The Machine – Smart Zones PRO 🧠 The Machine – Smart Zones PRO (Stable Final)
By Abdou // “By order of the chaos, I present THE MACHINE.”
🚀 Overview
The Machine – Smart Zones PRO is an advanced price structure and confluence detection engine designed to reveal where institutional traders accumulate, manipulate, and distribute.
It automatically maps adaptive supply/demand zones, detects multi-timeframe trend alignment, and generates weighted probability signals for precision trade confirmation.
Built for traders who move with logic — not luck.
⚙️ Core Features
✅ Smart Zone Engine
Dynamic zone generation using pivot logic and ATR-based padding.
Auto-cleans inactive zones to keep your chart efficient.
Real-time updating and fully adjustable extension range.
✅ Multi-Timeframe Trend Confirmation
Aligns trend signals from any higher timeframe (default 4H).
Perfect for structure traders who rely on HTF bias validation.
✅ Weighted Probability Model
Signal scoring combines:
• Trend strength
• HTF alignment
• Volume confirmation
• Zone proximity
Generates confidence scores (0–100%) and visual “potential next move” predictions.
✅ Confluence Detection System
Highlights when signals align with nearby smart zones.
Visual triangle markers show buy/sell zone confluence instantly.
✅ Real-Time Dashboard
A clean, top-right control panel showing:
Last confirmed signal (BUY/SELL)
Probability %
Current trend (Bullish/Bearish)
Next potential move forecast
✅ Clean Probability Plots
Visualize buy/sell probabilities over time with non-repainting confidence lines.
✅ Full Alert System
Buy / Sell signals
Buy + Support Confluence
Sell + Resistance Confluence
📊 Category
Support & Resistance • Trend Analysis • Signal Tools
💡 Use Case
Ideal for traders who focus on market structure, zone trading, or smart money concepts.
Use it standalone or together with other Machine modules:
🧭 The Machine – Session Map PRO
📊 The Machine – Smart Dashboard
Together, they form a complete ecosystem for bias detection, structure mapping, and market rhythm tracking.
⚠️ Disclaimer
This indicator is for educational and analytical purposes only.
It does not provide financial advice. Always use proper risk management.
🧩 Summary
The Machine – Smart Zones PRO is not just an indicator — it’s a structured, intelligent system that thinks like a trader.
Precision-engineered to help you identify high-probability turning points and trade where the machine sees opportunity.
⚡️ Short Tagline (for Listing Header)
“Adaptive Smart Zones + Probability Engine with MTF Trend Confirmation.”
Statistics
The Machine – Session Map PRO ## 🧭 **The Machine – Session Map PRO (Fixed)**
**By Abdou // “By order of the chaos, I present THE MACHINE.”**
---
### 🕒 **Overview**
The Machine – Session Map PRO is a complete **session visualization system** that maps out the **Asia, London, and New York** sessions directly on your chart — showing their highs, lows, ranges, and overlap zones in real time.
It’s built to help traders understand **accumulation, manipulation, and distribution** phases within each global market session — giving you structure and bias clarity at a glance.
Designed with performance, precision, and customization in mind.
---
### ⚙️ **Core Features**
✅ **Dynamic Session Mapping**
* Automatically highlights Asia, London, and New York sessions with customizable colors and time zones.
* Real-time updating boxes show live range expansion as price develops.
* Automatic handling of session wrap across midnight and timezone offsets.
✅ **Previous Session Highs & Lows**
* Plots and extends previous session highs/lows until broken.
* Perfect for identifying liquidity grabs and reaction zones.
✅ **Session Overlaps**
* Visually shades overlap zones between London and New York to highlight high-volume volatility windows.
✅ **VWAP Integration**
* Real-time VWAP for each session (Asia / London / NY).
* Perfect for intraday mean reversion and premium/discount logic.
✅ **Session Bias Detection**
* Calculates session-to-session bias (Bullish / Bearish / Neutral) based on structural shifts in highs and lows.
✅ **Dashboard Panel**
A compact dashboard displaying:
* Session bias
* Current range (pips)
* Average range over past *n* sessions
* Volume rank percentage
* VWAP levels
Fully positionable (top-left, top-right, bottom-left, bottom-right) with scalable font sizes.
✅ **Smart Transparency & Styling**
* Auto adjusts zone opacity depending on chart timeframe.
* Clean zone borders and labeling options for a polished, minimal look.
---
### 📊 **Category**
> Market Sessions • Support & Resistance • Statistical Tools
---
### 💡 **Use Case**
Perfect for:
* Intraday traders analyzing session-based price behavior
* Smart Money / ICT-style traders tracking liquidity cycles
* Anyone wanting a clean and dynamic visual of global trading sessions
It pairs seamlessly with the rest of **The Machine** suite:
* **The Machine – Smart Zones PRO**
* **The Machine – Smart Dashboard**
---
### ⚠️ **Disclaimer**
This script is for educational and analytical purposes only.
It does not provide financial advice or guarantee performance. Always confirm with your own analysis.
---
### 🧩 **Summary**
**The Machine – Session Map PRO** delivers a complete, real-time map of global sessions — structured, accurate, and beautifully visualized.
A must-have for traders who want to **see the market rhythm, not just price.**
---
Stablecoin Liquidity Delta v2 (Aggregate Market Cap Flow)Updated version of Stablecoin Liquidity Delta (Aggregate Market Cap Flow).
Hi All,
This indicator visualizes the bar-to-bar change in the aggregate market capitalization of major stablecoins, including USDT, USDC, DAI, and others. It serves as a proxy for monitoring on-chain liquidity and measuring capital inflows or outflows across the crypto market.
Stablecoins are the primary liquidity layer of the crypto economy. Their combined market capitalization acts as a mirror of the available fiat-denominated liquidity in digital markets:
🟩 An increase in the total stablecoin market capitalization indicates new issuance (capital entering the market).
🟥 A decrease reflects redemption or burning (liquidity exiting the system).
Tracking these flows helps anticipate macro-level liquidity trends that often lead overall market direction, providing context for broader price movements.
All values are derived from TradingView’s public CRYPTOCAP tickers, which represent the market capitalization of each stablecoin. While minor deviations can occur due to small price fluctuations around the $1 peg, these figures serve as a proxy for circulating supply and net issuance across the stablecoin ecosystem.
Nqaba Probable High/Low — Overshoot/Undershoot{Larry Method)This Probable High/Low indicator is an advanced tool inspired by Larry R. Williams’ original projection formulas.
It calculates probable daily highs and lows based on the prior day’s open, high, low, and close, allowing traders to anticipate key intraday price levels with precision.
Stablecoin Liquidity Delta (Aggregate Market Cap Flow)Hi All,
This indicator visualizes the bar-to-bar change in the aggregate market capitalization of major stablecoins, including USDT, USDC, DAI, and others. It serves as a proxy for monitoring on-chain liquidity and measuring capital inflows or outflows across the crypto market.
Stablecoins are the primary liquidity layer of the crypto economy. Their combined market capitalization acts as a mirror of the available fiat-denominated liquidity in digital markets:
🟩 An increase in the total stablecoin market capitalization indicates new issuance (capital entering the market).
🟥 A decrease reflects redemption or burning (liquidity exiting the system).
Tracking these flows helps anticipate macro-level liquidity trends that often lead overall market direction, providing context for broader price movements.
All values are derived from TradingView’s public CRYPTOCAP tickers, which represent the market capitalization of each stablecoin. While minor deviations can occur due to small price fluctuations around the $1 peg, these figures serve as a proxy for circulating supply and net issuance across the stablecoin ecosystem.
Nqaba Probable High/Low{Larry Method}The Probable High/Low indicator is an advanced tool inspired by Larry R. Williams’ original projection formulas.
It calculates probable daily highs and lows based on the prior day’s open, high, low, and close, allowing traders to anticipate key intraday price levels with precision.
This version provides full control over visibility, styling, and historical analysis — making it both educational and powerful for active traders.
Continuation Probability (0–100)This indicator helps measure how likely the current candle trend will continue or reverse, giving a probability score between 0–100.
It combines multiple market factors trend, candle strength, volume, and volatility to create a single, intuitive signal.
Mirpapa_Lib_boxLibrary "Mirpapa_Lib_box"
AddFVG(boxes, htfTimeframe, htfBarIndex, top, bottom, isBull, _text)
AddFVG
@description FVG 박스 데이터 추가
Parameters:
boxes (array) : array 박스 배열
htfTimeframe (string) : string HTF 시간대 ("60", "240", "D")
htfBarIndex (int) : int HTF bar_index
top (float) : float 상단 가격
bottom (float) : float 하단 가격
isBull (bool) : bool 방향 (true=상승, false=하락)
_text (string)
Returns: void
AddOB(boxes, htfTimeframe, htfBarIndex, top, bottom, isBull, _text)
AddOB
@description OB 박스 데이터 추가
Parameters:
boxes (array) : array 박스 배열
htfTimeframe (string) : string HTF 시간대
htfBarIndex (int) : int HTF bar_index
top (float) : float 상단 가격
bottom (float) : float 하단 가격
isBull (bool) : bool 방향
_text (string)
Returns: void
AddBB(boxes, htfTimeframe, htfBarIndex, top, bottom, isBull, _text)
AddBB
@description BB 박스 데이터 추가
Parameters:
boxes (array) : array 박스 배열
htfTimeframe (string) : string HTF 시간대
htfBarIndex (int) : int HTF bar_index
top (float) : float 상단 가격
bottom (float) : float 하단 가격
isBull (bool) : bool 방향
_text (string)
Returns: void
AddRB(boxes, htfTimeframe, htfBarIndex, top, bottom, isBull, _text)
AddRB
@description RB 박스 데이터 추가
Parameters:
boxes (array) : array 박스 배열
htfTimeframe (string) : string HTF 시간대
htfBarIndex (int) : int HTF bar_index
top (float) : float 상단 가격
bottom (float) : float 하단 가격
isBull (bool) : bool 방향
_text (string)
Returns: void
ProcessBoxes(boxes, boxType, colorBull, colorBear, closeCount, useLine, textAlignH, textAlignV, closeColor)
ProcessBoxes
@description 박스 배열 처리 (생성→확장→터치→종료)
Parameters:
boxes (array) : array 박스 배열
boxType (string) : string 박스 타입 ("FVG", "OB", "BB", "RB")
colorBull (color) : color 상승 색상
colorBear (color) : color 하락 색상
closeCount (int) : int 터치 종료 횟수
useLine (bool) : bool 중간라인 사용 여부
textAlignH (string) : string 수평 정렬
textAlignV (string) : string 수직 정렬
closeColor (color) : color 종료 색상
Returns: void
GetActiveBoxCount(boxes)
GetActiveBoxCount
@description 활성 박스 개수 반환
Parameters:
boxes (array) : array 박스 배열
Returns: int 활성 박스 개수
ClearInactiveBoxes(boxes)
ClearInactiveBoxes
@description 비활성 박스 제거 (메모리 절약)
Parameters:
boxes (array) : array 박스 배열
Returns: void
BoxData
BoxData
Fields:
_isActive (series bool) : 박스 활성화 상태
_isBull (series bool) : 방향 (true=상승, false=하락)
_boxTop (series float) : 상단 가격
_boxBot (series float) : 하단 가격
_basePoint (series float) : 터치 감지 기준점
_stage (series int) : 터치 횟수 카운터
_type (series string) : 박스 타입 ("FVG", "OB", "BB", "RB")
_htfTimeframe (series string) : HTF 시간대 ("60", "240", "D")
_htfBarIndex (series int) : HTF 기준 bar_index
_text (series string) : 사용자 추가 텍스트
_box (series box) : 박스 객체 (ProcessBoxes에서 생성)
_line (series line) : 라인 객체 (ProcessBoxes에서 생성)
Mouvement Moyen Journalier (ATR) IlkerAverage Daily Movement (ATR) - Daily Timeframe
Description:
This is a simple script that calculates and plots the Average True Range (ATR) fixed on the daily timeframe.
The ATR is a standard measure of market volatility. It calculates the "true range" for each period (which accounts for price gaps between days) and then smooths the result using an RMA (Relative Moving Average) based on the user-defined period.
Useful for:
* Assessing average daily price movement.
* Setting stop-loss or take-profit levels.
* Gauging market volatility.
Simple FloatFloat Display Indicator
A simple, clean indicator that displays the current float (shares outstanding float) for any stock directly in your indicator status line at the top left of the chart.
Features:
- Shows the float value with automatic K/M formatting for thousands and millions
- No chart clutter - value only appears in the status line, nothing plotted on the chart
- Works on any stock that has float data available
- Lightweight and efficient
Perfect for traders who want quick access to float information without switching between windows or cluttering their charts.
Note: Float data availability depends on TradingView's financial data for the specific ticker. Some tickers may not have this data available.
Momentum Quant Spread IlkerThis script is the opposite of a traditional mean-reversion pairs trading strategy. It is a "Cointegration Breakdown" or "Momentum Divergence" tool.
Instead of betting on a spread's Z-Score to revert to 0, this strategy is designed to identify when the statistical relationship (the "elastic band") has snapped. It then provides signals to trade with the momentum as the spread diverges.
It filters for true breakouts by waiting for a "Momentum Regime," which is confirmed only when the pair's relationship becomes statistically unstable.
## 📈 Key Features
1. The Momentum Regime (Blue Background)
This is the core of the indicator. The background turns BLUE to signal a "Momentum Regime". This is the only time you should look for a momentum trade.
The blue background activates only if TWO conditions are met simultaneously:
• 1. Relationship Instability: The pair's relationship is broken. This is confirmed when either the rolling Correlation Z-Score (purple line) breaks down OR the Volatility Ratio (orange line) becomes unstable.
• 2. Divergence Confirmation: The Half-Life calculation (from our v2.8 script) shows "N/A (Divergent)" in the dashboard. This mathematically confirms the mean-reverting force (\lambda) is gone (it has turned positive) and the spread is statistically diverging.
If the background is GRAY, the script is in a "Neutral" or "Mean-Reversion" state, and all momentum signals should be ignored.
2. Momentum Breakout Signals
This strategy inverts the Z-Score logic. The 0-line is not a profit target; it is the breakout line.
• BUY Signal (Blue Triangle ▲): Appears only if the background is BLUE and the Z-Score (blue line) crosses ABOVE 0. This is your long momentum entry.
• SELL Signal (Fuchsia Triangle ▼): Appears only if the background is BLUE and the Z-Score crosses BELOW 0. This is your short momentum entry.
3. Built-in Trade Management
• Take Profit (X Cross): Your profit target is the outer band. The script plots an 'X' when the Z-Score hits the +2.0 band (for longs) or the -2.0 band (for shorts).
• Stop Loss (X Cross): Your stop is a failure of the momentum. The script plots an 'X' if the Z-Score re-crosses the 0-line against your trade.
4. Full Quant Dashboard
All the statistical components are plotted for analysis:
• Price Z-Score (Blue Line): Your primary momentum indicator.
• Z-Score Correlation (Purple Line): Lets you visually confirm the correlation breakdown.
• Volatility Ratio (Orange Line): Lets you visually confirm the volatility spike.
• Half-Life Dashboard: Confirms the regime by showing "N/A (Divergent)".
## 🛠 How to Use (Required Setup)
IMPORTANT: This indicator is designed to run on a spread chart (e.g., M2K/MES or MGC/SIL).
1. Load your spread chart first (e.g., type M2K/MES in the ticker bar).
2. Add this indicator to the chart.
3. Go into the indicator's Settings (⚙).
4. In the "Inputs" tab, you MUST fill in the two individual tickers:
• Ticker du Symbole 1 (REQUIS): M2K
• Ticker du Symbole 2 (REQUIS): MES
5. The script uses these two inputs to calculate the Volatility and Correlation filters. The main Z-Score is calculated from the spread chart itself.
This tool is for traders who want to capture explosive divergence moves that happen during fundamental news or regime changes, while filtering out the "noise" of stable, mean-reverting periods.
Zscore correlation volatility Demi vie IlkerThis is an all-in-one "regime" dashboard for pairs trading. It's designed to stop you from taking bad mean-reversion trades by first identifying if the market conditions are stable.
It answers two key questions:
1. "Is this a good time to trade a mean-reversion strategy?" (The Regime Filter)
2. "If yes, how fast should I expect the trade to work?" (The Half-Life)
## 📈 Key Features
This script runs four main calculations at once:
1. The Price Z-Score (Blue Line)
This is your primary entry signal. It shows you how "cheap" (e.g., -2.0) or "expensive" (e.g., +2.0) the spread is relative to its short-term history (z_len).
2. The Regime Background (Green / Red)
This is the most important part. It acts as a "traffic light" for your trading:
• 🟢 GREEN (Stable Regime): It's safe to look for mean-reversion trades. This means both the correlation and volatility filters are stable.
• 🔴 RED (Unstable Regime): DO NOT trade mean-reversion. The relationship between the assets is broken. Any signal is likely a trap.
3. The Regime Filters (Your "Guards")
These two filters determine the background color:
• Correlation Z-Score (Purple Line): It measures the stability of the correlation. If this purple line drops below the red threshold (corr_z_threshold), it means the correlation has broken down, and the background turns RED.
• Volatility Ratio (Orange Line): It compares the volatility of the two assets. If one asset suddenly becomes much more volatile than the other (deviating from its average ratio), the background turns RED.
4. The Half-Life Dashboard (Top-Right Table)
This is your "speedometer." Based on an Ornstein-Uhlenbeck model, it calculates the average time (in bars) it takes for the spread to revert 50% of the way back to its mean.
• HL: 13.86 periods: You can expect it to take ~14 bars to go from a Z-Score of 2.0 to 1.0.
• N/A (Divergent): A critical warning. The math shows the spread is currently diverging and has no tendency to revert.
## 💡 How to Use This Indicator
Setup (Required):
1. Load a spread chart (e.g., type MES/MNQ or MGC/SIL into the TradingView search).
2. Add this indicator to the spread chart.
3. Go into the indicator's Settings (⚙).
4. In the "Inputs" tab, you must enter the two individual tickers:
• Symbol 1 Ticker: MGC
• Symbol 2 Ticker: SIL
(This is so the script can calculate the Correlation and Volatility filters).
Trading Signals
1. Mean-Reversion Signals
• BUY Signal (Green Triangle ▲): Appears only if the background is GREEN and the Price Z-Score (blue line) crosses below the -2.0 band.
• SELL Signal (Red Triangle ▼): Appears only if the background is GREEN and the Price Z-Score (blue line) crosses above the +2.0 band.
• EXIT: Your target is a reversion back to the 0 line. The Half-Life value gives you an idea of how long to wait.
2. Divergence Warning Signals
• Blue/Fuchsia Triangles (▲ / ▼): These appear at the exact moment the background turns RED. They warn you that the "stable" regime is broken and a new "divergence" or "trend" regime may be starting. This is a signal to stay out or manage any existing positions.
This tool is designed to add a layer of quantitative, risk-management logic to a standard Z-Score strategy. It helps you trade only when the statistics are in your favor.
Vandan V2Vandan V2 is an automated trend-following strategy for NASDAQ E-mini Futures (NQ1!).
It uses multi-timeframe momentum and volatility filters to identify high-probability entries.
Includes dynamic risk management and trailing logic optimized for intraday trading.
Risk Position Sizer (Entry=Close, Stop=Daily Low)This is for trading stocks/shares. Its main goal is to help you gauge how big or how small of a position you should add based on your account size.
Info Box⚙️ Purpose
Shows useful trade and event-related data such as:
% Distance from stop levels (D, DH)
Earnings countdown in bars
All displayed in a single floating info box (table) on the chart.
📋 Key Features
Customizable Display
Choose table position (Top Right, Bottom Center, etc.)
Choose table size (Auto, Large, Tiny, etc.)
Custom text and background colors
Metrics Shown
D: % Distance from stop (difference between close and low/high)
DH: % Distance from midpoint of the candle
Earnings Countdown: Number of bars until next earnings event
Conditional Styling
If earnings are within 3 bars, text color turns red as a warning.
Execution Conditions
Runs only on daily timeframe
Updates on last bar only (no historical clutter)
Output
Displays all selected metrics in one line, separated by “×”
e.g. → D: -2.1% × 5 × DH: 1.4%
🧩 Overall Function
Creates a clean, customizable “info box” showing trade distances and upcoming earnings countdown for quick decision-making directly on your TradingView chart.
Zscore COrrelation volatility OberlinThis is a complete multi-strategy dashboard for statistical arbitrage (pairs trading). It is designed to solve the biggest challenge in pairs trading: knowing when to trade mean-reversion and when to trade a regime break.
This indicator automatically analyzes the stability of the pair's relationship using two critical filters (a Volatility Ratio filter and a Correlation Z-Score filter). It then provides clear, actionable signals for two opposite strategies based on the current market "regime."
The Regime "Traffic Light" System
The indicator's background color tells you which strategy is currently active.
• 🟢 GREEN Background (Stable Regime): This is the "Mean Reversion" regime. It means both the volatility and correlation filters are stable. The pair is behaving predictably, and you can trust the Z-Score to revert to its mean.
• 🔴 RED Background (Unstable Regime): This is the "Divergence" or "Breakout" regime. It means the pair's relationship has failed (correlation has broken down OR volatility has exploded). In this regime, the Z-Score is not expected to revert and may continue to diverge.
How to Use: The Two Strategies
The indicator will plot text labels on your chart for four specific signals.
📈 Strategy 1: Mean Reversion (Green Regime 🟢)
This is the classic pairs trading strategy. You only take these signals when the background is GREEN.
• LONG Signal: "ACHAT MOYENNE" (Buy Mean)
• What it means: The Z-Score (blue line) has crossed below the lower band (e.g., -2.0) while the regime is stable.
• Your Bet: The spread is statistically "too cheap" and will rise back to the 0-line.
• Action: Buy the Spread (e.g., Buy MES, Sell MNQ).
• SHORT Signal: "VENTE MOYENNE" (Sell Mean)
• What it means: The Z-Score (blue line) has crossed above the upper band (e.g., +2.0) while the regime is stable.
• Your Bet: The spread is statistically "too expensive" and will fall back to the 0-line.
• Action: Sell the Spread (e.g., Sell MES, Buy MNQ).
• Exit Target: Close your position when the Z-Score (blue line) returns to 0.
🚀 Strategy 2: Divergence / Momentum (Red Regime 🔴)
This is a momentum strategy that bets on the continuation of a regime break. These signals appear on the exact bar the background turns RED.
• LONG Signal: "ACHAT ÉCART" (Buy Divergence)
• What it means: The regime just broke (turned RED) at the same time the Z-Score was already rising.
• Your Bet: The pair's relationship is broken, and the spread will continue to "rip" higher, diverging further from the mean.
• Action: Buy the Spread (e.g., Buy MES, Sell MNQ) and hold for momentum.
• SHORT Signal: "VENTE ÉCART" (Sell Divergence)
• What it means: The regime just broke (turned RED) at the same time the Z-Score was already falling.
• Your Bet: The pair's relationship is broken, and the spread will continue to "crash" lower, diverging further from the mean.
• Action: Sell the Spread (e.g., Sell MES, Buy MNQ) and hold for momentum.
• Exit Target: This is a momentum trade, so the exit is not the 0-line. Use a trailing stop or exit when the regime becomes stable again (turns GREEN).
The 3 Indicator Panes
1. Pane 1: Main Dashboard (Signal Pane)
• Z-Score PRIX (Blue Line): Your main signal. Shows the spread's deviation.
• Regime (Background Color): Your "traffic light" (Green for Mean Reversion, Red for Divergence).
• Trade Labels: The explicit entry signals.
2. Pane 2: Volatility Ratio (Diagnostic Pane)
• This pane shows the ratio of the two assets' volatility (Orange Line) vs. its long-term average (Gray Line).
• It is one of the two filters used to decide if the regime is "stable." If the orange line moves too far from the gray line, the regime turns RED.
3. Pane 3: Correlation Z-Score (Diagnostic Pane)
• This is the most critical filter. It measures the Z-Score of the rolling correlation itself.
• If this Purple Line drops below the Red Dashed Line (the "Danger Threshold"), it means the pair's correlation has statistically broken. This is the primary trigger for the RED "Divergence" regime.
Settings
• Symbol 1 & 2 Tickers: Set the two assets for the filters (e.g., "MES1!" and "MNQ1!"). Note: You must still load the spread chart itself (e.g., MES1!-MNQ1!) for the Price Z-Score to work.
• Z-Score Settings: Adjust the lookback period and bands for the Price Z-Score.
• Volatility Filter Settings: Adjust the ATR period, the MA period, and the deviation threshold.
• Correlation Filter Settings: Adjust the lookback periods and the "danger threshold" for the Correlation Z-Score.
Disclaimer: This indicator is for educational and informational purposes only. It does not constitute financial advice. All trading involves significant risk. Past performance is not indicative of future results.
ZScore correlation volatility spread pacThis is a complete multi-strategy dashboard for statistical arbitrage (pairs trading). It is designed to solve the biggest challenge in pairs trading: knowing when to trade mean-reversion and when to trade a regime break.
This indicator automatically analyzes the stability of the pair's relationship using two critical filters (a Volatility Ratio filter and a Correlation Z-Score filter). It then provides clear, actionable signals for two opposite strategies based on the current market "regime."
The Regime "Traffic Light" System
The indicator's background color tells you which strategy is currently active.
• 🟢 GREEN Background (Stable Regime): This is the "Mean Reversion" regime. It means both the volatility and correlation filters are stable. The pair is behaving predictably, and you can trust the Z-Score to revert to its mean.
• 🔴 RED Background (Unstable Regime): This is the "Divergence" or "Breakout" regime. It means the pair's relationship has failed (correlation has broken down OR volatility has exploded). In this regime, the Z-Score is not expected to revert and may continue to diverge.
How to Use: The Two Strategies
The indicator will plot text labels on your chart for four specific signals.
📈 Strategy 1: Mean Reversion (Green Regime 🟢)
This is the classic pairs trading strategy. You only take these signals when the background is GREEN.
• LONG Signal: "ACHAT MOYENNE" (Buy Mean)
• What it means: The Z-Score (blue line) has crossed below the lower band (e.g., -2.0) while the regime is stable.
• Your Bet: The spread is statistically "too cheap" and will rise back to the 0-line.
• Action: Buy the Spread (e.g., Buy MES, Sell MNQ).
• SHORT Signal: "VENTE MOYENNE" (Sell Mean)
• What it means: The Z-Score (blue line) has crossed above the upper band (e.g., +2.0) while the regime is stable.
• Your Bet: The spread is statistically "too expensive" and will fall back to the 0-line.
• Action: Sell the Spread (e.g., Sell MES, Buy MNQ).
• Exit Target: Close your position when the Z-Score (blue line) returns to 0.
🚀 Strategy 2: Divergence / Momentum (Red Regime 🔴)
This is a momentum strategy that bets on the continuation of a regime break. These signals appear on the exact bar the background turns RED.
• LONG Signal: "ACHAT ÉCART" (Buy Divergence)
• What it means: The regime just broke (turned RED) at the same time the Z-Score was already rising.
• Your Bet: The pair's relationship is broken, and the spread will continue to "rip" higher, diverging further from the mean.
• Action: Buy the Spread (e.g., Buy MES, Sell MNQ) and hold for momentum.
• SHORT Signal: "VENTE ÉCART" (Sell Divergence)
• What it means: The regime just broke (turned RED) at the same time the Z-Score was already falling.
• Your Bet: The pair's relationship is broken, and the spread will continue to "crash" lower, diverging further from the mean.
• Action: Sell the Spread (e.g., Sell MES, Buy MNQ) and hold for momentum.
• Exit Target: This is a momentum trade, so the exit is not the 0-line. Use a trailing stop or exit when the regime becomes stable again (turns GREEN).
The 3 Indicator Panes
1. Pane 1: Main Dashboard (Signal Pane)
• Z-Score PRIX (Blue Line): Your main signal. Shows the spread's deviation.
• Regime (Background Color): Your "traffic light" (Green for Mean Reversion, Red for Divergence).
• Trade Labels: The explicit entry signals.
2. Pane 2: Volatility Ratio (Diagnostic Pane)
• This pane shows the ratio of the two assets' volatility (Orange Line) vs. its long-term average (Gray Line).
• It is one of the two filters used to decide if the regime is "stable." If the orange line moves too far from the gray line, the regime turns RED.
3. Pane 3: Correlation Z-Score (Diagnostic Pane)
• This is the most critical filter. It measures the Z-Score of the rolling correlation itself.
• If this Purple Line drops below the Red Dashed Line (the "Danger Threshold"), it means the pair's correlation has statistically broken. This is the primary trigger for the RED "Divergence" regime.
Settings
• Symbol 1 & 2 Tickers: Set the two assets for the filters (e.g., "MES1!" and "MNQ1!"). Note: You must still load the spread chart itself (e.g., MES1!-MNQ1!) for the Price Z-Score to work.
• Z-Score Settings: Adjust the lookback period and bands for the Price Z-Score.
• Volatility Filter Settings: Adjust the ATR period, the MA period, and the deviation threshold.
• Correlation Filter Settings: Adjust the lookback periods and the "danger threshold" for the Correlation Z-Score.
Disclaimer: This indicator is for educational and informational purposes only. It does not constitute financial advice. All trading involves significant risk. Past performance is not indicative of future results.
Nqaba Goldminer StrategyThis indicator plots the New York session key timing levels used in institutional intraday models.
It automatically marks the 03:00 AM, 10:00 AM, and 2:00 PM (14:00) New York times each day:
Vertical lines show exactly when those time windows open — allowing traders to identify major global liquidity shifts between London, New York, and U.S. session overlaps.
Horizontal lines mark the opening price of the 5-minute candle that begins at each of those key times, providing precision reference levels for potential reversals, continuation setups, and intraday bias shifts.
Users can customize each line’s color, style (solid/dashed/dotted), width, and horizontal-line length.
A history toggle lets you display all past occurrences or just today’s key levels for a cleaner chart.
These reference levels form the foundation for strategies such as:
London Breakout to New York Reversal models
Opening Range / Session Open bias confirmation
Institutional volume transfer windows (London → NY → Asia)
The tool provides a simple visual structure for traders to frame intraday decision-making around recurring institutional time events.
Percentile Rank Oscillator (Price + VWMA)A statistical oscillator designed to identify potential market turning points using percentile-based price analytics and volume-weighted confirmation.
What is PRO?
Percentile Rank Oscillator measures how extreme current price behavior is relative to its own recent history. It calculates a rolling percentile rank of price midpoints and VWMA deviation (volume-weighted price drift). When price reaches historically rare levels – high or low percentiles – it may signal exhaustion and potential reversal conditions.
How it works
Takes midpoint of each candle ((H+L)/2)
Ranks the current value vs previous N bars using rolling percentile rank
Maps percentile to a normalized oscillator scale (-1..+1 or 0–100)
Optionally evaluates VWMA deviation percentile for volume-confirmed signals
Highlights extreme conditions and confluence zones
Why percentile rank?
Median-based percentiles ignore outliers and read the market statistically – not by fixed thresholds. Instead of guessing “overbought/oversold” values, the indicator adapts to current volatility and structure.
Key features
Rolling percentile rank of price action
Optional VWMA-based percentile confirmation
Adaptive, noise-robust structure
User-selectable thresholds (default 95/5)
Confluence highlighting for price + VWMA extremes
Optional smoothing (RMA)
Visual extreme zone fills for rapid signal recognition
How to use
High percentile values –> statistically extreme upward deviation (potential top)
Low percentile values –> statistically extreme downward deviation (potential bottom)
Price + VWMA confluence strengthens reversal context
Best used as part of a broader trading framework (market structure, order flow, etc.)
Tip: Look for percentile spikes at key HTF levels, after extended moves, or where liquidity sweeps occur. Strong moves into rare percentile territory may precede mean reversion.
Suggested settings
Default length: 100 bars
Thresholds: 95 / 5
Smoothing: 1–3 (optional)
Important note
This tool does not predict direction or guarantee outcomes. It provides statistical context for price extremes to help traders frame probability and timing. Always combine with sound risk management and other tools.
Multi-Mode Seasonality Map [BackQuant]Multi-Mode Seasonality Map
A fast, visual way to expose repeatable calendar patterns in returns, volatility, volume, and range across multiple granularities (Day of Week, Day of Month, Hour of Day, Week of Month). Built for idea generation, regime context, and execution timing.
What is “seasonality” in markets?
Seasonality refers to statistically repeatable patterns tied to the calendar or clock, rather than to price levels. Examples include specific weekdays tending to be stronger, certain hours showing higher realized volatility, or month-end flow boosting volumes. This tool measures those effects directly on your charted symbol.
Why seasonality matters
It’s orthogonal alpha: timing edges independent of price structure that can complement trend, mean reversion, or flow-based setups.
It frames expectations: when a session typically runs hot or cold, you size and pace risk accordingly.
It improves execution: entering during historically favorable windows, avoiding historically noisy windows.
It clarifies context: separating normal “calendar noise” from true anomaly helps avoid overreacting to routine moves.
How traders use seasonality in practice
Timing entries/exits : If Tuesday morning is historically weak for this asset, a mean-reversion buyer may wait for that drift to complete before entering.
Sizing & stops : If 13:00–15:00 shows elevated volatility, widen stops or reduce size to maintain constant risk.
Session playbooks : Build repeatable routines around the hours/days that consistently drive PnL.
Portfolio rotation : Compare seasonal edges across assets to schedule focus and deploy attention where the calendar favors you.
Why Day-of-Week (DOW) can be especially helpful
Flows cluster by weekday (ETF creations/redemptions, options hedging cadence, futures roll patterns, macro data releases), so DOW often encodes a stable micro-structure signal.
Desk behavior and liquidity provision differ by weekday, impacting realized range and slippage.
DOW is simple to operationalize: easy rules like “fade Monday afternoon chop” or “press Thursday trend extension” can be tested and enforced.
What this indicator does
Multi-mode heatmaps : Switch between Day of Week, Day of Month, Hour of Day, Week of Month .
Metric selection : Analyze Returns , Volatility ((high-low)/open), Volume (vs 20-bar average), or Range (vs 20-bar average).
Confidence intervals : Per cell, compute mean, standard deviation, and a z-based CI at your chosen confidence level.
Sample guards : Enforce a minimum sample size so thin data doesn’t mislead.
Readable map : Color palettes, value labels, sample size, and an optional legend for fast interpretation.
Scoreboard : Optional table highlights best/worst DOW and today’s seasonality with CI and a simple “edge” tag.
How it’s calculated (under the hood)
Per bar, compute the chosen metric (return, vol, volume %, or range %) over your lookback window.
Bucket that metric into the active calendar bin (e.g., Tuesday, the 15th, 10:00 hour, or Week-2 of month).
For each bin, accumulate sum , sum of squares , and count , then at render compute mean , std dev , and confidence interval .
Color scale normalizes to the observed min/max of eligible bins (those meeting the minimum sample size).
How to read the heatmap
Color : Greener/warmer typically implies higher mean value for the chosen metric; cooler implies lower.
Value label : The center number is the bin’s mean (e.g., average % return for Tuesdays).
Confidence bracket : Optional “ ” shows the CI for the mean, helping you gauge stability.
n = sample size : More samples = more reliability. Treat small-n bins with skepticism.
Suggested workflows
Pick the lens : Start with Analysis Type = Returns , Heatmap View = Day of Week , lookback ≈ 252 trading days . Note the best/worst weekdays and their CI width.
Sanity-check volatility : Switch to Volatility to see which bins carry the most realized range. Use that to plan stop width and trade pacing.
Check liquidity proxy : Flip to Volume , identify thin vs thick windows. Execute risk in thicker windows to reduce slippage.
Drill to intraday : Use Hour of Day to reveal opening bursts, lunchtime lulls, and closing ramps. Combine with your main strategy to schedule entries.
Calendar nuance : Inspect Week of Month and Day of Month for end-of-month, options-cycle, or data-release effects.
Codify rules : Translate stable edges into rules like “no fresh risk during bottom-quartile hours” or “scale entries during top-quartile hours.”
Parameter guidance
Analysis Period (Days) : 252 for a one-year view. Shorten (100–150) to emphasize the current regime; lengthen (500+) for long-memory effects.
Heatmap View : Start with DOW for robustness, then refine with Hour-of-Day for your execution window.
Confidence Level : 95% is standard; use 90% if you want wider coverage with fewer false “insufficient data” bins.
Min Sample Size : 10–20 helps filter noise. For Hour-of-Day on higher timeframes, consider lowering if your dataset is small.
Color Scheme : Choose a palette with good mid-tone contrast (e.g., Red-Green or Viridis) for quick thresholding.
Interpreting common patterns
Return-positive but low-vol bins : Favorable drift windows for passive adds or tight-stop trend continuation.
Return-flat but high-vol bins : Opportunity for mean reversion or breakout scalping, but manage risk accordingly.
High-volume bins : Better expected execution quality; schedule size here if slippage matters.
Wide CI : Edge is unstable or sample is thin; treat as exploratory until more data accumulates.
Best practices
Revalidate after regime shifts (new macro cycle, liquidity regime change, major exchange microstructure updates).
Use multiple lenses: DOW to find the day, then Hour-of-Day to refine the entry window.
Combine with your core setup signals; treat seasonality as a filter or weight, not a standalone trigger.
Test across assets/timeframes—edges are instrument-specific and may not transfer 1:1.
Limitations & notes
History-dependent: short histories or sparse intraday data reduce reliability.
Not causal: a hot Tuesday doesn’t guarantee future Tuesday strength; treat as probabilistic bias.
Aggregation bias: changing session hours or symbol migrations can distort older samples.
CI is z-approximate: good for fast triage, not a substitute for full hypothesis testing.
Quick setup
Use Returns + Day of Week + 252d to get a clean yearly map of weekday edge.
Flip to Hour of Day on intraday charts to schedule precise entries/exits.
Keep Show Values and Confidence Intervals on while you calibrate; hide later for a clean visual.
The Multi-Mode Seasonality Map helps you convert the calendar from an afterthought into a quantitative edge, surfacing when an asset tends to move, expand, or stay quiet—so you can plan, size, and execute with intent.
Adaptive Trend Kernel📘 Adaptive Trend Kernel — Smoothed Regression Trend with Dynamic Bands
The Adaptive Trend Kernel is a regression-based trend indicator that dynamically adapts to market volatility.
It combines linear regression with standard deviation bands to identify directional bias, momentum shifts, and potential entry zones with high precision.
This tool helps traders visualize the underlying trend and filter out market noise by plotting a smooth regression line (the "kernel") surrounded by upper and lower deviation bands.
The indicator also provides crossover-based buy and sell signals when price crosses above or below the adaptive regression line.
🔍 How It Works
Regression Line: A linear regression line smooths the closing price to represent the dominant market direction.
Volatility Bands: The upper and lower bands (based on standard deviation) expand or contract according to market volatility.
Signal Triggers:
• Long Signal (Green Triangle): When price crosses above the regression line.
• Short Signal (Red Triangle): When price crosses below the regression line.
Trend Labels: Optional “Up” and “Down” labels appear on crossover points for better visual clarity.
💡 Trading Strategy
Trend Following: Enter long when a green “Up” signal appears, confirming an upward crossover.
Exit when the price touches the upper band or when a red “Down” signal appears.
Reversal Catching: In ranging markets, watch for quick crossovers near the bands — these often precede short-term pullbacks.
Volatility Filter: When the bands widen, volatility is high — consider using smaller position sizes or waiting for confirmation.
Narrowing bands often indicate consolidation and upcoming breakout potential.
⚙️ Features
Adjustable Regression Length and Band Multiplier
Customizable colors, transparency, and label visibility
Lightweight and repaint-free by design
Works well on all timeframes and asset classes (Forex, Crypto, Stocks, Gold)
🧭 Recommended Use
Use this indicator as a trend confirmation tool or entry filter in combination with momentum or volume indicators.
Best results occur when aligned with higher timeframe trend direction.
Mirpapa_Lib_DivergenceLibrary "Mirpapa_Lib_Divergence"
다이버전스 감지 및 시각화 라이브러리 (범용 설계)
newPivot(bar, priceVal, indVal)
피벗 포인트 생성
Parameters:
bar (int) : 바 인덱스
priceVal (float) : 가격
indVal (float) : 지표값
Returns: PivotPoint
newDivSettings(pivotLen, maxStore, maxShow)
다이버전스 설정 생성
Parameters:
pivotLen (int) : 피벗 좌우 캔들
maxStore (int) : 저장 개수
maxShow (int) : 표시 라인 개수
Returns: DivergenceSettings
emptyDivResult()
빈 다이버전스 결과
Returns: 감지 안 된 DivergenceResult
checkPivotHigh(length, source)
고점 피벗 감지
Parameters:
length (int) : 좌우 비교 캔들 수
source (float) : 비교할 데이터 (지표값)
Returns: 피벗 값 또는 na
checkPivotLow(length, source)
저점 피벗 감지
Parameters:
length (int) : 좌우 비교 캔들 수
source (float) : 비교할 데이터 (지표값)
Returns: 피벗 값 또는 na
addPivotToArray(pivotArray, pivot, maxSize)
피벗을 배열에 추가 (FIFO 방식)
Parameters:
pivotArray (array) : 피벗 배열
pivot (PivotPoint) : 추가할 피벗
maxSize (int) : 최대 크기
checkBullishDivergence(pivotArray)
상승 다이버전스 체크 (Bullish)
Parameters:
pivotArray (array) : 저점 피벗 배열
Returns: DivergenceResult
checkBearishDivergence(pivotArray)
하락 다이버전스 체크 (Bearish)
Parameters:
pivotArray (array) : 고점 피벗 배열
Returns: DivergenceResult
createDivLine(result, lineColor, isOverlay)
다이버전스 라인 생성
Parameters:
result (DivergenceResult) : DivergenceResult
lineColor (color) : 라인 색상
isOverlay (bool) : true면 가격 기준, false면 지표 기준
Returns:
cleanupLines(lineArray, labelArray, maxLines)
오래된 라인/라벨 정리
Parameters:
lineArray (array) : 라인 배열
labelArray (array) : 라벨 배열
maxLines (int) : 최대 유지 개수
addLineAndCleanup(lineArray, labelArray, newLine, newLabel, maxLines)
라인/라벨 추가 및 자동 정리
Parameters:
lineArray (array) : 라인 배열
labelArray (array) : 라벨 배열
newLine (line) : 새 라인
newLabel (label) : 새 라벨
maxLines (int) : 최대 개수
PivotPoint
피벗 데이터 저장
Fields:
barIndex (series int) : 바 인덱스
price (series float) : 종가
indicatorValue (series float) : 지표값
DivergenceSettings
다이버전스 설정
Fields:
pivotLength (series int) : 피벗 좌우 캔들 수
maxPivotsStore (series int) : 저장할 최대 피벗 개수
maxLinesShow (series int) : 표시할 최대 라인 개수
DivergenceResult
다이버전스 감지 결과
Fields:
detected (series bool) : 다이버전스 감지 여부
isBullish (series bool) : true면 상승, false면 하락
bar1 (series int) : 첫 번째 피벗 바 인덱스
value1_price (series float) : 첫 번째 가격
value1_ind (series float) : 첫 번째 지표값
bar2 (series int) : 두 번째 피벗 바 인덱스
value2_price (series float) : 두 번째 가격
value2_ind (series float) : 두 번째 지표값
Market SessionsMarket Sessions (Asian, London, NY, Pacific)
Summary
This indicator plots the main global market sessions (Asian, European, American, Pacific) as boxes on your chart, complete with dynamic high/low tracking.
It's an essential tool for intraday traders to track session-based volatility patterns and visualize key support/resistance levels (like the Asian Range) that often define price action for the rest of the day.
Who it’s for
Intraday traders, scalpers, and day traders who need to visualize market hours and session-based ranges. If your strategy depends on the London open, the New York close, or the Asian range, this script will map it out for you.
What it shows
Customizable Session Boxes: Four fully configurable boxes for the Asian, European (London), American (New York), and Pacific (Sydney) sessions.
Session High & Low: The script tracks and boxes the highest high and lowest low of each session, dynamically updating as the session progresses.
Session Labels: Clear labels (e.g., "AS", "EU") mark each session, anchored to the start time.
Key Features
Powerful Timezone Control: This is the core feature.
Use Exchange Timezone (Default): Simply enter session times (e.g., 8:00 for London) relative to the exchange's timezone (e.g., "NASDAQ" or "BINANCE").
Use UTC Offset: Uncheck the box and enter a UTC offset (e.g., +3 or -5). Now, all session times you enter are relative to that specific UTC offset. This gives you full control regardless of the chart you're on.
Fully Customizable: Toggle any session on/off.
Style Control: Change the fill color, border color, transparency, border width, and line style (Solid, Dashed, Dotted) for each session individually.
Smart Labels: Labels stay anchored to the start of the session (no "sliding") and float just above the session high.
Why this helps
Track Volatility & Market Behavior: Visually identify the "personality" of each session. Some sessions might consistently produce powerful pumps or dumps, while others are prone to sideways "chop" or accumulation. This indicator helps you see these repeating patterns.
Find Key Support/Resistance Levels: The High and Low of a session (e.g., the Asian Range) often become critical support and resistance levels for the next session (e.g., London). This script makes it easy to spot these "session-to-session" S/R flips and reactions.
Aid Statistical Analysis: The script provides the core visual data for your statistical research. You can easily track how often the London session breaks the Asian high, or which session is most likely to reverse the trend, helping you build a robust trading plan.
Context is King: Instantly see which market is active, which are overlapping (like the high-volume London-NY overlap), and which have closed.
Quick setup
Go to Timezone Settings.
Decide how you want to enter times:
Easy (Default): Leave Use Exchange Timezone checked. Enter session times based on the chart's native exchange (e.g., for BTC/USDT on Binance, use UTC+0 times).
Manual (Pro): Uncheck Use Exchange Timezone. Enter your UTC Offset (e.g., +2 for Berlin). Now, enter all session times as they appear on the clock in Berlin.
Go to each session tab (Asian, European...) to enable/disable it and set the correct start/end hours and minutes.
Style the colors to match your chart theme.
Disclaimer
For educational/informational purposes only; not financial advice. Trading involves risk—manage it responsibly.
