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Autoback Grid Lab [trade_lexx]Autoback Grid Lab: Your personal laboratory for optimizing grid strategies.
Introduction
First of all, it is important to understand that Autoback Grid Lab is a powerful professional tool for backtesting and optimization, created specifically for traders using both grid strategies and regular take profit with stop loss.
The main purpose of this script is to save you weeks and months of manual testing and parameter selection. Instead of manually testing one combination of settings after another, Autoback Grid Lab automatically tests thousands of unique strategies on historical data, providing you with a comprehensive report on the most profitable and, more importantly, sustainable ones.
If you want to find mathematically sound, most effective settings for your grid strategy on a specific asset and timeframe, then this tool was created for you.
Key Features
My tool has functionality that transforms the process of finding the perfect strategy from a routine into an exciting exploration.
🧪 Mass testing of thousands of combinations
The script is able to systematically generate and run a huge number of unique combinations of parameters through the built-in simulator. You set the ranges, and the indicator does all the work, testing all possible options for the following grid settings:
* Number of safety orders (SO Count)
* Grid step (SO Step)
* Step Multiplier (SO Multiplier) for building nonlinear grids
* Martingale for controlling the volume of subsequent orders
* Take Profit (%)
* Stop Loss (%), with the possibility of calculating both from the entry point and from the dynamic breakeven line
* The volume of the base order (Volume BO) as a percentage of the deposit
🏆 Unique `FinalScore` rating system
Sorting strategies by net profit alone is a direct path to self—deception and choosing strategies that are "tailored" to history and will inevitably fail in real trading. To solve this problem, we have developed FinalScore, a comprehensive assessment of the sustainability and quality of the strategy.
How does it work?
FinalScore analyzes each combination not one by one, but by nine key performance metrics at once, including Net Profit, Drawdown, Profit Factor, WinRate, Sharpe coefficients, Sortino, Squid and Omega. Each of these indicators is normalized, that is, reduced to a single scale. Then, to test the strategy for strength, the system performs 30 iterations, each time assigning random weights to these 9 metrics. A strategy gets a high FinalScore only if it shows consistently high results under different evaluation criteria. This proves her reliability and reduces the likelihood that her success was an accident.
📈 Realistic backtesting engine
The test results are meaningless if they do not take into account the actual trading conditions. Our simulator simulates real trading as accurately as possible, taking into account:
* Leverage: Calculation of the required margin to open and hold positions.
* Commission: A percentage commission is charged each time an order is opened and closed.
* Slippage: The order execution price is adjusted by a set percentage to simulate real market conditions.
* Liquidation model: This is one of the most important functions. The script continuously monitors the equity of the account (capital + unrealized P&L). If equity falls below the level of the supporting margin (calculated from the current value of the position), the simulator forcibly closes the position, as it would happen on a real exchange. This eliminates unrealistic scenarios where the strategy survives after a huge drawdown.
🔌 Integration with external signals
The indicator operates in two modes:
1. `No Signal': Standard mode. The trading cycle starts immediately as soon as the previous one has been closed. Ideal for testing the "pure" mechanics of the grid.
2. `External Signal`: In this mode, a new trading cycle will start only when a signal is received from an external source. You can connect any other indicator (such as the RSI, MACD, or your own strategy) to the script and use it as a trigger to log in. This allows you to combine the power of a grid strategy with your own entry points.
📊 Interactive and informative results panel
Upon completion of the calculations, a detailed table with the TOP N best strategies appears on the screen, sorted according to your chosen criterion. For each strategy in the rating, you will see not only the key metrics (Profit, Drawdown, duration of transactions), but also all the parameters that led to this result. You can immediately take these settings and apply them in your trading.
Application Options: How To Solve Your Problems
Autoback Grid Lab is a flexible tool that can be adapted to solve various tasks, from complete grid optimization to fine—tuning existing strategies. Here are some key scenarios for its use:
1. Complete Optimization Of The Grid Strategy
This is the basic and most powerful mode of use. You can find the most efficient grid configuration for any asset from scratch.
* How to use: Set wide ranges for all key grid parameters ('SO Count`, SO Step, SO Multiplier, Martingale, TP, etc.).
* In the `No Signal` mode: You will find the most stable grid configuration that works as an independent, constantly active strategy, regardless of which-or entrance indicators.
* In the `External Signal` mode: You can connect your favorite indicator for input (for example, RSI, MACD or a complex author's script) and find the optimal grid parameters that best complement your input signals. This allows you to turn a simple signaling strategy into a full-fledged grid system.
2. Selecting the Optimal Take Profit and Stop Loss for Your Strategy
Do you already have an entry strategy, but you are not sure where it is best to put Take Profit and Stop Loss? Autoback Grid Lab can solve this problem as well.
* How to use:
1. Disable optimization of all grid parameters (uncheck SO Count, SO Step, Martingale, etc.). Set the Min value for SO Count to 0.
2. Set the ranges for iteration only for 'Take Profit` and `Stop Loss'.
3. Turn on the External Signal mode and connect your indicator with input signals.
* Result: The script will run your historical entry signals with hundreds of different TP and SL combinations and show you which stop order levels bring maximum profit with minimal risk specifically for your entry points.
3. Building a Secure Network with Risk Management
Many traders are afraid of grid strategies because of the risk of large drawdowns. With the help of the optimizer, you can purposefully find the parameters for such a grid, which includes mandatory risk management through Stop Loss.
* How to use: Enable and set the range for Stop Loss, along with other grid parameters. Don't forget to test both types of SL calculations (`From entry point` and `From breakeven line`) to determine which one works more efficiently.
* Result: You will find balanced strategies in which the grid parameters (number of orders, martingale) and the Stop Loss level are selected in such a way as to maximize profits without going beyond the acceptable risk level for you.
How To Use The Indicator (Step-By-Step Guide)
Working with the Autoback Grid Lab is a sequential process consisting of four main steps: from initial setup to analysis of the finished results. Follow this guide to get the most out of the tool.
Step 1: Initial Setup
1. Add the indicator to the chart of your chosen asset and timeframe.
2. Open the script settings. The first thing you should pay attention to is the ⚙️ Optimization Settings ⚙️ group.
3. Set the `Bars Count'. This parameter determines how much historical data will be used for testing.
* Important: The more bars you specify, the more statistically reliable the backtest results will be. We recommend using the maximum available value (25,000) to test strategies at different market phases.
* Consider: The indicator performs all calculations on the last historical bar. After applying the TradingView settings, it will take some time to load all the specified bars. The results table will appear only after the data is fully loaded. Don't worry if it doesn't appear instantly. And if an error occurs, simply switch the number of combinations to 990 and back to 1000 until the table appears.
Step 2: Optimization Configuration
At this stage, you define the "universe" of parameters that our algorithm will explore.
1. Set the search ranges (🛠 Optimization Parameters 🛠 group).
For each grid parameter that you want to optimize (for example, SO Count or `Take Profit'), you must specify three values:
* Min: The minimum value of the range.
* Max: The maximum value of the range.
* Step: The step with which the values from Min to Max will be traversed.
*Example:* If you set Min=5, Max=10, and Step=1 for SO Count, the script will test strategies with 5, 6, 7, 8, 9, and 10 safety orders.
* Tip for users: To get the first results quickly, start with a larger step (for example, TP from 0.5% to 2.5% in 0.5 increments instead of 0.1). After you identify the most promising areas, you can perform a deeper analysis by expanding the ranges around these values.
2. Set Up Money Management (Group `💰 Money Management Settings 💰`).
Fill in these fields with the values that best match your actual trading conditions. This is critically important for obtaining reliable results.
* Capital: Your initial deposit.
* Leverage: Leverage.
* Commission (%): Your trading commission as a percentage.
* Slippage (%): Expected slippage.
* Liquidation Level (%): The level of the supporting margin (MMR in %). For example, for Binance Futures, this value is usually between 0.4% and 2.5%, depending on the asset and position size. Specify this value for your exchange.
3. Select the Sorting Criterion and the Direction (Group `⚙️ Optimization Settings ⚙️').
* `Sort by': Specify the main criteria by which the best strategies will be selected and sorted. I strongly recommend using finalScore to find the most balanced and sustainable strategies.
* `Direction': Choose which trades to test: Long, Short or Both.
Step 3: Start Testing and Work with "Parts"
The total number of unique combinations generated based on your ranges can reach tens of millions. TradingView has technical limitations on the number of calculations that the script can perform at a time. To get around this, I implemented a "Parts" system.
1. What are `Part` and `Combinations in Part'?
* `Combinations in Part': This is the number of backtests that the script performs in one run (1000 by default).
* `Part`: This is the number of the "portion" of combinations that you want to test.
2. How does it work in practice?
* After you have everything set up, leave Part:1 and wait for the results table to appear. You will see the TOP N best strategies from the first thousand tested.
* Analyze them. Then, to check the next thousand combinations, just change the Part to 2 in the settings and click OK. The script will run a test for the next batch.
* Repeat this process by increasing the Part number (`3`, 4, 5...), until you reach the last available part.
* Where can I see the total number of parts? In the information row below the results table, you will find Total parts. This will help you figure out how many more tests are left to run.
Step 4: Analyze the Results in the Table
The results table is your main decision—making tool. It displays the best strategies found, sorted by the criteria you have chosen.
1. Study the performance metrics:
* Rating: Position in the rating.
* Profit %: Net profit as a percentage of the initial capital.
* Drawdown%: The maximum drawdown of the deposit for the entire test period.
* Max Length: The maximum duration of one transaction in days, hours and minutes.
* Trades: The total number of completed trades.
2. Examine the winning parameters:
* To the right of the performance metrics are columns showing the exact settings that led to this result ('SO Count`, SO Step, TP (%), etc.).
3. How to choose the best strategy?
* Don't chase after the maximum profit! The strategy with the highest profit often has the highest drawdown, which makes it extremely risky.
* Seek a balance. The ideal strategy is a compromise between high profitability, low drawdown (Drawdown) and the maximum length of trades acceptable to you (Max Length).
* finalScore was created to find this balance. Trust him — he often highlights not the most profitable, but the most stable and reliable options.
Detailed Description Of The Settings
This section serves as a complete reference for each parameter available in the script settings. The parameters are grouped in the same way as in the indicator interface for your convenience.
Group: ⚙️ Optimization Settings ⚙️
The main parameters governing the testing process are collected here.
* `Enable Optimizer': The main switch. Activates or deactivates all backtesting functionality.
* `Direction': Determines which way trades will be opened during the simulation.
* Long: Shopping only.
* Short: Sales only.
* Both: Testing in both directions. Important: This mode only works in conjunction with an External Signal, as the script needs an external signal to determine the direction for each specific transaction.
* `Signal Mode`: Controls the conditions for starting a new trading cycle (opening a base order).
* No Signal: A new cycle starts immediately after the previous one is completed. This mode is used to test "pure" grid mechanics without reference to market conditions.
* External Signal: A new cycle begins only when a signal is received from an external indicator connected via the Signal field.
* `Signal': A field for connecting an external signal source (works only in the `External Signal` mode). You can select any other indicator on the chart.
* For Long** trades, the signal is considered received if the value of the external indicator ** is greater than 0.
* For Short** trades, the signal is considered received if the value of the external indicator ** is less than 0.
* `Bars Count': Sets the depth of the history in the bars for the backtest. The maximum value (25000) provides the most reliable results.
* `Sort by`: A key criterion for selecting and ranking the best strategies in the final table.
* FinalScore: Recommended mode. A comprehensive assessment that takes into account 9 metrics to find the most balanced and sustainable strategies.
* Profit: Sort by net profit.
* Drawdown: Sort by minimum drawdown.
* Max Length: Sort by the minimum length of the longest transaction.
* `Combinations Count': Indicates how many of the best strategies (from 1 to 50) will be displayed in the results table.
* `Close last trade`: If this option is enabled, any active trade will be forcibly closed at the closing price of the last historical bar. For grid strategies, it is recommended to always enable this option in order to get the correct calculation of the final profit and eliminate grid strategies that have been stuck for a long time.
Group: 💰 Money Management Settings 💰
The parameters in this group determine the financial conditions of the simulation. Specify values that are as close as possible to your actual values in order to get reliable results.
* `Capital': The initial deposit amount for the simulation.
* `Leverage`: The leverage used to calculate the margin.
* `Slippage` (%): Simulates the difference between the expected and actual order execution price. The specified percentage will be applied to each transaction.
* `Commission` (%): The trading commission of your exchange as a percentage. It is charged at the execution of each order (both at opening and closing).
* `Liquidation Level' (%): Maintenance Margin Ratio. This is a critical parameter for a realistic test. Liquidation in the simulator occurs if the Equity of the account (Capital + Unrealized P&L) falls below the level of the supporting margin.
Group: 🛠 Optimization Parameters 🛠
This is the "heart" of the optimizer, where you set ranges for iterating through the grid parameters.
* `Part`: The portion number of the combinations to be tested. Start with 1, and then increment (`2`, 3, ...) sequentially to check all generated strategies.
* `Combinations in Part': The number of backtests performed at a time (in one "Part"). Increasing the value may speed up the process, but it may cause the script to error due to platform limitations. If an error occurs, it is recommended to switch to the step below and back.
Three fields are available for each of the following parameters (`SO Count`, SO Step, SO Multiplier, etc.):
* `Min`: Minimum value for testing.
* `Max': The maximum value for testing.
* `Step`: The step with which the values in the range from Min to Max will be iterated over.
There is also a checkbox for each parameter. If it is enabled, the parameter will be optimized in the specified range. If disabled, only one value specified in the Min field will be used for all tests.
* 'Stop Loss': In addition to the standard settings Min, Max, Step, it has an additional parameter:
* `Type`: Defines how the stop loss price is calculated.
* From entry point: The SL level is calculated once from the entry price (base order price).
* From breakeven line: The SL level is dynamically recalculated from the average position price after each new safety order is executed.
Group: ⚡️Filters⚡️
Filters allow you to filter out those results from the final table that do not meet your minimum requirements.
For each filter (`Max Profit`, Min Drawdown, `Min Trade Length`), you can:
1. Turn it on or off using the checkbox.
2. Select the comparison condition: Greater (More) or Less (Less).
3. Set a threshold value.
*Example:* If you set Less and 20 for the Min Drawdown filter, only those strategies with a maximum drawdown of less than 20% will be included in the final table.
Group: 🎨 Visual Settings 🎨
Here you can customize the appearance of the results table.
* `Position': Selects the position of the table on the screen (for example, Bottom Left — bottom left).
* `Font Size': The size of the text in the table.
* `Header Background / Data Background`: Background colors for the header and data cells.
* `Header Font Color / Data Font Color`: Text colors for the header and data cells.
Important Notes and Limitations
So that you can use the Autoback Grid Lab as efficiently and consciously as possible, please familiarize yourself with the following key features of its work.
1. It is a Tool for Analysis, not for Signals
It is extremely important to understand that this script does not generate trading signals in real time. Its sole purpose is to conduct in—depth research (**backtesting**) on historical data.
* The results you see in the table are a report on how a particular strategy would have worked in the past.
* The script does not provide alerts and does not draw entry/exit points on the chart for the current market situation.
* Your task is to take the best sets of parameters found during optimization and use them in your real trading, for example, when setting up a trading bot or in a manual trading system.
2. Features Of Calculations (This is not a "Repainting")
You will notice that the results table appears and is updated only once — when all historical bars on the chart are loaded. It does not change in real time with each tick of the price.
This is correct and intentional behavior.:
* To test thousands, and sometimes millions of combinations, the script needs to perform a huge amount of calculations. In the Pine Script™ environment, it is technically possible to do this only once, at the very last bar in history.
* The script does not show false historical signals, which then disappear or change. It provides a static report on the results of the simulation, which remains unchanged for a specific historical period.
3. Past Results do not Guarantee Future Results.
This is the golden rule of trading, and it fully applies to the results of backtesting. Successful strategy performance in the past is not a guarantee that it will be as profitable in the future. Market conditions, volatility and trends are constantly changing.
My tool, especially when sorting by finalScore, is aimed at finding statistically stable and reliable strategies to increase the likelihood of their success in the future. However, it is a tool for managing probabilities, not a crystal ball for predicting the future. Always use proper risk management.
4. Dependence on the Quality and Depth of the Story
The reliability of the results directly depends on the quantity and quality of the historical data on which the test was conducted.
* Always strive to use the maximum number of bars available (`Bars Count: 25,000`) so that your strategy is tested on different market cycles (rise, fall, flat).
* The results obtained on data for one month may differ dramatically from the results obtained on data for two years. The longer the testing period, the higher the confidence in the parameters found.
Conclusion
The Autoback Grid Lab is your personal research laboratory, designed to replace intuitive guesses and endless manual selection of settings with a systematic, data—driven approach. Experiment with different assets, timeframes, and settings ranges to find the unique combinations that best suit your trading style.
Scalping, Swing Pro: Urban Towers + Bollinger(0.5)+ WMA by KidevThis indicator combines narrow Bollinger Bands (σ = 0.5) with a Weighted Moving Average (WMA-96) to provide traders with a reliable framework for identifying both short-term scalps and medium-term swing setups.
Bollinger Bands (0.5σ):
Traditional Bollinger Bands at 2σ cover ~95% of price movement, while 0.5σ bands narrow the focus to ~50% of price activity. This tighter structure makes them ideal for detecting volatility contractions, consolidations, and early breakout signals.
WMA-96 as Trend Reference:
The 96-period WMA acts as a slower, more stable directional guide. Unlike shorter WMAs, this longer setting filters noise and serves as a reference line for the dominant trend. Traders can use it as an anchor for intraday or swing positions.
Scalping & Swing Benefits:
Price holding above the WMA-96 while staying near the upper 0.5σ band often signals strength.
Contractions (squeezes) in the 0.5σ band followed by expansion frequently mark breakout zones.
Pullbacks toward the WMA-96 combined with band signals can act as re-entry or risk-defined trade areas.
This script provides a balanced view of momentum and stability — the 0.5σ bands reveal short-term volatility shifts, while the WMA-96 grounds the trader in the prevailing trend.
Globex Trap w/ percentage [SLICKRICK]Globex Trap w/ Percentage
Overview
The Globex Trap w/ Percentage indicator is a powerful tool designed to help traders identify high-probability trading opportunities by analyzing price action during the Globex (overnight) session and regular trading hours. By combining Globex session ranges with Supply & Demand zones, this indicator highlights potential "trap" areas where significant price reactions may occur. Additionally, it calculates the Globex session range as a percentage of the daily Average True Range (ATR), providing valuable context for assessing market volatility.
This indicator is ideal for traders in futures markets or other instruments traded during Globex sessions, offering a visual and analytical edge for spotting key price levels and potential reversals or breakouts.
Key Features
Globex Session Tracking:
Visualizes the high and low of the Globex session (default: 3:00 PM to 6:30 AM PST) with customizable time settings.
Displays a semi-transparent box to mark the Globex range, with labels for "Globex High" and "Globex Low."
Calculates the Globex range as a percentage of the daily ATR, displayed as a label for quick reference.
Supply & Demand Zones:
Identifies Supply & Demand zones during regular trading hours (default: 6:00 AM to 8:00 AM PST) with customizable time settings.
Draws semi-transparent boxes to highlight these zones, aiding in the identification of key support and resistance areas.
Trap Area Identification:
Highlights potential trap zones where Globex ranges and Supply & Demand zones overlap, indicating areas where price may reverse or consolidate due to trapped traders.
Customizable Settings:
Adjust Globex and Supply & Demand session times to suit your trading preferences.
Toggle visibility of Globex and Supply & Demand zones independently.
Customize box colors for better chart readability.
Set the lookback period (default: 10 days) to control how many historical zones are displayed.
Configure the ATR length (default: 14) for the percentage calculation.
PST Timezone Default:
All times are based on Pacific Standard Time (PST) by default, ensuring accurate session tracking for users in this timezone or those aligning with U.S. West Coast market hours.
Recommended Usage
Timeframes: Best used on 1-hour charts or lower (e.g., 15-minute, 5-minute) for precise entry and exit points.
Markets: Optimized for futures (e.g., ES, NQ, CL) and other instruments traded during Globex sessions.
Historical Data: Ensure at least 10 days of historical data for optimal visualization of zones.
Strategy Integration: Use the indicator to identify potential reversals or breakouts at Globex highs/lows or Supply & Demand zones. The ATR percentage provides context for whether the Globex range is significant relative to typical daily volatility.
How It Works
Globex Session:
Tracks the high and low prices during the user-defined Globex session (default: 3:00 PM to 6:30 AM PST).
When the session ends, a box is drawn from the start to the end of the session, capturing the high and low prices.
Labels are placed at the midpoint of the session, showing "Globex High," "Globex Low," and the range as a percentage of the daily ATR (e.g., "75.23% of Daily ATR").
Supply & Demand Zones:
Tracks the high and low prices during the user-defined regular trading hours (default: 6:00 AM to 8:00 AM PST).
Draws a box to mark these zones, which often act as key support or resistance levels.
ATR Percentage:
Calculates the Globex range (high minus low) and divides it by the daily ATR to express it as a percentage.
This metric helps traders gauge whether the overnight price movement is significant compared to the instrument’s typical volatility.
Time Handling:
Uses PST (UTC-8) for all time calculations, ensuring accurate session timing for users aligning with this timezone.
Properly handles overnight sessions that cross midnight, ensuring seamless tracking.
Input Settings
Globex Session Settings:
Show Globex Session: Enable/disable Globex session visualization (default: true).
Globex Start/End Time: Set the start and end times for the Globex session (default: 3:00 PM to 6:30 AM PST).
Globex Box Color: Customize the color of the Globex session box (default: semi-transparent gray).
Supply & Demand Zone Settings:
Show Supply & Demand Zone: Enable/disable zone visualization (default: true).
Zone Start/End Time: Set the start and end times for Supply & Demand zones (default: 6:00 AM to 8:00 AM PST).
Zone Box Color: Customize the color of the zone box (default: semi-transparent aqua).
General Settings:
Days to Look Back: Number of historical days to display zones (default: 10).
ATR Length: Period for calculating the daily ATR (default: 14).
Notes
All times are in Pacific Standard Time (PST). Adjust the start and end times if your market operates in a different timezone or if you prefer different session windows.
The indicator is optimized for instruments with active Globex sessions, such as futures. Results may vary for non-24/5 markets.
A typo in the label "Globe Low" (should be "Globex Low") will be corrected in future updates.
Ensure your TradingView chart is set to display sufficient historical data to view the full lookback period.
Why Use This Indicator?
The Globex Trap w/ Percentage indicator provides a unique combination of session-based range analysis, Supply & Demand zone identification, and volatility context via the ATR percentage. Whether you’re a day trader, swing trader, or scalper, this tool helps you:
Pinpoint key price levels where institutional traders may act.
Assess the significance of overnight price movements relative to daily volatility.
Identify potential trap zones for high-probability setups.
Customize the indicator to fit your trading style and market preferences.
BB Crosses Optimized - [JTCAPITAL]BB Crosses Optimized is a modified way to use Bollinger Bands for Trend-Following
The indicator works by calculating in the following steps:
1. The source gets smoothed out using a moving average
2. Calculating the Bollinger Bands using the SMA of the smoothed source and the standard deviation of the smoothed source.
3. Trigger a signal based on current price and the buy/sell conditions.
--Buy and sell conditions--
-The buy and sell conditions are defined by the price going above/below the first standard deviation. When this goes on the opposite direction of the current trend, the trend changes. If this goes in the same direction of the current trend, the line follows the price by moving up with the standard deviation.
-When using the ATR filter the ATR gets subtracted from the lows or added onto the highs to eliminate false signals in choppy markets.
--Features and Parameters--
-Allows the usage of different sources
-Allows the usage of different moving average types
-Allows the changing of the length of the ATR
-Allows the changing of the length of the bollinger bands period
-Allows the changing of the standard deviation used from the bollinger bands
-Allows the changing of the length for smoothing out the price data
--Details--
This script is using multiple moving averages, sometimes even stacked upon eachother. And it also uses the moving average of the raw data on a short period to calculate the standard deviations. This in combination with the ATR filter is meant to eliminate as much false signals as I could. Without making all the entries and exits extremely delayed.
Be aware that disabling the ATR will allow for faster entries and exits but also allow for more false signals. It is recommended to change the parameters to fit your liking and to adjust to the timeframe you are working on.
Enjoy!
Adaptive HMA Trendfilter & Profit SpikesShort Description
Adaptive trend-following filter using Hull Moving Average (HMA) slope.
Includes optional Keltner Channel entries/exits and dynamic spike-based take-profit markers (ATR/Z-Score).
Optional Fast HMA for early entry visualization (not included in logic).
USER GUIDE:
1) Quick Overview
Trend Filter: Slow HMA defines Bull / Bear / Sideways (via slope & direction).
Entries / Exits:
Entry: Color change of the slow HMA (red→green = Long, green→red = Short), optionally filtered by the Keltner basis.
Exit: Preferably via Keltner Band (Long: Close under Upper Band; Short: Close above Lower Band).
Fallback: exit on opposite HMA color change.
Take-Profit Spikes: Marks abnormal moves (ATR, Z-Score, or both) as discretionary TP signals.
Fast HMA (optional): Purely visual for early entry opportunities; not part of the core trading logic (see §5).
2) Adding & Basic Setup
Add the indicator to your chart.
Open Settings (gear icon) and configure:
HMA: Slow HMA Length = 55, Slope Lookback = 10, Slope Threshold = 0.20%.
Keltner: KC Length = 20, Multiplier = 1.5.
Spike-TP: Mode = ATR+Z, ATR Length = 14, Z Length = 20, Cooldown = 5.
Optionally: enable Fast HMA (e.g., length = 20).
3) Input Parameters – Key Controls
Slow HMA Length: Higher = smoother, fewer but cleaner signals.
Slope Lookback: How far back HMA slope is compared against.
Slope Threshold (%): Minimum slope to avoid “Sideways” regime.
KC Length / Multiplier: Width and reactivity of Keltner Channels.
Exits via KC Bands: Toggle on/off (recommended: on).
Entries only above/below KC Basis: Helps filter out chop.
Spike Mode: Choose ATR, Z, or ATR+Z (stricter, fewer signals).
Spikes only when in position: TP markers show only when you’re in a trade.
4) Entry & Exit Logic
Entries
Long: Slow HMA turns from red → green, and (if filter enabled) Close > KC Basis.
Short: Slow HMA turns from green → red, and (if filter enabled) Close < KC Basis.
Exits
KC Exit (recommended):
Long → crossunder(close, Upper KC) closes trade.
Short → crossover(close, Lower KC).
Fallback Exit: If KC Exits are off → exit on opposite HMA color change.
Spike-TP (Discretionary)
Marks unusually large deviations from HMA.
Use for partial profits or tightening stops.
⚠️ Not auto-traded — only marker/alert.
5) Early Entry Opportunities (Fast HMA Cross – visual only)
The script can optionally display a Fast HMA (e.g., 20) alongside the Slow HMA (e.g., 55).
Bullish early hint: Fast HMA crosses above Slow HMA, or stays above, before the Slow HMA officially turns green.
Bearish early hint: opposite.
⚠️ These signals are not part of the built-in logic — they are purely discretionary:
Advantage: Earlier entries, more profit potential.
Risk: Higher chance of whipsaws.
Practical workflow (early long entry):
Fast HMA crosses above Slow HMA AND Close > KC Basis.
Enter small position with tight stop (under KC Basis or HMA swing).
Once Slow HMA confirms green → add to position or trail stop tighter.
6) Recommended Presets
Crypto (1h/2h):
HMA: 55 / 10 / 0.20–0.30%
KC: 20 / 1.5–1.8
Spikes: ATR+Z, ATR=14, Z=20, Cooldown 5
FX (1h/4h):
HMA: 55 / 8–10 / 0.10–0.25%
KC: 20 / 1.2–1.5
Indices (15m/1h):
HMA: 50–60 / 8–12 / 0.15–0.30%
KC: 20 / 1.3–1.6
Fine-tuning:
Too noisy? → Raise slope threshold or increase HMA length.
Too sluggish? → Lower slope threshold or shorten HMA length.
7) Alerts – Best Practice
Long/Short Entry – get notified when trend color switches & KC filter is valid.
Long/Short Exit – for KC exits or fallback exits.
Long/Short Spike TP – for discretionary profit-taking.
Set via TradingView: Create Alert → Select this indicator → choose condition.
8) Common Pitfalls & Tips
Too many false signals?
Raise slope threshold (more “Sideways” filtering).
Enable KC filter for entries.
Entries too late?
Use Fast HMA cross for early discretionary entries.
Or lower slope threshold slightly.
Spikes too rare/frequent?
More frequent → ATR mode or lower ATR multiplier / Z-threshold.
Rarer but stronger → ATR+Z with higher thresholds.
9) Example Playbook (Long Trade)
Regime: Slow HMA still red, Fast HMA crosses upward (early hint).
Filter: Close > KC Basis.
Early Entry: Small size, stop below KC Basis or recent swing low.
Confirmation: Slow HMA turns green → scale up or trail stop.
Management: Partial profits at Spike-TP marker; full exit at KC upper band break.
Big Mo’s Glaskugel — Macro Drawdown Risk (v1.1.2)What it does / what you see
An at-a-glance drawdown-risk oscillator that blends several macro US signals.
• A smooth, color-blended line (green→orange→red) shows the scaled risk score (0–100).
• Subtle shading marks “re-steepen warning windows” (starts when the yield curve re-steepens after an inversion; ends on normalization/cool-down).
• A compact status table summarizes: overall risk level, Yield Curve (10y–3m), Credit Stress (Baa–10y), Economy (LEI), and Valuation (CAPE).
Data used & why
Yield Curve (10y–3m) — FRED:T10Y3M. Inversions and subsequent re-steepens often precede recessions/equity drawdowns.
Credit Stress — FRED:BAA10Y vs its 1-year average (deviation in bps). Widening credit spreads flag tightening financial conditions.
Economy (LEI) — ECONOMICS:USLEI. 6-month annualized growth below a cutoff highlights macro deterioration.
Valuation (CAPE) — SHILLER_PE_RATIO_MONTH. Elevated valuations can amplify downside risk.
VIX spikes — optional boost that recognizes sudden risk repricings.
Important disclaimer
This is not a reliable or predictive indicator in all regimes. No guarantees or warranties of any kind are provided. It is not financial advice. Signals can be early, late, or wrong.
That said, it leans on well-studied warning factors (yield-curve dynamics, credit spreads, LEI weakness, valuation extremes) that have flagged major market downturns in the past.
Key customization / tweaks
Weights for each component (Yield, Credit, LEI, VIX, CAPE).
Thresholds: yield inversion months, re-steepen lookback, credit-stress bps, LEI cutoff, CAPE level, VIX spike levels.
Re-steepen boost: enable/disable, base points, half-life decay.
Shading behavior: cool-down bars to “unwarn,” max warning duration, only shade when risk ≠ green.
Scaling & smoothing: dynamic rolling max, EMA length, yellow/red thresholds.
Status table: position, and a snapshot mode to view values at a chosen historical time.
Range TableThe Range Table indicator calculates and displays the Daily Average True Range (ATR), the current day's True Range (TR), and two customizable ATR percentage values in a clean table format. It provides values in ticks, points, and USD, helping traders set stop-loss buffers based on market volatility.
**Features:**
- Displays the Daily ATR (14-period) and current day's True Range (TR) with its percentage of the Daily ATR.
- Includes two customizable ATR percentages (default: 75% and 10%, with the second disabled by default).
- Shows values in ticks, points, and USD based on the symbol's tick size and point value.
- Customizable table position, background color, text color, and font size.
- Toggle visibility for the table and percentage rows via input settings.
**How to Use:**
1. Add the indicator to your chart.
2. Adjust the table position, colors, and font size in the input settings.
3. Enable or disable the 75% and 10% ATR rows or customize their percentages.
4. Use the displayed values to set stop-loss or take-profit levels based on volatility.
**Ideal For:**
- Day traders and swing traders looking to set volatility-based stop-losses.
- Users analyzing tick, point, and USD-based risk metrics.
**Notes:**
- Ensure your chart is set to a timeframe that aligns with the daily ATR calculations.
- USD values are approximate if `syminfo.pointvalue` is unavailable.
Developed by FlyingSeaHorse.
ICT AI ATR Signals [TradingFinder]🔵 Introduction
In financial markets, two main factors always have the greatest impact on traders’ decisions: the direction of the trend and the level of price volatility. Although there are various tools to analyze each of these factors, very few indicators can combine them in a coordinated and simultaneous way.
The ICT AI ATR indicator has been designed with this purpose in mind, to provide a unified and comprehensive view of the market instead of relying on multiple scattered indicators.
This indicator is built upon two widely used tools: the Moving Average (MA) and the Average True Range (ATR). The combination of these two indicators allows traders to simultaneously track the trend direction and account for market volatility two elements that always play a decisive role in trading decisions.
In the structure of the indicator, the Moving Average acts as the central line and serves as the backbone of the tool. By calculating the average price over a defined period, the Moving Average filters out excess market noise and provides a clearer picture of the overall price movement.
This helps traders focus on the main trend instead of being distracted by minor and temporary fluctuations. The central line is thus the main reference point for identifying the trend direction.
Alongside this, the ATR is responsible for measuring the real volatility of the market. Unlike many tools that only look at closing price changes, the ATR considers the true range of candlestick movements, giving a more accurate view of market dynamics.
In the ICT AI ATR indicator, this feature is used to draw dynamic bands above and below the Moving Average line. These bands shift with changing market conditions and act like dynamic support and resistance levels, areas where strong price reactions often occur.
This combination allows traders not only to see the dominant market trend through the Moving Average but also to understand volatility and the natural price range via the ATR. For this reason, the ICT AI ATR identifies points that are likely to act as reaction or reversal zones, whether during bounces off the bands or breakouts through them.
With this structure, the trader can at a glance :
Identify the overall market direction using the Moving Average.
Observe volatility and the natural range of price movement through ATR.
Recognize key levels where strong reactions or potential reversals are more likely.
As a result, the ICT AI ATR functions as a combined tool that replaces the need to use several separate indicators, enabling traders to analyze trend, volatility, price bands, and even Fibonacci targets within a single unified framework.
🔵 How to Use
The ICT AI ATR indicator is designed to simplify market analysis through two main components: visual display of bands and signals on the chart itself, and a multi-symbol analytical dashboard capable of monitoring over 20 different assets simultaneously across multiple timeframes.
This dashboard feature allows traders to gain a quick overview of overall market conditions without opening multiple charts or constantly switching timeframes. It updates in real-time, showing active Buy (Long) and Sell signals for each symbol.
As such, the combination of direct chart display and dashboard analytics makes the indicator useful both for detailed analysis of a single symbol and for monitoring multiple markets at once.
🟣 How do ICT AI ATR trading signals work?
Sell Signal (Short) : Triggered when the price pushes below the lower band (Low goes outside the lower band) and then closes back above it. This indicates potential weakness in bullish momentum and suggests possible selling pressure or the start of a downward correction. Traders can use this to spot sell setups or manage long positions.
Buy Signal (Long) : Triggered when the price extends above the upper band (High goes outside the upper band) and then closes back below it. This often signals exhaustion in bearish pressure and the return of buying strength, potentially marking the start of a new upward move.
This signaling logic is based on the actual behavior of price relative to the ATR dynamic bands. Unlike static formulas, signals adapt to changing market conditions, making them more accurate and reliable.
The main advantage of the ICT AI ATR indicator is that traders can benefit from real-time analysis directly on the chart by observing price interactions with the bands and signals while also receiving a multi-market overview through the dashboard. This combination is especially valuable for traders who operate across multiple instruments or markets simultaneously.
🔵 Settings
🟣 Logical settings
Moving Average Type : Select the type of moving average for the central line. Options include EMA, SMA, RMA, WMA, or HMA depending on the trading strategy.
Moving Average Period : Defines the length of the moving average. Shorter periods make the central line more responsive to price changes, while longer periods smooth out the line to show the broader trend.
ATR Period : Determines the number of candles considered for volatility calculation. Shorter periods increase sensitivity, while longer periods provide a more stable view of volatility.
ATR Multiplier : Sets the distance between the upper/lower bands and the central moving average line. Higher values widen the bands, while lower values bring them closer to price.
Smooth Period: Used to smooth data and reduce chart noise. Higher values produce smoother, more consistent indicator lines.
Signal Gap : Defines the minimum number of candles required between two consecutive signals. This prevents back-to-back signals from appearing too frequently and ensures only the more reliable ones are shown.
🟣 Display Settings
Table on Chart : Allows users to choose the position of the signal dashboard either directly on the chart or below it, depending on their layout preference.
Number of Symbols : Enables users to control how many symbols are displayed in the screener table, from 10 to 20, adjustable in increments of 2 symbols for flexible screening depth.
Table Mode : This setting offers two layout styles for the signal table :
Basic : Mode displays symbols in a single column, using more vertical space.
Extended : Mode arranges symbols in pairs side-by-side, optimizing screen space with a more compact view.
Table Size : Lets you adjust the table’s visual size with options such as: auto, tiny, small, normal, large, huge.
Table Position : Sets the screen location of the table. Choose from 9 possible positions, combining vertical (top, middle, bottom) and horizontal (left, center, right) alignments.
🟣 Symbol Settings
Each of the 10 symbol slots comes with a full set of customizable parameters :
Symbol : Define or select the asset (e.g., XAUUSD, BTCUSD, EURUSD, etc.).
Timeframe : Set your desired timeframe for each symbol (e.g., 15, 60, 240, 1D).
🟣 Alert Settings
Alert : Enables alerts for AAS.
Message Frequency : Determines the frequency of alerts. Options include 'All' (every function call), 'Once Per Bar' (first call within the bar), and 'Once Per Bar Close' (final script execution of the real-time bar). Default is 'Once per Bar'.
Show Alert Time by Time Zone : Configures the time zone for alert messages. Default is 'UTC'.
🔵 Conclusion
The ICT AI ATR indicator, by combining three core elements Moving Average for trend detection, ATR for volatility measurement and dynamic bands, and Fibonacci levels for price targets—provides a multi-layered and intelligent tool for market analysis. In addition to showing accurate bands directly on the chart, it also offers a multi-symbol dashboard that allows traders to monitor signals across different assets and timeframes in real time.
The key advantage of this indicator is that it eliminates the need to use several separate tools by integrating trend, volatility, key levels, and trade signals into one unified framework. For this reason, ICT AI ATR is a reliable and effective choice for both short-term traders seeking quick market moves and long-term traders focused on dynamic support and resistance levels.
Range Expansion Signal (RES)Range Expansion Signal (RES)
The Range Expansion Signal (RES) is a lightweight yet effective indicator designed to highlight the internal dynamics of each candle.
🔹 How it works
Calculates the mid-price of each candle (the average between high and low).
Plots a horizontal line at the mid-price level.
Displays the mid-price value as a label on the chart.
Adds a directional marker:
▲ green when the current price is above the mid-price,
▼ red when the current price is below the mid-price.
🔹 How to use it
Quickly assess whether buying or selling pressure dominates within the candle.
Use as a reference in intraday or short-term strategies where range expansion matters.
Ideal for spotting potential breakouts, reversals, or confirming price action setups.
🔹 Why it’s useful
Unlike standard moving averages or static midpoints, RES provides a real-time visual signal directly on each candle. This makes it faster and cleaner to interpret price behavior without cluttering the chart.
Adaptive Valuation [BackQuant]Adaptive Valuation
What this is
A composite, zero-centered oscillator that standardizes several classic indicators and blends them into one “valuation” line. It computes RSI, CCI, Demarker, and the Price Zone Oscillator, converts each to a rolling z-score, then forms a weighted average. Optional smoothing, dynamic overbought and oversold bands, and an on-chart table make the inputs and the final score easy to inspect.
How it works
Components
• RSI with its own lookback.
• CCI with its own lookback.
• DM (Demarker) with its own lookback.
• PZO (Price Zone Oscillator) with its own lookback.
Standardization via z-score
Each component is transformed using a rolling z-score over lookback bars:
z = (value − mean) ÷ stdev , where the mean is an EMA and the stdev is rolling.
This puts all inputs on a comparable scale measured in standard deviations.
Weighted blend
The z-scores are combined with user weights w_rsi, w_cci, w_dm, w_pzo to produce a single valuation series. If desired, it is then smoothed with a selected moving average (SMA, EMA, WMA, HMA, RMA, DEMA, TEMA, LINREG, ALMA, T3). ALMA’s sigma input shapes its curve.
Dynamic thresholds (optional)
Two ways to set overbought and oversold:
• Static : fixed levels at ob_thres and os_thres .
• Dynamic : ±k·σ bands, where σ is the rolling standard deviation of the valuation over dynLen .
Bands can be centered at zero or around the valuation’s rolling mean ( centerZero ).
Visualization and UI
• Zero line at 0 with gradient fill that darkens as the valuation moves away from 0.
• Optional plotting of band lines and background highlights when OB or OS is active.
• Optional candle and background coloring driven by the valuation.
• Summary table showing each component’s current z-score, the final score, and a compact status.
How it can be used
• Bias filter : treat crosses above 0 as bullish bias and below 0 as bearish bias.
• Mean-reversion context : look for exhaustion when the valuation enters the OB or OS region, then watch for exits from those regions or a return toward 0.
• Signal confirmation : use the final score to confirm setups from structure or price action.
• Adaptive banding : with dynamic thresholds, OB and OS adjust to prevailing variability rather than relying on fixed lines.
• Component tuning : change weights to emphasize trend (raise DM, reduce RSI/CCI) or range behavior (raise RSI/CCI, reduce DM). PZO can help in swing environments.
Why z-score blending helps
Indicators often live on different scales. Z-scoring places them on a common, unitless axis, so a one-sigma move in RSI has comparable influence to a one-sigma move in CCI. This reduces scale bias and allows transparent weighting. It also facilitates regime-aware thresholds because the dynamic bands scale with recent dispersion.
Inputs to know
• Component lookbacks : rsilb, ccilb, dmlb, pzolb control each raw signal.
• Standardization window : lookback sets the z-score memory. Longer smooths, shorter reacts.
• Weights : w_rsi, w_cci, w_dm, w_pzo determine each component’s influence.
• Smoothing : maType, smoothP, sig govern optional post-blend smoothing.
• Dynamic bands : dyn_thres, dynLen, thres_k, centerZero configure the adaptive OB/OS logic.
• UI : toggle the plot, table, candle coloring, and threshold lines.
Reading the plot
• Above 0 : composite pressure is positive.
• Below 0 : composite pressure is negative.
• OB region : valuation above the chosen OB line. Risk of mean reversion rises and momentum continuation needs evidence.
• OS region : mirror logic on the downside.
• Band exits : leaving OB or OS can serve as a normalization cue.
Strengths
• Normalizes heterogeneous signals into one interpretable series.
• Adjustable component weights to match instrument behavior.
• Dynamic thresholds adapt to changing volatility and drift.
• Transparent diagnostics from the on-chart table.
• Flexible smoothing choices, including ALMA and T3.
Limitations and cautions
• Z-scores assume a reasonably stationary window. Sharp regime shifts can make recent bands unrepresentative.
• Highly correlated components can overweight the same effect. Consider adjusting weights to avoid double counting.
• More smoothing adds lag. Less smoothing adds noise.
• Dynamic bands recalibrate with dynLen ; if set too short, bands may swing excessively. If too long, bands can be slow to adapt.
Practical tuning tips
• Trending symbols: increase w_dm , use a modest smoother like EMA or T3, and use centerZero dynamic bands.
• Choppy symbols: increase w_rsi and w_cci , consider ALMA with a higher sigma , and widen bands with a larger thres_k .
• Multiday swing charts: lengthen lookback and dynLen to stabilize the scale.
• Lower timeframes: shorten component lookbacks slightly and reduce smoothing to keep signals timely.
Alerts
• Enter and exit of Overbought and Oversold, based on the active band choice.
• Bullish and bearish zero crosses.
Use alerts as prompts to review context rather than as stand-alone trade commands.
Final Remarks
We created this to show people a different way of making indicators & trading.
You can process normal indicators in multiple ways to enhance or change the signal, especially with this you can utilise machine learning to optimise the weights, then trade accordingly.
All of the different components were selected to give some sort of signal, its made out of simple components yet is effective. As long as the user calibrates it to their Trading/ investing style you can find good results. Do not use anything standalone, ensure you are backtesting and creating a proper system.
VVIX/VIX Ratio with Interpretation LevelsVVIX/VIX Ratio with Interpretation Levels
This indicator plots the ratio of VVIX (Volatility of Volatility Index) to VIX (CBOE Volatility Index) in a separate panel.
The ratio highlights when the options market is pricing unusually high volatility in volatility (VVIX) relative to the base volatility index (VIX).
Ratio < 5 → Complacency: Markets expect stability; often a pre-shock zone.
5–6 → Tension Building: Traders begin hedging volatility risk while VIX remains low.
6–7 → Elevated Risk: Divergence warns of potential regime change in volatility.
> 7 → High-Risk Zone: Options market pricing aggressive swings; can precede volatility spikes in equities.
The script also includes dashed interpretation lines (5, 6, 7) and automatic labels when key thresholds are crossed.
Background shading helps visualize current regime.
Use cases:
Detect hidden stress when VIX remains calm but VVIX rises.
Anticipate potential volatility regime shifts.
Support risk management and timing of long/short volatility strategies.
[Top] Simple ATR TP/SLSimple TP/SL from ATR (Locked per Bar) - Advanced Position Management Tool
What This Indicator Does:
Automatically calculates and displays Take Profit (TP) and Stop Loss (SL) levels based on Average True Range (ATR)
Locks ATR values and direction signals at the start of each bar to prevent repainting and provide consistent levels
Offers multiple direction detection modes including real-time candle-based positioning for dynamic trading approaches
Displays entry, TP, and SL levels as clean horizontal lines that extend from the current bar
Original Features That Make This Script Unique:
Bar-Locked ATR System: ATR values are captured and frozen at bar open, ensuring levels remain stable throughout the bar's progression
Multi-Modal Direction Detection: Four distinct modes for determining TP/SL positioning - Trend Following (EMA-based), Bullish Only, Bearish Only, and real-time Candle Based
Real-Time Candle Flipping: In Candle Based mode, TP/SL levels flip immediately when the current candle changes from bullish to bearish or vice versa
Persistent Line Management: Uses efficient line object management to prevent ghost lines and maintain clean visual presentation
Flexible Base Price Selection: Choose between Open (static), Close (dynamic), or midpoint (H+L)/2 for entry level calculation
How The Algorithm Works:
ATR Calculation: Captures ATR value at each bar open using specified length parameter, maintaining consistency throughout the bar
Direction Determination: Uses different methods based on selected mode - EMA crossover for trend following, or real-time candle color for dynamic positioning
Level Calculation: TP level = Base Price + (Direction × TP Multiplier × ATR), SL level = Base Price - (Direction × SL Multiplier × ATR)
Visual Management: Creates persistent line objects once, then updates their positions every bar for optimal performance
Direction Modes Explained:
Trend Following: Uses 5-period and 12-period EMA relationship to determine trend direction (locked at bar open)
Bullish Only: Always places TP above and SL below entry (traditional long setup)
Bearish Only: Always places TP below and SL above entry (traditional short setup)
Candle Based: Dynamically adjusts based on current candle direction - flips in real-time as candle develops
Key Input Parameters:
ATR Length: Period for ATR calculation (default 14) - longer periods provide smoother volatility measurement
TP Multiplier: Take profit distance as multiple of ATR (default 1.0) - higher values target larger profits
SL Multiplier: Stop loss distance as multiple of ATR (default 1.0) - higher values allow more room for price movement
Base Price: Reference point for level calculations - Open for static entry, Close for dynamic tracking
Direction Mode: Method for determining whether TP goes above or below entry level
How To Use This Indicator:
For Position Sizing: Use the displayed SL distance to calculate appropriate position size based on your risk tolerance
For Entry Timing: Wait for price to approach the entry level before taking positions
For Risk Management: Set your actual stop loss orders at or near the displayed SL level
For Profit Taking: Use the TP level as initial profit target, consider scaling out at this level
Mode Selection: Choose Candle Based for scalping and quick reversals, Trend Following for swing trading
Visual Style Customization:
Line Colors: Customize TP line color (default teal) and SL line color (default orange) for easy identification
Line Widths: Adjust TP/SL line thickness (1-5) and entry line thickness (1-3) for visibility preferences
Clean Display: Lines extend 3 bars forward from current bar and update position dynamically
Best Practices:
Use on clean charts without multiple overlapping indicators for clearest visual interpretation
Combine with volume analysis and key support/resistance levels for enhanced decision making
Adjust ATR length based on your trading timeframe - shorter for scalping, longer for position trading
Test different TP/SL multipliers based on the volatility characteristics of your chosen instruments
Consider using Trend Following mode during strong trending periods and Candle Based during ranging markets
VWAP Price ChannelVWAP Price Channel cuts the crust off of a traditional price channel (Donchian Channel) by anchoring VWAPs at the highs and lows. By doing this, the flat levels, characteristic of traditional Donchian Channels, are no more!
Author's Note: This indicator is formed with no inherent use, and serves solely as a thought experiment.
> Concept
I would be hesitant to call this a "predictive" indicator, however the behavior of it would suggest it could be considered at least partially predictive
Essentially, the Anchored VWAPs creates something from otherwise nothing.
While the DC upper or lower values are staying flat, the VWAPs improvise based on price and volume to project a level that may be a better representation of where future highs or lows may settle.
Visually, this looks like we have cut off the corners of the Donchian Channel.
Note: Notice how we are calculating values before the corners are realized.
> Implementation
While this is only a concept indicator, The specific application I've gone with for this, is a sort of supertrend-ish display (A Trend Flipping Trailing Stop Loss).
The script uses basic logic to create a trend direction, and then displays the Anchored VWAPs as a form of trailing stop loss.
While "In Trend", the script fills in the area between the VWAP and Price in the direction of trend.
When new highs or lows are made while in trend, the opposite VWAP will start to generate at the new highs or lows. These happen on every new high or low, so they are not indicating the trend shift, but could be interpreted as breakout levels for the current trend direction in order for continuation.
Note: All values are drawn live, but when using higher timeframes, there is a natural calculation discrepancy when using live data vs. historical.
> Technicals
In this script, I'm simply detecting new highs or lows from the DC and using those as the anchor frequency on the built-in VWAP function.
So each time a new high or low is made based on DC, the VWAP function re-anchors to the high or low of the candle.
Past that, I have implemented some logic in order to account for a common occurrence I faced during development.
Frequently, the price would outpace the anchored VWAP, so we would end up with the VWAP being further from price than the actual DC upper or lower.
Due to this, what I have ended up with was a third value which, rather than switching between raw VWAP values and DC values, it adjusts the value based on the change in the VWAP value.
This can be simply thought of as a "Start + Change" type of setup.
By doing this, I can use the change values from the actual anchored VWAP, and under normal conditions, this will also be the true VWAP value.
However, situationally, I am able to update the start value which we're applying the VWAP change to.
In other words, when these situations happen, the VWAP change is added to the new (closer to price) DC value.
The specific trend logic being used is nothing fancy at all, we are simply checking if a new high or low is created and setting the trend in that direction.
This is in line with some traditional DC Strategies.
To those who made it here,
Just remember:
The chart may be ugly, but it's the fastest analysis of the data you can get.
Nicer displays often come at the hidden cost of latency.
You have to shoot your shot to make it.
Choose 2: Fast, Clean, Useful
Enjoy!
Manish's Momentum Indicator
Combines **Trend Highlighter** (GMMA + SMA89) with **Trend Power** (MFI + ATR Normalization) for a dual framework.
Auto-marks fresh **BULL/BEAR trend shifts** and momentum extremes (Overheated, Oversold, Volatile Reversals, Calm Distribution).
ATR is normalized (0–100 scale) to identify whether moves happen in calm or volatile conditions.
Optionally plots the **15-min opening range box** to highlight the day’s initial balance.
Background coloring distinguishes trend bias vs. momentum extremes for quick chart scanning.
Built-in info table shows live readings of MFI, ATR Normalization, Composite Signal, and Trend Signal.
All-in-one dashboard for fast assessment of trend alignment, volatility regime, and momentum strength.
trending -Separate Pane Color BandThe "Donchian trendi multi time frame Color Band" is designed to identify trend directions based on swing highs and lows (similar to Donchian channel concepts, where trends are determined by breakouts from recent highs/lows). The indicator operates in a separate pane (overlay = false) and primarily visualizes:
Trend Direction: Determined by the relative positions of the most recent swing high and swing low. If the last swing high occurred after the last swing low, it's considered an uptrend (bullish); otherwise, a downtrend (bearish).
Adaptive Trend Band: A colored area plot in the indicator pane that represents an adaptive tracking period (influenced by volatility if enabled), filled with a color indicating the current trend (green for up, red for down).
Multi-Timeframe (MTF) Table: An optional table displayed in the top-right corner, showing the trend signal (Bullish or Bearish) for up to 6 user-defined higher timeframes. Each cell is colored based on the trend.
The indicator uses swing detection to gauge trend, incorporates optional volatility-based adaptation for responsiveness, and focuses on multi-timeframe analysis for broader market context. It's not a direct Donchian channel (which typically plots upper/lower bands), but borrows the idea of using highest/lowest prices over a period to detect pivots. It doesn't generate buy/sell signals explicitly but can be used for trend confirmation across timeframes.
Key features include tooltips for inputs, making it user-friendly, and limits on bars/labels for performance.
Key Inputs and Their Roles
The indicator provides customizable inputs grouped into "Swing Points", "Style", and "Multi Timeframe". Here's a breakdown:
Swing Period (prd): Default 50, minimum 2. This sets the lookback period (in bars) for identifying swing highs and lows. Higher values capture major swings (less noise, more lag); lower values detect minor swings (more responsive, but noisier).
Adaptive Price Tracking (baseAPT): Default 20, minimum 1. This base value controls the responsiveness of an adaptive tracking mechanism (similar to a VWAP or moving average length). Lower values make it tighter to price action; higher values smooth it out.
Adapt APT by ATR ratio (useAdapt): Default false. If enabled, the tracking period dynamically adjusts based on market volatility (measured via ATR - Average True Range). High volatility shortens the period for faster reaction; low volatility lengthens it for smoothness.
Volatility Bias (volBias): Default 10.0, minimum 0.1. This amplifies or dampens how much volatility affects the adaptive tracking. Values >1 make it more sensitive to volatility changes; <1 make it less reactive.
Up Color (S): Default lime (green). Color for bullish trends in the band and table.
Down Color (R): Default red. Color for bearish trends in the band and table.
Show MTF Table (show_table): Default true. Toggles the display of the multi-timeframe trend table.
Time frames (tf1 to tf6): Defaults: '1' (1-minute), '3' (3-minute), '15' (15-minute), '60' (1-hour), '240' (4-hour), 'D' (daily). These are the higher timeframes for which trend directions are calculated and shown in the table.
Usage and Interpretation
On the Chart: Add this to a TradingView chart (e.g., for stocks, crypto, forex). The colored area in the indicator pane shows the current timeframe's trend: green band = bullish, red = bearish. The band's height reflects the adaptive period (wider in low volatility if adaptation is on).
MTF Table: Use this for alignment across timeframes. If most/higher timeframes are bullish, it might confirm an uptrend on the current chart. Ideal for trend-following strategies (e.g., trade in the direction of higher TFs).
Customization Tips:
Increase prd for longer-term trends.
Enable useAdapt in choppy markets for better responsiveness.
Adjust timeframes to match your trading style (e.g., scalping: lower TFs; swing: higher).
Limitations:
Relies on historical bars (max_bars_back=5000), so it may not load on very long charts.
No alerts or signals built-in; it's visual-only.
The "Donchian" in the name is loose—it's more pivot-based than full channels.
Adaptation uses ATR, which assumes volatility drives trend responsiveness, but may lag in ranging markets.
All in One (5 MAs + Dynamic Cloud + OH/OL + Narrow Range)The indicator is an All In One indicator to show 5 MAs, Open=High/Low candle and to mark the expected narrow range of the candle.
MasterEdge v4 — Trend & Momentum Presets with Filters & ATR RiskMasterEdge v4 — Trend & Momentum with Filters & ATR Risk
MasterEdge v4 is a multi‑timeframe trend and momentum indicator designed to help you stay on the right side of the market while controlling risk. It combines two classic signal engines—Donchian channel breakouts (à la Turtle Traders) and moving‑average crosses—with a suite of filters and risk tools to reduce false signals and keep you disciplined.
## Core features
- **Auto/manual presets:** Automatically adjusts look‑back lengths and thresholds based on the instrument (crypto, forex, indices, etc.) and chart timeframe, or lets you set them manually.
- **Higher‑timeframe bias:** Uses a non‑repainting higher‑timeframe EMA to determine whether the market is trending up or down and gates signals accordingly. You can choose the HTF yourself or let the auto‑engine pick one.
- **Dual signal modes:**
- *Donchian (Turtle)* mode enters on breakouts of an N‑bar channel and exits on a shorter channel.
- *MA Cross* mode buys when a fast EMA/SMA crosses above a slow EMA/SMA and sells on the opposite cross.
- **Advanced filters:** RSI momentum and ADX trend‑strength filters help avoid trades during choppy conditions. Optional volume and HTF‑slope filters require participation and higher‑timeframe momentum. A configurable **quality score** combines these filters so you only take higher‑probability setups.
- **ATR risk rails & position sizing:** Visual stop‑loss and target rails are calculated from ATR to adapt to volatility. An optional position‑size suggestion uses your account size and risk percentage to estimate how much to trade (for informational purposes only).
- **Session gating & status table:** Restrict signals to specific trading sessions. A live table shows your current settings, filter status, quality score and recommended position size, so you always know why a signal fired—or didn’t.
- **Alerts:** Separate long and short alerts with static JSON payloads let you hook the indicator into your notification or webhook workflow.
## How to use
1. **Select auto or manual:** Use the *Preset Mode* input. Auto mode adjusts lengths and thresholds to the ticker and timeframe; manual mode lets you set them explicitly.
2. **Choose a signal mode:** Pick between Donchian breakout or MA cross. Donchian is often better for lower‑timeframe breakouts; MA crosses smooth out noise on higher timeframes.
3. **Enable filters:** Turn on RSI, ADX, volume and/or slope filters and set your desired quality‑score threshold. Higher thresholds yield fewer, cleaner signals.
4. **Define risk:** If you want visual risk guides and position‑size suggestions, leave ATR rails on and input your account size, risk percentage and value per point.
5. **Timeframe pairing:** For intraday trading, try a 5 min chart with a 60 min bias; for swing trading, use a 1 h chart with a 4 h bias. The auto‑engine selects sensible higher‑timeframe defaults, but you can override them.
6. **Confirm signals:** The indicator plots green triangles below bars for long signals and red triangles above bars for short signals. The status table updates each bar with filter states and whether a signal is active.
**Disclaimer:** This script is for educational and analysis purposes only and is not financial advice. Always test on a demo account before trading live and tailor the settings to your strategy, risk tolerance and market behaviour.
Supertrend -Mahesh Reddy same like in zeroda best one here all super trend doesnt work perfectly so made this one
