 On-Off 가능
• 진행 중인 셧다운은 자동으로 ‘현재 시점까지’ 확장 표시
시장 변동성 분석, 정책 이벤트 리스크 평가, 장기 매크로 백테스트 등에 유용합니다.
This indicator visualizes all official US government shutdown periods since 1976 directly on any selected chart (default: S&P 500).
Each shutdown period is shown with vertical lines and shaded boxes, along with labels indicating the duration in days.
Data Source: U.S. House History – Funding Gaps and Shutdowns in the Federal Government
Features:
• Displays every historical shutdown automatically
• Optional shading, lines, and duration labels
• Ongoing shutdowns dynamically extend to the current date
Useful for analyzing volatility around fiscal policy events and long-term macro correlations.
