Long-Term Refuges (LTR)══════════════════════════════
// Intruduction // (Spanish Texts Below)
══════════════════════════════
This indicator is originally based on a soft fork of the Multi-Timeframe Recursive Zigzag Indicator by ©Trendoscope. We have used the technology of their libraries for Zigzag generation so that the user has the freedom to choose which of the different Zigzags calculated by ©Trendoscope as "Levels" is most suitable for adapting to the generation of ideal phases for evaluation and selection as "most predominant" phases, in long-term periods, for any asset according to its particular behavior based on its volatility and price variation rhythm.
// Theoretical Foundation of the Indicator //
═══════════════════════════════════
Many traditional institutional investors use the last major-grade market phase that stands out
from the others (longer duration and greater price change on daily timeframe), to base a Fibonacci whose levels are used to open long-term positions. These positions can remain open to be activated in the future up to years in advance. The phase is considered valid until a new more predominant phase develops in the future; with which the same strategy is repeated.
// Indicator Objectives
══════════════════
1) Automatically find the last most predominant phase of an asset, analyzing it on daily timeframe and taking into account whether the long-term market trend is bullish or bearish.
2) Plot a Fibonacci Retracement over the predominant phase (reversed if the phase is bullish.)
3) The indicator numbers and locates the 3 most predominant phases, from which it chooses Top-1 for plotting.
4) If the user does not agree with the indicator's automatic selection, they have the freedom to choose any of the other 2 Top phases for plotting the Fibo and its levels.
5) If the user does not agree with the amplitude or frequency of the plotted Zigzag phases, they can modify the parameters of the Zigzag calculation of the ©Trendoscope algorithm until one of the Top-3 matches the phase they have in mind.
6) As an experimental bonus, the indicator runs a contest (CP) of bull's-eye price coincidences (OHLC) daily with all Fibo levels of the selected Top 3 phases, to verify which phase the market prices are validating as the most popular for placing operations. Contest results are displayed in the CP column of the Top-3 phases table. If as a result of the contest it is detected that there is a change in the winning phase, a switch can be enabled to activate an alert that the user can use with TradingView's alert creator to show an alarm, send an email, etc.
7) This indicator was designed for the user to find the long-term predominant phase of their assets and manually record the date-price coordinates of the i0-i1 anchors of the predominant phase. The Top-1 phase coordinates are shown in the table Top-3 phases from where the user can capture them. The date-price coordinates of all HH and LL pivots, of all Zigzag phases, appear through a switch. With the pivots, the user can search or select a different phase from those automatically found
by the indicator, according to their own research. Subsequently, the user forgets about this LTR indicator for a good while and proceeds to apply in their normal operation our SLTR indicator (Simplified Long-Term Refuges), in which they can plot and follow simultaneously the long-term refuges of up to 5 different assets, by just entering their corresponding date-price coordinates,
which were calculated previously with this LTR indicator.
// Additional Notes:
══════════════════
1) As of the publication date of LTR version v1.0 (12/2025), the ©Trendoscope Zigzag generation parameters were adjusted by default to find the long-term predominant phases of Bitcoin and Ethereum (2020-2021 Pandemic). The levels shown in the chart correspond to the results obtained using daily data from Bitstamp exchange, BTCUSD:BITSTAMP (popular in Europe).
2) Due to TradingView's strict publication rules related to the use of languages other than English, the complete Spanish version (plain language), with all entries, help (tooltips) and bibliographic references, will soon be available in our GH repository: aj-poolom-maasewal. Any corrections or improvements that can be made to the phase selection algorithms or to the CP phase contest algorithm, will be highly appreciated (Statistical, mathematical and financial sciences, among many others, are not particularly our forte).
════════════
SPANISH TEXTS
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// Introduccion
════════════
Este indicador esta basado originalmente en un soft fork del Indicador Multi-Timeframe Recursive Zigzag de ©©Trendoscope. Hemos utilizado la tecnologia de sus librerias para la generacion de Zigzags de manera que el usuario tenga la libertad de escoger cual de los diferentes Zigzags que se calculan por ©Trendoscope como "Niveles" es el mas adecuado para adaptarse a la generacion
de las fases ideales para su evaluacion y seleccion como fases "mas preponderantes", en periodos de largo plazo, de cualquier activo de acuerdo a su comportamiento en particular segun su volatibilidad y ritmo de variacion del precio.
// Fundamento Teorico del Indicador
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Muchos de los inversores institucionales tradicionales utilizan la ultima fase de mercado de grado mayor que sobresale de las demas (mayor duracion y mayor cambio de precio en temporalidad diaria), para basar un Fibonacci en cuyos niveles abren posiciones de largo plazo. Esas posiciones pueden quedar abiertas para activarse en el futuro hasta con anios de antelacion. Se considera que la fase tiene vigencia hasta que en el futuro se desarrolla otra nueva fase mas preponderante; con la cual
se repite la misma estrategia.
// Objetivos del indicador
════════════════════
1) Encontrar de manera automatica la ultima fase mas preponderante de un activo, analizandolo en temporalidad diaria y tomando en cuenta si la tendencia del mercado a largo plazo es alcista o bajista.
2) Trazar un Retroceso de Fibonacci sobre la fase preponderante (revertido si la fase es alcista.)
3) El indicador numera y localiza las 3 fases mas preponderantes, de las cuales escoge a la Top-1 para el trazado.
4) Si el usuario no concuerda con la seleccion automatica del indicador, tiene la libertad de escoger a cualquiera de las otras 2 fases Top para el trazado del Fibo y sus niveles.
5) Si el usuario no concuerda con la amplitud o la frecuencia de las fases del Zigzag trazado, puede modificar los parametros del calculo del Zigzag del algoritmo de ©Trendoscope hasta que una de las Top-3 coincida con la fase que tiene mentalizada.
6) Como bonus experimental, el indicador ejecuta un concurso (CP) de tiro al blanco de coincidencias de precios (OHLC) diarios, con todos los niveles Fibo de las Top 3 fases seleccionadas, para tratar de comprobar cual es la fase que estan validando los precios del mercado como la mas popular para colocar operaciones. Los resultados del concurso se despliegan en la columna CP de la tabla Top-3 fases. Si como resultado del concurso se detecta que hay un cambio en la fase ganadora, se puede habilitar un switch para que se active una alerta que el usuario puede utilizar con el creador de alertas de Tradingview para que le muestre una alarma, le mande un email, etc.
7) Este indicador fue diseniado para que el usuario encuentre la fase preponderante de largo plazo de sus activos, y registre a mano las coordenadas fecha-precio de las anclas io-i1 de la fase preponderante. Las coordenadas de la fase Top-1 se muestran en la tabla Top-3 fases, de donde la puede capturar el usuario. Las coordenadas fecha-precio de todos los pivots HH y LL, de todas las fases del Zigzag, aparecen mediante un switch. Con los pivots, el usuario puede buscar o seleccionar otra fase diferente a las encontradas automaticamente por el indicador, de acuerdo a su investigacion propia. Posteriormente, el usuario se olvida por un buen rato de este indicador RLP y pasa a aplicar en su operativa normal nuestro indicador RLPS (Refugios de largo plazo simplificado), en el cual puede trazar y dar seguimiento simultaneo a los refugios de largo plazo de hasta 5 diferentes activos, con tan solo introducir sus correspondientes coordenadas fecha-precio, previamente calculadas con este indicador RLP.
// Notas adicionales
════════════════
1) A la fecha de publicacion de la version v1.0 de RLP (LTR) (12/2025), los parametros de generacion del Zigzag de ©Trendoscope se ajustaron por default para encontrar las fases preponderantes de largo plazo de Bitcoin y Etherum (Pandemia 2020-2021). Los niveles mostrados en el grafico, corresponden a los resultados obtenidos, usando los datos diarios del exchange Bitstamp, BTCUSD:BITSTAMP (muy popular aquí en Europa).
2) Debido a las estrictas reglas de publicacion de Tradingview relacionadas con el uso de lenguajes diferentes al ingles, la version en espaniol (roman paladino) completa, con todas las entradas, ayudas (tooltips) y referencias bibliograficas, estara proximamente disponible en nuestro repositorio de GH: aj-poolom-maasewal. Cualquier correccion o mejora que se le puedan hacer a los algoritmos de seleccion de fases o al algoritmo del concurso CP de fases, seran altamente apreciados (La ciencias estadisticas, matematicas y financieras, entre otras muchas, no son particularmente nuestro fuerte).
Statistics
Options Gamma Flip Zones [BackQuant]Options Gamma Flip Zones
A market-structure style “gamma flip” mapper that builds adaptive strike-like zones, scores how price interacts with them, then promotes the strongest candidates into confirmed flip zones. Designed to highlight pinning, failed breaks, and rotational behavior without needing live options chain data.
What this indicator does
This script identifies price levels that behave like “strike magnets” during conditions that resemble options pinning, then draws dynamic zones around those levels.
Instead of assuming every round number matters, it:
Creates a strike ladder (auto or manual step).
Applies a regime filter that looks for “pin-friendly” market conditions.
Tracks and scores repeated interactions with the level.
Upgrades a zone from candidate to confirmed when enough evidence accumulates.
Invalidates zones when price achieves sustained acceptance away from them.
The output is a set of shaded boxes (zones) centered on strike-like levels, with text readouts that show the current state of each zone.
Key concept: “Gamma proxy”
A true gamma flip requires options positioning data. This indicator does not use options chain gamma.
Instead, it uses a proxy approach:
When markets have elevated volatility relative to their recent baseline AND trend strength is weak, price often behaves “sticky” around key levels.
In those conditions, repeated touches and failed escapes around a level behave similarly to pinning around strikes.
So this tool is best read as:
“Where would a strike-like magnet likely exist right now, based on price behavior and regime conditions?”
How zones are created
Zones only start forming when the script detects a pin-friendly regime.
1) Strike Ladder (level selection)
Auto Strike Step selects a step size based on current price magnitude (bigger price, bigger step).
Manual Strike Step lets you force a fixed increment.
The current “active level” is the nearest rounded level to price.
Major Level Every optionally marks major ladder levels (multiples of step).
2) Band construction (zone thickness)
Each zone is a symmetric band around the level, using one of two modes:
ATR mode scales thickness with volatility.
Percent mode scales thickness as a fraction of price.
This matters because “pin behavior” is not a single tick. It’s a region where price repeatedly probes and rejects.
Regime filter (when the script is allowed to believe in pinning)
A zone is only eligible to form and strengthen when Pin Regime is active. Pin Regime is a conjunction of:
1) IV proxy (ATR z-score)
Uses ATR as a volatility proxy.
Converts ATR% into a z-score relative to a long lookback.
IV Proxy Threshold controls how elevated volatility must be before the script considers pinning likely.
2) Weak trend requirement
The script also requires price action to be non-trending:
EMA spread must be small (fast vs slow EMA not diverging strongly).
ADX must be below a ceiling, confirming weak directional trend strength.
Interpretation:
High “IV proxy” + weak trend is where pin-like behavior is most common.
If trend is strong, zones are less meaningful because price is more likely to accept away from levels.
Flip confirmation logic (what upgrades a zone)
A zone is not “confirmed” just because price is near it once. The script builds conviction via evidence accumulation.
Evidence types:
Touches : price comes close to the level within tolerance.
Failed escapes : price pushes outside the band but closes back inside (rejection).
Acceptance run : consecutive closes outside the band, suggesting price is accepting away from the zone.
Protections:
Touch Cooldown prevents counting the same micro-chop as multiple touches.
Acceptance Bars defines what “real acceptance” means, so the zone does not get invalidated by one noisy bar.
A zone becomes confirmed when:
Touches meet the “evidence” requirement.
Failed escapes meet the “rejection” requirement.
The regime filter still says the market is pin-friendly.
That is important, it avoids promoting levels that only worked briefly in a trending tape.
Zone scoring and lifecycle
Each zone maintains a score that evolves over time. Think of score as “how much this level has recently behaved like a magnet.”
Score dynamics:
Decay per bar : score fades over time if price stops respecting the zone.
+ per touch : repeated proximity increases score.
+ per failed escape : rejections add stronger reinforcement.
- per acceptance bar : sustained trading outside reduces score.
Min score to draw : prevents clutter from weak, low-confidence zones.
Invalidation:
If the score becomes very weak AND price achieves sustained acceptance away from the zone, the zone is deleted.
This keeps the chart clean and ensures zones represent current market behavior, not ancient levels.
How to read the plot on chart
1) Zone fill and border
Each zone is drawn as a box extended to the right.
Fill opacity adapts to zone strength, strong zones are visually more prominent.
Border color encodes the current directional context and special events.
2) Bullish vs bearish coloring
A zone is colored bullish when price is currently trading above the zone’s mid-level.
A zone is colored bearish when price is currently trading below it.
This is not a trade signal by itself, it is a state cue for “which side is in control around the level.”
3) Failed escape highlighting
If price attempts to break above the band and fails, the border temporarily highlights as a failed up escape.
If price attempts to break below the band and fails, the border temporarily highlights as a failed down escape.
These are the moments where pin behavior is most visible:
Break attempt.
Immediate rejection.
Return to the band.
4) Midline (optional)
The zone midline is the strike-like level itself.
It is dotted to distinguish it from price structure lines.
5) Optional strike ladder overlay
When enabled, the script draws major and minor ladder lines near current price.
Major levels are thicker and less transparent.
This is a visualization aid for “where the algorithm is rounding,” not a prediction tool.
On-chart text readout (what the box text means)
Each box prints a compact state summary, designed for fast scanning:
Γ CANDIDATE means the zone is being tracked but not yet validated.
Γ FLIP (PROXY) means the zone has met confirmation requirements.
BULL/BEAR indicates which side price is on relative to the mid-level.
L prints the level value.
T is touch count, repeated proximity events.
F is fail count, rejected escape attempts.
IVz is the volatility proxy z-score at the moment.
ADX is the trend strength context.
Practical use cases
1) Pinning and range trading context
Confirmed zones often act like gravity wells in sideways or rotational regimes.
When price repeatedly fails to escape, fading outer edges can be reasonable context for mean reversion workflows.
2) Breakout validation
If price achieves acceptance outside the band for multiple bars, that is stronger breakout context than a single wick.
Zones that invalidate cleanly can mark transitions from pinning to directional move.
3) Time your “do nothing” periods
When Pin Regime is active and a zone is confirmed, the tape often becomes sticky and inefficient for trend chasing.
This helps avoid taking trend entries into a pin environment.
Alerts
Standalone alertconditions are included:
Zone Confirmed : a candidate becomes confirmed.
Zone Touch : price touches an active zone within tolerance.
Zone Invalidated : the zone loses relevance and is removed.
Tuning guidelines
Sensitivity vs quality
Lower Touches Needed and Failed Escapes Needed creates more zones faster, but with lower quality.
Higher values create fewer zones, but the ones that remain are more behaviorally “proven.”
Band width
ATR mode adapts to volatility and is typically safer across assets.
Percent mode is consistent visually but can feel too tight in high vol or too wide in low vol if not tuned.
Regime thresholds
If you want fewer zones, raise IV proxy threshold and tighten weak-trend filters.
If you want more zones, lower IV proxy threshold and loosen weak-trend filters.
Limitations
This is a proxy model, not live options gamma.
In strong trends, pinning assumptions can break, the regime filter is there to reduce that risk, but not eliminate it.
Auto strike step is designed for typical market ranges, manual step is recommended for niche tick sizes or custom markets.
Disclaimer
Educational and informational only, not financial advice.
Not a complete trading system.
Always validate settings per asset and timeframe.
NW Curved Interest ZonesThis indicator automatically scans and plots curved (non-linear) interest zones using Nadaraya-Watson kernel regression smoothing to create a dynamic, adaptive "mean" curve. It then identifies and draws the strongest parallel curved zones where price has repeatedly bounced with statistical validation – perfect for non-linear, organic trending or ranging markets.
How It Works (Technical Methodology)
Curved Mean Calculation
The core curve is generated via Nadaraya-Watson kernel regression (Gaussian weighting):
Smooths closing prices over the lookback period with user-adjustable bandwidth (default 30.0) – higher = smoother/less reactive, lower = tighter fit.
Range methods: "Lookback Bars" (default 400), "Fixed Start Date", or "Entire History".
Channel Envelope Detection
Measures maximum deviations above/below the smoothed curve across the period.
Defines full channel height and base offset for percentage-based zoning.
Stable Update & Anti-Repaint Logic
Full recalculation only after user-defined closed bars (default 50) OR on forced break (if price escapes visible zone envelope).
All data (curve points, slope for projection, levels, scores) snapshotted and frozen until next confirmed update.
Prevents flickering/live-bar repainting while allowing adaptive refresh.
Auto Mode Scanning
When enabled:
Scans channel height in % steps (default 1.0%).
Each candidate creates a thin curved zone parallel to the NW curve (thickness % of price, default 0.01%).
Counts valid "hits": Price touches zone and holds without break for user-defined bars (default 20).
Break source: "Close" (conservative) or "Wick" (sensitive).
Direction inferred from close relative to zone center.
Level Selection
Ranks by hit count, filters close clusters (min distance %), limits to max zones (default 8).
Manual mode: Directly applies user percentages (e.g., 0/50/100 for bottom/median/top).
Curved Zone Construction
Zones drawn as smooth, filled polylines (curved=true) following the kernel regression shape.
Historical section uses exact smoothed points; future projection uses last slope for realistic extension.
Optional long future extension or limited projection.
Dynamic coloring: Supply (above price), Demand (below price).
Dashboard
Table displays current price at each zone (stable during bar), % level, hit count (green when strong).
Update status with countdown or "TRIGGERED!" on force break.
How to Use
Ideal for markets with natural curvature (parabolic moves, rounded bottoms/tops, organic trends).
High hit counts: Proven curved support/resistance – expect strong reactions.
Bandwidth: Higher (50+) for major structural curves; lower (10–20) for shorter-term adaptive zones.
Hold Bars: Increase for stricter validation in noisy assets.
Force Break Update: Keeps zones relevant during strong trends/breakouts.
Supply Zones (Curved above price): Dynamic overhead resistance.
Demand Zones (Curved below price): Dynamic underlying support.
Confluence: Excellent with volume, order blocks, or divergence for entries/exits.
Manual Mode: Quickly overlay classic % (e.g., channel parallels).
Smooth, non-repainting curved zones provide superior visual alignment to real price action compared to linear channels.
Disclaimer
This indicator is a technical analysis tool and should be used in conjunction with other forms of analysis. Past performance does not guarantee future results. Always use proper risk management.
Max Pain Options [QuantLabs] v5 (Balanced)Institutional Grade Options Analysis: Max Pain, Gamma & Pin Risk
For years, TradingView users have been flying blind without access to Options Chain data. QuantLabs: Max Pain & Gamma Exposure changes that. This is not just a support/resistance indicator—it is a sophisticated, algorithmic model that reverse-engineers the incentives of Market Makers using synthetic Black-Scholes logic.
This tool visualizes the "invisible hand" of the market: the hedging requirements of large dealers who are forced to buy or sell to keep their books neutral.
CORE FEATURES:
🔴 Max Pain Gravity Model The bright red line represents the "Max Pain" strike—the price level where the maximum amount of Options Open Interest (Calls + Puts) expires worthless.
Theory: As OpEx (Expiration) approaches, Market Makers maximize profits by pinning the price to this level.
Strategy: Use this as a mean-reversion target. If price is far away, look for a snap-back to the red line.
🟣 Gamma Exposure Profiles (The Purple Lines) These neon histograms show you the estimated "Gamma Walls."
Long Gamma: Dealers trade against the trend (stabilizing price).
Short Gamma: Dealers trade with the trend (accelerating volatility).
Visual: The larger the purple bar, the harder it will be for price to break through that level.
📦 Algorithmic "Pin Risk" Zones The dashed red box highlights the "Kill Zone." When price enters this area near expiration, volatility often dies as dealers pin the asset to kill retail premiums.
Warning: Do not expect breakouts while inside the Pin Zone.
📊 Institutional HUD A clean, non-intrusive dashboard provides real-time Greeks and risk analysis:
Pin Risk: High/Medium/Low probability of a pinned close.
Exp Mode: Detects if the market is in "Short Gamma" (Squeeze territory) or "Long Gamma" (Chop territory).
HOW IT WORKS (The Math): Since live options data is not available via Pine Script, this engine uses a proprietary Synthetic OI Distribution Model. It inputs Volume, Volatility (IV), and Time-to-Expiry into a modified Black-Scholes equation to probability-map where the heavy open interest likely sits.
SETTINGS & CUSTOMIZATION:
Responsiveness: Tuned for the "Goldilocks Zone" (Spread: 12, Decay: 22) to catch local liquidity walls without over-fitting.
Visuals: Designed for Dark Mode. High-contrast Neon aesthetics for maximum readability.
Dynamic Stoch200+MACD+Gann Confluence (Cardinal + Ordinal)If you're scrolling through hundreds of indicators on TradingView looking for a reliable edge, here's why this one stands out and deserves a spot on your chart:Ultra-High-Conviction Reversal Signals (Rare but Powerful)
Most indicators spam signals and repaint. This one requires four independent confluences to fire:Hidden bullish/bearish divergences on a very long-period Stochastic (200) – catches major cycle turns, not noise.Matching hidden divergences on MACD histogram – confirms momentum shift.A strong directional candle (close in top/bottom 20% of range) – filters weak wicks.
Price within ~1.75% of a dynamic Gann Square of 9 level (cardinal + ordinal angles).
Because it demands all four at once, signals are extremely rare — often only a handful per year on daily/weekly timeframes. When they appear, they frequently mark significant tops and bottoms.Fully Adaptive Gann Levels (No Static Lines)
Unlike most Gann scripts with fixed levels that quickly become irrelevant, this one:Automatically anchors to the most recent significant pivot low or high.
Calculates authentic Square of 9 rotations (45°, 90°, 135°, 180°, 225°, 270°, 315°, 360°).
Updates dynamically as new swings form — works on any timeframe and any market (BTC, stocks, forex, indices).
Clean & Customizable Toggle cardinal (strong) vs ordinal (intermediate) levels for plotting and signal checks.
Adjustable pivot sensitivity and proximity tolerance.
Minimal chart clutter: bold lines for major levels, subtle for intermediates, plus clear large triangles for entries.
Best For
Swing traders and position traders seeking high-probability reversal zones rather than frequent scalps. Excellent for Bitcoin and volatile assets where geometric levels + extreme momentum divergences often align at cycle extremes.In short: If you want an indicator that stays quiet most of the time but screams when a real reversal is likely — this is it. Add it, watch the Gann levels adapt, and wait patiently for the rare multi-confluence setups. Quality over quantity.
ADR Dashboard with Move, Left and AlertsIndicator Name: ADR Dashboard with Move, Left and Alerts
Overview
The ADR Dashboard is a powerful real-time trading tool that tracks how much a stock, crypto, or other asset has moved today relative to its Average Daily Range (ADR). It provides a clear visual representation of:
1. Today’s price movement (Move)
2. Remaining potential movement left to reach ADR (Left)
3. Percentage of ADR covered (% Covered)
4.Additionally, it provides automated alerts for key movement thresholds.
A) What it Does
1.Calculates the Average Daily Range (ADR):
2. Uses True Range over a user-defined lookback period (default 14 days).
3. ADR measures typical daily volatility.
B) Tracks Today’s Move:
1. Move = Current Price – Today’s Open (Realtime)
2. Positive → bullish move, Negative → bearish move
C) Tracks Remaining Potential (Left):
1. Left = ADR – |Move| (Realtime)
2. Shows how much of the ADR is still available for today’s move
3. Percentage Covered:
4. % Covered = |Move| / ADR × 100
D) Color-coded for visual clarity:
1. Green (<50%) → small move, plenty of range left
2. Yellow (50–80%) → moderate move, watch for acceleration
3. Orange (80–100%) → strong move, ADR almost reached
4. Red (>100%) → ADR exceeded, momentum may be exhausted
E) Dashboard Table:
1. Columns: ADR | Move | Left | % Covered
2. Position: middle-right of the chart
F) Left column color-coded:
1. Green → some ADR left
2. Red → ADR fully reached or exceeded
3. Move column: usually yellow for visibility, but could be enhanced for positive/negative moves
G) Alerts
The indicator provides directional alerts:
Bullish Alerts (upward moves):
1. 90% ADR warning: fires when Move ≥ 90% of ADR → early warning of strong bullish momentum
2. 100% ADR breach: fires when Move ≥ ADR → full daily range reached
Bearish Alerts (downward moves):
1. 90% ADR warning: fires when Move ≤ -90% of ADR → early warning of strong bearish momentum
2. 100% ADR breach: fires when Move ≤ -ADR → full daily range reached
All alerts are unique and fire once per session per threshold.
H) How Traders Can Use This Indicator
Momentum Trading:
1. Identify strong intraday moves approaching ADR.
2. Enter positions early at 90% ADR warning or take profits near 100% ADR.
Scalping & Intraday Trading:
1. Gauge how much of today’s range is left for quick entries/exits.
2. Avoid trades when ADR is almost fully consumed → reduces risk of reversals.
Swing Trading:
1. Combine with trend indicators to see if today’s move is significant relative to historical volatility.
I) Risk Management:
1. Set profit targets or stop-loss levels based on Move and Left values.
Visual Efficiency:
At-a-glance view of Move, Left, % Covered, and alert status without manual calculations.
Key Features
1. Real-time Move and Left updates
2. Color-coded % Covered and Left for quick visualization
3. Alerts for 90% and 100% ADR levels, bullish and bearish
4. Clean dashboard table at middle-right of the chart
5. Works across stocks, crypto, forex, and other markets
J) Why This Indicator is Powerful
1. Combines volatility (ADR) with real-time price tracking
2. Provides visual clarity and actionable alerts
3. Helps traders stay ahead of intraday moves, manage risk, and time entries/exits effectively
Global Macro Scanner & Relative PerformanceDescription: This indicator is an all-in-one Macro Dashboard that allows traders to track money flow across major global asset classes in real-time. It combines a floating data table with a normalized percentage-performance chart.
Features:
Macro Dashboard (Table): Displays the current value, daily % change, and status (Inflow/Outflow) for 9 key economic sectors:
US M2 Supply: Tracks monetary inflation/tightening.
DXY (US Dollar): Currency strength.
Bonds (AGG): US Aggregate Bond market.
Stocks (VT): Total World Stock Index.
Real Estate (VNQ): Vanguard Real Estate ETF.
Commodities: Oil (WTI), Gold, and Silver.
Crypto: Total Crypto Market Cap.
Relative Performance Chart (Lines): Instead of plotting raw prices (which have vastly different scales), this script plots the Percentage Return relative to a baseline.
Lookback Period: You can set a lookback (default 100 bars). The script sets the price 100 bars ago as "0%" and plots how much each asset has gained or lost since then.
Comparison: This allows you to visually see which assets are outperforming or underperforming relative to each other over the same time period.
Visual Aids:
Dynamic Labels: Each line is tagged with a label at the current candle so you can identify assets without needing a legend.
Colors: Each asset has a distinct, fixed color for consistency between the table and the chart.
How to use:
Add the script to your chart.
Adjust the "Lookback" setting in the inputs to change the starting point of the comparison (e.g., set it to the start of the year to see Year-to-Date performance).
Use the dashboard to spot daily money flow rotation (e.g., Money moving out of Stocks and into Gold).
SCOTTGO - Float, Change %, Vol & RVol DataFloat, Vol & Short Data Dashboard
Overview
The Float, Vol & Short Data Dashboard is a professional-grade monitoring tool designed for equity traders who need to track supply, demand, and momentum in real-time. By aggregating float size, relative volume, and short-selling activity into a clean, customizable table, this script helps you identify high-conviction trade setups without cluttering your price chart.
Key Metrics Included
Float: (Shares) – Instantly see the available supply of shares to gauge potential volatility.
Change %: (From close) – Tracks the percentage gain/loss since the previous day's closing price.
Change %: (From open) – Monitors intraday strength by calculating the move from the 9:30 AM EST market open.
Volume: – Displays current daily volume with automated formatting (K, M, B).
RVOL: (Daily) – Relative Volume compared to a 10-day SMA; essential for spotting "volume-fueled" breakouts.
Short %: (Approx.) – Calculates the daily Short Volume Ratio (Short Volume / Total Volume), providing a real-time proxy for short-seller sentiment.
Professional Customization
This script was built with a focus on UI/UX:
Three-Row Header System: Features high-contrast main titles with muted-grey sub-titles for maximum readability.
Smart Color Logic: Price changes automatically toggle between green and red, while RVol highlights in orange when activity exceeds 1.5x average.
Adjustable Layout: Change the table position, text size, and background opacity.
Column Spacing: Includes a custom slider to adjust the horizontal gap between data columns, ensuring the dashboard fits any screen resolution.
How To Use
Add the script to your chart and use the Settings menu to toggle metrics or adjust the Column Spacing to your preference. Ideal for day traders and swing traders monitoring US Equities where float and short volume data are most impactful.
Session Volume Analyzer [JOAT]
Session Volume Analyzer — Global Trading Session and Volume Intelligence System
This indicator addresses the analytical challenge of understanding market participation patterns across global trading sessions. It combines precise session detection with comprehensive volume analysis to provide insights into when and how different market participants are active. The tool recognizes that different trading sessions exhibit distinct characteristics in terms of participation, volatility, and volume patterns.
Why This Combination Provides Unique Analytical Value
Traditional session indicators typically only show time boundaries, while volume indicators show raw volume data without session context. This creates analytical gaps:
1. **Session Context Missing**: Volume spikes without session context provide incomplete information
2. **Participation Patterns Hidden**: Different sessions have different participant types (retail, institutional, algorithmic)
3. **Comparative Analysis Lacking**: No easy way to compare volume patterns across sessions
4. **Timing Intelligence Absent**: Understanding WHEN volume occurs is as important as HOW MUCH volume occurs
This indicator's originality lies in creating an integrated session-volume analysis system that:
**Provides Session-Aware Volume Analysis**: Volume data is contextualized within specific trading sessions
**Enables Cross-Session Comparison**: Compare volume patterns between Asian, London, and New York sessions
**Delivers Participation Intelligence**: Understand which sessions are showing above-normal participation
**Offers Real-Time Session Tracking**: Know exactly which session is active and how current volume compares
Technical Innovation and Originality
While session detection and volume analysis exist separately, the innovation lies in:
1. **Integrated Session-Volume Architecture**: Simultaneous tracking of session boundaries and volume statistics creates comprehensive market participation analysis
2. **Multi-Session Volume Comparison System**: Real-time calculation and comparison of volume statistics across different global sessions
3. **Adaptive Volume Threshold Detection**: Automatic identification of above-average volume periods within session context
4. **Comprehensive Visual Integration**: Session backgrounds, volume highlights, and statistical dashboards provide complete market participation picture
How Session Detection and Volume Analysis Work Together
The integration creates a sophisticated market participation analysis system:
**Session Detection Logic**: Uses Pine Script's time functions to identify active sessions
// Session detection based on exchange time
bool inAsian = not na(time(timeframe.period, asianSession))
bool inLondon = not na(time(timeframe.period, londonSession))
bool inNY = not na(time(timeframe.period, nySession))
// Session transition detection
bool asianStart = inAsian and not inAsian
bool londonStart = inLondon and not inLondon
bool nyStart = inNY and not inNY
**Volume Analysis Integration**: Volume statistics are calculated within session context
// Session-specific volume accumulation
if asianStart
asianVol := 0.0
asianBars := 0
if inAsian
asianVol += volume
asianBars += 1
// Real-time session volume analysis
float asianAvgVol = asianBars > 0 ? asianVol / asianBars : 0
**Relative Volume Assessment**: Current volume compared to session-specific averages
float volMA = ta.sma(volume, volLength)
float volRatio = volMA > 0 ? volume / volMA : 1
// Volume classification within session context
bool isHighVol = volRatio >= 1.5 and volRatio < 2.5
bool isVeryHighVol = volRatio >= 2.5
This creates a system where volume analysis is always contextualized within the appropriate trading session, providing more meaningful insights than raw volume data alone.
Comprehensive Session Analysis Framework
**Default Session Definitions** (customizable based on broker timezone):
- **Asian Session**: 1800-0300 (exchange time) - Represents Asian market participation including Tokyo, Hong Kong, Singapore
- **London Session**: 0300-1200 (exchange time) - Represents European market participation
- **New York Session**: 0800-1700 (exchange time) - Represents North American market participation
**Session Overlap Analysis**: The system recognizes and highlights overlap periods:
- **London/New York Overlap**: 0800-1200 - Typically the highest volume period
- **Asian/London Overlap**: 0300-0300 (brief) - Transition period
- **New York/Asian Overlap**: 1700-1800 (brief) - End of NY, start of Asian
**Volume Intelligence Features**:
1. **Session-Specific Volume Accumulation**: Tracks total volume within each session
2. **Cross-Session Volume Comparison**: Compare current session volume to other sessions
3. **Relative Volume Detection**: Identify when current volume exceeds historical averages
4. **Participation Pattern Analysis**: Understand which sessions show consistent high/low participation
Advanced Volume Analysis Methods
**Relative Volume Calculation**:
float volMA = ta.sma(volume, volLength) // Volume moving average
float volRatio = volMA > 0 ? volume / volMA : 1 // Current vs average ratio
// Multi-tier volume classification
bool isNormalVol = volRatio < 1.5
bool isHighVol = volRatio >= 1.5 and volRatio < 2.5
bool isVeryHighVol = volRatio >= 2.5
bool isExtremeVol = volRatio >= 4.0
**Session Volume Tracking**:
// Cumulative session volume with bar counting
if londonStart
londonVol := 0.0
londonBars := 0
if inLondon
londonVol += volume
londonBars += 1
// Average volume per bar calculation
float londonAvgVol = londonBars > 0 ? londonVol / londonBars : 0
**Cross-Session Volume Comparison**:
The system maintains running totals for each session, enabling real-time comparison of participation levels across different global markets.
What the Display Shows
Session Backgrounds — Colored backgrounds indicating which session is active
- Pink: Asian session
- Blue: London session
- Green: New York session
Session Open Lines — Horizontal lines at each session's opening price
Session Markers — Labels (AS, LN, NY) when sessions begin
Volume Highlights — Bar coloring when volume exceeds thresholds
- Orange: High volume (1.5x+ average)
- Red: Very high volume (2.5x+ average)
Dashboard — Current session, cumulative volume, and averages
Color Scheme
Asian — #E91E63 (pink)
London — #2196F3 (blue)
New York — #4CAF50 (green)
High Volume — #FF9800 (orange)
Very High Volume — #F44336 (red)
Inputs
Session Times:
Asian Session window (default: 1800-0300)
London Session window (default: 0300-1200)
New York Session window (default: 0800-1700)
Volume Settings:
Volume MA Length (default: 20)
High Volume threshold (default: 1.5x)
Very High Volume threshold (default: 2.5x)
Visual Settings:
Session colors (customizable)
Show/hide backgrounds, lines, markers
Background transparency
How to Read the Display
Background color shows which session is currently active
Session open lines show where each session started
Orange/red bars indicate above-average volume
Dashboard shows cumulative volume for each session today
Alerts
Session opened (Asian, London, New York)
High volume bar detected
Very high volume bar detected
Important Limitations and Realistic Expectations
Session times are approximate and depend on your broker's server timezone—manual adjustment may be required for accuracy
Volume data quality varies significantly by broker, instrument, and market type
Cryptocurrency and some forex markets trade continuously, making traditional session boundaries less meaningful
High volume indicates participation level only—it does not predict price direction or market outcomes
Session participation patterns can change over time due to market structure evolution, holidays, and economic conditions
This tool displays historical and current market participation data—it cannot predict future volume or price movements
Volume spikes can occur for numerous reasons unrelated to directional price movement (news, algorithmic trading, etc.)
Different instruments exhibit different session sensitivity and volume patterns
Market holidays and special events can significantly alter normal session patterns
Appropriate Use Cases
This indicator is designed for:
- Market participation pattern analysis
- Session-based trading schedule planning
- Volume context and comparison across sessions
- Educational study of global market structure
- Supplementary analysis for session-based strategies
This indicator is NOT designed for:
- Standalone trading signal generation
- Volume-based price direction prediction
- Automated trading system triggers
- Guaranteed session pattern repetition
- Replacement of fundamental or sentiment analysis
Understanding Session Analysis Limitations
Session analysis provides valuable context but has inherent limitations:
- Session patterns can change due to economic conditions, holidays, and market structure evolution
- Volume patterns may not repeat consistently across different market conditions
- Global events can override normal session characteristics
- Different asset classes respond differently to session boundaries
- Technology and algorithmic trading continue to blur traditional session distinctions
— Made with passion by officialjackofalltrades
V-Max: Crypto Scaling & Professional Risk Calculator (Public EdiOverview
The V-Max Crypto Scaling & Risk Calculator is a technical risk-management dashboard designed to automate the mathematics of trade execution. It serves as a "Physical Risk Engine," allowing traders to align their position sizing with objective market volatility rather than emotional impulse. This ensures that the dollar-risk per trade remains constant regardless of price volatility or leverage。
Core Technical Logic & Features
This script focuses on the quantitative aspects of capital preservation:
Quantitative Position Sizing Engine: Automatically calculates the precise trade quantity using the formula: $(Total Capital \times Risk \%) / SL Distance$. This keeps the loss exposure fixed for every trade。
Multi-Mode Volatility Stop-Loss: Provides three distinct algorithms for calculating risk boundaries:
3M Range: Based on short-term periodic price range averages。
ATR-Based: Utilizing the Average True Range for smoothed volatility assessment。
Structural Mode: Automatically identifying local swing highs/lows as defensive anchors。
Low-Volatility "Choke Zone" Monitor: The engine monitors current market range against a user-defined threshold. It provides a visual warning when the market enters a "Choke Zone," suggesting that the current volatility is too low for a favorable risk-reward ratio。
Real-time HUD Visualization: Renders a dynamic dashboard and on-chart execution lines (Entry & SL) for immediate tactical awareness。
How to Use
Risk Setup: Enter your total trading capital and preferred risk percentage (e.g., 1.5%) in the settings。
Logic Selection: Select your desired SL source (Range, ATR, or Structural) based on the current market environment。
Execution: Use the calculated "Suggested Quantity" displayed on the dashboard to input into your exchange interface。
產品概述
V-Max 加密貨幣風控計算機 是一款技術性風險管理儀表板，旨在自動化執行紀律所需的複雜計算。它作為一個實時的「物理風險引擎」，幫助交易者將倉位規模與客觀的市場波動率掛鉤，而非憑情緒操作。
核心技術邏輯
定量倉位計算：引擎精確計算交易數量，確保每筆交易的美元風險始終保持恆定。
多模式波動率止損：提供三種不同邏輯（3M Range, ATR, 結構高低點）來計算風險邊界。
低波動「窒息區」監控：當市場進入波動極低的「窒息區」時發出警告，提醒交易者目前的風險報酬比統計上不利。
Access & Support
This script is published as a Free Public Utility in the TradingView Library. Disclaimer: Past performance does not guarantee future results. This tool provides technical analysis only and does not offer financial advice.
V-Max Strategic Horizon: Cross-TF Coordinate Sync (Public EditioOverview
The V-Max Strategic Horizon is a technical visualization utility designed to solve the problem of coordinate drift during multi-timeframe analysis. It serves as a "Physical Coordinate Anchor," ensuring that high-level resistance and support boundaries from macro timeframes (e.g., 1H, 4H, or 1D) remain strictly locked and visible even when the trader scales down to 1M or 3M execution charts.
Core Technical Logic
Timeframe Anchoring Engine: The script utilizes request.security with a fixed lookback_cnt to pull the absolute highest and lowest price points from a specified anchor timeframe.
Absolute Coordinate Locking (Zero-Drift): Unlike manual horizontal lines that may become misaligned, this tool employs the line.new system with extend.both logic. This ensures the horizons are mathematically tied to the price scale, providing a consistent strategic reference across all chart resolutions.
High-Speed Computational Logic: To prevent the "Script Timeout" errors common in multi-timeframe indicators, the v11.0 engine eliminates iterative loops, favoring vectorized calculations for real-time responsiveness.
Dynamic Metadata Labeling: The script features an automated labeling system that dynamically identifies the source of the data (e.g., "1H Anchor") and displays the precise price coordinate, reducing cognitive load during high-frequency trading.
How to Use
Set Your Anchor: Choose your strategic timeframe (e.g., 1H for day trading, 1D for swing trading) in the settings.
Define the Scan Range: Adjust the lookback count to determine the "strength" of the historical horizon.
Execute with Context: Watch how the price interacts with the "Red" (Resistance) and "Green" (Support) horizons on your 3M chart to identify macro-rejections or breakouts.
產品概述
V-Max 戰略地平線 是一款解決多時框分析中座標位移問題的技術工具。它作為「物理座標錨點」，確保大週期（如 1H、4H 或 1D）的壓力與支撐邊界，在交易者切換至 1M 或 3M 執行圖表時，依然嚴格鎖定且清晰可見。
核心技術邏輯
時框錨定引擎：利用跨時框數據抓取技術，獲取指定基準時區的絕對價格極值。
絕對座標鎖定（零位移）：採用 line 渲染系統配合同步延伸邏輯，確保地平線在數學上與價格刻度綁定，提供一致的戰略參考。
極速運算邏輯：v11.0 引擎優化了跨時框數據處理，消除了複雜迴圈，確保在短線圖表上實現零延遲性能。
Access & Support
This script is published as a Free Public Utility in the TradingView Library. Disclaimer: For technical analysis purposes only.
Advanced Power Index (GGE)# Advanced Power Index (GGE)
## Overview
The Advanced Power Index is a momentum oscillator that provides faster and more responsive signals compared to traditional RSI indicators. It uses direct summation calculations instead of exponential smoothing, making it particularly effective for short to medium-term trading.
## Key Features
- **Faster Response**: Reacts more quickly to price changes than standard RSI
- **Clearer Signals**: Provides sharper, more defined momentum shifts
- **Customizable Levels**: Overbought (68) and Oversold (32) zones
- **Visual Alerts**: Color-coded plot and background highlighting for critical zones
- **Adaptive**: Works well in both trending and ranging markets
## How It Works
The indicator calculates the ratio between positive and negative price changes over a specified period, converting this into a 0-100 scale oscillator. Unlike traditional RSI which uses Wilder's smoothing method, this approach delivers more immediate signals for momentum changes.
## Trading Applications
### 1. Overbought/Oversold Strategy
- **Oversold (< 32)**: Potential buying opportunity when indicator rises back above 32
- **Overbought (> 68)**: Potential selling opportunity when indicator falls back below 68
### 2. Midline Crossovers
- **Above 50**: Bullish momentum, consider long positions
- **Below 50**: Bearish momentum, consider short positions
### 3. Divergence Trading
- **Bullish Divergence**: Price makes lower lows while indicator makes higher lows
- **Bearish Divergence**: Price makes higher highs while indicator makes lower highs
### 4. Trend Following
- In uptrends: Use pullbacks to the 50 level as entry points
- In downtrends: Use rallies to the 50 level as exit/short points
## Color Coding
- **Green**: Strong bullish momentum (> 68)
- **Red**: Strong bearish momentum (< 32)
- **Yellow**: Neutral zone (32-68)
## Settings
- **Period**: Default 14, adjustable based on your trading timeframe
- **Price Type**: Close, Open, High, Low, or custom source
- **Highlight Zones**: Toggle background highlighting for critical levels
## Best Timeframes
- Most effective on 5-minute to 4-hour charts
- Ideal for day trading and scalping strategies
- Can be combined with trend indicators for confirmation
## Tips for Use
- Don't use in isolation - combine with volume, support/resistance levels
- Works best in liquid, actively traded markets
- Consider using alongside moving averages or MACD
- Always implement proper risk management and stop-losses
## Advantages Over Standard RSI
✓ Faster signal generation
✓ Less lag in volatile markets
✓ Better suited for short-term trading
✓ Clearer momentum shifts
✓ More responsive to sudden price changes
---
**Note**: No indicator is perfect. Always use proper risk management and combine multiple forms of analysis before making trading decisions.
**Disclaimer**: This indicator is for educational and informational purposes only. Past performance does not guarantee future results. Trading involves substantial risk of loss.
SNIPER ORB V4SNIPER ORB V4
### What It Does
Draws 5/15/30 minute Opening Range Breakout levels with confirmation patterns.
### Session Times
| Session | Hours (ET) |
|---------|------------|
| London | 3:00 - 9:30 |
| New York | 9:30 - 17:00 |
### Levels Drawn
| Level | Color Default | Purpose |
|-------|---------------|---------|
| 5m ORB H/L | Blue | Scalp levels |
| 15m ORB H/L | Cyan | Swing levels |
| 30m ORB H/L | Purple | **Primary levels** |
| Targets 1x-3x | Green/Red | Profit targets |
### Signals
| Signal | Meaning | Priority |
|--------|---------|----------|
| `ORB↑` | Confirmed breakout up | ⭐⭐ |
| `ORB↓` | Confirmed breakout down | ⭐⭐ |
| `RT↑` | Retest long entry | ⭐⭐⭐ **BEST** |
| `RT↓` | Retest short entry | ⭐⭐⭐ **BEST** |
| `FVG↑` | FVG zone long | ⭐⭐⭐ |
| `FVG↓` | FVG zone short | ⭐⭐⭐ |
| `ABS` | Absorption (caution) | ⚠️ Warning |
| `FK!` | Fakeout detected | ❌ Avoid |
### FVG Zones (Blue Boxes)
- **Bullish FVG** = Gap below price → Support zone
- **Bearish FVG** = Gap above price → Resistance zone
- **Best Entry** = Price touches FVG + Engulfing candle
### Bar Colors
| Color | Meaning |
|-------|---------|
| Bright Green | Bullish breakout confirmed |
| Bright Red | Bearish breakout confirmed |
| Light Green | Bullish retest entry |
| Light Red | Bearish retest entry |
### Info Table Key
| Field | Green = Good | Yellow/Orange = Caution |
|-------|--------------|-------------------------|
| Volume | HIGH VOL | Normal |
| Body | STRONG (70%+) | Normal/Weak |
| Status | BROKE HIGH/LOW | IN RANGE |
### Quick Trade Plan
```
LONG:
1. Wait for 30m ORB to complete
2. Watch for ORB↑ breakout
3. WAIT for pullback to ORB High
4. Enter on RT↑ or FVG↑ signal
5. SL = Below 30m ORB Low
6. TP = Target 1x or 2x
SHORT:
1. Wait for 30m ORB to complete
2. Watch for ORB↓ breakout
3. WAIT for pullback to ORB Low
4. Enter on RT↓ or FVG↓ signal
5. SL = Above 30m ORB High
6. TP = Target 1x or 2x
```
---
Execution-Weighted Market Regime Map (EWRM)Overview
The Execution-Weighted Market Regime Map is designed to answer a simple question:
“Is this market worth trading right now, or is it mostly noise and costs?”
Instead of focusing only on trend vs range, it evaluates whether conditions are likely to:
offer clean, follow-through price movement
chop back and forth
be dominated by costs like spread and slippage
It is meant for day traders and swing traders who want to choose when to trade, not just where to enter .
Core idea
Most indicators try to predict direction.
EWRM focuses on tradability.
It highlights:
when the market moves cleanly and is easier to execute
when volatility is unstable and unreliable
when “cost of trading” (spread and slippage) eats potential profit
The indicator shows this using:
a visual dashboard
background color changes
clear regime labels
Key concepts in plain language
SRR – Spread-to-Range Ratio
How big the trading costs are compared to how much price is moving.
High SRR = the market moves little but costs you a lot → bad environment.
Low SRR = price moves much more than it costs to trade → better environment.
PEI – Pullback Efficiency Index
Measures how “clean” trends are.
If pullbacks lead to smooth continuation, PEI is high.
If pullbacks constantly fail and reverse, PEI is low.
SRP – Slippage Risk Proxy
Estimates how likely you are to get worse fills than expected.
Fast spikes, thin liquidity zones, and whipsaw behavior increase SRP.
What EWRM helps you do
avoid overtrading during messy conditions
size up when conditions are smooth and directional
identify when volatility is expanding or collapsing
adapt behavior by time of day (open, midday, close)
How it works at a high level
It measures how much the market is moving
It checks whether volatility is stable or chaotic
It estimates how expensive and difficult execution is
It breaks the day into premarket, open, midday, and power hour
It combines all of this into an overall “regime” label
It colors the background or dashboard so you can read the state instantly
There are no buy/sell arrows. It is a decision-support tool, not a signal generator.
How to use it
trade more when conditions are clean and execution-friendly
stand aside when cost and noise dominate movement
prefer trend setups when trend regimes are detected
stay cautious when regime flips frequently
Think of it as a weather map for the market, not a GPS.
Inputs and parameters
Core settings
Realized Volatility Length – how fast the tool reacts to volatility changes
Volatility Stability Length – how stable/unstable volatility appears
ATR Length – used to scale and normalize movement
General Lookback – how much history is analyzed
Session settings
Premarket
Opening drive
Midday
Power hour
These let the tool treat each time window differently, since behavior changes through the day.
Cost settings
Estimated Spread – approximate buy/sell price difference
Estimated Slippage – expected extra cost from fast movement
These make the tool focus on realistic, after-cost trading conditions .
Visual settings
toggle dashboard
toggle background shading
toggle regime labels
choose X/Y position of the panel
Limitations
uses estimates of spread and slippage, not live order-book data
cannot remove all uncertainty
best used as a filter, not a trading system
Suggested use
filter out bad environments
increase selectivity
align position size with regime quality
combine with your own strategy or entries
MA Crossover with R SquaredThis indicator enhances the classic Moving Average (MA) crossover strategy with statistical filtering and prediction capabilities.
Let me explain what it does:
Instead of just showing when a fast MA crosses above/below a slow MA, this indicator adds R² (R-squared) filtering to identify higher-quality crossovers and predicts future crossovers.
What is R²?
R² (Coefficient of Determination) is a statistical measure that shows how well one variable explains the movement of another variable. In simpler terms:
R² = 1.0: Perfect relationship - 100% of the movement in one MA is explained by the other MA
R² = 0.8: Strong relationship - 80%
R² = 0.5: Moderate relationship - 50%
R² = 0.0: No relationship - 0%
Imagine two cars driving on a highway:
High R² (0.9): Both cars are in the same lane, moving together consistently
Low R² (0.3): One car is weaving between lanes while the other stays straight - poor coordination.
Traditional MA crossovers often generate false signals during:
Choppy markets (price bouncing around)
Sideways/ranging markets
Low volatility periods
News events causing temporary spikes
The R² Solution:
R² acts as a "quality filter" that answers: "How meaningful this crossover is?"
What this means:
Before R² filtering: Every crossover generates a signal
After R² filtering: Only crossovers with R² > threshold generate signals
Result: Fewer but higher-quality signals.
MARKET REGIME DETECTION
High R² (> 0.7): Strong trending market - MA crossovers are reliable
Medium R² (0.4-0.7): Moderate trending - use with caution
Low R² (< 0.4): Choppy/range-bound market - avoid MA crossover signals
Increasing R²: MAs are converging/moving together more closely
Decreasing R²: MAs are diverging/losing coordination
Sudden R² drop: Potential market regime change.
Why Square the Correlation?
Correlation: Measures direction AND strength (-1 to +1)
R²: Measures strength ONLY (0 to 1)
In trading: We care about relationship strength, not direction
Direction is already indicated by crossover type (bullish/bearish)
Real-World Interpretation:
If R² = 0.64, it means:
64% of the variation in the fast MA is explained by the slow MA
36% is "noise" or unexplained movement
The MAs are moderately coordinated.
R² Trend Confirmation:
Entry: When crossover occurs AND R² is above threshold
Confirmation: R² continues rising after entry
Exit: R² drops below threshold (relationship weakening)
Multi-Timeframe R² Analysis
Check R² on higher timeframe for trend context
Use current timeframe for entry signals
Example: Daily R² > 0.7 gives bullish bias, use 1-hour for entries.
R² LIMITATIONS & CAUTIONS
1. Lagging Nature
R² is calculated from past data
By the time R² is high, the trend may already be established
2. Not a Standalone Indicator
R² should confirm other signals, not generate them alone
Always combine with price action, volume, support/resistance
3. Curve Fitting Risk
Don't over-optimize R² thresholds on historical data
What worked in the past may not work in the future
Use R² as a filter, not a predictor
4. Market-Specific Behavior
R² thresholds that work in trending stocks may fail in Forex
Cryptocurrencies may require different R² settings than commodities
Always test on your specific market/instrument
Before Taking Any Signal:
✅ Does the crossover have a colored circle? (R² > threshold)
✅ What's the R² number shown? (Higher = better)
✅ Is R² rising or falling? (Rising = strengthening relationship)
✅ Check history table - what happened with similar R² values?
✅ Consider prediction - does it align with current signal?
Simple R² Rules of Thumb:
R² > 0.8: Excellent signal quality
R² 0.6-0.8: Good signal quality
R² 0.4-0.6: Moderate - use additional confirmation
R² < 0.4: Poor - avoid or use extreme caution
Think of R² as:
A quality control inspector for MA crossovers
A relationship therapist for your moving averages
A statistical bouncer that only lets strong signals through
Higher win rate + Better risk/reward = More profitable trading
This script transforms the basic "when lines cross" approach into a sophisticated, statistically-validated trading system. R² is the secret sauce that separates random crossovers (Golden/Death) from meaningful trend changes.
DISCLAIMER: This information is provided for educational purposes only and should not be considered financial, investment, or trading advice. Please do boost if you like it. Happy Trading.
ATR Based SL & TP Targets from Entry (Long/Short)ATR-based target helper for manual trade planning.
Plots a single entry level plus ATR-based stop loss and take-profit targets on the price scale. The script uses a standard ATR (default 14) and lets you select the position side (Long or Short). For Long positions, it places the stop loss 1× ATR below the entry and take-profit levels at 1, 2, 3, and 4× ATR above. For Short positions, it mirrors this logic, placing the stop 1× ATR above the entry and targets 1–4× ATR below. You can adjust the entry price and ATR multipliers from the settings, and all levels update instantly, giving a clean visual of your risk and reward targets on the price scale.
-------------------
Tip:
After entry, and after I set my SL & TP levels, I hide the indicator until it's needed again.
Diagonal Interest Zones ScannerThis indicator automatically scans and plots diagonal (slanted) interest zones – dynamic trend-parallel channels that identify statistically validated support/resistance levels within a trending price structure. It detects the strongest "bounce" zones where price has repeatedly respected slanted lines without breaking for a specified hold period, ideal for trending markets.
How It Works (Technical Methodology)
Trend Channel Detection
The script calculates a linear trend slope from a user-defined anchor point (start of lookback or fixed date) to the current close.
Range is determined by finding the maximum deviation above/below this trend line over the lookback period.
This creates a "channel envelope" capturing the full price oscillation around the trend.
Data can be sourced from current or higher timeframe for structural alignment.
Stable Update Mechanism
To prevent flickering on live bars:
Full recalculation (scanning + slope) occurs only after user-defined "Update Frequency" bars close (default 50).
All calculated values (slope, channel bottom, levels, scores) are "snapshotted" and frozen until next confirmed update.
Drawing uses these stable snapshots, ensuring zones remain fixed during real-time price movement.
Auto Mode Scanning
When enabled:
Scans the channel height in percentage steps (default 1.0%).
Each candidate creates a thin diagonal zone (thickness % of price, default 0.04%) parallel to the trend.
Counts valid "hits": Price touches zone and holds (no break) for user-defined bars (default 10).
Break source: "Close" (strict) or "Wick" (sensitive).
Direction assumed by close relative to zone center (support/resistance).
Level Selection and Filtering
Ranks by hit count, applies minimum distance (% of channel height) to avoid overlap.
Limits to max zones (default 9), sorted low to high.
Manual mode alternative: Directly uses input percentages (e.g., 0, 50, 100 for channel bottom/mid/top).
Diagonal Zone Construction
Zones are drawn as filled diagonal bands using two parallel lines (top/bottom) with linefill.
Thickness is volatility-adjusted (% of current price).
Optional extension far into future or limited projection.
Colors: Supply (above price, default light gray), Demand (below price, default cyan) – updates live but positions stay stable.
Dashboard and Visuals
Table shows current price at each zone (stable during bar), % level, hit count (green if high).
Update countdown displayed for transparency.
How to Use
Perfect for trending markets – identifies dynamic, parallel support/resistance zones that move with price structure.
High hit counts: Strong diagonal zones – expect bounces or acceleration on retest.
Update Frequency: Higher values (100+) for very stable long-term channels; lower for adaptive intraday.
Validation Bars: Increase for stricter zones (fewer false positives).
Multi-Timeframe: Use higher TF input for major trend channels on lower charts.
Supply Zones (Diagonal above price): Dynamic resistance – potential shorts or profit targets.
Demand Zones (Diagonal below price): Dynamic support – potential longs or trailing stops.
Manual Mode: Quick plotting of fixed % (e.g., channel median, quartiles).
Confluence: Combine with horizontal levels, volume, or order flow for entries.
Zones remain visually stable (no repainting during bar) thanks to snapshot logic – reliable for live trading decisions.
Disclaimer
This indicator is a technical analysis tool and should be used in conjunction with other forms of analysis. Past performance does not guarantee future results. Always use proper risk management.
Wickless Candle Revisit TrackerWickless Candle Revisit Tracker
Identifies wickless candles (strong momentum candles) and tracks whether price revisits their opening level, providing statistical insights into price behavior patterns.
WHAT ARE WICKLESS CANDLES?
• Green wickless: Open = Low (no lower wick) - opened at the low and moved only upward
• Red wickless: Open = High (no upper wick) - opened at the high and moved only downward
These candles represent strong directional momentum, and their opening levels often act as support/resistance zones that price may revisit.
KEY FEATURES:
• Automatic Detection: Identifies wickless candles with configurable tolerance for broker spread
• Real-time Tracking: Monitors each wickless candle until price revisits its opening level
• Visual Indicators:
- Labels show "WL↑" or "WL↓" with bars count when revisited (or "N/A" if pending)
- Horizontal lines mark price levels (gray dashed = pending, green solid = revisited)
• Comprehensive Statistics Table:
- Total wickless candles detected
- Revisit rate percentage
- Min/Max/Average bars until revisit
- Pending count
• History Limit: Configure how far back to analyze (default: 500 bars)
• Customizable: Adjust colors, toggle labels/lines/table, reposition statistics
USE CASES:
• Identify potential support/resistance levels from momentum candles
• Measure how often price fills "fair value gaps" or inefficiencies
• Track mean reversion patterns after strong momentum moves
• Backtest the reliability of wickless candle levels as trading zones
SETTINGS:
• Wick Tolerance: Allow small wicks due to broker spread (e.g., 0.0001 for forex)
• History Limit: Number of bars to analyze (older candles are hidden)
• Visual Controls: Toggle labels, lines, and statistics table
• Color Customization: Adjust line colors for pending/revisited states
ALERTS:
Built-in alerts for wickless candle detection (green, red, or both).
Perfect for traders analyzing price inefficiencies, fair value gaps, and momentum-based support/resistance levels.
Interest Zones ScannerThis indicator automatically scans a user-defined price range (on current or higher timeframe) to detect and plot the strongest horizontal support/resistance zones based on validated price reactions. It intelligently identifies levels where price has repeatedly bounced without breaking for a specified number of bars, prioritizing high-probability reaction areas.
How It Works (Technical Methodology)
Range Calculation
The script determines the high/low range using a configurable method:
"Lookback Bars": User-defined number of bars (default 400) on the target timeframe.
"Fixed Start Date": Bars since a specified date (default dynamic).
Data is fetched via request.security() from a selectable timeframe (default current chart TF) for multi-timeframe alignment.
Auto Mode Scanning
When enabled:
Scans the entire range in small percentage steps (default 1.0%, adjustable down to 0.5%).
For each potential level, creates a thin volatility-adjusted zone (height % of price, default 0.07%).
Counts "valid hits": Instances where price touches the zone and holds (no break) for user-defined bars (default 10).
Break detection: Configurable "Close" (strict) or "Wick" (sensitive).
Assumes support/resistance direction based on close relative to zone center.
Level Selection and Filtering
Ranks candidates by hit count (highest first).
Applies minimum distance filter (% apart, default 8%) to avoid clustering.
Limits to user-defined max zones (default 9) for clean display.
Sorts final zones from low to high price.
Manual Mode Alternative
When auto disabled: Directly uses user-input percentages (e.g., classic Fibo levels like 23.6, 50, 61.8) applied to the range – no validation/scoring.
Zone Construction
Horizontal boxes centered on validated levels, with dynamic height (% of price).
Colored by position: Supply (above close, default light gray), Demand (below close, default cyan).
Optional full extension (both sides) or right-only.
Labeled with percentage from range low.
Dashboard and Visuals
Table (positionable) shows:
% Level, Exact Price, Hit Count (green if >3).
Header with validation details and lookback info.
Vertical line marks range start for reference.
How to Use
This scanner excels at finding statistically validated horizontal zones where price has shown respect – ideal for support/resistance, mean reversion, or breakout setups.
Auto Mode: Best for discovering hidden/non-obvious levels. Higher hit counts = stronger zones (expect reactions/retests).
Validation Bars: Increase (e.g., 20+) for stricter, higher-quality zones in trending markets; lower for more sensitive detection.
Min Distance: Higher % for fewer, separated zones; lower for denser grids.
Multi-Timeframe: Set target TF higher (e.g., Daily) for major structural levels on lower charts.
Supply Zones (Above Price): Potential resistance – shorts or take-profits.
Demand Zones (Below Price): Potential support – longs or stops below.
Confluence: Combine with volume, order blocks, or fibo for entries. Watch for multiple hits + confluence.
Manual Mode: Quick plotting of custom % (e.g., fibo retracements/extensions).
Fine-tune scan step smaller for precision (slower on large lookbacks) or larger for speed.
Disclaimer
This indicator is a technical analysis tool and should be used in conjunction with other forms of analysis. Past performance does not guarantee future results. Always use proper risk management.
Kalman Hull Kijun [BackQuant]Kalman Hull Kijun
A trend baseline that merges three ideas into one clean overlay, Kalman filtering for noise control, Hull-style responsiveness, and a Kijun-like Donchian midline for structure and bias.
Context and lineage
This indicator sits in the same family as two related scripts:
Kalman Price Filter
This is the foundational building block. It introduces the Kalman filter concept, a state-estimation algorithm designed to infer an underlying “true” signal from noisy measurements, originally used in aerospace guidance and later adopted across robotics, economics, and markets.
Kalman Hull Supertrend
This is the original script made, which people loved. So it inspired me to create this one.
Kalman Hull Kijun uses the same core philosophy as the Supertrend variant, but instead of building a Supertrend band system, it produces a single structural baseline that behaves like a Kijun-style reference line.
What this indicator is trying to solve
Most trend baselines sit on a bad trade-off curve:
If you smooth hard, the line reacts late and misses turns.
If you react fast, the line whipsaws and tracks noise.
Kalman Hull Kijun is designed to land closer to the middle:
Cleaner than typical fast moving averages in chop.
More responsive than slow averages in directional phases.
More “structure aware” than pure averages because the baseline is range-derived (Kijun-like) after filtering.
Core idea in plain language
The plotted line is a Kijun-like baseline, but it is not built from raw candles directly.
High level flow:
Start with a chosen price stream (source input).
Reduce measurement noise using Kalman-style state estimation.
Add Hull-style responsiveness so the filtered stream stays usable for trend work.
Build a Kijun-like baseline by taking a Donchian midpoint of that filtered stream over the base period.
So the output is a single baseline that is intended to be:
Less jittery than a simple fast MA.
Less laggy than a slow MA.
More “range anchored” than standard smoothing lines.
How to read it
1) Trend and bias (the primary use)
Price above the baseline, bullish bias.
Price below the baseline, bearish bias.
Clean flips across the baseline are regime changes, especially when followed by a hold or retest.
2) Retests and dynamic structure
Treat the baseline like dynamic S/R rather than a signal generator:
In uptrends, pullbacks that respect the baseline can act as continuation context.
In downtrends, reclaim failures around the baseline can act as continuation context.
Repeated back-and-forth around the line usually means compression or chop, not clean trend.
3) Extension vs compression (using the fill)
The fill is meant to communicate “distance” and “pressure” visually:
Large separation between price and baseline suggests expansion.
Price compressing into the baseline suggests rebalancing and decision points.
Inputs and what they change
Kijun Base Period
Controls the structural memory of the baseline.
Higher values track broader swings and reduce flips.
Lower values track tighter swings and react faster.
Kalman Price Source
Defines what data the filter is estimating.
Close is usually the cleanest default.
HL2 often “feels” smoother as an average price.
High/Low sources can become more reactive and less stable depending on the market.
Measurement Noise
Think of this as the main smoothness knob:
Higher values generally produce a calmer filtered stream.
Lower values generally produce a faster, more reactive stream.
Process Noise
Think of this as adaptability:
Higher values adapt faster to changing conditions but can get twitchy.
Lower values adapt slower but stay stable.
Plotting and UI (what you see on chart)
1) Adaptive line coloring
Baseline turns bullish color when price is above it.
Baseline turns bearish color when price is below it.
This makes the state readable without extra panels.
2) Gradient “energy” fill
Bull fill appears between price and baseline when above.
Bear fill appears between price and baseline when below.
The goal is clarity on separation and control, not decoration.
3) Rim effect
A subtle band around price that only appears on the active side.
Helps highlight directional control without hiding candles.
4) Candle painting (optional)
Candles can be colored to match the current bias.
Useful for scanning many charts quickly.
Disable if you prefer raw candles.
Alerts
Long state alert when price is above the baseline.
Short state alert when price is below the baseline.
Best used as a bias or regime notification, not a standalone entry trigger.
Where it fits in a workflow
This is a context layer, it pairs well with:
Market structure tools, BOS/MSB, OBs, FVGs.
Momentum triggers that need a regime filter.
Mean reversion tools that need “do not fade trends” context.
Limitations
No baseline eliminates chop whipsaws, tuning only manages the trade-off.
Settings should not be copy pasted across assets without checking behavior.
This does not forecast, it estimates and smooths state, then expresses it as a structural baseline.
Disclaimer
Educational and informational only, not financial advice.
Not a complete trading system.
If you use it in any trading workflow, do proper backtesting, forward testing, and risk management before any live execution.
QuantLabs MASM Correlation TableThe Market is a graph. See the flows:
The QuantLabs MASM is not a standard correlation table. It is an Alpha-Grade Scanner architected to reveal the hidden "hydraulic" relationships between global macro assets in real-time.
Rebuilt from the ground up for Version 3, this engine pushes the absolute limits of the Pine Script™ runtime. It utilizes a proprietary Logarithmic Math Engine, Symmetric Compute Optimization, and a futuristic "Ghost Mode" interface to deliver a 15x15 real-time correlation matrix with zero lag.
Under the Hood: The Quant Architecture
We stripped away standard libraries to build a lean, high-performance engine designed for institutional-grade accuracy.
1. Alpha Math Engine (Logarithmic Returns) Most tools calculate correlation based on Price, which generates spurious signals (e.g., "Everything is correlated in a bull run").
The Solution: Our engine computes Logarithmic Returns (log(close/close )) by default. This measures the correlation of change (Velocity & Vector), not price levels.
The Result: A mathematically rigorous view of statistical relationships that filters out the noise of general market drift.
Dual-Core: Toggle seamlessly between "Alpha Mode" (Log Returns) for verified stats and "Visual Mode" (Price) for trend alignment.
Calculation Modes: Pearson (Standard), Euclidean (Distance), Cosine (Vector), Manhattan (Grid).
2. Symmetric Compute Optimization Calculating a 15x15 matrix requires evaluating 225 unique relationships per bar, which often crashes memory limits.
The Fix: The V3 Engine utilizes Symmetric Logic, recognizing that Correlation(A, B) == Correlation(B, A).
The Gain: By computing only the lower triangle of the matrix and mirroring pointers to the upper triangle, we reduced computational load by 50%, ensuring a lightning-fast data feed even on lower timeframes.
3. Context-Aware "Ghost Mode" The UI is designed for professional traders who need focus, not clutter.
Smart Detection: The matrix automatically detects your current chart's Ticker ID. If you are trading QQQ, the matrix will visually highlight the Nas100 row and column, making them opaque and bright while dimming the rest.
Dynamic Transparency: Irrelevant data ("Noise" < 0.3 correlation) fades into the background. Only significant "Alpha Signals" (> 0.7) glow with full Neon Saturation.
Key Features
Dominant Flow Scanner: The matrix scans all 105 unique pairs every tick and prints the #1 Strongest Correlation at the bottom of the pane (e.g., DOMINANT FLOW: Bitcoin ↔ Nas100 ).
Streak Counter: A "Stubbornness" metric that tracks how many consecutive days a strong correlation has persisted. Instantly identify if a move is a "flash event" or a "structural trend."
Neon Palette: Proprietary color mapping using Electric Blue (+1.0) for lockstep correlation and Deep Red (-1.0) for inverse hedging.
Usage Guide
Placement: Best viewed in a bottom pane (Footer).
Assets: Pre-loaded with the Essential 15 Macro Drivers (Indices, BTC, Gold, Oil, Rates, FX, Key Sectors). Fully editable via settings (Ticker|Name).
Reading the Grid:
🔵 Bright Blue: Assets moving in lockstep (Risk-On).
🔴 Bright Red: Assets moving perfectly opposite (Hedge/Risk-Off).
⚫ Faded/Black: No statistical relationship (Decoupled).
Key Improvements Made:
Formatting: Added clear bullet points and bolding to make it scannable.
Clarity: Clarified the "Logarithmic Returns" section to explain why it matters (Velocity vs. Price Levels).
Tone: Maintained the "high-tech/quant" vibe but removed slightly clunky phrases like "spurious signals" (unless you prefer that academic tone, in which case I left it in as it fits the persona).
Structure: Grouped the "Modes" under the Math Engine for better logic.
Created and designed by QuantLabs
Position Avg Line + P/L Table - SightLine LabsPosition Avg – SLL is a lightweight position-tracking indicator designed to display a persistent average price level on the chart along with a real-time position summary table.
This script is non-trading and does not generate signals, entries, or exits. It is intended strictly for position awareness and visual reference.
What this indicator does:
Plots a persistent horizontal average price line (dashed by default)
Displays a live position statistics table showing:
Shares owned
Average price
Current price
Unrealized profit/loss in dollars
Unrealized profit/loss in percent
Updates automatically as price changes
Works across all timeframes
Does not depend on broker integration or strategy logic
Key features:
Average Price Line:
User-defined average price input
Persistent across the entire chart
Adjustable color and width
Visibility toggle
Position Table:
Six selectable table positions:
Top Left, Top Center, Top Right, Bottom Left, Bottom Center, Bottom Right
Adjustable text size (Tiny through Huge)
Optional table background fill
Optional inner grid lines
Optional outer frame border
Independent color control for:
Header background
Header text
Value text
Positive and negative P/L values
Chart Overlay Options:
Optional chart background tint
Does not modify the global chart theme
Inputs overview:
Position Settings:
Shares Owned
Average Price
Visual Settings:
Show or hide average price line
Line color and width
Table Settings:
Table position
Table text size
Color Settings:
Header background and text colors
Value text color
Positive and negative P/L colors
Optional table background, grid, and frame colors
How to use:
Add the indicator to a chart
Open the settings panel
Enter the number of shares and the average price
Adjust table position, size, and colors as desired
Use the average price line and table as a visual reference for trade and risk management
Notes and limitations:
This indicator does not place trades
It does not connect to any broker
All values are manually entered
Unrealized P/L is calculated using the chart’s current price
Commissions, fees, and slippage are not included
Disclaimer:
This script is provided for educational and informational purposes only. It does not constitute financial advice, investment recommendations, or trade signals. All trading decisions are the sole responsibility of the user.
Developed by SightLine Labs.
SMC Post-Analysis Lab [PhenLabs]📊 SMC Post-Analysis Lab
Version: PineScript™ v6
📌 Description
The SMC Post-Analysis Lab is a dedicated hindsight analysis tool built for traders who want to understand what really happened during any historical trading period. Unlike forward-looking indicators, this tool lets you scroll back through time and instantly receive algorithmic classification of market states using Smart Money Concepts methodology.
Whether you’re reviewing a losing trade, studying a successful session, or building your pattern recognition skills, this indicator provides immediate context. The expansion-aware algorithm processes price action within your selected window and outputs clear, actionable classifications ranging from Parabolic Expansion to Consolidation Inducements.
Stop relying on subjective post-trade analysis. Let the algorithm objectively tell you whether institutional players were accumulating, distributing, or running inducements during your trades.
🚀 Points of Innovation
First indicator specifically designed for SMC-based post-trade review rather than live signal generation
Dual-mode analysis system allowing both dynamic scrollback and precise date selection
Expansion-aware classification algorithm that weighs range position against net displacement
Real-time efficiency metrics calculating directional quality of price movement
Integrated visual FVG detection within the analysis window only
Interactive table with clickable date range adjustment via chart interface
🔧 Core Components
Pivot Detection Engine: Uses configurable pivot length to identify significant swing highs and lows for structure break detection
Window Calculator: Determines active analysis zone based on either bar offset or timestamp boundaries
Data Aggregator: Tracks window open, high, low, close and counts bullish/bearish structure break events
State Classification Algorithm: Applies hierarchical logic to determine market state from six possible classifications
Visual Renderer: Draws structure breaks, FVG boxes, and window highlighting within the active zone
🔥 Key Features
Sliding Window Mode: Use the Scroll Back slider to dynamically move your analysis zone backwards through history bar-by-bar
Date Range Mode: Select specific start and end timestamps for precise session or trade review
Six Market State Classifications: Parabolic Expansion (Bull/Bear), Bullish/Bearish Order Flow, Accumulation/Distribution Reversal, and Consolidation/Inducement
Range Position Percentile: See exactly where price closed relative to the window’s high-low range as a percentage
Bull/Bear Event Counter: Quantified count of structure breaks in each direction during the analysis period
Efficiency Calculation: Net move divided by total range reveals trending quality versus chop
🎨 Visualization
Blue Window Highlight: Active analysis zone is clearly marked with blue background shading on the chart
Structure Break Lines: Dashed lines appear at each bullish or bearish structure break within the window
FVG Boxes: Fair Value Gaps automatically render as semi-transparent boxes in bullish or bearish colors
Dashboard Table: Top-right positioned table displays State, Analysis description, and Metrics in real-time
Color-Coded States: Each classification uses distinct coloring for immediate visual recognition
Interactive Tip Row: Optional help text guides users on clicking the table to adjust date range
📖 Usage Guidelines
General Configuration
Analysis Mode: Default is Sliding Window. Choose Date Range for specific timestamp analysis.
Sliding Window Settings
Scroll Back (Bars): Default 0. Increase to move window backwards into history.
Window Width (Bars): Default 100. Range 20-50 for scalping, 100+ for swing analysis.
Date Range Settings
Start Date: Select the beginning timestamp for your analysis period.
End Date: Select the ending timestamp for your analysis period.
Visual Settings
Show Help Tip: Default true. Toggle to hide instructional row in dashboard.
Bullish Color: Default teal. Customize for bullish elements.
Bearish Color: Default red. Customize for bearish elements.
SMC Parameters
Pivot Length: Default 5. Lower values (3-5) catch minor breaks. Higher values (10+) focus on major swings.
✅ Best Use Cases
Post-trade review to understand why entries succeeded or failed
Session analysis to identify institutional activity patterns
Trade journaling with objective algorithmic classifications
Pattern recognition training through historical scrollback
Identifying whether stop hunts were inducements or legitimate breaks
Comparing your real-time read versus what the algorithm detected
⚠️ Limitations
Designed for historical analysis only, not live trade signals
Classification accuracy depends on appropriate pivot length for the timeframe
FVG detection uses simple gap logic without mitigation tracking
State classification is based on window data only, not broader context
Requires manual scrolling or date input to review different periods
💡 What Makes This Unique
Purpose-Built for Review: Unlike most indicators focused on live signals, this is designed specifically for post-trade analysis
Expansion-Aware Logic: Algorithm weighs both position in range AND directional efficiency for accurate state detection
Interactive Date Control: Click the dashboard table to reveal draggable anchors for window adjustment directly on chart
🔬 How It Works
1. Window Definition:
User selects either Sliding Window or Date Range mode
System calculates which bars fall within the active analysis zone
Active zone receives blue background highlighting
2. Data Collection:
Algorithm captures window open, running high, running low, and current close
Structure breaks are detected when price crosses above last pivot high or below last pivot low
Bullish and bearish events are counted separately
3. State Classification:
Range Position calculates where close sits as percentage of high-low range
Efficiency calculates net move divided by total range
Hierarchical logic applies priority rules from Parabolic states down to Consolidation
4. Output Rendering:
Dashboard table updates with State title, Analysis description, and Metrics
Visual elements render within window only to keep chart clean
Colors reflect bullish, bearish, or neutral classification
💡 Note:
This indicator is intended for educational and review purposes. Use it to develop your understanding of Smart Money Concepts by analyzing what institutional order flow looked like during historical periods. Combine insights with your own analysis methodology for best results.
