Gamma of Gamma - AnticipationGamma of Gamma — Anticipation Engine
What if you could detect market inflections before they become obvious? Not react to momentum — anticipate the momentum itself.
"Gamma here refers to mathematical acceleration (2nd derivative), NOT options Gamma"
Gamma of Gamma (GoG) operates one abstraction layer above conventional indicators. While RSI tells you what momentum did , GoG tells you what momentum is about to do . This is the difference between chasing price and positioning ahead of it.
Core Innovation: Traditional indicators measure first-order effects (price change) or second-order effects (momentum/acceleration). This system measures the third derivative — the rate of change of acceleration itself. When Gamma-of-Gamma reaches extremes, it signals that pressure dynamics are about to flip — often 2-5 bars before price visibly reacts.
Target Users: Discretionary traders, scalpers, and swing traders who want early positioning signals with statistical rigor. Effective on stocks, crypto, forex, and futures with meaningful volume data.
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WHY THIRD-DERIVATIVE ANALYSIS?
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The Hierarchy of Market Information
Most traders operate at the wrong level of abstraction:
• Price → What happened (lagging)
• Momentum → How fast it happened (still lagging)
• Gamma (2nd Derivative) → How momentum is changing (coincident)
• Gamma of Gamma (3rd Derivative) → How FAST that change is changing ( leading )
The third derivative captures inflection acceleration — the mathematical signature of regime transition. When GoG reaches extreme values, the market is telegraphing that current pressure dynamics are unsustainable.
Why This Beats RSI
RSI measures momentum magnitude. GoG measures momentum trajectory .
Consider this scenario: RSI reads 70 (overbought). Is the move exhausted or just getting started? RSI cannot tell you. GoG can — because it measures whether buying pressure is accelerating into the high RSI reading (continuation likely) or decelerating despite high RSI (reversal imminent).
RSI answers: "How strong was the move?"
GoG answers: "Is the move strengthening or weakening right now ?"
The first is historical. The second is predictive.
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MATHEMATICAL FOUNDATION
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Layer 1: Cumulative Volume Delta (CVD)
The foundation is order flow approximation:
• Up bar (close > prior close): Volume classified as buying pressure
• Down bar (close < prior close): Volume classified as selling pressure
• CVD = Running sum of signed volume
Interpretation: Rising CVD indicates net aggressive buying. Falling CVD indicates net aggressive selling. CVD divergence from price often precedes reversals.
Layer 2: Gamma (Second Derivative)
Gamma measures acceleration of order flow:
Formula: Gamma = CVD - 2×CVD + CVD
This is the discrete second derivative — the rate of change of the rate of change. When Gamma spikes positive, buying pressure is accelerating . When Gamma spikes negative, selling pressure is accelerating.
Layer 3: Gamma of Gamma (Third Derivative)
GoG measures jerk — the acceleration of acceleration:
Formula: GoG = Gamma - 2×Gamma + Gamma
Critical insight: Extreme GoG readings indicate that current pressure dynamics are reaching an inflection point. The system is "overextended" in its current trajectory and will likely revert or reverse.
Layer 4: Z-Score Normalization
Raw GoG values are normalized against their 50-period distribution:
Formula: GoG_Z = (GoG - Mean_50) / StdDev_50
Benefit: Z-scores are regime-adaptive. A "2.0" reading always means "2 standard deviations from normal" regardless of whether you're trading a penny stock or ES futures. This makes thresholds consistent across instruments and timeframes.
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SIGNAL GENERATION LOGIC
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Long Signal (Bullish Anticipation)
Triggers when:
• GoG Z-score < -Threshold (default -2.0)
• Volume > Average Volume × Minimum Multiple (default 1.2×)
Interpretation: Selling pressure acceleration has reached an extreme negative reading. The selling is "exhausting itself" — acceleration is peaking and will soon decelerate. Buyers are likely to step in.
Short Signal (Bearish Anticipation)
Triggers when:
• GoG Z-score > +Threshold (default +2.0)
• Volume > Average Volume × Minimum Multiple (default 1.2×)
Interpretation: Buying pressure acceleration has reached an extreme positive reading. The buying is "exhausting itself" — often occurs at blow-off tops, failed breakouts, or momentum climaxes.
Why Volume Confirmation?
Gamma acceleration in thin liquidity is meaningless noise. The volume filter ensures signals occur only when meaningful participation backs the pressure dynamics. This dramatically reduces false signals during low-activity periods.
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CONFIDENCE ENGINE
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Not all signals are equal. The Confidence Engine quantifies signal strength:
Confidence Calculation:
Confidence = 50 + ((|Z-Score| - Threshold) / Threshold) × 100
Capped at 100%
Visual Representation:
• Small orb = Low confidence (50-65%)
• Normal orb = Medium confidence (65-80%)
• Large orb = High confidence (80-100%)
Orb transparency also adjusts — high-confidence signals appear brighter and more prominent. This creates intuitive visual hierarchy where stronger signals demand more attention.
Practical Use:
• High confidence (>80%): Consider larger position size, tighter stops
• Medium confidence (50-80%): Standard position size
• Low confidence (<50%): Reduced size or wait for confirmation
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INTEGRATED BACKTESTER
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Every signal system needs accountability. The onboard backtester provides real-time performance tracking:
Core Metrics:
• Total Trades
• Win Rate
• Profit Factor
• Expectancy (average P&L per trade)
• Net P&L
• Max Drawdown
• Average Win / Average Loss
Methodology:
• Positions held for configurable bar count (default 10 bars)
• Forces objective evaluation independent of discretionary exits
• Updates in real-time as new trades complete
Optimizer Mode:
Enable for parameter tuning research:
• Stability Score (0-100 points): Composite evaluation of parameter robustness
• Trade Density : Signals per 1000 bars — monitors over/under-trading
• Parameter Display : Current settings for documentation
• Robustness Rating : ROBUST / STABLE / FRAGILE / OVERFIT
Stability Scoring Breakdown:
• Win Rate ≥55%: +25 points | ≥50%: +15 points | ≥45%: +5 points
• Expectancy >0.5%: +25 points | >0.1%: +15 points | >0%: +5 points
• Total Trades ≥30: +25 points | ≥20: +15 points | ≥10: +5 points
• Profit Factor ≥1.5: +25 points | ≥1.2: +15 points | ≥1.0: +5 points
Target: 60+ points indicates stable parameters. Below 40 suggests overfitting risk.
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CHART EXECUTION SIGNALS
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Unique feature: Entry and exit markers display directly on the price chart via force_overlay, even though the indicator runs in a separate pane.
Visual Markers:
• ▲ Green Triangle (below bar): Long entry at exact price level
• ▼ Red Triangle (above bar): Short entry at exact price level
• ✕ Gold X-Cross : Position exit after hold period
Benefit: Immediate visual correlation between GoG signals and price action. Review historical trades without switching between panes.
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DUAL DASHBOARD SYSTEM
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Main Dashboard — Real-Time State
Displays:
• Current GoG regime (EXTREME HIGH / EXTREME LOW / NEUTRAL)
• GoG Z-Score (numerical)
• Raw GoG value
• Gamma value
• CVD (Cumulative Volume Delta)
• Volume status (Active/Low with ratio)
• Signal state (Scanning / Long Signal / Short Signal / In Position)
• Confidence meter with visual bar
• Entry price when in position
Backtest Dashboard — Performance Metrics
Displays all backtester metrics in compact format. Switches to Optimizer view when Optimizer Mode enabled.
Both dashboards feature:
• Configurable position (6 locations including Middle Left/Right)
• Adjustable text size (Tiny/Small/Normal/Large)
• Transparency control for visual integration
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PARAMETER GUIDE
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Calculation Settings
• GoG Extreme Threshold (default 2.0): Z-score level for signal generation. Higher = fewer but stronger signals. Range: 0.5-5.0
• Gamma Smoothing (default 3): SMA period for Gamma. Lower = more responsive, more noise. Higher = smoother, more lag. Range: 1-20
• GoG Smoothing (default 5): SMA period for GoG. Filters micro-spikes while preserving structural inflections. Range: 1-20
• Min Volume Multiple (default 1.2): Volume must exceed this multiple of 20-period average. Ensures signals have participation backing. Range: 0.5-3.0
Backtester Settings
• Backtest Hold Bars (default 10): Forced holding period for backtester evaluation. Adjust based on timeframe and trading style.
• Parameter Optimizer Mode : Enables extended metrics for tuning research.
Tuning by Timeframe
Scalping (1-5 min):
Threshold: 1.5-2.0 | Gamma Smooth: 2-3 | GoG Smooth: 3-4 | Hold: 5-8 bars
Day Trading (15-60 min):
Threshold: 2.0-2.5 | Gamma Smooth: 3-5 | GoG Smooth: 5-7 | Hold: 8-12 bars
Swing Trading (4H-Daily):
Threshold: 2.5-3.0 | Gamma Smooth: 5-7 | GoG Smooth: 7-10 | Hold: 10-15 bars
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HOW TO USE: PRACTICAL WORKFLOW
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Step 1: Identify Regime
Watch the GoG Z-score line. Most of the time it oscillates within the neutral zone (between thresholds). This is "scanning" mode — no actionable signal.
Step 2: Wait for Extreme
When Z-score crosses threshold AND volume confirms, a signal fires. The orb appears in the indicator pane; the triangle appears on price chart.
Step 3: Assess Confidence
Check orb size and dashboard confidence reading:
• Large bright orb + 80%+ confidence = High conviction setup
• Small faint orb + <60% confidence = Requires additional confirmation
Step 4: Execute with Context
GoG signals anticipate — they don't confirm. Use price structure (support/resistance), higher timeframe trend, or other confirmation before entry.
Step 5: Manage Position
Exit markers show backtester exits. For live trading, consider:
• Time-based exit (signal's hold period)
• Opposite signal exit
• Fixed R:R targets
Step 6: Review Performance
Check Backtest Dashboard regularly. If Win Rate drops below 45% or Expectancy goes negative, reassess parameters or market conditions.
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WHAT THIS INDICATOR IS — AND ISN'T
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This Indicator IS:
✅ State-transition detector (balance → imbalance)
✅ Early warning system for momentum shifts
✅ Anticipation tool for pre-positioning
✅ Statistical framework with built-in accountability
This Indicator IS NOT:
❌ Mechanical buy/sell system (requires discretion)
❌ Trend-following indicator
❌ Reversal-only indicator
❌ Replacement for risk management
Best Use Cases:
• Detecting early reversals before obvious confirmation
• Anticipating breakouts during volatility compression
• Timing pullback entries in established trends
• Identifying exhaustion at momentum climaxes
Challenging Conditions:
• Extremely low volume environments
• News-driven gaps (no order flow to measure)
• Instruments with unreliable volume data
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ORIGINALITY STATEMENT
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Innovation 1: Third-Derivative Order Flow Analysis
While first and second derivatives are common, applying third-derivative (jerk) analysis to cumulative volume delta is novel. This captures inflection points that lower-order analysis misses entirely.
Innovation 2: Z-Score Adaptive Thresholds
Rather than fixed thresholds that require per-instrument tuning, z-score normalization creates self-adapting signal levels that work consistently across any liquid instrument.
Innovation 3: Confidence-Weighted Visual System
Dynamic orb sizing and transparency based on signal strength provides intuitive visual hierarchy. Stronger signals literally appear larger and brighter.
Innovation 4: Integrated Accountability
Built-in backtester with optimizer mode enables parameter validation directly on chart. No external tools or spreadsheets required.
Innovation 5: Dual-Pane Execution Visualization
Force-overlay chart signals bridge the gap between indicator pane and price action, enabling immediate visual trade review.
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LIMITATIONS & DISCLAIMERS
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Technical Limitations
• Volume classification uses bar direction (close vs prior close), not tick-level aggressor data. Precision loss estimated 10-15% vs institutional-grade data.
• CVD approximation assumes volume follows price direction. Works well in trending conditions; less precise in choppy markets.
• Backtester uses fixed hold period, not optimal exit logic. Real performance may vary with proper trade management.
Market Limitations
• Requires meaningful volume data. Avoid instruments with reported volume issues.
• Signals may cluster during high-volatility events. Not every signal should be traded.
• Anticipation signals appear early by design. Patience required — price may continue against signal briefly before reversing.
Risk Disclosure
• Trading involves risk of loss. Past performance does not guarantee future results.
• This indicator provides analysis tools, not financial advice.
• Always use proper position sizing and risk management.
• Backtest results are hypothetical and do not include slippage, commissions, or fees.
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RECOMMENDED SETTINGS BY MARKET
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Crypto (BTC, ETH, SOL)
Threshold: 1.8-2.2 | Gamma: 3 | GoG: 5 | Volume: 1.3x | TF: 15min-4H
Notes: Higher volatility produces more signals. Consider higher threshold to filter.
Forex Majors (EURUSD, GBPUSD)
Threshold: 2.0-2.5 | Gamma: 4 | GoG: 6 | Volume: 1.2x | TF: 5min-1H
Notes: Lower volatility requires patience. Volume proxy via tick volume works adequately.
Stocks (Large Cap)
Threshold: 2.0-2.5 | Gamma: 3-4 | GoG: 5-6 | Volume: 1.2x | TF: 15min-Daily
Notes: Real volume data provides cleanest signals. Watch for opening/closing auction distortions.
Futures (ES, NQ, CL)
Threshold: 2.0-2.3 | Gamma: 3 | GoG: 5 | Volume: 1.2x | TF: 5min-1H
Notes: Excellent volume data. Session boundaries may produce false signals — consider RTH only.
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CONCLUSION
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Gamma of Gamma represents a fundamental shift in signal philosophy: from reacting to momentum to anticipating momentum.
By operating at the third derivative of order flow, this system detects the mathematical signatures of regime transition — the moments when current pressure dynamics become unsustainable and reversal becomes probable.
This is not another oscillator telling you what already happened. This is an anticipation engine positioning you for what's about to happen.
Stop chasing. Start anticipating.
RSI tells you where momentum was. GoG tells you where it's going.
Taking you to school. - Dskyz , Trade with probability. Trade with anticipation. Trade with GoG
Osciladores
Pro Cumulative Volume RSI# Pro Cumulative Volume RSI - Professional Trading Indicator
## 📊 What is it?
The **Pro Cumulative Volume RSI** is an advanced momentum oscillator that analyzes buying and selling pressure through volume distribution. Unlike traditional RSI that only tracks price movements, this indicator separates volume into buying and selling components, providing two distinct RSI calculations that reveal market dynamics from both perspectives.
## 🔍 How Does It Work?
### Volume Distribution Algorithm
The indicator uses a sophisticated volume distribution method:
**Buying Volume (BV)** = Volume × (Close - Low) / (High - Low)
**Selling Volume (SV)** = Volume × (High - Close) / (High - Low)
This formula proportionally allocates volume based on where the candle closes within its range:
- If close is near the high → More buying volume
- If close is near the low → More selling volume
### Dual RSI Calculation
The indicator then calculates **two separate RSI values**:
1. **Green Line (Buying Volume RSI)**: Measures the dominance of buying pressure
2. **Red Line (Selling Volume RSI)**: Measures the dominance of selling pressure
Each RSI follows the traditional 14-period calculation but applies it to the volume pressure differences rather than price changes.
## 🎯 How to Use It
### Signal Interpretation
| Scenario | Meaning | Action |
|----------|---------|--------|
| Green > 70, Red < 30 | Strong buying dominance | Consider buying / Hold long |
| Red > 70, Green < 30 | Strong selling dominance | Consider selling / Avoid longs |
| Green crosses above Red | Momentum shift to buyers | Potential buy signal |
| Red crosses above Green | Momentum shift to sellers | Potential sell signal |
| Both near 50 | Balanced market | Wait for confirmation |
### Key Features
**1. Crossover Signals**
- **BUY signal**: When green line crosses above red line with sufficient momentum
- **SELL signal**: When red line crosses above green line with sufficient momentum
- Triangle markers appear automatically on the chart
**2. Divergence Detection**
- **Bullish Divergence (DIV+)**: Price makes lower lows but indicator makes higher lows → Potential reversal up
- **Bearish Divergence (DIV-)**: Price makes higher highs but indicator makes lower highs → Potential reversal down
- Yellow/orange circles mark divergences automatically
**3. Background Coloring**
- **Green background**: Buying pressure dominates
- **Red background**: Selling pressure dominates
- Intensity shows strength of pressure
**4. Live Status Table**
- Real-time RSI values for both buying and selling
- Current momentum status
- Market pressure assessment
- Last detected signal
### Settings Customization
**Basic Settings:**
- **RSI Period**: Default 14, adjust based on your trading timeframe (shorter = more sensitive)
**Visual Settings:**
- **Histogram Mode**: Toggle between line and histogram display
- **Background Coloring**: Enable/disable pressure-based background
- **Transparency**: Adjust background opacity
**Signal Settings:**
- **Crossover Signals**: Show/hide BUY/SELL markers
- **Divergence Detection**: Enable automatic divergence spotting
- **Sensitivity**: Low/Medium/High - controls how strong momentum must be for signals
**Level Lines:**
- **Overbought/Oversold**: Adjust threshold levels (default 70/30)
## ⚠️ IMPORTANT DISCLAIMER
### This Indicator Should NOT Be Used Alone
**ALWAYS combine this indicator with other forms of analysis:**
✅ **Price Action Analysis**
- Support and resistance levels
- Trend lines and chart patterns
- Candlestick formations
✅ **Other Technical Indicators**
- Moving Averages (trend confirmation)
- MACD (momentum confirmation)
- Volume Profile (context)
- ATR (volatility assessment)
- Bollinger Bands (volatility and extremes)
✅ **Multiple Timeframe Analysis**
- Check higher timeframes for overall trend
- Use lower timeframes for precise entries
- Ensure signals align across timeframes
✅ **Fundamental Analysis**
- News and economic events
- Earnings reports (for stocks)
- Market sentiment
- Macro conditions
✅ **Risk Management**
- **NEVER** risk more than 1-2% per trade
- Always use stop losses
- Calculate position size before entering
- Have a clear exit strategy
### Common Pitfalls to Avoid
❌ **Don't** take every signal blindly
❌ **Don't** ignore the overall market trend
❌ **Don't** trade against strong momentum without confirmation
❌ **Don't** forget about major support/resistance levels
❌ **Don't** over-leverage based on indicator signals
❌ **Don't** ignore fundamental catalysts
### Best Practices
✅ **Wait for confluence**: Multiple indicators agreeing
✅ **Consider market context**: Bull/bear market conditions
✅ **Use appropriate timeframes**: Match your trading style
✅ **Backtest first**: Test on historical data before live trading
✅ **Keep a trading journal**: Track what works and what doesn't
✅ **Respect your risk management rules**: Always
## 📈 Example Trading Scenarios
### Scenario 1: Strong Trend Following
- **Setup**: Green RSI consistently above 50, price in uptrend
- **Confirmation**: Higher timeframe trend is up, price above major MA
- **Entry**: BUY signal on pullback when green crosses red
- **Stop Loss**: Below recent swing low
- **Exit**: When red RSI crosses above green or divergence appears
### Scenario 2: Reversal Trading
- **Setup**: Bullish divergence (DIV+) appears at support level
- **Confirmation**: Price shows bullish candlestick pattern, other oscillators oversold
- **Entry**: After confirmation candle closes
- **Stop Loss**: Below divergence low
- **Exit**: At resistance or when momentum weakens
### Scenario 3: Avoiding False Signals
- **Signal**: BUY signal appears
- **Check**: Price is at strong resistance, higher timeframe shows downtrend
- **Action**: **SKIP the trade** - context overrides signal
- **Result**: Protected capital by avoiding low-probability setup
## 🎓 Educational Use
This indicator is designed to help traders:
- Understand volume-based momentum
- Identify shifts in market pressure
- Learn about divergence patterns
- Practice multi-indicator analysis
**Remember**: No indicator is perfect. Markets are complex and influenced by countless factors. Use this tool as one piece of your trading puzzle, not as a standalone solution.
## 📞 Support & Updates
- Report bugs or suggest features via comments
- Check back for updates and improvements
- Share your successful setups to help the community learn
## ⚖️ Legal Disclaimer
**This indicator is for educational and informational purposes only.**
- Not financial advice
- Past performance does not guarantee future results
- Trading involves substantial risk of loss
- Only trade with money you can afford to lose
- Consult with a licensed financial advisor before making investment decisions
**The creator of this indicator assumes no responsibility for trading losses incurred through its use.**
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## 🚀 Happy Trading!
Remember: **Patience, discipline, and proper risk management** are more important than any indicator. Trade smart, trade safe!
*If you find this indicator helpful, please leave a comment and share your experience!*
RSI Swing Indicator// This source code is subject to the terms of the Mozilla Public License 2.0 at mozilla.org
//
// DESCRIPTION:
// This is an improved version of the original RSI Swing Indicator created by BalintDavid.
// It highlights swing moves between RSI overbought/oversold extremes and updates swing labels
// as price pushes to new highs or lows inside the same RSI regime.
//
// HOW TO USE:
// 1) Set the RSI source, length, and overbought/oversold levels in Inputs.
// 2) Watch the swing lines connect the last oversold to overbought (and vice-versa).
// 3) Labels show structure: HH (higher high), LH (lower high), HL (higher low), LL (lower low).
// 4) Enable "Show only last connecting line" to keep just the most recent connection.
//
// CONTACT:
// ronbelson@gmail.com
//
Smart Signal Assistant (Kewme)Smart Signal Assistant (Kewme) – Professional Trading Suite
Overview The Smart Signal Assistant (Kewme) is a comprehensive, all-in-one trading toolkit designed to bring institutional-grade discipline and visual clarity to your trading. Unlike clutter-heavy indicators, this system focuses on precision and risk management. It combines a powerful trend-following engine with an automated trade manager that visualizes your risk and reward in real-time.
Key Features
1. 🛡️ Disciplined Trade Management (One Trade at a Time) Stop over-trading with the built-in "Focus Mode."
No Signal Spam: The system will never generate a new signal while a trade is currently running.
Active Management: A new signal is only generated after the current trade has either hit the Take Profit (TP) or the Stop Loss (SL). This enforces strict trading discipline.
2. 📦 Dynamic Risk/Reward Boxes Visualizing your trade has never been easier.
Instant Zones: Upon a signal, the script automatically draws a Green Profit Zone and a Red Loss Zone directly on the chart.
ATR-Based Precision: Stop Loss levels are calculated dynamically using Average True Range (ATR), ensuring your stops breathe with market volatility.
Auto-Cutoff: The boxes automatically stop drawing the moment price hits your TP or SL, keeping your chart clean and historical performance visible.
3. 🎯 Clear Exit Labels No more guessing. The script clearly marks the exact candle where your trade closed:
TP Hit 🎯: Appears when your target is reached.
SL Hit ❌: Appears if the market goes against you.
4. 🚀 Smart Trend Engine & Filters
Hybrid Modes: Choose between "Swing" (for reliable, long-term trends) or "Scalping" (for quick, short-term moves).
Trend-Range Classifier (TRC): An intelligent filter system that monitors ADX and market volatility. It automatically blocks signals during choppy, sideways markets to protect your capital.
5. 📊 Live Status Dashboard A sleek, on-chart dashboard provides real-time data at a glance:
Trade Status: Shows if a trade is "RUNNING" or "SEARCHING."
Market Bias: Bullish or Bearish.
Trend Strength: Indicates if the market is Strong or Sideways.
How to Use
Select Mode: Choose 'Swing' for higher timeframes or 'Scalping' for lower timeframes in settings.
Adjust Risk: Set your preferred Risk/Reward Ratio (e.g., 1:2) and SL Multiplier.
Follow the Boxes: Enter when the box appears, and exit exactly when the "TP Hit" or "SL Hit" label pops up.
Disclaimer: This tool is for educational and assistance purposes only. Always use proper risk management.
Multi-Symbol RSI Portfolio Simulator [Honestcowboy]The Multi-Symbol RSI Portfolio Simulator was build to test a theory, does the RSI indicator work in FOREX assets. Does it have predictive power. In this example the security function is used to fetch data for 40 different Forex pairs and it executes a very simple trading strategy. Sell when RSI hits 80, flatten if back below. Buy when RSI hits 20, flatten if back above. All executed on bar closes so no intra bar stuff.
🟦 🟦 🟦 Very Important Disclaimer
This is a very crude indicator which does not calculate trading costs and assumes perfect execution of trades with zero slippage. Forex markets carry high risk and most CFD brokers ask high spreads and trading costs so this approach will most likely only work on the H4 or above Daily charts. We are observing market behaviour here, it's a study of price action not an executable ready strategy. Do your own cost analysis, simulation if you want to take this idea further.
🟦 What is the point?
I build this indicator to prove that RSI indeed causes price action reactions especially on the intraday level in forex. Just like any study or paper not accounting for trading costs, this is just hypothetical and a starting point.
🟦 CALCULATION
On each bar close it will check RSI value for each pair in the list. If one of the pairs meets the condition for a long or short it will open that trade on next bar open and hold it till close. Add the profits/losses to the equity line. And if condition still true on next bar do it again, this is a very crude simple form of testing. Tradingview strategy tester is superior but does not allow for multi-pair trading.
Short Condition: RSI above 80
Short Exit: RSI below 70
Long Condition: RSI below 20
Long Exit: RSI above 30
The indicator also has 2 modes: Mean reversion and Trend mode. On default it uses Mean Reversion which is explained above. Trend mode does the exact opposite, so long above 80 short below 20.
I've also included a table with a heatmap showing all the trading pairs the indicator uses, it's current RSI value and color based on how close indicator is to shorting or longing it from green to red with gray being middle so no direction.
🟦 USE CASES
You can tweak the setting for different RSI values. Different RSI lengths and also freely change any trading pair inside the list to make your own test. I'm including some screenshots of tests here below:
RSI Sigmoid (Saturation)# 📊 RSI Sigmoid (Saturation) Indicator
---
## 🎯 What Does This Indicator Do?
This indicator transforms the traditional **RSI (Relative Strength Index)** using a **sigmoid function**, creating a mathematically "saturated" version that provides smoother, more controlled momentum signals.
---
## ✨ Key Features
### 🌊 **Saturation Effect**
Unlike standard RSI which oscillates wildly between 0-100, this version uses a **hyperbolic tangent function** to compress extreme values:
- 🔴 **Extreme readings** (very high/low) are dampened → pushed toward saturation zones (10 & 90)
- 🟡 **Middle range** (30-70) remains responsive and dynamic
- 🟢 **Sharp spikes** are smoothed while maintaining trend direction
### 👁️ **Dual Visualization**
- **🔵 Blue Line**: RSI Sigmoid (Saturated) - Your primary signal
- **🟠 Orange Circles**: Traditional RSI - For comparison
- **🟣 Purple Area**: Difference plot showing transformation intensity
### 🎯 **Smart Signals**
- **▲ Green Triangle**: Buy Signal when RSI Sigmoid crosses **above 50**
- **▼ Red Triangle**: Sell Signal when RSI Sigmoid crosses **below 50**
- **🎨 Background Colors**: Highlight oversold, overbought, and saturation zones
---
## ⚙️ How to Use
### 📐 **RSI Period** (Default: 50)
```
Higher Values (70-100) → Smoother, slower, fewer signals
Lower Values (14-30) → More responsive, more signals, noisier
```
### 🎚️ **Sigmoid Coefficient** (Default: 0.5)
```
Low (0.1-0.2) → Gentle saturation, closer to standard RSI
Medium (0.25) → Balanced transformation
High (0.3-0.5) → Aggressive saturation, strong dampening
```
### 📍 **Oversold/Overbought Levels**
Customize based on your:
- Trading timeframe (1m, 5m, 1h, 1D, etc.)
- Asset volatility
- Trading style (scalping, swing, position)
---
## 🔍 What to Watch For
| Signal | Meaning | Action |
|--------|---------|--------|
| 🟢 **Cross Above 50** | Bullish momentum shift | Consider long positions |
| 🔴 **Cross Below 50** | Bearish momentum shift | Consider short positions |
| ⚡ **Saturation < 10** | Extreme oversold | Potential reversal up |
| 🔥 **Saturation > 90** | Extreme overbought | Potential reversal down |
| 🟣 **Large Difference** | High transformation intensity | Strong momentum dampening |
---
## 💡 Trading Tips
✅ **DO:**
- Use multiple timeframes for confirmation
- Combine with support/resistance levels
- Apply proper risk management (stop-loss, position sizing)
- Backtest settings on your specific asset
- Watch for divergences between price and indicator
❌ **DON'T:**
- Rely solely on this indicator
- Ignore market context and fundamentals
- Over-leverage based on signals
- Use default settings without testing
- Trade without a clear strategy
---
## ⚠️ IMPORTANT DISCLAIMERS
### 🚨 **NOT Financial Advice**
This indicator is provided for **educational and informational purposes only**. It does not constitute financial, investment, or trading advice.
### 🛡️ **Risk Warning**
- ❌ **No guarantee of profits** - Past performance ≠ future results
- ❌ **Do not rely on this alone** - Always use multiple analysis methods
- ❌ **Markets are unpredictable** - No indicator can predict with certainty
- ❌ **You can lose money** - Never risk more than you can afford to lose
### 🎛️ **Customization Required**
All settings are **user-configurable** for a reason:
- Default values may NOT suit your strategy
- Different assets require different parameters
- Always backtest before live trading
- Adjust based on your timeframe and risk tolerance
### 📜 **Your Responsibility**
- ✓ You are responsible for your own trading decisions
- ✓ Always do your own research (DYOR)
- ✓ Understand the risks before trading
- ✓ Consider consulting a licensed financial advisor
---
## 📋 Quick Settings Guide
| Trading Style | RSI Period | Sigmoid K | Notes |
|---------------|------------|-----------|-------|
| **Scalping** | 14-21 | 0.3-0.4 | Fast signals, higher noise |
| **Day Trading** | 30-50 | 0.4-0.5 | Balanced responsiveness |
| **Swing Trading** | 50-70 | 0.5 | Smoother, fewer false signals |
| **Position Trading** | 70-100 | 0.5 | Very smooth, major trends only |
---
## 🏷️ License & Liability
**Use at your own risk.** The creator assumes **no liability** for any trading losses, damages, or consequences resulting from the use of this indicator.
---
### 🤝 Happy Trading & Stay Safe! 📈
*Remember: The best indicator is your own knowledge and discipline.*
Overshoot Stop Detector (EMA20 + ATR)How to read the signals (to match what you're doing):
An "OS" (Offside) above the previous bar indicates an overshoot.
A "STOP" (Stop) below the current bar indicates a potential "stop-loss" after an overshoot.
Then you can set a Beer-style trigger, for example:
Enter when the price breaks through the high of the STOP bar.
Or enter when the price closes green above the high of the STOP bar.
Then set your TP (Take Profit) at 10 to 15% as you've hypothesized.
Secuencia estricta (pendiente) HMA->RSI BB"The code combines a 100-period HMA as the first condition, and an RSI smoothed by a Bollinger Band set to default parameters of 24 and 1 standard deviation. The first condition is that the price is above or below the HMA. The second condition is that the RSI moves above or below the Bollinger Bands. Depending on how the conditions align, the system takes either a short or a long position."
HTB Reversal Pattern - RSI DivergenceHow this Script Works
Pivot Points: The script looks for "peaks" and "valleys" in the RSI indicator.
Divergence Logic: * Bullish: If the current price low is lower than the previous low, but the RSI low is higher than the previous RSI low, it indicates the selling pressure is fading despite the price drop.
Bearish: If the current price high is higher than the previous high, but the RSI high is lower than the previous RSI high, it suggests buying momentum is weakening.
The "Lookback" Offset: Because pivot points require a few bars to the right to be confirmed (defined by lbR), the labels will appear on the chart with a small delay (default is 5 bars). This is necessary to prevent "repainting" (signals that disappear after they appear).
Elite Risk-On/Risk-Off Oscillator (6 pairs) The Elite Risk-On / Risk-Off Oscillator is a market-regime indicator designed to determine whether conditions favor aggressive risk-taking or defensive capital preservation rather than to predict price direction.
It combines six carefully selected relative-strength pairs that measure risk appetite across the most important parts of the market:
IEI/HYG (credit stress, weighted most heavily because credit often leads equities)
SPHB/SPLV (equity risk appetite via high-beta versus low-volatility stocks)
IWM/SPY (liquidity and growth sensitivity through small-caps versus large-caps)
MTUM/QUAL (trend durability versus balance-sheet quality)
XLY/XLP (consumer cyclicality, wants versus needs)
EEM/SPY (global risk and dollar-sensitive capital flows)
Each pair is evaluated using relative performance against a moving-average and slope filter to classify it as risk-on (+1), neutral (0), or risk-off (-1), with defensive ratios inverted so that positive readings always indicate risk-on conditions; the weighted signals are then aggregated, normalized to a -100 to +100 scale, and smoothed into a single oscillator. Readings above approximately +40 indicate a supportive risk-on environment where trends are more likely to persist, readings between -40 and +40 reflect transitional or choppy conditions with lower conviction, and readings below -40 signal a risk-off regime where capital preservation and defense should be prioritized.
The indicator is intended as a context and position-sizing tool, helping traders align strategy aggressiveness with underlying market conditions rather than relying on forecasts or narratives.
XAUUSD Mean Reversion Strategy Gold (ATR and RSI)The XAUUSD Mean Reversion Strategy – Gold v6 is a non-repainting TradingView strategy designed specifically for Gold (XAUUSD). It capitalizes on price overextensions and statistically probable pullbacks toward the mean, a behavior Gold frequently exhibits during active market sessions.
🔍 Strategy Logic
Uses EMA 50 as the mean price reference
Detects overextended conditions with RSI (14)
Trades are taken only when price deviates significantly from the mean
Designed for both long and short positions
📈 Entry Conditions
Long Trades
Price below EMA 50
RSI below oversold level
Short Trades
Price above EMA 50
RSI above overbought level
📉 Exit & Risk Management
ATR-based Stop Loss adapts to Gold’s volatility
Take Profit Options
Mean reversion back to EMA
Fixed ATR-based risk-to-reward
One trade at a time to control exposure
⚙️ Features
Fully backtestable
Non-repainting
Optimized for XAUUSD volatility
Adjustable inputs for optimization
Works best on 5m–30m timeframes
📊 Recommended Use
XAUUSD (Gold)
London & New York sessions
Intraday mean-reversion traders
⚠️ This strategy is for educational and research purposes only. Always perform your own testing and risk management before using it in live markets.
Forecast OscillatorGeneral Overview
The Forecast Oscillator Plus (FOSC+) is not just another oscillator. It is an advanced quantitative analysis tool developed to bridge the gap left by traditional momentum indicators (like RSI or Stochastic) which often suffer from "lag" or remain pinned in extreme zones during strong trends.
This "Plus" version has been specifically engineered and optimized for high-velocity scalping and day-trading on assets like NAS100 (Nasdaq) and XAUUSD (Gold) using ultra-short timeframes (1-min, 5-min).
🛡️ Why is FOSC+ Different?
1. Linear Regression Intelligence
At the heart of this script is a powerful Linear Regression (LinReg) engine. Instead of comparing price to a simple average, FOSC+ calculates the percentage deviation between the current price and its predicted theoretical trajectory. This allows the indicator to identify not just if the price is "high" or "low," but if it is abnormally distanced from its current trend, signaling an imminent Mean Reversion.
2. Adaptive Dynamic Bands (Volatility-Adjusted)
A major weakness of classic oscillators is the use of fixed levels (e.g., 80/20). FOSC+ utilizes Standard Deviation to generate overbought and oversold zones that "breathe" with the market.
During high volatility, the bands expand to filter out noise and premature entries.
During low volatility, they tighten to capture precise turning points.
3. Institutional Volume Filter (Anti-Fakeout)
To succeed in the Nasdaq market, you must follow the "Smart Money." This script integrates a Volume Spike Filter. A signal (Buy/Sell) is only triggered if the current candle's volume is significantly higher than its moving average (adjustable multiplier). This ensures you only enter trades backed by real institutional strength.
4. Algo-Ready for PineConnector
The code has been structured for seamless automation. With built-in EMA smoothing to reduce 1-minute "market chatter," the signals are clean and sharp, minimizing execution errors when sending orders to MetaTrader 5 via PineConnector.
📈 Technical Trading Guide
Buy Signals (Green Triangle): Occur when the oscillator crosses above the dynamic oversold band OR crosses back above the zero line, provided that volume confirms the impulse.
Sell Signals (Red Triangle): Occur when the oscillator crosses below the dynamic overbought band OR breaks below the zero line from above, with volume confirmation.
Momentum Histogram: The colored columns indicate acceleration strength. Excellent for Trailing Stops: as long as the histogram is growing, the momentum is in your favor!.
⚙️ Recommended Parameters
Length (14): The "Sweet Spot" for balancing reactivity and reliability.
Smooth Len (4): Essential for 1-min charts to eliminate micro-fluctuations without adding lag.
Volume Mult (1.15): Filters out the bottom 15% of volume to keep only significant candles.
⚠️ Stress-Tested for Real Conditions
This script has been rigorously backtested with Slippage settings ranging from 10 to 25 points. Even under difficult market conditions with high spreads, the indicator maintains a positive expectancy, making it a premier tool for traders using Standard or Raw accounts.
Smart Fear & Greed Index [MarkitTick]💡 This comprehensive technical tool is designed to quantify market sentiment on an asset-specific basis, translating complex price action into a singular, normalized gauge of "Fear" and "Greed." While traditional Fear & Greed indices rely on macro-economic data (like put/call ratios or junk bond demand) generally applied to the broad S&P 500, this script calculates a localized index for the specific chart you are viewing. It synthesizes Momentum, Volatility, Volume, and Price Positioning into a bounded 0-100 oscillator, aiming to identify psychological extremes where market reversals are statistically more likely to occur.
✨ Originality and Utility
● Asset-Specific Sentiment Analysis
Most sentiment tools are external to the chart (e.g., news sentiment or broad market indices). The Smart Fear & Greed Index is unique because it internalizes this logic, creating a bespoke psychological profile for any ticker—whether it is Crypto, Forex, or Stocks. It allows traders to see if *this specific asset* is overheated (Greed) or oversold (Fear) relative to its own recent history.
● The "Buy the Fear, Sell the Greed" Logic
The script employs a contrarian color-coding philosophy aligned with the famous investment adage: "Be fearful when others are greedy, and greedy when others are fearful."
When the indicator shows Fear (Low values), it colors the zone Green, signaling a potential buying opportunity (discount).
When the indicator shows Greed (High values), it colors the zone Red, signaling potential downside risk (premium).
● Integrated Divergence Detection
Unlike standard oscillators that leave interpretation entirely to the user, this tool includes an automated divergence engine. It detects discrepancies between the sentiment index and price action, plotting lines and labels to highlight potential exhaustion points before they become obvious on the price chart.
🔬 Methodology and Concepts
The calculation is driven by a custom User-Defined Type (UDT) called QuantEngine , which aggregates four distinct technical "pillars" to form the final Composite Index.
• Pillar 1: Momentum (RSI)
The engine utilizes the Relative Strength Index to measure the velocity and magnitude of directional price movements. High momentum contributes to the "Greed" score, while collapsing momentum contributes to "Fear."
• Pillar 2: Volatility (Inverted Normalized ATR)
This component interprets volatility through a psychological lens.
Low Volatility is interpreted as complacency or "Greed" (steady uptrends often have low vol).
High Volatility is interpreted as "Fear" (panic selling and erratic ranges often spike volatility).
The script normalizes the Average True Range (ATR) and inverts it so that stability adds to the score, and instability subtracts from it.
• Pillar 3: Volume Strength
Volume is analyzed relative to its moving average. However, raw volume isn't enough; the engine applies directional logic.
High relative volume on an Up-Close adds to the Greed score.
High relative volume on a Down-Close subtracts, adding to the Fear score.
• Pillar 4: Price Position (Stochastic)
This calculates where the current close sits relative to the recent High-Low range. Closing near the highs indicates confidence (Greed), while closing near the lows indicates pessimism (Fear).
• The Composite & Smoothing
These four metrics are averaged to create a raw composite, which is then smoothed via an Exponential Moving Average (EMA) to filter out noise and produce the final, readable "Smart Fear & Greed" line.
🎨 Visual Guide
● The Oscillator Line
This is the primary fluctuating line that moves between 0 and 100.
Values > 50 suggest positive sentiment.
Values < 50 suggest negative sentiment.
● Color-Coded Zones
The plot changes color dynamically to reflect the psychological state:
Red (70-100): Extreme Greed. The market may be irrationally exuberant.
Orange (60-70): Greed. Strong bullish conviction.
Yellow (40-60): Neutral. Indecisive or transitionary market.
Light Green (30-40): Fear. Sentiment is turning bearish.
Bright Green (0-30): Extreme Fear. Panic selling, often a precursor to a value bounce.
● Background Highlights
A semi-transparent Red Background appears when the index breaches 75, warning of a potential "Top."
A semi-transparent Green Background appears when the index drops below 25, highlighting a potential "Bottom."
● Divergence Elements
Red Lines/Labels ("Bear"): Bearish Divergence. Price makes a Higher High, but the Index makes a Lower High. This suggests momentum is waning despite rising prices.
Green Lines/Labels ("Bull"): Bullish Divergence. Price makes a Lower Low, but the Index makes a Higher Low. This suggests selling pressure is drying up.
📖 How to Use
• Identifying Reversals
Wait for the oscillator to enter "Extreme" zones. Do not trade immediately upon entry; wait for the line to exit the extreme zone to confirm the reversal. For example, if the line hits 80 (Red) and then crosses back down below 70, it signals that Greed is fading.
• Trend Continuation
In a strong trend, the indicator may hover in the Greed (Orange) or Fear (Light Green) zones for extended periods. In these cases, use the Neutral (Yellow) zone crosses as re-entry signals in the direction of the trend.
• Divergence Confirmation
Use the automated divergence lines as high-conviction triggers. If the background turns Green (Extreme Fear) AND a Bullish Divergence label appears, it provides a stronger technical case for a long position than the zone alone.
⚙️ Inputs and Settings
● Calculation Settings
Global Lookback Period (Default: 21): The core lookback window for RSI, ATR, Volume, and Stochastic calculations. Increasing this makes the index slower and less reactive; decreasing it makes it faster.
Smoothing Length (Default: 5): Determines how smooth the final line is. Higher numbers reduce "whipsaws" but add lag.
Color Main Chart Candles : Colors the chart bars based on Fear/Greed sentiment.
● Divergence Settings
Divergence Lookback (Default: 5): Determines the pivot strength required to register a high or low for divergence checks.
Show Divergence Lines/Labels: Toggles to hide visual clutter if you only want to see the oscillator.
🔍 Deconstruction of the Underlying Scientific and Academic Framework
● Normalization Theory
The core scientific principle here is Min-Max Normalization. The script takes heterogeneous data types—Price (Dollars/Cents), Volume (Shares/Contracts), and Volatility (Points)—and standardizes them into a unit-less distribution between 0 and 100. This allows for the summation of disparate market forces into a single vector.
● Mean Reversion and Oscillator Bounds
The indicator relies on the statistical concept of Mean Reversion. Markets, like elastic bands, can only stretch so far from their average valuation (represented by the 50 line) before snapping back. The "Extreme" zones (Upper and Lower deciles) represent areas of statistical improbability where the likelihood of a continuation decreases and the likelihood of a reversion increases.
● Divergence and Momentum Theory
The divergence logic is grounded in the principle that momentum precedes price. Mathematically, price is the integral of velocity. When the derivative (momentum/sentiment) approaches zero or reverses while the function (price) continues, it signals a non-sustainable anomaly in the data series, often resolved by a price correction.
⚠️ Disclaimer
All provided scripts and indicators are strictly for educational exploration and must not be interpreted as financial advice or a recommendation to execute trades. I expressly disclaim all liability for any financial losses or damages that may result, directly or indirectly, from the reliance on or application of these tools. Market participation carries inherent risk where past performance never guarantees future returns, leaving all investment decisions and due diligence solely at your own discretion.
Unreached Highs/Lows Oscillator [LuxAlgo]The Unreached Highs/Lows Oscillator highlights the amount of unreached high/low prices as a percentage over time, helping visualize trend strength and momentum from bullish and bearish market participants.
🔶 USAGE
This indicator measures the strength of directional price movements, helping traders visualize the strength of both the bullish and bearish market participants.
When prices are moving up with strength, the price structure will not come back to retest previous lows. Therefore, unreached lows keep adding up.
When prices are moving down with strength, they will not retest previous highs; therefore, unreached highs keep adding up.
As we can see on the chart, high readings of unreached highs (red) and low readings of unreached lows (green) are considered bearish, and a downtrend in price confirms this bias. Conversely, high readings of unreached lows and low readings of unreached highs are considered bullish. On the chart, this is reflected as an uptrend.
Additionally, the oscillator can reveal significant breakouts on the chart, with unreached highs or lows decreasing rapidly indicating that a large number of highs/lows have been reached.
Due to the oscillator being normalized, overbought and oversold levels are included.
In this gold chart, we have different examples of how to use the tool in conjunction with price behavior to understand the market. Let's dissect it step by step:
1. Uptrend: Bullish readings are above 80, and bearish readings are below 20. The market is trending up.
2. Range: Mixed readings around 50 for both bullish and bearish; the market is ranging.
3. Uptrend: The same as before. Bullish above 80 and bearish below 20.
4. Pullback: A bullish dip below 80 to 50 and a bearish reading below 20 indicates a pullback.
5. Range: Mixed readings. In this case, it is bullish above and below 80 and bearish above and below 20. The market is ranging.
6. Uptrend: Bullish above 80 and bearish below 20; the market keeps moving up.
7. Pullback: Bullish dips below 80 and bearish rises to 50 indicate a pullback.
8. Uptrend: As before, bullish is above 80 and bearish is below 20; the market is trending up.
This Bitcoin chart shows how to use extreme readings of 0 and 100 to detect potential reversals. When both readings are at extreme opposites, we set the threshold level at 100 and 0 instead of the default levels of 80 and 20 to better identify these areas.
As we can see, extreme readings at points 1 and 5 identify major reversals that lead to a change in trend. Extreme readings at points 2, 3, 4, and 6 identify minor reversals that do not lead to a change in trend.
From the settings panel, traders can adjust the length parameter. A smaller value measures smaller price movements, while a larger value measures larger price movements. A length value of 20 is used by default.
The chart shows how different values affect bullish and bearish measures.
🔶 SETTINGS
Length: Select the maximum number of highs and lows to be used.
🔹 Style
Bullish: Select a color for unreached lows.
Bearish: Select a color for unreached highs.
Top Threshold: Select the top threshold level and color. Enable the Auto feature to choose the default color.
Bottom Threshold: Select the bottom threshold level and color. Enable the Auto feature to choose the default color.
Adaptive RSI [BOSWaves]Adaptive RSI - Percentile-Based Momentum Detection with Dynamic Regime Thresholds
Overview
Adaptive RSI is a self-calibrating momentum oscillator that identifies overbought and oversold conditions through historical percentile analysis, constructing dynamic threshold boundaries that adjust to evolving market volatility and momentum characteristics.
Instead of relying on traditional fixed RSI levels (30/70 or 20/80) or static overbought/oversold zones, regime detection, threshold placement, and signal generation are determined through rolling percentile calculation, smoothed momentum measurement, and divergence pattern recognition.
This creates adaptive boundaries that reflect actual momentum distribution rather than arbitrary fixed levels - tightening during low-volatility consolidation periods, widening during trending environments, and incorporating divergence analysis to reveal momentum exhaustion or continuation patterns.
Momentum is therefore evaluated relative to its own historical context rather than universal fixed thresholds.
Conceptual Framework
Adaptive RSI is founded on the principle that meaningful momentum extremes emerge relative to recent price behavior rather than at predetermined numerical levels.
Traditional RSI implementations identify overbought and oversold conditions using fixed thresholds that remain constant regardless of market regime, often generating premature signals in strong trends or missing reversals in range-bound markets. This framework replaces static threshold logic with percentile-driven adaptive boundaries informed by actual momentum distribution.
Three core principles guide the design:
Threshold placement should correspond to historical momentum percentiles, not fixed numerical levels.
Regime detection must adapt to current market volatility and momentum characteristics.
Divergence patterns reveal momentum exhaustion before price reversal becomes visible.
This shifts oscillator analysis from universal fixed levels into adaptive, context-aware regime boundaries.
Theoretical Foundation
The indicator combines smoothed RSI calculation, rolling percentile tracking, adaptive threshold construction, and multi-pattern divergence detection.
A Hull Moving Average (HMA) pre-smooths the price source to reduce noise before RSI computation, which then undergoes optional post-smoothing using configurable moving average types. Confirmed oscillator values populate a rolling historical buffer used for percentile calculation, establishing upper and lower thresholds that adapt to recent momentum distribution. Regime state persists until the oscillator crosses the opposing threshold, preventing whipsaw during consolidation. Pivot detection identifies swing highs and lows in both price and oscillator values, enabling regular divergence pattern recognition through comparative analysis.
Five internal systems operate in tandem:
Smoothed Momentum Engine : Computes HMA-preprocessed RSI with optional post-smoothing using multiple MA methodologies (SMA, EMA, HMA, WMA, DEMA, RMA, LINREG, TEMA).
Historical Buffer Management : Maintains a rolling array of confirmed oscillator values for percentile calculation with configurable lookback depth.
Percentile Threshold Calculation : Determines upper and lower boundaries by extracting specified percentile values from sorted historical distribution.
Persistent Regime Detection : Establishes bullish/bearish/neutral states based on threshold crossings with state persistence between signals.
Divergence Pattern Recognition : Identifies regular bullish and bearish divergences through synchronized pivot analysis of price and oscillator values with configurable range filtering.
This design allows momentum interpretation to adapt to market conditions rather than reacting mechanically to universal thresholds.
How It Works
Adaptive RSI evaluates momentum through a sequence of self-calibrating processes:
Source Pre-Smoothing: Input price undergoes 4-period HMA smoothing to reduce bar-to-bar noise before oscillator calculation.
RSI Calculation: Standard RSI computation applied to smoothed source over configurable length period.
Optional Post-Smoothing: Raw RSI value undergoes additional smoothing using selected MA type and length for cleaner regime detection.
Historical Buffer Population: Confirmed oscillator values accumulate in a rolling array with size limit determined by adaptive lookback parameter.
Percentile Threshold Extraction: Array sorts on each bar to calculate upper percentile (bullish threshold) and lower percentile (bearish threshold) values.
Regime State Persistence: Bullish regime activates when oscillator crosses above upper threshold, bearish regime activates when crossing below lower threshold, neutral regime persists until directional threshold breach.
Pivot Identification: Swing highs and lows detected in both oscillator and price using configurable left/right parameters.
Divergence Pattern Matching: Compares pivot relationships between price and oscillator within min/max bar distance constraints to identify regular bullish (price LL, oscillator HL) and bearish (price HH, oscillator LH) divergences.
Together, these elements form a continuously updating momentum framework anchored in statistical context.
Interpretation
Adaptive RSI should be interpreted as context-aware momentum boundaries:
Bullish Regime (Blue): Activated when oscillator crosses above upper percentile threshold, indicating momentum strength relative to recent distribution favors upside continuation.
Bearish Regime (Red): Established when oscillator crosses below lower percentile threshold, identifying momentum weakness relative to recent distribution favors downside continuation.
Upper Threshold Line (Blue)**: Dynamic resistance level calculated from upper percentile of historical oscillator distribution - adapts higher during trending markets, lower during ranging conditions.
Lower Threshold Line (Red): Dynamic support level calculated from lower percentile of historical oscillator distribution - adapts lower during downtrends, higher during consolidation.
Regime Fill: Gradient coloring between oscillator and baseline (50) visualizes current momentum intensity - stronger color indicates greater distance from neutral.
Extreme Bands (15/85): Upper and lower extreme zones with strength-modulated transparency reveal momentum extremity - darker shading during powerful moves, lighter during moderate momentum.
Divergence Lines: Connect price and oscillator pivots when divergence pattern detected, appearing on both price chart and oscillator pane for confluence identification.
Reversal Markers (✦): Diamond signals appear at 80+ (bearish extreme) and sub-15 (bullish extreme) levels, marking potential exhaustion zones independent of regime state.
Percentile context, divergence confirmation, and regime persistence outweigh isolated oscillator readings.
Signal Logic & Visual Cues
Adaptive RSI presents four primary interaction signals:
Regime Switch - Long : Oscillator crosses above upper percentile threshold after previously being in bearish or neutral regime, suggesting momentum strength shift favoring bullish continuation.
Regime Switch - Short : Oscillator crosses below lower percentile threshold after previously being in bullish or neutral regime, indicating momentum weakness shift favoring bearish continuation.
Regular Bullish Divergence (𝐁𝐮𝐥𝐥) : Price forms lower low while oscillator forms higher low, revealing positive momentum divergence during downtrends - often precedes reversal or consolidation.
Regular Bearish Divergence (𝐁𝐞𝐚𝐫) : Price forms higher high while oscillator forms lower high, revealing negative momentum divergence during uptrends - often precedes reversal or correction.
Alert generation covers regime switches, threshold crossings, and divergence detection for systematic monitoring.
Strategy Integration
Adaptive RSI fits within momentum-informed and mean-reversion trading approaches:
Adaptive Regime Following : Use threshold crossings as primary trend inception signals where momentum confirms directional breakouts within statistical context.
Divergence-Based Reversals : Enter counter-trend positions when divergence patterns appear at extreme oscillator levels (above 80 or below 20) for high-probability mean-reversion setups.
Threshold-Aware Scaling : Recognize that tighter percentile spreads (e.g., 45/50) generate more signals suitable for ranging markets, while wider spreads (e.g., 30/70) filter for stronger trend confirmation.
Extreme Zone Confluence : Combine reversal markers (✦) with divergence signals for maximum-conviction exhaustion entries.
Multi-Timeframe Regime Alignment : Apply higher-timeframe regime context to filter lower-timeframe entries, taking only setups aligned with dominant momentum direction.
Smoothing Optimization : Increase smoothing length in choppy markets to reduce false signals, decrease in trending markets for faster response.
Technical Implementation Details
Core Engine : HMA-preprocessed RSI with configurable smoothing (SMA, HMA, EMA, WMA, DEMA, RMA, LINREG, TEMA)
Adaptive Model : Rolling percentile calculation over confirmed oscillator values with size-limited historical buffer
Threshold Construction : Linear interpolation percentile extraction from sorted distribution array
Regime Detection : State-persistent threshold crossing logic with confirmed bar validation
Divergence Engine : Pivot-based pattern matching with range filtering and duplicate prevention
Visualization : Gradient-filled regime zones, adaptive threshold lines, strength-modulated extreme bands, dual-pane divergence lines
Performance Profile : Optimized for real-time execution with efficient array management and minimal computational overhead
Optimal Application Parameters
Timeframe Guidance:
1 - 5 min : Micro-structure momentum detection for scalping and intraday reversals
15 - 60 min : Intraday regime identification with divergence-validated turning points
4H - Daily : Swing and position-level momentum analysis with macro divergence context
Suggested Baseline Configuration:
RSI Length : 18
Source : Close
Smooth Oscillator : Enabled
Smoothing Length : 20
Smoothing Type : SMA
Adaptive Lookback : 1000
Upper Percentile : 50
Lower Percentile : 45
Divergence Pivot Left : 15
Divergence Pivot Right : 15
Min Pivot Distance : 5
Max Pivot Distance : 60
These suggested parameters should be used as a baseline; their effectiveness depends on the asset's volatility profile, momentum characteristics, and preferred signal frequency, so fine-tuning is expected for optimal performance.
Parameter Calibration Notes
Use the following adjustments to refine behavior without altering the core logic:
Too many whipsaw signals : Widen percentile spread (e.g., 40/60 instead of 45/50) to demand stronger momentum confirmation, or increase "Smoothing Length" to filter noise.
Missing legitimate regime changes : Tighten percentile spread (e.g., 48/52 instead of 45/50) for earlier detection, or decrease "Smoothing Length" for faster response.
Oscillator too choppy : Increase "Smoothing Length" for cleaner readings, or switch "Smoothing Type" to RMA/TEMA for heavier smoothing.
Thresholds not adapting properly : Reduce "Adaptive Lookback" to emphasize recent behavior (500-800 bars), or increase it for more stable thresholds (1500-2000 bars).
Too many divergence signals : Increase "Pivot Left/Right" values to demand stronger swing confirmation, or widen "Min Pivot Distance" to space out detections.
Missing significant divergences : Decrease "Pivot Left/Right" for faster pivot detection, or increase "Max Pivot Distance" to compare more distant swings.
Prefer different momentum sensitivity : Adjust "RSI Length" - lower values (10-14) for aggressive response, higher values (21-28) for smoother trend confirmation.
Divergences appearing too late : Reduce "Pivot Right" parameter to detect divergences closer to current price action.
Adjustments should be incremental and evaluated across multiple session types rather than isolated market conditions.
Performance Characteristics
High Effectiveness:
Markets with mean-reverting characteristics and consistent momentum cycles
Instruments where momentum extremes reliably precede reversals or consolidations
Ranging environments where percentile-based thresholds adapt to volatility contraction
Divergence-driven strategies targeting momentum exhaustion before price confirmation
Reduced Effectiveness:
Extremely strong trending markets where oscillator remains persistently extreme
Low-liquidity environments with erratic momentum readings
News-driven or gapped markets where momentum disconnects from price temporarily
Markets with regime shifts faster than adaptive lookback can recalibrate
Integration Guidelines
Confluence : Combine with BOSWaves structure, volume analysis, or traditional support/resistance
Threshold Respect : Trust signals that occur after clean threshold crossings with sustained momentum
Divergence Context : Prioritize divergences appearing at extreme oscillator levels (80+/15-) over those in neutral zones
Regime Awareness : Consider whether current market regime matches historical momentum patterns used for calibration
Multi-Pattern Confirmation : Seek divergence patterns coinciding with reversal markers or threshold rejections for maximum conviction
Disclaimer
Adaptive RSI is a professional-grade momentum and divergence analysis tool. It uses percentile-based threshold calculation that adapts to recent market behavior but cannot predict future regime shifts or guarantee reversal timing. Results depend on market conditions, parameter selection, lookback period appropriateness, and disciplined execution. BOSWaves recommends deploying this indicator within a broader analytical framework that incorporates price structure, volume context, and comprehensive risk management.
Regression Slope Oscillator [BigBeluga]🔵 OVERVIEW
The Regression Slope Oscillator is a trend–momentum tool that applies multiple linear regression slope calculations over different lookback ranges, then averages them into a single oscillator line. This design helps traders visualize when price is extending beyond typical regression behavior, as well as when momentum is shifting up or down.
🔵 CONCEPTS
Regression Slope – Measures the steepness and direction of price trends over a selected length.
f_log_regression(src, length) =>
float sumX = 0.0
float sumY = 0.0
float sumXSqr = 0.0
float sumXY = 0.0
for i = 0 to length - 1
val = math.log(src )
per = i + 1.0
sumX += per
sumY += val
sumXSqr += per * per
sumXY += val * per
slope = (length * sumXY - sumX * sumY) / (length * sumXSqr - sumX * sumX)
slope*-1
Multi–Sample Averaging – Instead of relying on one regression slope, the indicator loops through many lengths (from Min Range to Max Range with Step increments) and averages their slopes.
multiSlope(length)=>
// Get regression slope
slope = f_log_regression(close, length)
slopAvg.push(slope)
for i = minRange to maxRange by step
multiSlope(i)
Color Gradient – The oscillator and candles are colored dynamically from oversold (orange) to overbought (aqua), based on slope extremes observed within the user–defined Color Range.
Trend Oscillation – When the oscillator rises, price trend is strengthening; when it falls, momentum weakens.
🔵 FEATURES
Calculates regression slopes across a user–defined range (e.g., 10–100 with steps of 5).
Averages all sampled slopes into a single oscillator line.
Dynamic coloring of oscillator and chart candles based on slope values.
User–controlled Color Range :
High values (e.g., 50–100) → interpret as overbought vs oversold zones.
Low values (e.g., 2–5) → interpret as slope rising vs falling momentum shifts.
Dashboard table (top–right) displaying number of slope samples and current averaged slope value.
Candle coloring mode (optional) – candles take on the oscillator gradient color for at–a–glance reading of trend bias.
Signal Line (SMA) – A moving average of the slope oscillator used to identify momentum reversals.
Bullish Reversal Signal – Triggered when the oscillator crosses above the signal line while below zero, indicating downside momentum exhaustion and potential trend recovery.
Bearish Reversal Signal – Triggered when the oscillator crosses below the signal line while above zero, indicating upside momentum exhaustion and potential trend rollover.
Dual Placement Signals – Reversal signals are plotted both:
On the oscillator pane (for momentum context)
On the price chart (for execution alignment)
Confirmation Logic – Signals are only printed on confirmed bars to reduce repainting and false triggers.
🔵 HOW TO USE
Watch the oscillator cross above/below zero: signals shifts in regression slope direction.
Use the signal line crossovers near zero to identify early trend reversals.
Use high Color Range settings to identify potential overbought/oversold extremes in trend slope.
Use low Color Range settings for a faster, momentum–driven color change that tracks slope rising/falling.
Candle coloring highlights short–term trend pressure in sync with the oscillator.
Combine reversal signals with structure, support/resistance, or volume for higher–probability entries.
🔵 CONCLUSION
The Regression Slope Oscillator transforms raw regression slope data into a smooth, color–coded oscillator. By averaging across multiple regression lengths, it avoids the noise of single–range analysis while still capturing trend extensions and momentum shifts.
With the addition of signal line crossovers and confirmed reversal markers, the indicator now provides both trend context and actionable momentum signals within a single regression-based framework.
Multi-Factor ConsensusMFC (Market Field Coherence)
A Triumph of Complexity: The Fusion of Three Professional Engines to Visualize the Unified
Mind of the Market
█ OVERVIEW: BEYOND THE INDICATOR
This is not another lagging indicator. This is a command suite.
MFC (Market Field Coherence) is not a single tool, but a seamless integration of three professional-grade, independent analytical engines fused into a singular, awe-inspiring system. It's a masterwork of signal processing and applied mathematics designed to visualize the invisible—the collective, underlying state of the market.
It moves beyond the simplistic analysis of individual price bars to measure something far more profound: the degree of emergent coherence across an entire ensemble of market oscillators. While traditional tools see the market as a series of disconnected data points, MFC sees it as a dynamic, fluctuating field of forces. By deploying its three specialized engines, MFC identifies moments of critical transition when disparate, chaotic market inputs converge into a single, unified, and tradable state of being. It measures the very instant the "noise" becomes a "symphony," and generates signals only when all three engines are in unanimous agreement.
█ A TRINITY OF SYSTEMS: THREE INDICATORS IN ONE
MFC's unparalleled precision comes from its unique tripartite architecture. It is not a monolithic tool. It is a fusion of three distinct, professional-grade analytical engines, each performing a critical and independent function. Their synergy is what produces the high-quality, filtered signals and the profound analytical clarity.
ENGINE 1: The Quantum Coherence Engine
The heart of the system. This is a pure regime-detection indicator. Its sole purpose is to perform the heavy lifting of converting the oscillator ensemble into complex-plane phasors and calculating the two most critical metrics: the Coherence Index (CI) and the Dominant Phase . It constantly works to answer the primary question: " How unified is the market, and in which direction is it leaning? "
ENGINE 2: The Multi-Layer Confirmation Matrix
A high CI from the first engine is not enough. This second, independent engine acts as the ultimate quality filter. It is, in essence, a sophisticated confirmation indicator that runs two rigorous, non-negotiable checks: the Phase-Lock Detector (is the alignment tight enough?) and the Pairwise Entanglement Web (is the alignment broad-based and not a fluke?). This is a purely logical system designed to reject ambiguity, eliminate false positives, and validate the findings of the Coherence Engine. It answers the crucial follow-up question: " Is this detected coherence real, or is it a statistical ghost? "
ENGINE 3: The Advanced Visualization Suite
Raw data is meaningless without interpretation. This third engine is a full-fledged visual indicator in its own right, dedicated to translating the abstract mathematics from the other two engines into an intuitive, multi-dimensional language. Featuring the revolutionary Circular Orbit Plot , the atmospheric Quantum Field Cloud , and deep-dive analytical grids, it allows you to see the market's state in a way that numbers alone never could. It answers the final question: " What does this confirmed state of coherence actually look like? "
An Ignition Signal only fires when all three of these independent systems reach a unanimous conclusion. This is the source of MFC's power and precision.
█ THE PHILOSOPHY & THEORETICAL FOUNDATION
MFC is built upon a synthesis of advanced mathematical frameworks, each chosen for its unique ability to extract a deeper layer of truth from market data. Their combination across the three engines creates a system far greater than the sum of its parts.
1. The Kernel: Gaussian-Weighted Smoothing for Intelligent Lag Reduction
Simple and Exponential Moving Averages are primitive tools. MFC's engines reject them. We employ a Gaussian Kernel for all internal smoothing. This "bell curve" weighting assigns the most significance to the most recent data, gracefully decaying influence for older data. The result is a beautifully smooth yet highly responsive measure of coherence, fundamentally reducing the lag that plagues other systems.
The formula for the weight w at a distance i from the center μ is:
w(i) = exp(- (i - μ)² / (2 * σ²))
2. The Lens: Sigmoid Normalization for Non-Linear State Definition
To compare an RSI of 80 to a MACD of 0.5, MFC utilizes the robust and mathematically elegant Sigmoid (Logistic) Function. Its non-linear, "S-shaped" curve squashes any input into a perfect, bounded range, creating extreme sensitivity near the neutral midpoint and gracefully compressing values at the extremes. This provides a crystal-clear distinction between "weak," "strong," and "extreme" conditions.
f(x) = 1 / (1 + exp(-k * x))
3. The Engine: Complex-Plane Phasors for Coherence Measurement
This is the heart of Engine 1. Each normalized oscillator is transformed from a single scalar value into a two-dimensional vector (a phasor) in the complex plane, capturing its magnitude (strength) and its phase angle (position and velocity).
Resultant Vector (R) = Σ e^(iφₙ) = Σ cos(φₙ) + i·Σ sin(φₙ)
The Coherence Index (CI) is the magnitude of this resultant vector, normalized by the number of oscillators N:
CI = |R| / N
This mathematical blending— Gaussian smoothing for clean data, Sigmoid normalization to define state, and Complex-Plane Analysis to measure collective coherence—is what allows MFC to generate insight that is simply impossible to achieve with conventional tools.
█ THE INPUTS MENU: YOUR COMMAND & CONTROL
Every parameter is exposed, allowing you to fine-tune MFC's three engines to any instrument, timeframe, or trading style. Here is an exhaustive guide:
Oscillator Settings (Engine 1)
Enable/Disable Toggles & Lengths: Construct the perfect ensemble for your market. Shorter lengths for scalping (e.g., 5m chart), longer lengths for swing trading (e.g., 4H chart). Disable any oscillator that consistently acts as an outlier to reduce noise.
Normalization Anchors: Define the "extreme" boundaries for the Sigmoid function. Widen these anchors (e.g., RSI 80/20) for highly volatile assets to better capture the larger price swings.
Coherence & Confirmation Settings (Engines 1 & 2)
CI Smoothing Window: Controls the Gaussian Kernel for the final Coherence Index. A short window (2-4) offers a fast reaction for scalpers. A longer window (5-10) creates a smoother CI line for swing traders.
Ignition Threshold: The CI level needed to activate a signal check. A lower threshold (0.70) generates more signals. A higher threshold (0.85) produces fewer, but extremely high-conviction signals.
Phase Lock Tolerance & Min Entangled Pairs: These are the core parameters for the Confirmation Engine (Engine 2). Use tighter tolerances (e.g., 25°) and a higher number of pairs (e.g., 5+) to demand an incredibly high standard for signal confirmation.
█ THE DASHBOARD: YOUR QUANTITATIVE READOUT
The dashboard provides a real-time, numerical dissection of the market field, summarizing the outputs of all three engines.
CI (Coherence Index): What it is: The master metric from Engine 1. How to interpret: < 40% (Chaos): The market is disjointed. 40-70% (Coherent): A regime is forming. > 70% (Ignition Zone): High consensus.
Dom Phase (Dominant Phase): What it is: The "average" direction from Engine 1. How to interpret: The arrow gives the immediate directional bias.
Field Strength: What it is: CI × Average Amplitude . How to interpret: Measures alignment with conviction. A high Field Strength is the signature of a powerful, aggressive trend.
Entangled Pairs & Phase Lock: What they are: The direct readouts from the Confirmation Engine (Engine 2). How to interpret: The 🔒 symbol and a high pair count are the final "green lights" before a signal can be generated.
State: What it is: A real-time classification of the market's condition based on the combined output of all engines. How to interpret:
🚀 IGNITION: All three engines are in unanimous, bullish/bearish agreement.
⚡ COHERENT: The trend is healthy and coherence is stable.
💥 COLLAPSE: The regime's integrity is compromised.
🌀 CHAOS: The market is unpredictable.
Collapse Risk: What it is: A 0-100% gauge measuring the rate of recent CI decay. How to interpret: A leading indicator for trend exhaustion. A value rising above 50% is a powerful signal to tighten stops.
█ THE VISUALS: THE ART OF ANALYSIS (ENGINE 3)
The Visualization Suite (Engine 3) translates the complex calculations into an intuitive visual language. Learning to read these displays is like learning to see the market in a new dimension.
The Circular Orbit Plot: The soul of MFC. A polar grid showing each oscillator as a labeled vector.
Angle = Phase, Length = Amplitude. Watch for Convergence: when scattered vectors cluster into a single quadrant, you are witnessing the birth of a new regime in real-time.
The Quantum Field Cloud: An atmospheric overlay on the price chart.
Color = Dominant Phase ( Green for bullish, Red for bearish). Opacity = Coherence Index . A dense, opaque cloud signifies an extremely strong, coherent regime.
The Entanglement Web Matrix & Phase-Time Heat Map: Deep-dive analytical tools. Use the Web to diagnose the quality and breadth of coherence. Use the Heat Map to identify historical patterns and pivotal moments of unified market phase.
█ THE DEVELOPMENT: A QUEST FOR TRUTH
MFC was not created to be just another tool. It was engineered to solve the fundamental ambiguity of technical analysis by creating a system of checks and balances between three specialized engines. I sought to replace subjective interpretation with objective, multi-stage mathematical measurement. The choice of Gaussian kernels, Sigmoid functions, and complex-plane analysis was a deliberate decision to embrace the multi-dimensional reality of market dynamics rather than simplifying it into a single, misleading number.
This is a tool for the discerning trader who understands that the market is not a random walk, but a complex, adaptive system. MFC provides a new set of senses to perceive the behavior of that system.
"The financial markets are generally unpredictable. So that one has to have different scenarios... The idea that you can actually predict what's going to happen contradicts my way of looking at the market."
— George Soros
MFC does not predict. It measures . Its three engines work in concert to provide a high-resolution image of the market's current state , allowing you to align yourself with moments of profound clarity and step aside during times of absolute chaos. Trade the coherence, not the forecast.
█ IMPORTANT WARNINGS & DISCLAIMER
This tool is designed for analytical and informational purposes. It identifies periods of high statistical confluence based on the behavior of technical oscillators. This is not a "signal" service and provides no financial advice.
RISK OF LOSS: All trading and investment activities involve substantial risk of loss. Do not trade with capital you cannot afford to lose.
NO GUARANTEE: This indicator does not guarantee profits or prevent losses. Past performance is not indicative of future results.
USE CONFIRMATION: "Ignition" markers denote a unanimous conclusion from all three internal engines, not explicit instructions to buy or sell. They should be used as one component within a comprehensive trading plan.
REGIME DEPENDENT: The effectiveness of this tool is dependent on market conditions. It performs best in markets with clear cyclical behavior.
Taking you to school. - Dskyz, Trade with probability. Trade with consensus. Trade with MFC.
RSI Chebyshev Pro with Goldilocks Fractals - NR [NPR21]RSI Chebyshev Pro with Goldilocks Fractals - Non-Repaint
CHART INFORMATION
Instrument: /MNQ (Micro E-mini Nasdaq-100 Futures)
Timeframe: 2-minute
Indicator: RSI Chebyshev Pro with Goldilocks Fractals - NR
THE PROBLEM
Standard RSI is too choppy and noisy – it whipsaws all over the place in volatile markets like futures, giving false oversold/overbought signals that burn you on entries. I was sick of missing real reversals or getting stopped out on fakeouts. I wanted something smoother that still catches the big momentum shifts without lagging too much, plus actual market structure to make it more reliable for quick trades.
WHAT MAKES THIS UNIQUE
Unlike basic RSI indicators that use simple moving average smoothing, this combines several advanced techniques that aren't commonly found together:
1. Chebyshev Type I Filtering - Signal processing mathematics (not basic EMAs) that kills noise while keeping real swings sharp. Most RSI smoothing just blurs everything - this keeps responsiveness without the chop.
2. MAMA Adaptive Period - The moving average adapts to actual market cycles using the MESA algorithm, not fixed periods that lag in changing conditions.
3. RSI Pivot Fractals - These aren't price fractals slapped onto RSI. The fractals detect pivots directly on RSI values at extreme levels, with signals appearing back at the exact pivot bar (not current bar), showing you where the actual reversal happened.
4. True Non-Repainting Implementation - Signals appear delayed BUT locked at the historical pivot location forever. What you see in backtests is exactly what appeared live - no vanishing signals, no shifting.
5. All-in-One Integration - Instead of running 3-4 separate indicators (RSI + fractals + patterns + smoothing), everything works together in a single, optimized calculation with confluence built in.
This isn't just RSI with some Williams Fractals thrown on top - it's a complete rethink of how to identify high-probability RSI reversals using signal processing and adaptive algorithms.
ORIGIN & ENHANCEMENTS
Original Source: ChartPrime RSI Chebyshev indicator
Converted & Enhanced by: NPR21
What I Added:
✅ Converted to Pine Script v6 - Made this available to TradingView traders
✅ Goldilocks Fractals - RSI alone doesn't tell you about price structure. These fractals nail those "just right" pivot points where highs/lows confirm. I kept seeing RSI extremes that reversed hard when they lined up with fractals - this was the missing piece for confluence.
✅ 100% Non-Repainting - I've been burned by repainters. You'd backtest something, looks amazing, then live it vanishes or shifts. Lost real money on that. This is rock-solid: signals show delayed but once they're there, they're locked forever. Makes backtesting trustworthy.
✅ Candlestick Patterns - Engulfing, Morning Star, Evening Star detection for confluence
✅ Customizable Visuals - BUY/SELL labels, multiple display styles, full color/size control
✅ Complete Alert System - Get notified on all signal types
HOW IT WORKS
Chebyshev Filtering:
Like putting noise-canceling on your RSI – smooths out jittery ups and downs from random price spikes without flattening into useless lag. It's signal processing math that keeps important swings sharp while killing BS noise. Way better than simple EMA smoothing that blurs everything.
The Components:
Ultra-Smooth RSI - Chebyshev Type I filtering + adaptive MAMA algorithm
Goldilocks Fractals - Pivot detection confirmed after N bars (default 5)
Pattern Recognition - Detects Engulfing, Morning/Evening Star patterns
Visual Styles - Candle Trend (hollow green/solid red) or traditional candles
SIGNAL DELAY vs REPAINTING
✅ THIS HAS SIGNAL DELAY (GOOD) - NOT REPAINTING (BAD)
Signal Delay:
Signals appear after N bars (default 5 bar delay)
Once visible, NEVER disappears or moves
Perfect for backtesting - 100% reliable
What you see in history is what you'd see live
Why the Delay:
To confirm a pivot, we need to see price didn't go lower/higher in the next N bars. This confirmation makes signals reliable. The delay is the price for trustworthy signals.
Want faster? Drop Fractal Periods to 2-3 (more signals, less confirmation).
HOW I TRADE IT
My /MNQ Scalping (1-3 min charts):
LONG: BUY label appears (down fractal + maybe morning star/engulfing) → Check RSI crossing up from oversold (<30) → Confirm with volume → Long with stop below fractal low → Target 1-2R
SHORT: SELL label (up fractal + maybe evening star) → RSI from overbought → Short with stop above
Filter: Only longs in uptrends (watch the MA). Exit partials if momentum fades.
Best Timeframes: 1-5 min for futures scalping. Works on 15 min for swings but for pure scalping, stay under 5 min in high-vol sessions.
SETTINGS I USE
Standard Setup:
Length: 24, Smoothing: 3
Auto MA: ON, Multiplier: 1-2
Fractal Periods: 5 (good confirmation)
Choppy Days:
Smoothing to 5
Aggressive:
Fractal Periods to 3
Pro Tip: Pair with volume or price EMA. Love when fractal BUY + engulfing bull align. Use Candle Trend style. Test on demo first.
KEY SETTINGS
RSI: Length (24), Smoothing (3), Auto MA, Style (Candle/Candle Trend)
Fractals: Periods (5 = more reliable, 3 = faster/riskier), Label colors/sizes, Offsets
Alerts: All signals fire only on confirmed, non-repainting events
DISCLAIMERS
⚠️ Tool, not a complete system - use proper risk management
⚠️ Signals have delay for reliability - not for instant entries
⚠️ Best with price action, volume, other analysis
⚠️ Test on demo before live trading
Questions? Comment below!
NPR21
RSI Chebyshev Pro with Goldilocks Fractals - NR [NPR21]RSI Chebyshev Pro with Goldilocks Fractals - Non-Repaint
----------------------------------------------------------------------------------------------------------------------
CHART INFORMATION
Instrument: /MNQ (Micro E-mini Nasdaq-100 Futures)
Timeframe: 2-minute
Indicator: RSI Chebyshev Pro with Goldilocks Fractals - NR
----------------------------------------------------------------------------------------------------------------------
THE PROBLEM
Standard RSI is too choppy and noisy – it whipsaws all over the place in volatile markets like futures, giving false oversold/overbought signals that burn you on entries. I was sick of missing real reversals or getting stopped out on fakeouts. I wanted something smoother that still catches the big momentum shifts without lagging too much, plus actual market structure to make it more reliable for quick trades.
WHAT MAKES THIS UNIQUE
Unlike basic RSI indicators that use simple moving average smoothing, this combines several advanced techniques that aren't commonly found together:
1. Chebyshev Type I Filtering - Signal processing mathematics (not basic EMAs) that kills noise while keeping real swings sharp. Most RSI smoothing just blurs everything - this keeps responsiveness without the chop.
2. MAMA Adaptive Period - The moving average adapts to actual market cycles using the MESA algorithm, not fixed periods that lag in changing conditions.
3. RSI Pivot Fractals - These aren't price fractals slapped onto RSI. The fractals detect pivots directly on RSI values at extreme levels, with signals appearing back at the exact pivot bar (not current bar), showing you where the actual reversal happened.
4. True Non-Repainting Implementation - Signals appear delayed BUT locked at the historical pivot location forever. What you see in backtests is exactly what appeared live - no vanishing signals, no shifting.
5. All-in-One Integration - Instead of running 3-4 separate indicators (RSI + fractals + patterns + smoothing), everything works together in a single, optimized calculation with confluence built in.
This isn't just RSI with some Williams Fractals thrown on top - it's a complete rethink of how to identify high-probability RSI reversals using signal processing and adaptive algorithms.
ORIGIN & ENHANCEMENTS
Original Source: ChartPrime RSI Chebyshev indicator
Converted & Enhanced by: NPR21
What I Added:
✅ Converted to Pine Script v6 - Made this available to TradingView traders
✅ Goldilocks Fractals - RSI alone doesn't tell you about price structure. These fractals nail those "just right" pivot points where highs/lows confirm. I kept seeing RSI extremes that reversed hard when they lined up with fractals - this was the missing piece for confluence.
✅ 100% Non-Repainting - I've been burned by repainters. You'd backtest something, looks amazing, then live it vanishes or shifts. Lost real money on that. This is rock-solid: signals show delayed but once they're there, they're locked forever. Makes backtesting trustworthy.
✅ Candlestick Patterns - Engulfing, Morning Star, Evening Star detection for confluence
✅ Customizable Visuals - BUY/SELL labels, multiple display styles, full color/size control
✅ Complete Alert System - Get notified on all signal types
HOW IT WORKS
Chebyshev Filtering:
Like putting noise-canceling on your RSI – smooths out jittery ups and downs from random price spikes without flattening into useless lag. It's signal processing math that keeps important swings sharp while killing BS noise. Way better than simple EMA smoothing that blurs everything.
The Components:
Ultra-Smooth RSI - Chebyshev Type I filtering + adaptive MAMA algorithm
Goldilocks Fractals - Pivot detection confirmed after N bars (default 5)
Pattern Recognition - Detects Engulfing, Morning/Evening Star patterns
Visual Styles - Candle Trend (hollow green/solid red) or traditional candles
SIGNAL DELAY vs REPAINTING
✅ THIS HAS SIGNAL DELAY (GOOD) - NOT REPAINTING (BAD)
Signal Delay:
Signals appear after N bars (default 5 bar delay)
Once visible, NEVER disappears or moves
Perfect for backtesting - 100% reliable
What you see in history is what you'd see live
Why the Delay:
To confirm a pivot, we need to see price didn't go lower/higher in the next N bars. This confirmation makes signals reliable. The delay is the price for trustworthy signals.
Want faster? Drop Fractal Periods to 2-3 (more signals, less confirmation).
HOW I TRADE IT
My /MNQ Scalping (1-3 min charts):
LONG: BUY label appears (down fractal + maybe morning star/engulfing) → Check RSI crossing up from oversold (<30) → Confirm with volume → Long with stop below fractal low → Target 1-2R
SHORT: SELL label (up fractal + maybe evening star) → RSI from overbought → Short with stop above
Filter: Only longs in uptrends (watch the MA). Exit partials if momentum fades.
Best Timeframes: 1-5 min for futures scalping. Works on 15 min for swings but for pure scalping, stay under 5 min in high-vol sessions.
SETTINGS I USE
Standard Setup:
Length: 24, Smoothing: 3
Auto MA: ON, Multiplier: 1-2
Fractal Periods: 5 (good confirmation)
Choppy Days:
Smoothing to 5
Aggressive:
Fractal Periods to 3
Pro Tip: Pair with volume or price EMA. Love when fractal BUY + engulfing bull align. Use Candle Trend style. Test on demo first.
KEY SETTINGS
RSI: Length (24), Smoothing (3), Auto MA, Style (Candle/Candle Trend)
Fractals: Periods (5 = more reliable, 3 = faster/riskier), Label colors/sizes, Offsets
Alerts: All signals fire only on confirmed, non-repainting events
DISCLAIMERS
⚠️ Tool, not a complete system - use proper risk management
⚠️ Signals have delay for reliability - not for instant entries
⚠️ Best with price action, volume, other analysis
⚠️ Test on demo before live trading
Questions? Comment below!
NPR21
RSI Chebyshev Pro with Goldilocks Fractals - NR [NPR21]RSI Chebyshev Pro with Goldilocks Fractals - Non-Repaint
==================================================================================
**CHART INFORMATION**
The example chart shown displays:
- Instrument: /MNQ (Micro E-mini Nasdaq-100 Futures)
- Timeframe: 2-minute
- Indicator: RSI Chebyshev Pro with Goldilocks Fractals - NR
==================================================================================
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THE PROBLEM
Standard RSI is too choppy and noisy – it whipsaws all over the place in volatile markets like futures, giving false oversold/overbought signals that burn you on entries. I was sick of missing real reversals or getting stopped out on fakeouts. I wanted something smoother that still catches the big momentum shifts without lagging too much, plus actual market structure to make it more reliable for quick trades.
═════════════════════════════════════════════════════════════
WHAT MAKES THIS UNIQUE
Unlike basic RSI indicators that use simple moving average smoothing, this combines several advanced techniques that aren't commonly found together:
1. Chebyshev Type I Filtering - Signal processing mathematics (not basic EMAs) that kills noise while keeping real swings sharp. Most RSI smoothing just blurs everything - this keeps responsiveness without the chop.
2. MAMA Adaptive Period - The moving average adapts to actual market cycles using the MESA algorithm, not fixed periods that lag in changing conditions.
3. RSI Pivot Fractals - These aren't price fractals slapped onto RSI. The fractals detect pivots directly on RSI values at extreme levels, with signals appearing back at the exact pivot bar (not current bar), showing you where the actual reversal happened.
4. True Non-Repainting Implementation - Signals appear delayed BUT locked at the historical pivot location forever. What you see in backtests is exactly what appeared live - no vanishing signals, no shifting.
5. All-in-One Integration - Instead of running 3-4 separate indicators (RSI + fractals + patterns + smoothing), everything works together in a single, optimized calculation with confluence built in.
This isn't just RSI with some Williams Fractals thrown on top - it's a complete rethink of how to identify high-probability RSI reversals using signal processing and adaptive algorithms.
═════════════════════════════════════════════════════════════
ORIGIN & ENHANCEMENTS
Original Source: ChartPrime RSI Chebyshev indicator
Converted & Enhanced by: NPR21
What I Added:
✅ Converted to Pine Script v6 - Made this available to TradingView traders
✅ Goldilocks Fractals - RSI alone doesn't tell you about price structure. These fractals nail those "just right" pivot points where highs/lows confirm. I kept seeing RSI extremes that reversed hard when they lined up with fractals - this was the missing piece for confluence.
✅ 100% Non-Repainting - I've been burned by repainters. You'd backtest something, looks amazing, then live it vanishes or shifts. Lost real money on that. This is rock-solid: signals show delayed but once they're there, they're locked forever. Makes backtesting trustworthy.
✅ Candlestick Patterns - Engulfing, Morning Star, Evening Star detection for confluence
✅ Customizable Visuals - BUY/SELL labels, multiple display styles, full color/size control
✅ Complete Alert System - Get notified on all signal types
═════════════════════════════════════════════════════════════
HOW IT WORKS
Chebyshev Filtering:
Like putting noise-canceling on your RSI – smooths out jittery ups and downs from random price spikes without flattening into useless lag. It's signal processing math that keeps important swings sharp while killing BS noise. Way better than simple EMA smoothing that blurs everything.
The Components:
Ultra-Smooth RSI - Chebyshev Type I filtering + adaptive MAMA algorithm
Goldilocks Fractals - Pivot detection confirmed after N bars (default 5)
Pattern Recognition - Detects Engulfing, Morning/Evening Star patterns
Visual Styles - Candle Trend (hollow green/solid red) or traditional candles
═════════════════════════════════════════════════════════════
SIGNAL DELAY vs REPAINTING
✅ THIS HAS SIGNAL DELAY (GOOD) - NOT REPAINTING (BAD)
Signal Delay:
Signals appear after N bars (default 5 bar delay)
Once visible, NEVER disappears or moves
Perfect for backtesting - 100% reliable
What you see in history is what you'd see live
Why the Delay:
To confirm a pivot, we need to see price didn't go lower/higher in the next N bars. This confirmation makes signals reliable. The delay is the price for trustworthy signals.
Want faster? Drop Fractal Periods to 2-3 (more signals, less confirmation).
════════════════════════════════════════════════════════════
HOW I TRADE IT
My /MNQ Scalping (1-3 min charts):
LONG: BUY label appears (down fractal + maybe morning star/engulfing) → Check RSI crossing up from oversold (<30) → Confirm with volume → Long with stop below fractal low → Target 1-2R
SHORT: SELL label (up fractal + maybe evening star) → RSI from overbought → Short with stop above
Filter: Only longs in uptrends (watch the MA). Exit partials if momentum fades.
Best Timeframes: 1-5 min for futures scalping. Works on 15 min for swings but for pure scalping, stay under 5 min in high-vol sessions.
═════════════════════════════════════════════════════════════
SETTINGS I USE
Standard Setup:
Length: 24, Smoothing: 3
Auto MA: ON, Multiplier: 1-2
Fractal Periods: 5 (good confirmation)
Choppy Days: Smoothing to 5
Aggressive: Fractal Periods to 3
Pro Tip: Pair with volume or price EMA. Love when fractal BUY + engulfing bull align. Use Candle Trend style. Test on demo first.
═════════════════════════════════════════════════════════════
KEY SETTINGS
RSI: Length (24), Smoothing (3), Auto MA, Style (Candle/Candle Trend)
Fractals: Periods (5 = more reliable, 3 = faster/riskier), Label colors/sizes, Offsets
Alerts: All signals fire only on confirmed, non-repainting events
═════════════════════════════════════════════════════════════
DISCLAIMERS
⚠️ Tool, not a complete system - use proper risk management
⚠️ Signals have delay for reliability - not for instant entries
⚠️ Best with price action, volume, other analysis
⚠️ Test on demo before live trading
═════════════════════════════════════════════════════════════
Questions? Comment below!
NPR21
All-In-One Trading Toolkit [wjdtks255]Title: All-In-One Trading Toolkit
Description: This professional toolkit integrates 5 essential indicators into one seamless interface to enhance your market analysis. It provides a comprehensive view of trend, momentum, and volatility.
Features:
Bollinger Bands: Tracks price volatility and potential reversal zones.
Ichimoku Cloud: Visualizes long-term trend support and resistance.
RSI Dashboard: Real-time momentum monitoring in the top-right corner.
MACD Signals: Direct Buy/Sell shape indicators on the chart for instant decision making.
Volume Profile: Identifies key price levels with high trading activity.
Strategy:
Entry: Follow the MACD crossover signals (Green/Red triangles) when they align with the Ichimoku Cloud direction.
VWAP Band PositionVWAP Band Position — Synopsis
VWAP Band Position is a session-based oscillator that measures where price is trading relative to volume-weighted VWAP deviation bands.
The indicator uses true VWAP logic with volume-weighted variance, resetting each trading session to ensure accurate intraday behavior.
Values are normalized on a 0–1 scale:
0.0 → price at the lower VWAP deviation band
0.5 → price at VWAP (fair value)
1.0 → price at the upper VWAP deviation band
Readings above 1.0 or below 0.0 indicate price extension beyond VWAP deviation, highlighting potential exhaustion, continuation, or mean-reversion conditions depending on market context.
This tool is designed for intraday traders who use VWAP as a primary reference and want a clear, normalized view of price location within the VWAP range. It works well alongside trend-strength or momentum indicators to help filter entries, manage risk, and identify high-probability trade zones.
