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DNSE Quick P/B Evaluation Indicator Chỉ báo Quick P/B Evaluation được thiết kế nhằm hỗ trợ nhà đầu tư nhanh chóng đánh giá liệu một cổ phiếu đang được giao dịch ở mức premium hay discount so với định giá lịch sử của nó thông qua chỉ số Price-to-Book (P/B). Thay vì chỉ nhìn vào P/B một cách riêng lẻ, công cụ này áp dụng các phương pháp chuẩn hóa thống kê và làm mượt dữ liệu để xây dựng một khung định giá động, thích ứng với hành vi lịch sử của từng cổ phiếu. ⚙️ Các tính năng & thành phần chính: (1) Làm mượt P/B Sử dụng Median Filter kết hợp EMA để loại bỏ nhiễu và các giá trị ngoại lai thường gặp trong dữ liệu tài chính. (2) Dải định giá động Tự động xây dựng: Mean P/B (mốc trung bình 12 tháng) +1 Độ lệch chuẩn (vùng định giá cao) -1 Độ lệch chuẩn (vùng định giá thấp) (3) Góc nhìn đa khung thời gian Theo dõi: - P/B 3 tháng (tâm lý ngắn hạn) - P/B 6 tháng (xu hướng trung hạn) - P/B 12 tháng (mốc tham chiếu dài hạn) (4) Bảng định giá tích hợp Hiển thị tổng quan gồm: định giá hiện tại, các mốc lịch sử và phân loại nhanh: Undervalued / Fair / Overvalued 🧠 Cách sử dụng: Vùng định giá thấp (P/B < -1SD) → Có thể là vùng tích lũy tiềm năng, đặc biệt khi được hỗ trợ bởi yếu tố cơ bản Vùng giá trị hợp lý → Vùng trung tính, phù hợp để nắm giữ hoặc theo xu hướng Vùng định giá cao (P/B > +1SD) → Vùng cần thận trọng; cân nhắc chốt lời hoặc đánh giá lại 💡 Nên sử dụng kết hợp với: ROE, triển vọng tăng trưởng và định giá tương đối theo ngành ⚠️ Hạn chế: Phù hợp nhất với: Các doanh nghiệp tài chính (ngân hàng, bảo hiểm, chứng khoán) và các doanh nghiệp có tài sản lớn như bất động sản, hạ tầng, tiện ích Không nên sử dụng cho: Các doanh nghiệp asset-light hoặc dựa nhiều vào tài sản vô hình (ví dụ: công nghệ, thương hiệu), các công ty tăng trưởng cao nơi giá trị phụ thuộc vào lợi nhuận tương lai, và các doanh nghiệp có giá trị sổ sách bị bóp méo hoặc không đáng tin cậy ------------------------------------------------------------- The Quick P/B Evaluation indicator is designed to help traders and investors quickly assess whether a stock is trading at a premium or discount relative to its historical valuation using the Price-to-Book (P/B) ratio. Instead of looking at raw P/B in isolation, this tool applies statistical normalization and smoothing techniques to create a dynamic valuation framework that adapts to each stock’s historical behavior. ⚙️ Key Features & Components: (1) Smoothed P/B Calculation Uses median filtering + EMA smoothing to eliminate noise and outliers commonly seen in financial data. (2) Dynamic Valuation Bands Automatically constructs Mean P/B (12M baseline) +1 Standard Deviation (Overvaluation zone) -1 Standard Deviation (Undervaluation zone) (3) Multi-Timeframe Context Tracks: - 3M P/B (short-term sentiment) - 6M P/B (mid-term trend) - 12M P/B (long-term anchor) (4) Integrated Valuation Table A structured dashboard showing: Current valuation, Historical benchmarks and Instant classification: Undervalued / Fair / Overvalued 🧠 How to Use: Undervalued Zone (P/B < -1SD) → Potential accumulation zone, especially if supported by fundamentals Fair Value Zone → Neutral range, useful for trend-following or holding positions Overvalued Zone (P/B > +1SD) → Caution zone; consider profit-taking or re-evaluation 💡 Best used in combination with: ROE, Growth outlook and Sector-relative valuation ⚠️ Limitations: Most effective for: Financial sector companies (banks, insurance, securities) and asset-heavy businesses such as real estate, infrastructure, and utilities Should Not Be used for: Asset-light or intangible-driven businesses (e.g. tech, brand-heavy companies), high-growth companies where value is driven more by future earnings than current assets, and firms with distorted or unreliable book values
مؤشر Pine Script®
من ‎DNSE‎
2
Value Migration Bands [AGPro Series]Value Migration Bands Value Migration Bands is a chart-first value migration engine that visualizes where the market's accepted-value region has been drifting over time. Instead of a single moving average, it builds a three-layer band (upper / middle / lower) from a rolling percentile window of typical price, then classifies the current environment as Rising, Flat, or Falling Value using an ATR-normalized slope of the migration midline. The result is a scale-invariant, regime-aware view of how "fair value" migrates across trending and ranging conditions — on crypto, equities, indices, forex and futures alike. 🔷 OVERVIEW Most band-style indicators build their envelope from volatility (Bollinger, Keltner, Donchian). Value Migration Bands is built from acceptance — the region where price has actually spent its time during the lookback, captured as a percentile window of typical price (hlc3). The outer bands mark the edges of that accepted-value region. The midline marks its core. When the whole region drifts upward, the market is accepting higher prices (Rising Value). When it drifts downward, lower prices are being accepted (Falling Value). When it stays level, participants are agreeing on a stable range (Flat Value). This reframes the classic "trend vs range" question in terms of value migration, which is a cleaner structural signal than price slope alone. You see not just where price is going, but where the market's center of gravity is going. 🔶 UNIQUE EDGE Value Migration Bands is distinct from moving-average envelopes, volatility bands and standard channels in several structural ways: • Percentile-based construction — the band is a percentile window of typical price, not a standard deviation or ATR multiple. This directly captures acceptance, not dispersion. • Three-state migration classification — Rising / Flat / Falling Value, driven by an ATR-normalized slope of the midline. The classification is scale-invariant, so the same sensitivity works across BTC, SPX, EURUSD, gold and small-cap equities without retuning. • Regime-aware event markers — Reclaim and Lost markers are filtered by the current regime. Reclaim events are suppressed when the market is in Falling Value; Lost events are suppressed in Rising Value. You only see the events that matter for the active regime. • Strict Value Filter — during extreme compression, the indicator refuses to classify a regime until the band is meaningfully wide relative to ATR. This prevents false regime flags in low-volatility micro-bands. • Distance + cooldown gating — new event markers require a minimum ATR distance from the previous event and a minimum bar spacing, producing a clean chart even on long histories. 🔷 METHODOLOGY Band construction: 1. Typical price (hlc3) is sampled across a configurable lookback window (Band Length). 2. Two percentiles are computed — a lower percentile and an upper percentile, selected by the Band Width Mode (Tight, Balanced, Wide). 3. The midline is the mean of those two percentiles. 4. Light EMA smoothing (adaptive to Band Length) stabilizes the visual without adding structural lag. Regime classification: 1. The midline slope is measured over a rolling window (adaptive to Band Length). 2. The slope is normalized by ATR(14) to make the threshold scale-invariant. 3. A user-controlled Migration Slope Sensitivity divides the normalized slope into Rising / Flat / Falling bands. 4. A 2-bar confirmation layer prevents rapid regime flipping during transitions. Event detection: • Reclaim — price re-enters the band from below after previously being lost. • Lost — price falls out of the band after previously being inside. Both pass a regime gate, an ATR-distance gate and a bar-cooldown gate before being plotted or alerted. 🔶 SIGNALS & ALERTS Four built-in alert conditions: • Value Band Shifted Up — fires when the confirmed regime transitions into Rising Value. • Value Band Shifted Down — fires when the confirmed regime transitions into Falling Value. • Band Reclaimed — fires when price re-enters the accepted-value region (regime-gated). • Band Lost — fires when price falls out of the accepted-value region (regime-gated). Alerts and on-chart markers share identical gating, so the alert log and the chart stay in sync. 🔷 KEY INPUTS Band Engine: • Band Length (default 100) — lookback for the percentile window. • Band Width Mode — Tight, Balanced, Wide. Selects the percentile pair. • Strict Value Filter — requires a minimum band width vs ATR before classifying a regime. • Migration Slope Sensitivity (default 0.5) — threshold between Rising / Flat / Falling. Visuals: • Show Midline, Show Band Fill, Active State Label, Show Reclaim / Lost Markers, Show Info Panel. • Panel Location — six options (Top / Middle / Bottom × Right / Left). • Panel Font Size and Label Font Size — default Normal. Colors: • Rising Value Color, Falling Value Color, Flat Value Color. • Band Fill Opacity. Alerts: • Individual toggles for the four alert conditions above. 🔶 HOW TO USE Structural reading: • Rising Value — treat Reclaim events as continuation confirmations, not counter-trend signals. Expect pullbacks to the midline to be bought. • Falling Value — treat Lost events as continuation confirmations. Expect rallies back to the midline to be sold. • Flat Value — neither regime is active. The band can be used as a range reference; directional events are suppressed because they do not carry regime confirmation. Location reading: • Inside Band — price is trading within the accepted-value region. This is the default state. • Above Band — price is trading above accepted value. In Rising Value, this is constructive; in Falling Value, it is a rally to be evaluated. • Below Band — price is trading below accepted value. In Falling Value, this is the dominant state; in Rising Value, it is a dip. Timeframe guidance: • 1H–4H — best balance for swing use with the default Band Length of 100. • 15m–1H — reduce Band Length to 40–60 for intraday use. • Daily — Band Length 100 gives a structural multi-month migration view. Pairing suggestions: • Higher-timeframe VMB for bias, lower-timeframe execution tools for entry. • Combining with volume-based or anchored-VWAP tools can confirm whether value migration is participation-backed. 🔷 LIMITATIONS & TRANSPARENCY • This is an analytical visualization tool, not a strategy. It does not backtest, does not place orders and does not generate buy / sell recommendations. • Regime classification is based on historical midline slope. Like all rolling measures, it is a lagging read of structure — it describes what has been happening, not what will happen. • During abrupt regime changes, the 2-bar confirmation layer introduces a small delay by design, trading reactivity for stability. • Percentile bands are descriptive of past acceptance. Future acceptance may differ, especially around news events, regime breaks and illiquid sessions. • The Strict Value Filter can force a Flat reading during extreme compression even when a visual direction appears present; this is intentional and protects against false regime flags. 🔶 RISK DISCLOSURE This indicator is published for educational and analytical purposes. It is not financial advice, not a trading recommendation and not a guarantee of performance. Trading and investing involve substantial risk, including the risk of total loss. Past behaviour of any instrument does not guarantee future results. Users are solely responsible for their own decisions and should perform their own due diligence, including independent risk management and position sizing. Published as open-source under the Mozilla Public License 2.0. Feedback, questions and discussion are welcome in the comments.
مؤشر Pine Script®
من ‎AGProLabs‎
Value Shift Ladder [AGPro Series]Value Shift Ladder 🔹 Overview Value Shift Ladder is a market-structure mapping tool that extracts the most volume-accepted price shelves from a rolling lookback window and arranges them, in creation order, as the rungs of a ladder. Each rung is a volume-weighted zone where the market has recently spent the most time and traded the most contracts. The script then tracks how price interacts with every rung through a full Held → Broken → Reclaimed lifecycle and summarizes the entire chain into one readable ladder state: Rising, Falling, Mixed, Broken, Reclaiming, Building, or Neutral. The goal is not to predict direction and not to produce buy or sell signals. The goal is to give the chart reader a continuously updated answer to one question: where is the market's current fair-value region, how is that region moving over time, and which prior value shelves are still relevant versus which have been abandoned. This makes the tool useful as a structural reference for volume-profile readers, auction-theory traders, and anyone who builds a bias from accepted-value migration rather than from trend lines or moving averages. 🔸 Unique Edge Most volume-based tools either draw a single static profile snapshot, or plot every candidate level and leave the reader to filter. Value Shift Ladder does three things differently: Multi-shelf chronological ladder. Instead of producing one value band, the script maintains a ranked set of up to eight volume-accepted shelves and arranges them in the order they were first registered. This preserves the migration history of accepted value instead of collapsing it into one average. Proximity-gated visualization. Only shelves within a configurable ATR distance from current price are drawn on the chart, counted in the panel, and fed into the ladder direction state. Distant historical shelves exist in memory but do not clutter the chart or bias the readout — the ladder always reflects the value structure that is actually relevant to the current bar. Adaptive, confidence-aware breaks. A shelf is not broken on a single close outside its band. Young shelves are strongly protected (3.0 × ATR), maturing shelves require a medium distance (1.5 × ATR), and fully-aged shelves use the user-defined break distance. Shelves that have been re-confirmed multiple times gain a 2× confidence multiplier on top of that, preventing established value regions from being lost to a single volatility spike. 🔸 Methodology 1) Volume Profile Construction The script divides the rolling lookback window into equal price bins and distributes each bar's volume across every bin it touches, proportional to range coverage. Zero-range bars are assigned to their single bin. This produces a volume-weighted histogram of the lookback period. 2) Shelf Extraction The top-K bins by volume are selected iteratively. After each pick, the chosen bin and its ATR-neighborhood are zeroed out before the next pick, enforcing a minimum separation between shelves and preventing a single high-volume cluster from dominating every rung. Each surviving bin becomes a shelf, anchored at its bin-center price. 3) Shelf Merging and Confidence On every refresh, newly extracted shelves are checked against existing ones. If a new shelf falls within the ATR separation of an existing non-broken shelf, the existing shelf's volume is refreshed and its confidence score is incremented. Otherwise a new shelf is registered. Confidence is capped at ten and used downstream to scale break tolerance. 4) Lifecycle State Machine Each shelf carries one of three states — Held, Broken, or Reclaimed. Held flips to Broken when price closes beyond an adaptive break distance for three recent bars. Broken flips to Reclaimed when price dwells back inside the band for a user-defined number of bars. Reclaimed auto-promotes to Held once the shelf has stabilized past a short age threshold. 5) Ladder Direction Proximity-filtered active shelves are sorted by creation order. The last one, two, or three rungs are compared to produce a single state: Rising if the sequence is monotonically higher, Falling if lower, Mixed if non-monotonic, plus transient overrides for Broken, Reclaiming, Building, or Neutral conditions. 6) Pruning Stale broken shelves expire after a timeframe-aware window. A hard cap of ten active shelves is enforced, with broken shelves removed first when the cap is hit. 🔹 Signals and Alerts The script provides four deterministic state-change alerts, all tied to closed-bar transitions: — New Ladder Step Formed: fires when a new volume-accepted shelf is first registered. — Ladder Step Held: fires when an existing shelf is re-confirmed by the rolling profile. — Ladder Step Broken: fires when a held shelf transitions to broken. — Ladder Step Reclaimed: fires when a broken shelf transitions back to reclaimed. These alerts describe structural state changes inside the indicator logic. They are not trade signals and do not imply expected profitability, win rate, or directional certainty. 🔸 Key Inputs — Profile Mode (Auto / Manual): Auto derives lookback and refresh from the chart timeframe. Manual exposes both for full control. — Manual Lookback (bars): Size of the rolling window used to build the profile. — Manual Refresh Interval (bars): How often the profile is rebuilt. — Profile Resolution (bins): Number of price bins the range is divided into. — Target Shelf Count: Maximum number of shelves kept active. — Min Volume Ratio: Minimum fraction of the top-bin volume a bin must hold to qualify as a shelf. — Min Shelf Separation (ATR): Minimum ATR distance between two shelves. — Break Distance (ATR): Fully-aged break tolerance. — Reclaim Dwell Bars: Bars needed inside the band to flip Broken to Reclaimed. — Max Visible Distance (ATR): Proximity gate for drawing and counting shelves. — Display options: panel position, panel font size, on-chart label size, alerts toggle. 🔹 How to Use Value Shift Ladder is designed as a structural reference rather than a signal engine. Typical reading workflows include: — Bias framing. Read the Ladder state first. Rising or Falling indicates a one-sided migration of accepted value; Mixed indicates balance; Broken or Reclaiming highlights an active transition. — Dominant reference. The Dominant row in the panel highlights the nearest held or reclaimed shelf within two ATR of price. Use it as the closest structural reference for scenario planning, not as an execution level. — Proximity discipline. Because shelves more than the configured ATR distance away are not drawn, the ladder always reflects value structure that is currently relevant. When no shelves are visible, the market is between value regions — a context in which mean-reversion assumptions weaken. — Confluence. The tool is designed to be combined with independent confirmation such as session structure, higher-timeframe bias, or volume analysis. It is not meant to stand alone as a decision source. 🔸 Limitations and Transparency — Volume profile quality depends on the instrument's volume reporting. On symbols with unreliable or synthetic volume, shelf placement may drift. — The profile is recomputed on the close of refresh bars. Intrabar readings on the current bar can change until the bar closes; state transitions evaluate the last three bars for breaks and the reclaim-dwell window for reclaims, so fresh transitions can flip until those bars close. — On extremely illiquid sessions or instruments with frequent volatility spikes, the adaptive-break logic can delay transitions by design. This is a tradeoff in favor of stability. — Past structural behavior at a shelf does not guarantee future behavior. The tool does not forecast direction and is not a trading strategy. 🔹 Risk Disclosure This script is a structural visualization tool provided for educational and analytical purposes. It is not financial advice, not a trading strategy, and not a signal service. All trading involves risk of loss. Past market behavior is not indicative of future results. Users are fully responsible for their own trading decisions and for independently verifying the tool's behavior on their chosen instruments and timeframes before relying on it for any purpose.
مؤشر Pine Script®
من ‎AGProLabs‎
Cross-Timeframe Value Overlay [AGPro Series]Cross-Timeframe Value Overlay 🔷 Overview Cross-Timeframe Value Overlay projects up to three independent rolling value bands — one per selected higher timeframe — onto a single chart. Each band marks the region where price has been accepted on that timeframe over a configurable lookback window, built from a volume-weighted or mean-based anchor surrounded by an ATR envelope. A built-in state engine then classifies the relationship between bands in real time as ALIGNED, OVERLAP, CONFLICT or NEUTRAL, so multi-timeframe context becomes readable in a single glance. 🔷 What Makes This Different Most multi-timeframe scripts stack indicators or draw fixed HTF pivots. This tool builds a *rolling* value envelope on each timeframe and then compares them structurally rather than numerically. • Three independent MTF value bands on one chart, each with its own lookback context and ATR-sized width. • Dedicated state engine with four discrete regimes — ALIGNED / OVERLAP / CONFLICT / NEUTRAL — based on pairwise band geometry, not on raw price. • Dynamic z-order rendering that automatically draws the slowest timeframe behind faster ones, and an opacity hierarchy that keeps the slowest band lightest and the fastest band darkest. Larger structures frame smaller ones instead of obscuring them. • Rank-based label placement that prevents collisions when bands overlap in price, so labels remain readable even during OVERLAP or ALIGNED states. • Box width adaptively capped so a Daily band cannot swallow a 1H chart. • Dominant-TF tracking that always reports the highest enabled timeframe and the price position relative to its band. 🔷 Methodology For each enabled timeframe the script computes: • Anchor = VWAP (volume-weighted HLC3) over the rolling window, or HLC3 SMA when volume data is unreliable. • Half = ATR(window) multiplied by the configured band-width factor. • Band = . Values are requested with lookahead disabled, so historical band positions reflect only data that was available at the time. The state engine then evaluates: • Pairwise overlap — do any two bands share a price region? • Alignment — are all enabled band centers clustered within a strictness threshold (Loose 1.2 ATR / Standard 0.8 ATR / Strict 0.4 ATR) of their mean? • Disjoint count — how many pairs are fully separated? These three checks map deterministically to one of four states on every bar. 🔷 Signals and Alerts Three built-in alert conditions cover the most useful MTF transitions: • Value Overlap Detected — a new pairwise overlap forms between any two enabled timeframes. • Higher-Timeframe Value Lost — price leaves the dominant HTF value band after being inside it on the previous bar. • Cross-Timeframe Conflict — the state engine transitions into CONFLICT, indicating that at least one enabled pair of bands has become fully disjoint. All alerts are wired as alertcondition() entries so they can be combined with the standard TradingView alert workflow. 🔷 Key Inputs • Timeframes — enable/disable up to three HTFs and pick any resolution for each (defaults 1H / 4H / Daily). • Rolling Window — 10 to 500 bars for the anchor and ATR. • Band Width — 0.25 to 3.0 ATR half-width. • Anchor Method — VWAP + ATR or HLC3 MA + ATR. • Alignment Strictness — Loose, Standard or Strict threshold for the state engine. • Show Only Overlapping Bands — hides isolated bands to keep confluence zones visible. • Visuals — per-TF color, base opacity, right-edge label toggle, label font size. • Panel — position, font size and master visibility switch. 🔷 How to Use • Read the state first. ALIGNED = all enabled timeframes agree on a common value region; OVERLAP = partial confluence; CONFLICT = disjoint timeframes; NEUTRAL = fewer than two active bands or indeterminate. • Read the Dominant row to see which timeframe currently carries the most structural weight. • Read the per-TF rows to locate price as Above / Inside / Below each band. • Combine the three in a single pass: for example, price Above a dominant HTF band while the state is CONFLICT is a very different context from price Inside an ALIGNED stack. • Pair with your existing entry framework (breakout, mean-reversion, order flow, trend-following) — this tool is a context layer, not an entry signal generator. 🔷 Limitations and Transparency • Box-based rendering is capped at three concurrent bands by design to keep the chart readable. • All values are computed with lookahead disabled. Bands update when the corresponding HTF bar closes, which is the expected behavior for any MTF tool. • Volume-weighted anchoring depends on the quality of the instrument's volume feed; on markets with unreliable volume, switch to the HLC3 MA method. • This script is an analytical overlay. It is not a strategy, does not produce buy/sell signals, and makes no forecasting claim. 🔷 Risk Disclosure Trading involves substantial risk. This indicator is provided for research and educational purposes only and does not constitute financial advice. Past market behavior does not guarantee future results. Always perform your own due diligence and use proper risk management. Open-source under Mozilla Public License 2.0.
مؤشر Pine Script®
من ‎AGProLabs‎
Silver Bullet Window Map [AGPro Series]Silver Bullet Window Map 🔹 Overview Silver Bullet Window Map is a precision time-based tool that maps the three classic ICT "Silver Bullet" kill zones — compact 1-hour windows where institutional order flow is statistically concentrated — and automatically detects Fair Value Gap (FVG) imbalances formed inside each window. Instead of cluttering the chart with session-wide structures, the script isolates only the high-probability time periods ICT scalpers actually trade, rendering each window as a clean vertical zone with a live countdown, pulse highlight on the active window, and a lifecycle S/R zone for every FVG that prints during the window. 🔸 Unique Edge Most Silver Bullet scripts either draw static colored backgrounds with no analytical value, or detect FVGs across the entire session and overwhelm the chart. This script does neither. It enforces a strict discipline: FVGs are only drawn if they form INSIDE an active Silver Bullet window. Outside-window price action is deliberately ignored. The result is a chart where every marked imbalance carries ICT-legitimate timing context — not noise. Each FVG becomes a horizontal lifecycle zone (bull or bear) that extends forward in time and is dimmed automatically when mitigated, giving you both a real-time map and a historical window-quality record in one view. 🔹 Methodology The indicator evaluates the current bar's hour and minute in a user-selectable timezone (New York default, per ICT standard) and identifies three windows: London (03:00–04:00), AM (10:00–11:00), and PM (14:00–15:00). During each window, a three-bar FVG check is performed on confirmed bars: a bullish FVG requires the current bar's low to exceed the high two bars back; a bearish FVG requires the current bar's high to fall below the low two bars back. Gaps are filtered by a user-tunable ATR(14) multiplier to reject insignificant imbalances. Valid FVGs are rendered as time-anchored rectangular zones that extend a configurable number of bars into the future and are marked as mitigated the moment price revisits the opposite side of the gap. A built-in timeframe guard disables rendering on timeframes of 1 hour and above, because Silver Bullet windows are exactly 1 hour long and cannot be resolved by bars equal to or larger than the window itself. On HTF charts, the panel displays a clean warning message instead of a broken visual. 🔸 Signals & Alerts Four alert conditions are available: London window open, AM window open, PM window open, and window close. The script is designed for discretionary use — it does not issue buy/sell signals. Its purpose is to put the trader inside the correct time context with the correct structural references, and to let the trader read price action within that context. 🔹 Key Inputs • Timezone: New York / London / UTC / Exchange • Historical window depth: 1–30 days • Individual toggles and custom colors for each of the three windows • Active-window pulse effect (on/off) • FVG detection (on/off), minimum size as ATR multiple, zone extension in bars • Mitigation behavior: dim inactive zones or remove them • Panel position, theme (Dark/Light), and font size • Window labels and FVG labels: independently toggleable, font size configurable 🔸 How to Use Best deployed on 1m–30m intraday charts where the 1-hour windows are visually meaningful. The AM window (10:00–11:00 NY) is historically the most actionable for US equities, indices, and major FX pairs. Wait for a window to open — the background lights up, the panel shows ● LIVE, and the window label appears above the opening candle. Look for a displacement candle creating an FVG inside the window. Use the FVG zone as a retest entry reference with risk defined beyond the gap. The panel's countdown and per-window FVG tally help you gauge window quality in real time. At the end of each day, the L / AM / PM tally shows which window produced the most imbalances — a quick read on session character. 🔹 Limitations & Transparency This indicator does not predict direction. It does not backtest or display historical win rates — such figures on a time-window tool would be statistically misleading without an execution model. FVG detection uses the standard 3-bar definition; alternative definitions (implied fair value, BPR, inversion FVGs, etc.) are not covered by design. The tool is timezone-sensitive: if your data feed's timestamps drift from the selected timezone's DST boundaries, window alignment can shift by one bar around DST transitions. On timeframes equal to or greater than 1 hour, the script deliberately disables all rendering to avoid producing a misleading visual. 🔸 Risk Disclosure This script is provided for educational and analytical purposes only. It does not constitute financial advice. Trading leveraged instruments carries substantial risk of loss. Past price behavior around kill zones does not guarantee future results. Use proper risk management and position sizing at all times.
مؤشر Pine Script®
من ‎AGProLabs‎
Unicorn Model Detector [AGPro Series]Unicorn Model Detector Overview The Unicorn Model Detector identifies one of the most discussed setups in Inner Circle Trader (ICT) and Smart Money Concepts literature: the Unicorn Model. A Unicorn forms when a Breaker Block and a Fair Value Gap (FVG) overlap inside the same price zone — a pocket where prior swing liquidity has been swept and an unfilled imbalance still exists at the retest. The detector scans for these overlaps, tracks every occurrence through its full lifecycle, and reports aggregate statistics in a compact on-chart panel. It is a detection and bookkeeping tool, not a trading strategy. Unique Edge Most breaker and FVG scripts publish either zones in isolation or require the user to eyeball the overlap. This detector does the overlap match automatically and only draws a zone when both conditions are present on the same chart area with the same directional bias. A strict causality rule is enforced — the Breaker must form first (after liquidity sweep) and the FVG must appear during or after the retest, which matches the true ICT Unicorn definition. A pairing that consumes a given breaker and FVG is removed from future candidate pools, so the chart never stacks redundant zones from the same source structure. A Loose overlap mode is also provided for users who prefer an ATR-based proximity interpretation instead of strict geometric intersection. Methodology 1. Swing pivots are detected with a configurable left/right length using ta.pivothigh and ta.pivotlow. 2. When a confirmed pivot forms, the body range of the pivot bar is stored as the potential Breaker source zone. 3. A Breaker Block is registered when price closes through the previous-bar swing level in the opposite direction. 4. A Fair Value Gap is registered when a 3-bar formation produces an unfilled imbalance (low > high for bullish, high < low for bearish) and the gap exceeds a user-defined ATR multiple. 5. A Unicorn is spawned when a same-direction Breaker zone and FVG zone overlap vertically AND the FVG formed at or after the Breaker (causality check). 6. A configurable cooldown prevents consecutive spawns from clustering, improving signal hygiene. 7. The overlap rectangle becomes the tracked zone. Zone mid is the reference entry, the stop is placed 0.4 times the zone height beyond the structure boundary, and the target is projected at the user-defined R-multiple. Signals & Alerts Four independent alert conditions are exposed: - New Unicorn Detected — a fresh bullish or bearish Unicorn has just formed. - Unicorn Triggered — price has entered the overlap zone of a pending Unicorn. - Target Hit — a triggered Unicorn has reached its R-multiple target. - Stop Hit — a triggered Unicorn has been invalidated at its stop level. All alerts fire once per bar close and include the ticker and timeframe in the payload. Key Inputs - Swing Pivot Length (default 7) — left/right length used for pivot confirmation. - Breaker Lookback (default 80 bars) — maximum age for a broken swing to remain a valid Breaker. - FVG Minimum Size (default 0.25 x ATR) — noise filter for 3-bar imbalances. - Overlap Mode (Strict / Loose) — geometric intersection vs ATR-tolerance match. - Reward-to-Risk Target (default 2.0) — multiple used to project the target level. - Max Active Pending Unicorns (default 3) — chart-cleanliness cap. - Cooldown After Signal (default 30 bars) — minimum spacing between consecutive spawns. - Invalidate on Close Through Zone (default off) — optional tighter invalidation rule. - Visual controls — show/hide per lifecycle state, label size, zone opacity, max recent labels. - Panel controls — show/hide, location (6 positions), theme (Dark/Light), text size. How to Use 1. Add the indicator to any timeframe; higher timeframes (1H, 4H, 1D) tend to produce structurally more meaningful Unicorns. 2. Watch for a new Unicorn zone to appear. Pending zones are drawn in the directional state color with a bold border; triggered ones switch to the indigo accent color; TP / SL / Expired zones fade to their respective colors with a thinner border. 3. Each zone carries a tethered flag label outside the price axis — Bullish labels below, Bearish labels above — so they never overlap candles. 4. The panel reports running counts of pending and active Unicorns, historical win rate, average R per setup, and total completed. 5. Use the displayed entry / target / stop reference lines as a structural map for your own analysis. The tool does not place orders and does not recommend position sizing. 6. Combine with higher-timeframe bias (trend, session context, HTF structure) before acting on any zone. Limitations & Transparency - The detector is a structural scanner, not a forecasting engine. It reports what has formed, not what will happen. - Swing detection depends on pivot length; shorter lengths generate more noise, longer lengths miss smaller structures. - Statistics are calculated on-chart from historical bars loaded by TradingView and will vary with timeframe, symbol and data range. - Realtime behaviour: zones are drawn on confirmed events (bar close for breaks, 3-bar-complete for FVGs). Some invalidations are evaluated intrabar on wick touches of the stop level. - The script is open-source under Mozilla Public License 2.0. Users are encouraged to inspect and adapt the methodology. Risk Disclosure This indicator is provided for educational and analytical purposes only. It is not financial advice, a trading signal service, or a strategy. Past structural patterns do not guarantee future outcomes. Trading involves substantial risk of loss; readers are solely responsible for their own decisions and risk management.
مؤشر Pine Script®
من ‎AGProLabs‎
Financial fundamentalsThis indicator helps you understand the basic financial fundamentals of the company. It displays price to earning ratio, price to book ratio, market capitalisation, net income, revenue, net income and EPS growth, year on year and then quarter on quarter, followed by three years CAGR, growth of revenue, net income and debt. And if you think that these numbers can be manipulated, then it also shows free cash flow to net income ratio. So basically, it covers everything financiallythat is needed for you to see for a long-term investment.
مؤشر Pine Script®
من ‎Abhyuday01‎
Auction Intelligence█ AUCTION INTELLIGENCE Auction Market Theory Overlay An Auction Market Theory (AMT) overlay that analyzes market structure through volume profile analysis. It detects profile shape (D/P/b/DD), identifies balance vs. imbalance states, and tracks value migration — giving you the same auction-based framework used by institutional traders to understand market behavior. Free and Open Source. █ THE CONCEPT: WHY AUCTION MARKET THEORY MATTERS Standard indicators tell you what happened. AMT tells you why . Markets are continuous two-sided auctions where buyers and sellers negotiate fair value: Balance — Price rotates within an accepted value area. Expect mean-reversion and range-bound trading. Imbalance — Price breaks away from the value area. One side dominates. Expect continuation. Profile Shape — The distribution of volume tells you who is in control and what to expect next. Value Migration — The direction where the POC and Value Area are shifting reveals the underlying trend. █ CORE FEATURES 1. Volume Profile Engine Distributes each bar's volume proportionally across price rows, building a volume-at-price distribution: POC (Point of Control) — Highest volume row = strongest S/R level VAH (Value Area High) — Upper boundary of the 70% value area = resistance VAL (Value Area Low) — Lower boundary of the 70% value area = support 2. Profile Shape Detection Automatically classifies the volume distribution into four distinct shapes: D-shape — Balanced. Volume evenly distributed, POC near center. Expect rotation. P-shape — Bullish. Volume concentrated in upper half. Buyers in control. b-shape — Bearish. Volume concentrated in lower half. Sellers in control. DD (Double Distribution) — Two distinct volume clusters. Market transitioning between value areas. 3. Balance vs. Imbalance Recognition Three-factor analysis combining price position, VA width dynamics, and trend strength. The chart background colors automatically when imbalance is detected (cyan = bullish discovery, red = bearish discovery). 4. Value Migration Tracker Monitors how the POC and Value Area midpoint shift over time: Bullish Migration ▲ — POC and VA migrating higher = institutional buying Bearish Migration ▼ — POC and VA migrating lower = institutional selling Neutral ─ — No significant migration = consolidation █ AUTO-TIMEFRAME ADAPTATION All parameters automatically adjust based on the chart timeframe: 1-5 min → Lookback 30, 18 Rows, Migration Len 5 15-30 min → Lookback 40, 20 Rows, Migration Len 8 1 Hour → Lookback 50, 24 Rows, Migration Len 10 4 Hour → Lookback 70, 28 Rows, Migration Len 15 Daily → Lookback 100, 32 Rows, Migration Len 20 Weekly+ → Lookback 150, 40 Rows, Migration Len 30 Disable Auto-TF to use manual settings for full control. █ DASHBOARD A compact, dark-themed info panel displaying: State — Current AMT state (BALANCE / IMBALANCE) with context Shape — Detected profile shape (D / P / b / DD) with description Migration — Value migration direction and strength Position — Current price position relative to Value Area POC / VAH / VAL — Key volume-based levels █ ALERTS (4 CONDITIONS) Balance → Imbalance — Market leaving the value area Imbalance → Balance — Market returning to the value area Profile Shape Changed — Volume distribution pattern shift Value Migration Shift — Directional bias change in POC/VA migration █ PRO VERSION The PRO version (Auction Intelligence PRO v2.0) adds: Initial Balance Range — IB Tracking + IB Extension Detection Failed Auction Detection — VA Breakout Failures Excess & Poor High/Low — Wick analysis at session extremes Auction Rotation Factor — POC-cross frequency as market efficiency measure Day Type Classification — Trend/Normal/Normal Var./Neutral/Double Dist. (Dalton) Previous Day Value Area — PDPOC/PDVAH/PDVAL as reference levels Enhanced Confluence Score — 0-12 scale with A+ to D grading 13 Alert Conditions █ NON-REPAINTING The volume profile is calculated from confirmed bar data only. The rolling lookback window recalculates on each confirmed bar using historical high/low/volume — no future data is used. No repainting. █ WORKS ON Crypto, Forex, Stocks, Futures, Indices — any timeframe from 1 minute to Monthly. █ DISCLAIMER This indicator is for educational and informational purposes only. It does not constitute financial advice. Always do your own research and manage your risk. Past performance does not guarantee future results. Trading involves substantial risk of loss.
مؤشر Pine Script®
من ‎alphachart_tv‎
Market Environment Analyzer■ Overview This indicator acts as your personal market analyst, automatically outputting a comprehensive "market environment" report directly on your chart. Instead of a simple scoring system, it uses a meticulously constructed logic tree to understand the market's "context," providing objective and contradiction-free analysis just like a professional trader would in their mind. ■ The Core Feature: The "Subtraction" Logic To solve common indicator flaws—like MACD fakeouts in ranging markets or oscillator traps (staying overbought/oversold) during strong trends—this system features the ability to intentionally ignore unnecessary indicators depending on the context. Hyper-Trend Restriction: When ADX exceeds 40 (anomalous trend), the system deems oscillators (RSI/Stoch) as "paralyzed" and warns against dangerous counter-trend signals. Dead Range Exclusion: When ADX drops below 20 (dead volatility), MACD crossovers are flagged as "noise/fakeouts," and their internal logic evaluation is skipped. ■ 5 Blocks of Analysis Spatial Analysis: Evaluates macro trends and current phases (pullbacks, ranges, etc.) based on Moving Averages (20/50/200) alignment (Perfect Order) and price positioning. Volatility & Momentum: Measures market heat using ATR and trend propulsion via ADX. Internal Logic: Analyzes vector synchronization between MACD and DMI, including high-resolution momentum acceleration/deceleration via MACD histograms. Local Stress: Combines RSI, Stochastics, and Bollinger Bands (±2σ, ±3σ) to calculate local overbought/oversold conditions and support/resistance. Final Verdict: Synthesizes the macro context and local stress to provide optimal strategies like "Buy the Dip," "Avoid Chasing," or "Stand Aside." -------- ■ Overview (UK English) This indicator serves as your bespoke market strategist, automatically generating a comprehensive "market environment" brief directly onto your chart. Rather than relying on a rudimentary scoring system, it utilises a meticulously constructed logic tree to interpret the market's "context," delivering objective and contradiction-free analysis akin to the mindset of an institutional trader in the City. ■ The Core Feature: The Philosophy of "Subtraction" To resolve common indicator flaws—such as MACD whipsaws in ranging markets or oscillator traps during fierce trends—this system is equipped to intentionally disregard redundant indicators based on the prevailing context. Hyper-Trend Restriction: When ADX exceeds 40 (runaway trend), the system deems oscillators (RSI/Stoch) "paralysed" and explicitly warns against perilous counter-trend operations. Dead Range Exclusion: When ADX falls below 20 (stagnant volatility), MACD crossovers are identified as "noise," and their internal vector analysis is entirely skipped. ■ 5 Blocks of Analysis Spatial Analysis: Evaluates macro trends and current phases (retracements, consolidations) based on Moving Averages (20/50/200) alignment and price structure. Volatility & Momentum: Measures market heat using ATR and trend propulsion via ADX. Internal Logic: Analyses vector synchronisation between MACD and DMI, detailing momentum acceleration or deceleration via MACD histograms. Local Stress: Synthesises RSI, Stochastics, and Bollinger Bands (±2σ, ±3σ) to gauge local overheating and key support/resistance zones. Final Verdict: Combines the macro context with local stress to deliver actionable intelligence such as "Buy the Dip," "Do Not Chase," or "Stand Aside." -------- ■ 概要 (Japanese) このインジケーターは、現在の相場環境を複数のテクニカル指標から総合的に読み解き、プロのトレーダーが頭の中で行っている「環境認識」をテキストレポートとしてチャート上に自動出力するシステムです。単なる点数制ではなく、緻密に構築された論理ツリーにより相場の「文脈（コンテキスト）」を理解し、矛盾のない客観的な分析結果を提示します。 ■ 最大の特徴：「プロの引き算」ロジック 多くのインジケーターが抱える「レンジ相場でのMACDのダマシ」や「強いトレンド相場でのオシレーターの張り付き（逆張りの罠）」を解決するため、本システムは状況に応じて**【不要な指標をあえて無視する】**機能を搭載しています。 ハイパートレンド時の機能制限: ADXが40を超える異常なトレンド相場では、オシレーター（RSI/Stoch）の買われすぎ・売られすぎ判定を「機能不全（張り付き）」とみなし、危険な逆張りシグナルを警告・遮断します。 デッドレンジ時の評価除外: ADXが20を下回るボラティリティの死んだ相場では、MACD等の追従指標によるクロスを「ノイズ（ダマシ）」と判定し、内部ロジックの評価をスキップします。 ■ 5つの解析ブロック 空間認識: 移動平均線(20/50/200)の並び（パーフェクトオーダー等）と価格の位置関係から、大局のトレンドと現在のフェーズ（押し目・戻り・レンジ等）を判定。 市場熱量とモメンタム: ATRによるボラティリティと、ADXによるトレンドの推進力を計測。 内部ロジック解析: MACDとDMIのベクトル同期に加え、MACDヒストグラムの増減から「モメンタムの加速/減速」まで高解像度に分析。 局所ストレス: RSI、ストキャスティクス、ボリンジャーバンド(±2σ, ±3σ)を複合し、局所的な過熱感とサポート/レジスタンスを算出。 総合判定: 上位の文脈と局所ストレスを掛け合わせ、「押し目買い」「突っ込み売り警戒」「ノートレード」などの最適解を提示。
مؤشر Pine Script®
من ‎n0n0maru‎
Seba'sCalcSeba'sCalc is a lightweight trade planning table that sits directly on your chart. Fill in four inputs and every key metric is calculated instantly. ──────────────────────────────────────── WHAT IT DISPLAYS ──────────────────────────────────────── • Amount — Your total invested capital • Risk — Actual dollars at risk if SL is hit • Qty — Position size based on your amount and entry • Entry — Your planned entry price • TP — Take Profit level • SL — Stop Loss level • Profit — Expected dollar gain if TP is hit • Risk/Reward — Ratio of potential profit to potential loss ──────────────────────────────────────── INPUTS ──────────────────────────────────────── All you need to enter is: → Invested Amount → Entry Price → Take Profit (TP) → Stop Loss (SL) ──────────────────────────────────────── CUSTOMIZATION ──────────────────────────────────────── • Theme — Dark (high contrast black) or Light (clean white/grey) • Position — Place the table anywhere on the chart • Text Size — Tiny / Small / Normal / Large • Profit value turns green on a winning trade, red on a losing one ──────────────────────────────────────── WORKS ON ALL ASSETS ──────────────────────────────────────── Crypto, Forex, Stocks, Commodities — any market where you define your own entry, TP, and SL. ──────────────────────────────────────── HOW TO USE ──────────────────────────────────────── 1. Add the indicator to your chart 2. Open Settings (gear icon) 3. Enter your Amount, Entry, TP, and SL 4. The table updates instantly on the last bar No repainting. No signals. Pure planning tool.
مؤشر Pine Script®
من ‎SebaSultan‎
Seba'sCalcThis indicator acts as a real-time trade planning panel directly on your chart. Simply enter your Invested Amount, Entry price, Take Profit (TP), and Stop Loss (SL) in the settings — the table calculates and displays everything else automatically. ──────────────────────────────────────── WHAT IT DISPLAYS ──────────────────────────────────────── • Risk — Your total capital at risk (invested amount) • Qty — Position size derived from your investment and entry price • Entry — Your planned entry price • TP — Take Profit level (highlighted in teal) • SL — Stop Loss level (highlighted in red) • Profit — Expected dollar profit if TP is hit (Qty × (TP − Entry)) • Risk/Reward — Ratio of potential profit to potential loss ──────────────────────────────────────── HOW IT WORKS ──────────────────────────────────────── Qty = Invested Amount ÷ Entry Price Profit = Qty × (TP − Entry) Risk Amount = Qty × (Entry − SL) Risk/Reward = Profit ÷ Risk Amount ──────────────────────────────────────── CUSTOMIZATION ──────────────────────────────────────── • Table position — Top/Bottom, Left/Right, or Center • Text size — Tiny, Small, Normal, or Large • Profit row color changes automatically (teal = profit, red = loss) ──────────────────────────────────────── WORKS ON ALL ASSETS ──────────────────────────────────────── Crypto, Forex, Stocks, Commodities — any market where you define your own entry, TP, and SL levels. ──────────────────────────────────────── HOW TO USE ──────────────────────────────────────── 1. Add the indicator to your chart 2. Open Settings (gear icon) 3. Enter your Invested Amount, Entry, TP, and SL 4. The table updates instantly on the last bar No repainting. No signals. Pure planning tool.
مؤشر Pine Script®
من ‎SebaSultan‎
AG Pro Premium Discount Zone Engine [AGPro Series]AG Pro Premium Discount Zone Engine Overview / What it does AG Pro Premium Discount Zone Engine is a dealing-range and retracement context overlay built to map relative value inside a selected swing. Instead of treating price as a sequence of isolated candles, the script frames current price location against an active high-low range and highlights where price is trading relative to equilibrium, premium, discount, and the OTE area. The core purpose of this tool is organizational. It is designed to help traders read where price is positioned inside a live swing and how price reacts when it moves into higher-value or lower-value retracement zones. This is especially useful when a chart is moving inside a pullback, when trend continuation is being evaluated, or when users want to distinguish between shallow retracements and deeper repricing within an existing range. The script supports multiple ways to define the active range. Users can work with an automatically detected swing, a higher-timeframe dealing range, or a manual-lite anchor mode based on bar offsets. Once a valid range is identified, the script projects premium and discount territory, marks the 50% equilibrium, and highlights the OTE area using the 61.8, 70.5, and 78.6 retracement levels. The output is intentionally visual, structured, and restrained. Premium and discount zones are shown as clean value blocks. The OTE area is treated as the main focus zone rather than a minor detail. The panel summarizes the active bias, current location, zone state, equilibrium level, and OTE boundaries so that users can read the chart quickly without relying on aggressive signal language. Unique Edge What makes this script different is that it is not built as a market-structure detector, imbalance mapper, liquidity event scanner, or order-block locator. Its job is narrower and more specific: it organizes relative price location inside a defined dealing range. That distinction matters. Many overlays attempt to explain everything on the chart at once. This script does not. It does not try to label breaks of structure, detect fair value gaps, mark liquidity sweeps, or classify institutional zones. Instead, it answers a more focused question: where is price trading inside the current swing, and how is it behaving as it enters or leaves important retracement territory? This also separates the script from other AG Pro tools. Some AG Pro overlays are built around structure transitions, some around imbalance behavior, some around reaction quality, and some around event detection. AG Pro Premium Discount Zone Engine is built around valuation context. It does not compete with those tools directly. It complements them by adding a relative-value map around a selected range. Another difference is the zone-state logic. The script does not stop at drawing premium and discount blocks. It also tracks how price interacts with the OTE area and classifies that interaction using a simple state model such as Fresh, First tap, Retested, Rejected, Accepted, and Invalidated. This creates a more contextual read than a static retracement overlay. Methodology The script begins by identifying an active swing range. In Auto Swing mode, it uses pivot-based range detection. In HTF Swing mode, it builds the range from a higher-timeframe high-low window. In Manual-Lite Swing mode, it uses bar-offset anchors to let the user define a practical swing reference without requiring manual drawing tools. Once the active range is available, the script calculates the internal value map: - Swing High - Swing Low - 50% Equilibrium - Premium territory above equilibrium - Discount territory below equilibrium - OTE zone using 61.8, 70.5, and 78.6 retracement levels The script then monitors how price behaves around those levels. This produces context states rather than directional promises. For example, price entering the OTE area is not treated the same as price rejecting from it, accepting beyond it, or invalidating the active range. These are intentionally different events because they describe different chart conditions. The equilibrium level is included as a centerline reference, while the OTE band is given stronger visual emphasis. This helps distinguish broad valuation territory from the narrower retracement pocket that many users monitor more closely. Signals & Alerts The signals in this script are event-based and deterministic. They are not designed as standalone trade instructions. They are designed to describe interaction with the active range. Available event logic includes: - OTE Test - OTE Reject - OTE Accept - Discount Reaction - Premium Rejection - Equilibrium Cross - Range Invalidated - OTE Failure These events are intended to provide chart context. For example, an OTE Test simply means price entered the active OTE zone. A Premium Rejection means price traded into the premium side and closed back below the local premium threshold used by the script. A Discount Reaction means price interacted with the discount side and responded upward under the script's rules. These are context events, not guarantees of continuation. Alerts follow the same philosophy. They are defined in a rules-based way so users can monitor range interaction without needing to watch the chart continuously. The alert layer is most useful when the script is used as a location filter inside a broader workflow. Key Inputs Swing mode Lets the user choose between Auto Swing, HTF Swing, and Manual-Lite Swing depending on whether the goal is reactive automation, higher-timeframe framing, or a more controlled local range definition. Auto pivot length Controls how sensitive the pivot-based swing detection is in Auto mode. HTF timeframe and HTF lookback Used to define the broader dealing range in higher-timeframe mode. Manual high bars back / manual low bars back Used to create a manual-lite range by referencing earlier bars as anchors. Render bars back / render bars forward Controls how far the active range projection extends on the chart. Zone opacity and theme Used to refine the visual balance between premium, discount, and OTE areas. Label controls Used to reduce visual noise by controlling label cooldown, label render window, and maximum visible labels. Panel controls Allow the user to reposition the panel and adjust its text size to fit different chart layouts. Limitations & Transparency This script does not predict direction. It does not forecast reversals. It does not decide whether a chart should trend, break, or fail. It maps relative value inside a selected range and reports interaction events inside that framework. The quality of the output depends on the quality of the active swing. If the selected or detected range is not meaningful for the user's workflow, the valuation map will also be less meaningful. This is especially important in highly compressed, extremely noisy, or structurally unclear conditions. Auto Swing mode is practical, but like any automated swing model, it depends on pivot confirmation and may update as newer pivots become available. HTF mode provides broader context but may feel less reactive on smaller charts. Manual-Lite mode gives more control but still depends on the user choosing sensible anchor distances. OTE logic is range-relative. It does not incorporate unrelated concepts such as order blocks, liquidity pools, fair value gaps, session models, or external structure classifications unless the user combines those ideas manually in a separate workflow. This script is best understood as a valuation-context overlay. It is not a complete strategy, not a full decision engine, and not a substitute for risk management. How this differs from other AG Pro scripts AG Pro Premium Discount Zone Engine is intentionally not a structure-break tool, not a CHoCH/BOS detector, not a liquidity sweep scanner, not an FVG engine, and not an order-block mapper. Its role inside the AG Pro family is to answer a different question: Where is price trading inside the active dealing range, and what is the quality of its interaction with that value map? That makes it particularly useful for users who already understand direction from another process and want cleaner execution context. In other words, some tools focus on structural change, some focus on imbalance, and some focus on reaction events. This one focuses on valuation location. Risk Disclosure This script is for chart analysis and educational use only. It does not provide financial advice, investment advice, or guaranteed trade signals. Any use of this tool should be combined with independent analysis, risk controls, position management, and market-specific judgment. The presence of an alert, label, premium zone, discount zone, or OTE interaction does not imply that price must react in a specific way. Markets can continue, reverse, compress, or invalidate a range without warning. Users should treat this script as a context tool, not as a promise of outcome.
مؤشر Pine Script®
من ‎AGProLabs‎
2
AG Pro Fair Value Gap Engine [AGPro Series]AG Pro Fair Value Gap Engine OVERVIEW / WHAT IT DOES AG Pro Fair Value Gap Engine is a rules-based overlay built to detect 3-bar fair value gap structures and organize them as a living imbalance map on the chart. The script identifies bullish fair value gaps when the current low is above the high from two bars earlier, and bearish fair value gaps when the current high is below the low from two bars earlier. Once detected, each zone is stored, rendered, tracked through time, and updated as price interacts with it. Instead of stopping at basic FVG detection, this script continues to follow the structure after creation. It monitors whether the gap remains active, whether price returns into it, whether mitigation occurs, how old the structure has become, and how strong or weak that mitigation event appears relative to the gap itself. The result is not just a visual list of imbalances. It is an FVG lifecycle model designed to help traders distinguish between fresh gaps, aging gaps, mitigated gaps, and higher-quality mitigation events. UNIQUE EDGE Many fair value gap tools simply highlight every detected gap and leave the user to interpret the rest. This script is built around a different idea: not all FVGs deserve the same attention, and not every mitigation event carries the same informational value. AG Pro Fair Value Gap Engine separates itself by combining detection, aging, prioritization, mitigation tracking, and scoring in a single structured workflow. Gaps are not treated as static rectangles. They are treated as evolving chart objects with a lifecycle. Within the AG Pro Series, this script is also distinct from breakout-quality, reclaim, rotation, pressure, or acceptance-style overlays. Those models focus on trend behavior, reclaim behavior, structural confirmation, momentum pressure, or price acceptance around a reference. This one is centered on imbalance structure itself: where the 3-bar gap formed, how long it stayed relevant, whether price returned, and how credible that mitigation looked once interaction happened. In practical terms, the script is designed to answer questions such as: Which FVGs are still active? Which ones are becoming stale? Which mitigation events happened with better quality? Which visible zones are worth keeping in focus, and which are just legacy context? That is the core difference. This is not a generic FVG highlighter. It is an imbalance-ranking and mitigation-quality engine. METHODOLOGY 1) Detection Logic The script scans for standard 3-bar fair value gap structures. Bullish FVG: current low > high from two bars back Bearish FVG: current high < low from two bars back A minimum size filter relative to ATR is applied so that very small gaps can be ignored when desired. 2) Structure Tracking After detection, each FVG is stored and tracked over time. The script keeps the zone on the chart, extends active zones forward when enabled, and updates their visual state as the market evolves. This allows the chart to preserve the structural memory of imbalance zones instead of treating every new gap as an isolated event. 3) Aging and Visual Decay Older gaps gradually lose visual priority through fade logic. This helps newer or more relevant structures stay readable while old zones move into the background. Optional controls can also suppress distant legacy zones when they become both old and far from current price. 4) Mitigation Logic The script monitors how deeply price returns into each gap. When the user-defined mitigation threshold is reached, the FVG is marked as mitigated. Mitigated zones can remain visible as context or be hidden for a cleaner chart, depending on preference. 5) Quality Scoring Mitigation is not treated as a simple yes/no event. The script evaluates mitigation quality using a weighted model that includes: - Gap size relative to ATR - Speed of return into the zone - Relative volume during the mitigation event - Return strength after contact with the gap This produces a normalized score intended to help separate weaker fills from stronger, better-formed mitigation behavior. 6) Focus and Prioritization To reduce chart noise, the script includes focused labeling, active-zone prioritization, top-zone filtering, and legacy suppression logic. This means the visual output can be tuned away from “show everything” and toward “show what matters most.” SIGNALS & ALERTS This script provides alert conditions for: - Newly detected bullish fair value gaps - Newly detected bearish fair value gaps - Bullish fair value gaps reaching mitigation - Bearish fair value gaps reaching mitigation These alerts are event-based and rules-based. They are not forecasts, predictions, or trade instructions. The labels and panel are designed to summarize state, not to replace the user’s broader market process. KEY INPUTS Core Settings - Minimum FVG Size (ATR) - Mitigation Threshold (%) - Maximum Tracked FVG Count - Age Fade Length - Extend Active FVG Boxes Scoring Engine - Speed Score Reference - Volume Score SMA Length - Volume Score Max Ratio - Size Score Max ATR Visual Settings - Show FVG Labels - Focused Label Mode - Focused Label Minimum Score - Active / Mitigated Label Age Limits - Highlight Score Threshold - Theme Preset - Show Mitigated Zones - Show Mitigated Zone Labels - Label Horizontal Offset - Hide Distant Legacy FVGs - Legacy Hide Age - Legacy Hide Distance - Show Only Top Active Zones - Top Active Zones Count - Label Stack Spacing Panel Settings - Show Panel - Panel Position - Panel Font Size These controls allow the same logic to be used in a more information-dense mode or in a much cleaner presentation mode, depending on the charting style of the user. LIMITATIONS & TRANSPARENCY This script detects and organizes 3-bar imbalance structures. It does not claim to identify every meaningful liquidity event, order-flow shift, or broader smart money context factor on its own. A fair value gap can remain open for a long time, fail quickly, or be revisited multiple times. A high score does not guarantee a directional outcome. A low score does not automatically invalidate the zone as context. The mitigation score is a structured ranking model, not an objective truth about future price behavior. It is designed to help compare events inside the framework of this script. Because chart structure, volatility, timeframe, and instrument behavior vary, users should expect different FVG densities and different score distributions across markets. This tool is best used as a market-organization layer for imbalance analysis, not as a standalone execution system. RISK DISCLOSURE AG Pro Fair Value Gap Engine is an analytical charting tool for educational and informational use. It does not provide financial advice, does not promise outcomes, and should not be interpreted as a standalone buy or sell system. Fair value gaps, mitigation events, and score readings should be evaluated together with market structure, volatility, timeframe context, liquidity conditions, and the user’s own risk framework. Trading involves risk. Past chart behavior does not guarantee future results.
مؤشر Pine Script®
من ‎AGProLabs‎
2
Volume Profile█ VOLUME PROFILE Volume-at-Price Analysis with POC, VAH & VAL A powerful volume-at-price analysis overlay that calculates and visualizes the Point of Control (POC) , Value Area High (VAH) , and Value Area Low (VAL) directly on your chart. It reveals where the most trading activity occurred and provides real-time price position analysis — helping you identify high-probability support/resistance levels and mean-reversion zones. Free and Open Source. █ THE CONCEPT: WHY VOLUME PROFILE MATTERS Price charts show when trading happened. Volume Profile shows where it happened. The distribution of volume across price levels reveals the market's true valuation zones: Point of Control (POC) — The price with the highest accumulated volume. Acts as a magnet for price and the strongest single S/R level. Value Area (70%) — The range containing 70% of all traded volume. Defines what the market considers "fair value." Above/Below VA — Price outside the value area signals potential overextension or breakout. Institutional traders, market makers, and algorithmic systems all reference volume profile levels. █ CORE FEATURES 1. Volume Profile Engine Distributes each bar's volume proportionally across the price rows it spans, building a precise volume-at-price histogram: POC — Highest volume row = strongest support/resistance VAH — Upper boundary of the 70% value area = resistance VAL — Lower boundary of the 70% value area = support Row count is configurable (10-50 levels). 2. Profile Anchoring Three anchor modes control how the profile is built: Rolling — Continuously recalculated over the last N bars. Best for real-time analysis. Session — Resets every new trading day. Best for intraday context. Week — Resets every new trading week. Best for swing context. 3. Price Position Analysis Real-time classification of price relative to the value area: ABOVE VA — Potential overextension or breakout BELOW VA — Potential undervaluation or breakdown AT POC — High-probability mean-reversion zone IN VA — Normal trading range 4. Bounce & Rejection Signals Automatic detection of price interaction with key volume levels: POC Bounce Up/Down — Price touches POC and reverses VAL Rejection — Price tests VAL and bounces up (bullish) VAH Rejection — Price tests VAH and bounces down (bearish) 5. Volume Histogram Visualization A horizontal bar chart displayed directly on the price chart showing the volume distribution. POC row highlighted with a distinct color. █ AUTO-TIMEFRAME ADAPTATION All parameters automatically adjust based on the chart timeframe: 1-5 min → Lookback 30, 18 Rows, Histogram Width 8 15-30 min → Lookback 40, 20 Rows, Histogram Width 10 1 Hour → Lookback 50, 24 Rows, Histogram Width 15 4 Hour → Lookback 70, 28 Rows, Histogram Width 18 Daily → Lookback 100, 32 Rows, Histogram Width 22 Weekly+ → Lookback 150, 40 Rows, Histogram Width 30 █ DASHBOARD A compact, dark-themed info panel displaying: POC — Current Point of Control price level VAH / VAL — Value Area boundaries Position — Current price position (ABOVE VA / BELOW VA / AT POC / IN VA) To POC — Distance from current price to POC in percent Anchor — Active profile anchor mode VA Range — Width of the value area in price units █ ALERTS (4 CONDITIONS) POC Bounce Up — Bullish bounce off the Point of Control POC Bounce Down — Bearish bounce off the Point of Control VAL Rejection — Bullish rejection at Value Area Low VAH Rejection — Bearish rejection at Value Area High █ NON-REPAINTING The volume profile is calculated from confirmed bar data only. Rolling mode recalculates the full lookback window on each bar using historical high/low/volume — no future data is used. Session and Week modes accumulate incrementally within the anchor period. No repainting. █ WORKS ON Crypto, Forex, Stocks, Futures, Indices — any timeframe from 1 minute to Monthly. █ DISCLAIMER This indicator is for educational and informational purposes only. It does not constitute financial advice. Always do your own research and manage your risk. Past performance does not guarantee future results. Trading involves substantial risk of loss.
مؤشر Pine Script®
من ‎alphachart_tv‎
Black-Scholes Quantum Gap [Pointalgo]Market Pricing Inefficiency & Probabilistic Value Engine Black-Scholes Quantum Gap is a quantitative indicator designed to measure the difference between current market price and a theoretical fair value estimate derived from probabilistic pricing concepts. The tool helps traders identify discount (undervalued) and premium (overvalued) conditions in the market using a structured, model-driven approach. What This Indicator Does This indicator builds a dynamic pricing benchmark and compares it with live market price to generate a relative valuation gap. The result is displayed as a momentum-style histogram showing: • When price is trading at a discount • When price is trading at a premium • When the market is near equilibrium Core Concept (High-Level) The engine uses a probabilistic pricing framework to estimate a reference value for the current market. It then calculates the deviation between: → Observed market price → Model-derived fair value This deviation is normalized into a percentage gap, which becomes the core signal of the indicator. To improve usability, the gap is smoothed and statistically bounded to highlight extreme conditions. Visual Interpretation Histogram (BSM Alpha Gap) • Green Zone → Discount / Undervalued Conditions • Red Zone → Premium / Overvalued Conditions The further the histogram moves from zero, the stronger the deviation from equilibrium. Equilibrium Line The zero line represents a fair value balance point where price and model value are aligned. Extreme Zones Upper and lower bands represent statistical extremes of the gap: • Upper Band → Extreme Discount Zone • Lower Band → Extreme Premium Zone These zones help identify potential reversal or mean-reversion areas. Signals BUY Signal Triggered when the gap moves into extreme discount territory and begins to revert upward. Indicates potential: • undervaluation • accumulation zones • mean reversion opportunities SELL Signal Triggered when the gap moves into extreme premium territory and begins to revert downward. Indicates potential: • overvaluation • distribution zones • downside mean reversion Dashboard The built-in panel provides real-time insights: • Market State → Discount / Premium / Equilibrium • Probability Metric → A model-derived probability estimate reflecting market positioning This helps traders quickly assess current conditions without additional tools. Key Features • Quant-based valuation gap analysis • Dynamic equilibrium detection • Statistical extreme zones • Built-in signal generation • Smoothed output for clarity • Real-time dashboard panel • Works across all liquid markets How to Use 1. Identify Market Condition Check whether the market is: • Discount → potential buying interest • Premium → potential selling pressure • Neutral → range-bound behavior 2. Watch Extreme Zones Focus on moments when the gap reaches statistical extremes. These areas often indicate: • exhaustion • imbalance • potential reversal zones 3. Confirm with Price Action Use this indicator alongside: • support/resistance • trend structure • volume Do not rely on signals in isolation. 4. Multi-Timeframe Approach Higher timeframe → macro valuation bias Lower timeframe → precise entry timing Best Use Cases • Index Futures • Large-Cap Stocks • Forex Pairs • Crypto (high liquidity pairs) Disclaimer This indicator is based on quantitative modeling and statistical assumptions. It does not predict future prices and should not be considered financial advice. Always apply proper risk management and confirm signals with additional analysis.
مؤشر Pine Script®
من ‎pointalgo‎
AG Pro Volume Profile Acceptance Ladder [AGPro Series]AG Pro Volume Profile Acceptance Ladder Overview / What it does AG Pro Volume Profile Acceptance Ladder is a volume-structure indicator designed to monitor whether price is building acceptance, holding acceptance, or losing acceptance inside a rolling volume-defined band. Instead of treating volume profile as a static reference snapshot, this script tracks acceptance as a progressive process. The goal is not to predict where price must go next, but to help the user read whether the market is spending enough time and participation inside a value zone to justify calling that area accepted. The script builds a rolling profile window, estimates the active acceptance band, and then classifies current behavior into states such as Probe, Build, Accept, Shift Watch, Shift Confirmed, and Fail. This creates a ladder-style framework for reading when the market is stabilizing within one value region and when that acceptance may be migrating toward another region. In practice, that makes it useful for users who want a structured way to distinguish temporary interaction from more durable volume-based acceptance. A key design goal of this script is to separate acceptance progression from simple attraction-to-level logic. Some tools are built around whether price is pulled back toward a reference such as a POC or another central level. This script focuses on a different question: is the market actually building and holding acceptance inside a rolling value zone, and is that acceptance stable enough to be treated as an active auction area rather than a temporary touch. Because of that framing, the indicator is best read as a market-structure context tool. It maps an evolving acceptance zone, estimates a directional ladder bias, and provides state transitions that can be used to organize chart reading, scenario planning, or alert workflows. It is not an execution engine, not a broker-grade order book product, and not a substitute for independent trade management. Unique Edge The distinguishing feature of this script is that it treats acceptance as a staged process rather than a single level event. The output is not limited to a profile center or a value-area drawing. Instead, the script evaluates how price behaves relative to a rolling volume-defined band and converts that behavior into a progression model. That matters because a market can interact with a value area in very different ways. It can briefly probe it, begin building around it, hold it in a more stable manner, shift acceptance upward or downward, or fail to maintain acceptance altogether. By organizing those conditions into a ladder of states, the script attempts to make the auction process easier to read in real time. This also makes the indicator materially different from a standard POC-centered interpretation. The emphasis here is not on magnetic pull toward one volume reference. The emphasis is on whether acceptance is forming, strengthening, or migrating. In that sense, the script is better understood as an acceptance progression map than as a simple volume anchor display. Methodology The script uses a rolling lookback window and distributes bar-based volume across a defined number of bins in order to approximate a local volume profile. From that rolling profile it derives the active central reference, the current acceptance band, and the relative participation of that band within the profile window. Using those profile components, the script calculates several internal measures. These include how often price remains inside the band over a recent hold window, how often price re-enters the band after leaving it, how stable the band center is relative to recent values, and whether the active center appears to be migrating in a meaningful way. These measures are then blended into an aggregate acceptance score and a ladder bias. The state engine uses those components to classify behavior into the following progression states: - Reject - Probe - Build - Accept - Shift Watch - Shift Confirmed - Fail These states should not be read as guarantees of continuation or reversal. They are condition labels describing how the script currently interprets interaction with the active acceptance band. Signals & Alerts The script includes deterministic state-based alerts so users can build workflows around changes in acceptance conditions. Available alert events: - Acceptance Building - Acceptance Confirmed - Upward Ladder Migration Confirmed - Downward Ladder Migration Confirmed - Acceptance Failed - Acceptance Lost These alerts are designed to reflect state transitions inside the indicator logic. They do not imply expected profitability, win rate, or directional certainty. Key Inputs - Profile Window: Defines the rolling lookback used for the local profile estimate. - Bin Count: Controls the profile resolution. - Value Area %: Defines how much of the rolling profile volume is used to construct the active acceptance band. - Migration Sensitivity: Controls how easily the script classifies center shifts as migration activity. - Probe Band Multiplier: Expands the outer interaction zone around the active acceptance band. - Hold Lookback: Defines the window used for hold and re-entry style calculations. - Theme / Panel Location / Panel Font Size / Label Font Size: Presentation controls for chart readability. - Show Previous Acceptance Band / Show State Markers / Forward Extension Bars: Visual controls for context and labeling. Limitations & Transparency This script does not use exchange-native tick-by-tick volume profile data. It uses a bar-based approximation built from the information available to Pine Script on the chart. As a result, the acceptance band and profile structure shown by the indicator should be interpreted as a model of local volume distribution, not as a perfect reconstruction of exchange-level auction detail. The ladder states are also model outputs, not objective market facts. Small changes in lookback, resolution, or volatility regime can influence how the script classifies the same area. Users should therefore treat the states as structured analytical context rather than as standalone instructions. The indicator is also not intended to replace broader market analysis. Trend structure, liquidity conditions, volatility regime, higher-timeframe context, and instrument-specific behavior can all affect how useful an acceptance reading is in practice. Risk Disclosure This script is for chart analysis and educational use only. It does not provide financial advice, investment advice, or trade recommendations. All markets involve risk, and no indicator can guarantee outcome, timing, or future performance. Users should apply independent judgment, test settings carefully, and use risk management appropriate to their own methodology. What this script is not - It is not a promise of continuation or reversal. - It is not a broker-grade volume profile engine. - It is not a substitute for execution planning or risk control. - It is not a claim that acceptance automatically leads to trend persistence.
مؤشر Pine Script®
من ‎AGProLabs‎
1
AG Pro Volume Profile POC Magnet Map [AGPro Series]AG Pro Volume Profile POC Magnet Map Overview AG Pro Volume Profile POC Magnet Map is a chart-overlay indicator built around one practical question: how strongly is the current Point of Control attracting, holding, or losing price? Instead of trying to replicate a full volume-profile workstation, this script focuses on the behavior of the active POC and the surrounding value area. The goal is to turn a familiar volume-profile concept into a cleaner decision-support map that helps users judge whether price is still interacting with the current fair-value center, rejecting it, reclaiming it, or beginning to establish value elsewhere. The script is designed for users who want a visual framework around POC behavior without covering the chart with heavy histogram structures or overly complex dashboards. It highlights the active POC, the current Value Area High (VAH), the current Value Area Low (VAL), a compact magnet band around the POC, and a small set of reaction labels that describe how price is interacting with that area. In short, this indicator is not trying to tell users what to buy or sell. It is trying to make one specific market reference more readable: the relationship between price and the current POC region. What the script does At a high level, the script does five things: 1) It builds a fixed-lookback volume-distribution map from recent chart data. 2) It derives the active POC, VAH, and VAL from that distribution. 3) It measures how close price is to the current POC and how often price revisits or accepts that region. 4) It converts those observations into a compact Magnet Score and state readout. 5) It marks a small set of price/POC interaction events such as Tag, Reject, and Reclaim. The result is a visual tool that combines reference levels and contextual interpretation in one overlay. Unique edge Many indicators can show a POC. This script is built to answer a more specific question: what is the quality of the current POC as a magnet for price? That difference matters. A raw POC line can be useful, but by itself it does not explain whether price is repeatedly returning to it, drifting away from it, rejecting it, or stabilizing around it. This script adds that missing context by combining the active POC with a behavior layer. The design goal is not “more features.” The design goal is clearer interpretation: - Is price still accepting the current value center? - Is the POC functioning as a pullback magnet? - Is price rejecting the area instead of accepting it? - Is value beginning to migrate? That is the role of the score, the state engine, and the reaction labels. Methodology The script uses a fixed lookback window and divides the recent price range into user-defined bins. It then allocates each bar’s volume to one price bin using the selected bar source, which can be Close or HLC3. From that distribution it identifies: - POC: the highest-volume bin in the lookback window - VAH: the upper boundary of the selected value area percentage - VAL: the lower boundary of the selected value area percentage After the levels are derived, the script evaluates how price is behaving relative to the active POC region. The Magnet Score is built from multiple components: - Distance: how far current price is from the POC, normalized by ATR - Revisit behavior: how often price has returned to the POC region - Acceptance behavior: how often price has closed near the POC region - Stability: whether the POC is relatively stable or drifting quickly - Rejection pressure: whether interactions with the POC region are ending in rejection rather than acceptance These components are combined into a bounded 0-100 score. Higher readings suggest that the current POC remains a stronger center of attraction. Lower readings suggest weaker pull, weaker acceptance, or a market beginning to operate away from the current value center. The script then classifies context into states such as: - Magnet Strong - Magnet Active - POC Tagged - POC Rejected - Accepted Away - Magnet Weakening This state layer is designed to summarize the current context rather than generate automatic trading instructions. How to read the chart POC The POC is the main reference line. It marks the highest-volume price zone inside the selected lookback distribution. If price repeatedly returns to it, reacts from it, or consolidates around it, that line is functioning as an active center of interest. VAH and VAL VAH and VAL define the current value-area boundaries. These help users judge whether price is still operating inside value or beginning to establish acceptance above or below it. Magnet band The magnet band is a narrow region around the POC. It exists to make POC interaction easier to read visually. It is not a claim that every touch is meaningful. It is simply a compact visual tolerance zone around the active POC. Reaction labels The script can display a small set of event labels: - Tag: price reached the current POC region - Reject: price interacted with the area and moved away - Reclaim: price crossed back through the active POC after being on the other side These labels are meant to help describe interaction, not to replace confirmation logic, risk management, or broader market context. Panel The panel summarizes: - Magnet Score - POC Distance - POC Drift - Value Context - Last Reaction - Current POC / VAH / VAL values This gives users a quick status view without needing to inspect every line manually. Typical use cases This indicator may be useful when users want to: - monitor whether pullbacks are still returning to the active POC - judge whether price is still auctioning inside value or beginning to accept away from value - compare different symbols for how “sticky” the current POC region appears to be - add context to an existing structure, trend, or mean-reversion workflow - keep a cleaner chart while still tracking basic volume-profile behavior The script is intended as a context and interpretation layer. It is not a complete trading plan on its own. Key inputs Lookback Bars Controls the size of the historical window used for the profile calculation. A larger value creates a broader context. A smaller value makes the profile more reactive. Rows / Bin Count Controls profile granularity. Higher values create more detailed binning. Lower values produce a smoother, simpler map. Value Area % Defines how much of total lookback volume is included inside the value area used to derive VAH and VAL. Price Source For Bin Allocation Lets users choose whether each bar’s volume is allocated using Close or HLC3. This changes how the profile is distributed across bins. ATR Length Used in normalization and spacing calculations, including the distance component and label positioning. Magnet Band Width (ATR) Controls the thickness of the tolerance zone around the active POC. Distance Ceiling (ATR) Caps how far price can be from the POC before the distance component is treated as maximally weak. Revisit Window and Acceptance Window These affect how the script measures repeated interaction and acceptance around the active POC region. POC Drift Lookback Used to estimate whether the active POC is relatively stable or shifting. Label controls Users can adjust label visibility, density, cooldown behavior, and right-edge line labels to keep the chart cleaner or more descriptive depending on preference. Alerts The script includes alert conditions for: - POC Tag - POC Reject - POC Reclaim - Magnet Strong - Magnet Active - Magnet Weakening - Accepted Away These alerts are event-based notifications tied to the script’s contextual logic. They are not performance claims and they should not be interpreted as guaranteed entry or exit signals. Limitations and transparency This script uses a fixed-lookback, bar-based approximation of volume distribution. It does not reconstruct native exchange-level order flow, bid/ask delta, or true tick-by-tick auction detail. Volume is allocated to bins using a selected bar source rather than full intrabar volume-at-price reconstruction. That means the profile is intentionally simplified so it can remain lightweight and readable inside a standard Pine overlay. Because the script uses a rolling lookback window, the active POC, VAH, and VAL can change as older bars leave the window and newer bars enter it. That is normal behavior for this design. The reaction labels are descriptive, not predictive. A Tag does not imply reversal. A Reject does not guarantee continuation. A Reclaim does not guarantee trend resumption. They are context markers showing how price interacted with the current POC area according to the script’s definitions. This tool should be read in conjunction with price structure, volatility, liquidity conditions, and user-defined execution rules. What this script is not This script is not: - a full session volume-profile suite - an order-flow or footprint tool - a prediction engine - a guaranteed reversal detector - a stand-alone trade system It is a focused overlay for interpreting how price is behaving around the current Point of Control and value-area structure. Practical interpretation notes In many markets, the POC acts like a reference area rather than a directional signal. The more often price returns to it and the more often price stabilizes near it, the more useful that region can become as a working fair-value reference. By contrast, when price begins to hold above VAH or below VAL and stops interacting meaningfully with the POC region, the script may shift toward weaker magnet states or accepted-away context. That does not automatically imply trend continuation, but it does suggest that the current value center may be losing influence. Users may find this especially useful when comparing: - balanced conditions vs. directional conditions - shallow pullbacks vs. deeper value retests - symbols that keep rotating through value vs. symbols that are clearly accepting away from it Risk disclosure This indicator is for chart analysis and market context only. It does not provide investment advice, trading advice, or guaranteed outcomes. All indicators simplify market behavior. This script is no exception. Markets can ignore previously important value references, react differently across symbols and timeframes, and change behavior as volatility regimes shift. Users are responsible for their own confirmation process, execution decisions, and risk management.
مؤشر Pine Script®
من ‎AGProLabs‎
1
Viprasol Institutional Structure EngineOverview The Institutional Structure Engine is a comprehensive Smart Money / ICT overlay indicator built on top of "TradeOS" by KyleAlgo — a substantial, feature-rich system spanning approximately 2400 lines of Pine Script. The vast majority of the analytical logic in this script is KyleAlgo's original work, including market structure detection, order block grading, fair value gaps, liquidity sweeps, RSI divergence, confluence scoring, OTE zones, smart TP/SL, trailing stops, performance tracking, VIX awareness, VWAP confluence, range detection, displacement candle detection, volume delta approximation, HTF zone projection, key levels, chart mode presets, display density modes, signal filters, the dashboard, and most alert conditions. This version adds session/killzone awareness, premium/discount zones, an adaptive baseline using Kaufman Efficiency Ratio, and dynamic v6 alert messages. How It Works Core Engine (from KyleAlgo's TradeOS): The indicator tracks market structure by identifying swing highs and lows using pivot detection, then classifying structural breaks as either continuation (BOS — Break of Structure) or reversal (CHoCH — Change of Character). A WMA-based trend baseline with ATR volatility bands provides directional context. Signal Generation (from KyleAlgo's TradeOS): BUY/SELL signals fire on CHoCH events (trend reversals). Before display, each signal passes through multiple gates built into the original system: - Momentum Gate: validates break candle quality (volume, body size, displacement) - Anti-Whipsaw Filter: prevents rapid opposing signals - Signal Filters: optional HTF alignment, ADX trend strength, volatility range - Range Detection: Bollinger squeeze + ADX identifies choppy markets Confluence Scoring (from KyleAlgo's TradeOS, with killzone bonus added): Every signal receives a quality rating on a 0-10 scale. The base scoring system and the following factors are from the original: - Multi-timeframe alignment (+2 if all 3 HTFs agree) - RSI divergence confirmation - Liquidity sweep preceding the signal - Proximity to fresh order blocks - ADX trend strength - Volume surge on the break candle - Nearby fair value gap - VIX confirmation - VWAP level confirmation - Key level proximity (PDH/PDL/PWH/PWL/PMH/PML) - Displacement candle presence - Breaker block proximity - Volume delta direction - HTF zone alignment (+2) - Penalties for ranging markets, RSI exhaustion, and aging trends The killzone activity bonus (new) adds a small confluence increment when a signal occurs during a London, New York, or Asia session window, reflecting the higher institutional participation during these periods. Session/Killzone Detection (new): London (02:00-05:00 ET), New York (07:00-10:00 ET), and Asia (20:00-00:00 ET) sessions are identified and optionally shaded on the chart. A session filter can restrict signals to killzone hours only. Session detection uses hour(time, "America/New_York") to classify the current bar into the active session window. Premium/Discount Zones (new): Using a configurable lookback period, the indicator calculates the highest high and lowest low to define the current range. The midpoint serves as the equilibrium line. The upper half is classified as the premium zone (where sells have a statistical edge) and the lower half as the discount zone (where buys have an edge). Zones are shaded with semi-transparent fills. Adaptive Baseline (new): The trend baseline period is dynamically adjusted using the Kaufman Efficiency Ratio (ER). The ER measures price efficiency as ER = abs(close - close ) / sum(abs(close - close ), n). When price moves efficiently (trending), the ER approaches 1.0 and the baseline period shortens for faster response. When price chops (ranging), the ER approaches 0.0 and the period lengthens to reduce noise. The effective period interpolates between a fast limit and slow limit based on the ER value: effectivePeriod = math.round(slowLimit - (slowLimit - fastLimit) * ER). Dynamic v6 Alerts (new): Alert messages use Pine Script v6's alert() function to embed runtime values — ticker symbol via syminfo.tickerid, current price via str.tostring(close), timeframe via timeframe.period, and the signal's confluence score — directly in the alert text. This replaces static alert messages with context-rich notifications. Key Features From the Original (KyleAlgo's TradeOS): - Market structure detection — BOS, CHoCH, HH, HL, LH, LL with clean labels - Order blocks graded A-D based on volume, displacement, body ratio, and sweep context - Breaker blocks — mitigated zones that flip polarity - Fair value gap detection with fill threshold and auto-mitigation - Liquidity sweep detection — equal highs/lows + sweep events - RSI divergence engine — regular + hidden, bullish + bearish - 0-10 confluence scoring with tooltip breakdown - OTE zone — 62-79% Fibonacci retracement after reversals - Smart TP/SL — structure-aware targets using FVGs, equal levels, key levels, S/R - Trailing stop — stepped (BE at TP1, trail at TP2) or ATR-based - Performance tracker — historical win rate and average R multiple - VIX awareness — fear/complacency scoring and signal blocking - VWAP confluence — session VWAP as a reference level - Range detection — BB squeeze + ADX identifies choppy conditions - Displacement candle detection — high-momentum candles - Volume delta approximation — buy/sell pressure estimation - HTF zone projection — higher timeframe supply/demand overlay - Key levels — previous day/week/month high and low - Chart mode presets — Auto, Execution, Entry Timing, Structure, Session, Context, Macro, Custom - Display density — Clean, Balanced, Full visual modes - Dashboard with structure, trend, confluence, and filter status rows - 20+ alert conditions tiered by confidence level Added in This Version (Viprasol): - Session/Killzone zones — London, New York, Asia detection with visual shading - Premium/Discount zones — equilibrium line + shaded premium/discount areas - Adaptive baseline — Kaufman Efficiency Ratio auto-adjusts the trend period - Session-based signal filtering — restrict signals to killzone hours - Killzone confluence scoring bonus — session activity adds to signal quality - Dynamic v6 alert messages — ticker, price, timeframe, and confidence embedded in alerts How to Use 1. Apply to a standard candlestick chart (NOT Heikin Ashi) 2. Select a Chart Mode — "Auto" adapts to your timeframe, or choose manually 3. Watch for BUY/SELL labels — higher star ratings = stronger confluence 4. Check the tooltip on signal labels for a detailed confluence breakdown 5. Use order blocks as support/demand zones for entries 6. Monitor FVGs for high-probability revisit zones 7. Equal highs/lows show where liquidity pools form Recommended Settings: - Scalping (1m-5m): Entry Timing preset, enable momentum gate - Day Trading (5m-15m): Execution preset (default) - Swing Trading (4H): Structure & Bias preset - Position Trading (Daily+): Context or Macro preset Settings Chart Mode — Auto-detect or manual preset selection Structure Detection — Swing sensitivity, BOS/CHoCH visibility Trend Baseline — Period, volatility, adaptive option Signal Confidence — Momentum gate, anti-whipsaw, min confluence Divergence — RSI period, require divergence for signals Price Imbalances — FVG detection and fill threshold Liquidity — Equal level detection, sweep events Supply/Demand — Order block visibility and grading Session/Killzones — London, NY, Asia session zones Premium/Discount — Equilibrium and zone shading Take Profit/Stop Loss — R:R targets, smart targets, trailing Signal Filters — HTF, ADX, volatility, divergence, sweep requirements Dashboard — Position, size, density Alerts Dynamic Alerts (v6 — new): - Bullish/Bearish signal with confluence score, ticker, price, and timeframe - Liquidity sweep events with price level Tiered Alerts (from KyleAlgo's TradeOS): - High Confidence (7+/10) — setups with strong multi-factor alignment - Medium Confidence (4-6/10) — setups with partial confirmation - Low Confidence (<4/10) — early signals needing additional analysis Structure Alerts (from KyleAlgo's TradeOS): - BOS, CHoCH, Order Block, Continuation, Displacement, Key Level proximity Limitations & Disclaimer - This is an analytical tool, NOT a trading system. Always use proper risk management. - Past performance of signal tracking does not guarantee future results. - Confluence scoring is a heuristic — higher scores correlate with but do not guarantee better outcomes. - Best used on liquid markets (crypto, forex, indices) where order flow dynamics are visible. - VIX data requires access to the VIX symbol on your data feed. - Key levels use previous period data with standard non-repainting methodology. - No indicator replaces understanding market context and price action. Credits & Attribution This script is derived from "TradeOS" by KyleAlgo — a comprehensive Smart Money / ICT indicator of approximately 2400 lines. The original provides the core market structure engine (BOS/CHoCH classification, swing pivot detection), WMA trend baseline with ATR bands, order block detection with A-D grading, breaker blocks, fair value gap detection, liquidity sweep detection (equal highs/lows), RSI divergence engine (regular + hidden), the 0-10 confluence scoring system, OTE zone calculation, smart TP/SL with structure-aware targets, trailing stop (stepped + ATR-based), performance tracker, VIX awareness, VWAP confluence, range detection (BB squeeze + ADX), displacement candle detection, volume delta approximation, HTF zone projection, key levels (PDH/PDL/PWH/PWL/PMH/PML), chart mode presets, display density modes, signal filters (momentum gate, anti-whipsaw, ADX, volatility), the dashboard, and the majority of alert conditions. The vast majority of the analytical logic in this script is KyleAlgo's work. Viprasol's additions: session/killzone detection (London, New York, Asia) with visual shading and session-based signal filtering, premium/discount zones with equilibrium line, adaptive baseline using Kaufman Efficiency Ratio for dynamic trend period adjustment, killzone confluence scoring bonus, and dynamic v6 alert messages embedding ticker, price, timeframe, and confidence score. These additions layer session awareness and an adaptive trend mechanism on top of KyleAlgo's comprehensive Smart Money system. Published open-source per TradingView House Rules governing derivative works of open-source scripts.
مؤشر Pine Script®
من ‎viprasol‎
1
NQ Swing Command Intraday NQ Swing Command – Intraday (15m/30m/1h) A structured intraday trading system built for the Nasdaq-100 Index (NQ), designed to capture clean swing moves using multi-timeframe confluence. This script aligns 15m execution with 30m confirmation and 1H directional bias, giving traders a clear framework for timing entries within the broader market structure. The strategy focuses on identifying trend continuation and reversal zones, combining price action, momentum, and key levels to deliver high-probability setups. Whether you're trading pullbacks, breakouts, or intraday swings, this system helps filter noise and keep you trading in sync with market flow. Built for consistency and discipline, NQ Swing Command is ideal for traders looking to: *Follow structured, rule-based setups *Improve entry timing across multiple timeframes *Capture intraday swings with confidence *Stay aligned with overall market direction A clean, no-fluff approach to mastering intraday movement on NQ.
مؤشر Pine Script®
من ‎matthewjnrb‎
Moon Boys BTC Production Cost Daily137 ═════════════════════════════════════════════════════════════ Moon Boys BTC PRODUCTION COST DAILY ═════════════════════════════════════════════════════════════ Track Bitcoin's real-time production cost using comprehensive electricity consumption data and mining economics to identify macro support/resistance zones. ═══ OVERVIEW ═══ This indicator calculates Bitcoin's actual cost of production by combining Cambridge Bitcoin Electricity Consumption Index (CBECI) data with electricity pricing models across different mining eras. It reveals where miners are profitable or underwater, providing crucial macro-level support zones that have historically acted as psychological and economic floors. Perfect for: • Identifying long-term accumulation zones • Understanding miner profitability and capitulation risk • Spotting macro support levels during bear markets • Gauging healthy vs. overheated price levels • Planning dollar-cost averaging strategies ═══ KEY FEATURES ═══ 📊 COMPREHENSIVE HISTORICAL DATA └─ 378 data points spanning 2011-2026 └─ Complete CBECI electricity consumption dataset └─ Verified accuracy: all dates and values cross-checked └─ Updates every ~14 days with new CBECI releases ⚡ ELECTRICITY COST MODELING └─ Pre-June 2019: $0.05/kWh (Early mining era) └─ Pre-April 2021: $0.04/kWh (China dominance period) └─ Post-May 2021: $0.05/kWh (China exodus, Western migration) └─ Post-April 2024: $0.05/kWh (Post-4th halving era) └─ Fully customizable for scenario analysis 🎯 DUAL COST CURVES └─ Red line: Pure electricity cost per BTC └─ Purple line: Total production cost (electricity + operations) └─ Green line: Miner price (spot + transaction fee revenue) └─ Pink fill: Zones where miners are losing money 📈 AUTOMATIC HALVING ADJUSTMENTS └─ Integrates all Bitcoin halvings (2012, 2016, 2020, 2024) └─ Block reward automatically adjusts: 50 → 25 → 12.5 → 6.25 → 3.125 └─ Accurate per-day BTC production calculations 💰 PROFIT MARGIN TRACKING └─ Annual profit margin labels (optional) └─ Shows miner profitability percentage └─ Appears on chart at electricity cost level └─ Calculated using 365-day moving average ═══ HOW TO READ IT ═══ ┌─────────────────────────────────────────────────────────┐ │ INDICATOR │ MEANING │ ├─────────────────────────────────────────────────────────┤ │ 🟢 Green Line │ Miner Price (BTC price + fee revenue)│ │ (above purple) │ → Miners profitable, healthy market │ ├─────────────────────────────────────────────────────────┤ │ 🟢 Green Line │ Price below production cost │ │ (below purple) │ → Miner capitulation zone │ │ │ → Strong historical buy signal │ ├─────────────────────────────────────────────────────────┤ │ 🔴 Red Line │ Pure electricity cost per BTC │ │ │ → Absolute minimum mining cost │ ├─────────────────────────────────────────────────────────┤ │ 🟣 Purple Line │ Total production cost │ │ │ → Break-even for miners (60% elec) │ ├─────────────────────────────────────────────────────────┤ │ 🌸 Pink Fill │ Below-cost territory │ │ │ → Miners selling at a loss │ │ │ → Historical accumulation zone │ └─────────────────────────────────────────────────────────┘ ═══ TRADING APPLICATIONS ═══ 🐻 BEAR MARKET BOTTOMS → Price touching or breaking below production cost = high probability bottom → Extended periods below cost = miner capitulation → Historical bottoms: Nov 2011, Jan 2015, Dec 2018, Nov 2022 → Strongest buy signal in macro Bitcoin investing 📈 BULL MARKET HEALTH CHECKS → Distance above production cost = market heat level → 100-200% above cost = healthy bull market → 500%+ above cost = euphoric/bubble territory → Use as take-profit reference points 💎 ACCUMULATION STRATEGY → DCA when price approaches production cost → Increase buy size when price drops below cost → Maximum allocation when 10-20% below cost → Layer entry as margin shows negative percentages ⚖️ SUPPORT/RESISTANCE ZONES → Production cost acts as macro support in downtrends → Often becomes resistance after prolonged bear markets → Price reclaiming cost = bullish structural shift → Failed reclaims = continued weakness 🔄 HALVING CYCLE ANALYSIS → Cost doubles after each halving (supply cut) → Price typically consolidates near new cost basis → Historic pattern: break above cost = new bull cycle → Track 6-12 months post-halving for trend confirmation ═══ SETTINGS GUIDE ═══ ⚡ ELECTRICITY COST ASSUMPTIONS (USD/kWh) ├─ Pre-June 2019 (0.05): Early mining era, hobby miners ├─ Pre-China Exodus 2021 (0.04): Cheap Chinese hydropower ├─ Post-May 2021 (0.05): Western migration, higher costs └─ Post-April 2024 (0.05): Current era post-4th halving 💡 Adjust these for "what if" scenarios or local costs 💰 ELECTRICITY PERCENTAGE (Default: 60%) └─ Electricity as % of total mining costs └─ Remaining 40% = hardware, labor, rent, maintenance └─ Lower % = higher total cost (more conservative) └─ Typical range: 50-70% 🎨 VISUAL TOGGLES ├─ Plot BTC Miner Price: Show/hide green line │ └─ Includes transaction fee revenue per BTC ├─ Plot Production Cost Curves: Show/hide red & purple lines └─ Plot Annual Profit Margin Labels: Show/hide margin % └─ Appears annually (Jan 1st) and on last bar ═══ HOW IT WORKS ═══ 1. ELECTRICITY CONSUMPTION DATA • Cambridge Bitcoin Electricity Consumption Index (CBECI) • Actual network-wide energy usage in TWh (terawatt-hours) • Updated bi-weekly with real hash rate data • 378 historical data points (Aug 2011 - Jan 2026) 2. COST CALCULATION FORMULA Electricity Cost per BTC = (TWh per year / 365.25 days) × (10^9 to convert to kWh) / (BTC mined per day) × (Electricity price per kWh) Total Cost per BTC = Electricity Cost / (Electricity % of total costs) 3. BTC MINED PER DAY Blocks per day (144) × Block reward • 2009-2012: 50 BTC/block = 7,200 BTC/day • 2012-2016: 25 BTC/block = 3,600 BTC/day • 2016-2020: 12.5 BTC/block = 1,800 BTC/day • 2020-2024: 6.25 BTC/block = 900 BTC/day • 2024+: 3.125 BTC/block = 450 BTC/day 4. MINER PRICE METRIC Spot close price + (Transaction fees per day / BTC mined per day) • Currently simplified with fees = 0 • Shows true revenue per BTC for miners 5. PROFIT MARGIN CALCULATION ((Miner Price / Total Cost) - 1) × 100 • Smoothed with 365-day SMA • Shows sustainable annual profitability ═══ BEST PRACTICES ═══ ✅ DO: • Use on DAILY timeframe for accuracy (designed for daily data) • Combine with on-chain metrics (SOPR, MVRV, Puell Multiple) • Layer with traditional TA for entry/exit timing • Understand this is AVERAGE global cost (varies by miner) • Use as macro filter, not short-term trading signal • Check profit margins during capitulation events ❌ DON'T: • Use as sole indicator for short-term trades • Ignore that efficient miners have much lower costs • Forget that cost is constantly rising (hash rate + difficulty) • Assume price can't go below cost (it can temporarily) • Trade based only on cost - liquidity events can wick lower • Expect instant reversals at cost levels ═══ HISTORICAL PERFORMANCE ═══ Major Bitcoin bottoms near/below production cost: 📅 November 2011 Price: ~$2 | Cost: ~$5 → 60% below cost, -95% drawdown → Bottom signal ✓ 📅 January 2015 Price: ~$150 | Cost: ~$180 → 17% below cost, -85% drawdown → Bottom signal ✓ 📅 December 2018 Price: ~$3,200 | Cost: ~$3,500 → 9% below cost, -84% drawdown → Bottom signal ✓ 📅 November 2022 Price: ~$15,500 | Cost: ~$17,000 → 9% below cost, -77% drawdown → Bottom signal ✓ Pattern: When price trades below production cost, accumulation zone. ═══ TECHNICAL NOTES ═══ • Built with Pine Script v5 • Data source: Cambridge Centre for Alternative Finance (CBECI) Updated Quaterly by Request • All dates/values verified against official CSV dataset • Electricity price adjusts based on major mining regime shifts • Uses series variables for proper historical calculation • Forward-fills data between CBECI update periods • Accounts for all 4 halvings in BTC history ═══ DATA PERIODS EXPLAINED ═══ 🏭 PRE-JUNE 2019 ($0.05/kWh) Early mining era, distributed hobby miners, average global cost 🇨🇳 JUNE 2019 - APRIL 2021 ($0.04/kWh) China dominance period, cheap hydropower in Sichuan/Yunnan 🌍 MAY 2021 - APRIL 2024 ($0.05/kWh) China ban, Western migration, renewable energy transition 🔮 POST-APRIL 2024 ($0.05/kWh) 4th halving, institutional mining, current era ═══ UNDERSTANDING MINING ECONOMICS ═══ ⚡ ELECTRICITY = 60% OF COST (Default) └─ Largest variable expense for miners └─ Directly tied to hash rate and difficulty 🔧 OTHER COSTS = 40% ├─ ASIC hardware (depreciation) ├─ Facility rent and cooling ├─ Labor and maintenance ├─ Internet and infrastructure └─ Insurance and legal 💰 REVENUE SOURCES ├─ Block subsidy (newly minted BTC) └─ Transaction fees (variable, usually 2-10% of revenue) 📉 MINER BEHAVIOR • Profitable: Accumulate BTC, expand operations • Break-even: Hold BTC, maintain operations • Unprofitable: Forced selling, potential capitulation ═══ ADVANCED USE CASES ═══ 🔬 SCENARIO ANALYSIS → Adjust electricity costs to model different regions → US miners: $0.05-0.07/kWh → Nordic miners: $0.02-0.04/kWh → Middle East: $0.01-0.03/kWh 📊 COMBINE WITH ON-CHAIN DATA → Miner Net Position Change (selling pressure) → Hash Ribbons (miner capitulation indicator) → Difficulty Ribbon (hash rate compression) → Puell Multiple (miner revenue extremes) 🎯 MULTI-TIMEFRAME CONFLUENCE → Weekly chart: macro trend and cost support → Daily chart: precise entry/exit near cost → 4H chart: short-term reactions at cost levels 🌐 CORRELATION TRADING → Miner stocks (MARA, RIOT, CLSK) vs BTC cost → When BTC < cost, miner stocks typically -30-50% → Energy prices (oil, nat gas) affect mining costs ═══ LIMITATIONS & CONSIDERATIONS ═══ ⚠️ AVERAGE COST, NOT ACTUAL • Large miners with PPAs have costs as low as $0.02-0.03/kWh • Inefficient miners may have costs 2-3x the average • This shows network-wide average for reference ⚠️ ELECTRICITY PRICE ASSUMPTIONS • Static periods vs. dynamic energy markets • Renewable energy % growing = lower average cost over time • Geographic distribution matters (Texas vs. Kazakhstan) ⚠️ DOESN'T INCLUDE • ASIC efficiency improvements (more hash/watt) • Stranded energy and flare gas mining • Government subsidies or penalties • Seasonal variations (wet/dry seasons) ⚠️ LAGGING INDICATOR • CBECI data updates every ~14 days • Historical data, not forward-looking • Cost always rises, but at variable rate ═══ DISCLAIMER ═══ This indicator visualizes Bitcoin's estimated global average production cost based on publicly available electricity consumption data and modeled pricing assumptions. It does NOT: • Guarantee future price movements or bottoms • Account for individual miner profitability variations • Include all operational costs (simplified to electricity %) • Predict miner capitulation or selling pressure • Constitute financial advice or buy/sell signals Production cost is A REFERENCE POINT, not a hard floor. Price can and has traded below cost during extreme capitulation events. Market liquidity, macro conditions, and sentiment often override cost-basis logic in the short term. Always conduct your own research and use proper risk management. 📚 EDUCATIONAL USE ONLY | NOT FINANCIAL ADVICE ═══ RESOURCES ═══ Cambridge Bitcoin Electricity Consumption Index (CBECI) → ccaf.io/cbnsi/cbeci Bitcoin Mining Economics → insights.braiins.com/en/ Block Reward Halving Schedule → bitcoinblockhalf.com/ Difficulty & Hash Rate Charts → blockchain.com/charts/difficulty Understanding ASIC Mining → academy.binance.com/en/articles/what-is-an-asic-miner Mining Profitability Calculator → coinwarz.com/mining/bitcoin/calculator On-Chain Miner Metrics → cryptoquant.com/ Energy & Mining Data → hashrateindex.com/ ═══════════════════════════════════════════════════════════ Built for the Bitcoin community 🚀 Because understanding the cost of production is fundamental analysis 💎 ═══════════════════════════════════════════════════════════
مؤشر Pine Script®
من ‎VickzinBK‎
Esco Theory v4Esco Theory maps the hidden geometry of price action. It identifies swing structure, plots geometric rails between pivots, detects supply and demand zones, fair value gaps, liquidity pools, compression patterns, and confluence clusters. All signals are synthesized into a real-time dashboard so traders can read market structure and volatility conditions at a glance. Built for traders who study displacement, structure shifts, and the expansion–compression cycles that drive price. Features Market Structure (BOS / MSS) Automatically detects Break of Structure (BOS) and Market Structure Shifts (MSS) using configurable swing lookback. Bullish and bearish shifts are labeled directly on the chart with color-coded markers. Displacement candles (body greater than 1.5× ATR) are highlighted to confirm impulsive moves. Geometric Rails Trendlines (“rails”) are drawn between consecutive swing highs and swing lows and extended forward. Two tiers are available: Minor Rails Short-term pivots for intraday and swing geometry. Major Cycle Rails Higher-timeframe pivots that reveal broader structural channels. Cross-rails connect swing highs to swing lows using dotted diagonals, revealing convergence and divergence patterns. Cycle Fan A fan of rays projects from the deepest major swing low through each major swing high (and vice versa), mapping the angular geometry of the current market cycle. These angles often highlight reaction zones where time and price intersect. Supply & Demand Zones Zones are created at pivot candles confirmed by displacement on the following bar. Each zone tracks retests and gradually fades in transparency as it is touched. Mitigated zones are automatically removed to keep charts clean. Fair Value Gaps (FVG) & Inverted FVGs Three-candle imbalance gaps are detected and drawn as shaded boxes. When a gap fills to its midpoint it converts into an inverted FVG, which can act as a continuation or re-entry zone. Both gap types have independent color settings and optional auto-expiration. Premium / Discount Zones Using the most recent major swing high and low, price is divided into: Premium (upper 25%) Discount (lower 25%) Equilibrium (midpoint) A dotted equilibrium line marks fair value and helps filter entries. Support & Resistance Clustering All pivot prices are grouped by proximity. Levels with multiple touches are drawn as dashed horizontal lines labeled with touch count: S (3) R (4) Stronger clusters appear as thicker lines. Confluence Zones When three or more levels from different sources cluster together (pivots, S/R levels, supply and demand), a shaded confluence zone is drawn. These areas often produce the strongest market reactions. Liquidity — Equal Highs / Equal Lows Swing highs and lows within a defined tolerance are identified as EQH and EQL liquidity pools. These levels extend forward and often attract price before reversals or breakouts. Liquidity Sweeps When price wicks through an equal high or low and closes back inside the level, a sweep marker (✕) appears. Sweeps often signal liquidity grabs before reversals. Compression & Squeeze Detection Two compression signals identify volatility contraction. ATR Compression Occurs when fast ATR drops below 60% of slow ATR. Bollinger / Keltner Squeeze When Bollinger Bands contract inside Keltner Channels. When the squeeze releases, a triangle marker signals expansion. A wedge overlay connects compression pivots to visualize tightening ranges. Real-Time Dashboard A compact panel displays current market conditions. Bias Current structure trend (Bullish / Bearish / Neutral) Zone Premium, Discount, or Equilibrium Volatility Squeeze, Compression, or Expansion ATR Ratio Fast ATR vs Slow ATR BBW Bollinger Band Width percentage Wedge Active compression wedge detection FVG Active gap count Sweeps Recent liquidity sweep count Inputs & Customization Every module can be toggled independently. Key settings include: Swing Lookback (minor and major) Rail Extension length Max Cross-Rails Supply / Demand Pivot Length FVG Minimum Size and Max Age Support / Resistance Tolerance and Minimum Touches Confluence Width and Minimum Levels Equal High / Low Tolerance All colors are fully customizable. How to Use Identify bias Check the dashboard for current structure direction and premium/discount location. Find confluence Look for areas where rails, zones, gaps, and support/resistance overlap. Watch compression Squeeze diamonds and wedges signal volatility building. Trade displacement Highlighted candles confirm impulsive moves through key levels. Monitor liquidity sweeps EQH/EQL sweeps often precede reversals or expansions. Notes Overlay indicator designed for use directly on price charts. Compatible with all markets and timeframes. Lower timeframes with large bar counts may increase drawing load. Adjust lookback settings if needed. Best used alongside discretionary price action and market context.
مؤشر Pine Script®
من ‎escobrypto‎