SPX Volatility EngineSPX Volatility Engine
A Structured Decision-Support Framework for Intraday SPX Volatility
________________________________________
What This Script Does
The SPX Volatility Engine is a professional decision-support framework designed to help intraday SPX traders determine when market conditions support participation and when restraint is warranted.
Rather than generating trade signals in isolation, the script provides contextual classification of directional opportunities by evaluating volatility regime, market structure, and directional behavior together, in real time.
The output is not more signals — it is fewer, higher-quality decisions, created by filtering and ranking directional activity based on whether the surrounding market environment is aligned or conflicted.
________________________________________
Why This Framework Exists
Intraday SPX markets often present conflicting information:
• Volatility may compress while price trends
• Directional momentum may appear during unfavorable structure
• Signals may trigger when participation is statistically poor
Most indicators measure one dimension at a time.
Very few help traders resolve which information should take precedence when those dimensions disagree.
The SPX Volatility Engine was built specifically to address this problem by structuring how market information is evaluated and prioritized, rather than displaying independent indicators side-by-side.
________________________________________
Processing Logic Overview
The SPX Volatility Engine evaluates market conditions in a defined sequence designed to prevent low-quality signals from being treated as actionable.
The framework operates as follows:
1. Volatility Regime Identification
The script first evaluates volatility behavior, including compression, expansion, and momentum characteristics.
This establishes whether the current environment favors participation, caution, or avoidance.
2. Structural Context Evaluation
Next, the framework evaluates where price is interacting relative to defined structural zones.
This step determines whether directional activity is occurring in favorable or unfavorable locations.
3. Directional Signal Detection
Only after volatility regime and structure are established does the script evaluate directional behavior.
Directional signals are generated conditionally, meaning their significance depends on the surrounding context.
4. Contextual Classification and Suppression
Signals are not treated as binary triggers.
Each signal is evaluated against the volatility and structural context present at the moment it occurs.
Signals that occur during misaligned or conflicted conditions are explicitly downgraded or suppressed.
This sequential evaluation — volatility → structure → direction → classification — is the core originality of the framework.
The value of the script lies in how information is filtered and ranked, not in any single calculation.
Internal volatility and structural measurements are calculated consistently using the same rules on every bar and updated in real time.
________________________________________
How the Components Work Together
The SPX Volatility Engine is a single, integrated analytical framework rather than a collection of independent indicators.
Volatility metrics, structural references, and directional signals are not displayed for separate interpretation.
They are integrated within the same script so that:
• Structural context can qualify or disqualify directional behavior
• Volatility state can suppress participation during unfavorable regimes
• Signals are evaluated based on environmental alignment, not trigger occurrence
These elements are included together to enforce interpretive precision.
If structure, volatility, and direction were viewed separately, signals could appear actionable when they are not — which this framework is explicitly designed to prevent.
This integration logic is the reason the script is maintained as closed source.
The originality resides in the evaluation hierarchy and classification process, not in any individual indicator.
Single-script integration of all calculations and plot presentations ensures that what is seen on-screen matches the classification process taking place in real time for each signal and its surrounding market context.
________________________________________
Signal Classification
Directional signals are classified in real time into one of three contextual states:
• Out-of-Context — directional activity exists, but volatility or structure makes participation unreliable
• Priority — partial alignment is present and conditions warrant attention with caution
• Ideal — volatility regime, structural context, and directional behavior are aligned
These classifications are intended to guide trader behavior:
• Out-of-Context signals are typically ignored
• Priority signals are monitored selectively
• Ideal signals represent structurally supported participation environments
The script does not predict outcomes and does not provide trade entries or targets.
What is presented on-screen is intended to highlight conditions favorable for directional trades when conditions warrant participation, and restraint when those conditions are absent or adverse.
________________________________________
What Appears on the Chart
When applied, the SPX Volatility Engine presents a unified on-chart framework that includes:
• A Heads-Up Display (HUD) summarizing volatility regime, directional bias, and contextual classification
• Contextual CALL / PUT markers that are classified, not blindly generated
• Structural reference zones used internally to evaluate signal validity
• Real-time regime and alignment cues designed to support disciplined interpretation
All outputs belong to this single script and are designed to be interpreted together.
________________________________________
Companion Indicator (Clarification)
A separate companion indicator exists to display the volatility compression and histogram state calculated internally by this framework and used during signal evaluation. This companion exists solely to provide an optional visual representation of that state in a dedicated lower pane for traders who wish to see it.
The companion indicator is not required for the SPX Volatility Engine to function. It provides an optional visualization for traders who prefer to view volatility state in a separate pane.
________________________________________
Intended Use
The SPX Volatility Engine is designed for:
• Intraday SPX traders who value context before conviction
• Discretionary traders seeking a structured, rules-based analytical framework
• Professionals and advanced retail traders who prioritize clarity over signal volume
The framework supports interpretation and decision discipline.
It does not execute trades and does not provide investment advice.
________________________________________
Access
This script is available by Invite-Only.
________________________________________
Disclaimer
This indicator is provided for informational and analytical purposes only and does not constitute investment advice, trading advice, or a recommendation to buy or sell any security or instrument.
The SPX Volatility Engine does not execute trades and does not guarantee results.
All trading decisions remain the sole responsibility of the user.
Trading SPX and related instruments involves substantial risk and may result in losses.
Users should trade responsibly and in accordance with their own risk tolerance.
________________________________________
Indicadores y estrategias
Candle Open Time Stamp [Higher TF Filter]Key Features
Higher Timeframe Filter: Choose between "1H" or "4H". The script uses request.security to detect the exact moment a new candle opens on that timeframe.
Label Placement Options:
Below: Label appears below the low of the bar, pointing upward.
Above: Label appears above the high of the bar, pointing downward.
Inside: Label placed at the midpoint of the candle body ((open + close)/2), centered.
Timezone Control:
"Exchange" mode: Uses the symbol's native exchange timezone.
"UTC Offset" mode: Allows manual setting (default -5 for EST, common for US traders in New York, Fort Lauderdale, Miami, etc.).
Time is displayed correctly in the chosen timezone (e.g., "14:00" for 2 PM EST).
Smart Visibility:
Only shows labels on intraday charts.
Automatically disables on daily or higher timeframes.
Hides labels if your chart timeframe is higher than the selected filter (e.g., no 1H labels on a 4H chart).
Performance Optimization:
Manages labels with an array, limiting the total number (default 200, adjustable up to 500).
Automatically deletes oldest labels to stay within TradingView limits and prevent clutter.
Style Customization
Text color, background color, and text size (Tiny/Small/Normal).
Distance from price (for Above/Below placement) is intelligently scaled using a combination of ATR and minimum tick size, then multiplied by a user-adjustable factor.
Common Use Cases
Mark the start of each 4-hour session on lower-timeframe charts for ICT/SMC traders tracking "kill zones" or session bias.
Visualize exact 1H or 4H candle opens for multi-timeframe analysis.
Reference higher-TF structure while trading on 5M/15M charts without switching windows.
Clean, efficient, and highly practical for intraday traders who rely on higher-timeframe timing and structure.
Selected Hour Open Lines & LabelsThis Pine Script v6 indicator, titled "Selected Hour Open Lines & Labels", draws customizable horizontal lines and optional labels at the opening price of user-selected hours on the chart.
Core Functionality
Users select specific hours (00:00 to 23:00) via boolean inputs to mark.
When a selected hour begins (in the chosen timezone), the script draws a horizontal line starting from that bar at the exact open price of the bar where the hour starts.
Lines extend forward for a configurable number of bars (default: 7).
Optional labels display the time (HH:MM) and/or the open price next to the line.
Timezone Handling
Choose between the chart's exchange timezone or a custom UTC offset (e.g., UTC-5 for EST).
This ensures accurate hour detection across different markets or sessions (e.g., London open, New York open, or any custom hour like Asian session starts).
Customization Options
Lines — Toggle visibility, color, width, style (solid/dashed/dotted), length in bars, and maximum number of lines (to prevent clutter; oldest lines delete automatically).
Labels — Toggle visibility, text format (time only or time + price), text color/size, background color, horizontal position (left/center/right along the line), vertical position (at line, above, or below with adjustable distance based on ATR), and maximum number of labels.
Compatibility and Limitations
Works best on intraday timeframes (5-minute to 2-hour+ charts); disables drawing on 1-minute or daily+ charts to avoid performance issues or irrelevant plotting.
Manages objects efficiently using arrays, with limits on max lines/labels (default 100 each) and overall script limits (up to 500).
Traders often use this to highlight key intraday levels like session opens (e.g., 08:00 for London stock/FX, 09:30 for NY equities) as potential support/resistance or reference points for price action. It's highly flexible for marking any specific hourly opens that align with your strategy.
REBThis indicator is designed to improve visual clarity when observing market trend and momentum using a refined combination of RSI and EMA.
📌 Core Features of the Indicator:
1. RSI + EMA Combined Structure
The indicator integrates Relative Strength Index (RSI) with Exponential Moving Average (EMA) to provide a clearer view of momentum behavior within the broader trend context.
2. High-Visibility Color Visualization
Dynamic color changes are used to reflect:
#Momentum expansion or contraction
#Bullish vs bearish pressure
#Shifts in price behavior
This allows users to interpret market conditions at a glance, without relying on constant numeric readings.
3. Clear Intersection & Alignment Cues
EMA and RSI interactions are visually emphasized, helping users observe:
#Momentum alignment with trend
#Potential transition phases
#Trend continuation vs hesitation
4. Visible Price Ascending & Descending Structure
The indicator highlights price movement direction through visual cues, making it easier to distinguish:
#Rising market structure
#Declining structure
#Sideways or indecisive conditions
5. Clean & Uncluttered Chart Design
All visual elements are intentionally simplified to maintain chart readability, making the indicator suitable for both lower and higher timeframes.
🧠 More Than Just Lines — A Visual Trend & Momentum Framework
This indicator focuses on:
#Trend direction observation
#Momentum strength awareness
#Visual clarity over complexity
It is designed as a supporting analytical tool, not a signal generator.
💡 Recommended For:
Traders who prefer visual-based analysis
Trend followers and momentum observers
Intraday and swing traders seeking cleaner chart interpretation
Users who combine multiple tools and want clearer confirmation context
🔔 Disclaimer:
This indicator is a visual analysis tool designed to help users observe trend and momentum behavior.
It does not provide buy or sell signals, predictions, or financial advice.
All trading decisions and risk management remain the sole responsibility of the user.
ICT Levels PDH/PDL/IB/JP/WH/WL/PDCA lightweight reference-level indicator designed for ICT-style execution and prop-evaluation trading.
This script plots only the core, high-signal levels used intraday:
Prior Day High / Low (PDH / PDL)
Initial Balance High / Low (IBH / IBL)
Job Pivot (previous day pivot)
Weekly High / Low
PDC
Right-anchored labels for quick price reference
No signals, no bias — levels only
Long Wick Detector + Highlight + AlertWick set at 9 ticks..the longer the better..cut loss at lower of the wick..wait for candle completion in TF 5
Breakout ProAdvanced breakout/breakdown indicator featuring multi-pattern detection, quality tier scoring (S/A/B/C), strength analysis (0-10), VWAP integration, multi-timeframe filters, and adaptive R-based take-profit/stop-loss framework. Includes comprehensive dashboard with real-time metrics and market regime detection.
Auction Context Engine ( Value Area, VWAP & Regime)📌 Indicator Name
Auction Context Engine (Value Area, VWAP & Regime)
Short name: ACE Context
🧠 Description
Auction Context Engine (ACE) is a professional market context and structure indicator based on Auction Market Theory.It is designed to help traders understand where the market is positioned, not to generate trade signals.
ACE focuses on:
• Developing Value Area (VAH / VAL)
• Developing Point of Control (POC)
• Session VWAP positioning
• Volatility regime expansion
• Opening Range context
• Failed auction / trap detection
• Market bias and environment quality
This indicator provides context only and is intended to be used alongside a separate execution strategy or system.
🎯 What This Indicator Is
✔ A context engine
✔ A market structure filter
✔ A bias alignment tool
✔ A regime and environment classifier
❌ What This Indicator Is NOT
✘ Not a signal generator
✘ Not a buy/sell system
✘ Not a strategy
✘ Not a profitability promise
📊 How To Use
Use ACE to answer:
• Is price accepting or rejecting value?
• Is the market in balance or expansion?
• Is VWAP supporting or opposing price?
• Is this a breakout environment or a trap?
• Is volatility expanding?
• Is the market trending or ranging?
You may then use your own execution strategy aligned with this context.
🟢 Core Components
Developing Value Area
• VAH / VAL dynamically update through the session
• POC tracks highest traded volume area
VWAP Position
• Above VWAP = bullish bias
• Below VWAP = bearish bias
Opening Range Context
• Detects breakouts or balance after session open
Volatility Regime
• Identifies expansion vs normal conditions
Failed Auction Detection
• Highlights trap conditions near value extremes
Market Quality
• Strong / Mixed / Weak environment classification
Context Table
• Clean 1-column vertical dashboard with color-coded bias
🔵 Visual Elements
• Developing VAH, VAL, POC lines
• Session VWAP
• Small context dots when environment turns READY
• Compact professional context table
⚙️ Settings
• Value Area bin size
• Value area percentage
• Opening range duration
• Regime expansion factor
• Line colors and thickness
• Context table ON/OFF
• Context dots ON/OFF
🧩 Best Use Case
This indicator is ideal for:
• Intraday trading
• Index futures and equities
• Options context filtering
• Trend / range regime identification
• Professional discretionary traders
⚠️ Disclaimer
This script is provided for educational and informational purposes only.It does not constitute financial or investment advice.Trading involves risk. Always use proper risk management.
EAGLEDOMAIN Battlezone State Detection 1.0 [DamienCross]中文|指标发布说明
名称:EAGLEDOMAIN · 战区状态识别(原创) | Battlezone State Detection
作者:Damien Cross
品牌:EAGLEDOMAIN(鹰域)
所属体系:ARMAMENT · Tactical Buffering Control™
定位:市场状态识别模块(Market-State Identification)
性质声明:本指标不是入场/出场信号,不提供“喊单式”结论;它用于识别“异常波动/冲击行为”的发生与结构痕迹,辅助你进行风控、节奏判断与复盘取证。
1) 这个指标在做什么
当市场出现“单根K线异常波动”(例如 5/15分钟突然拉升或砸盘几十美金),指标会把这种行为归类为三种战术等级:
警戒(Warning):异常波动开始进入非正常区间(预警层)
突袭(Assault):强冲击波动,通常伴随情绪驱动、流动性变化或盘面结构被硬扭
修罗场(Shura):极端波动状态,属于“规则被短暂掰弯”的高风险区
它的核心价值不是“预测”,而是把异常发生这件事量化、分级、留痕:
让你在当下知道“市场已经不按常态走了”
让你在复盘时能定位“异常发生的时间点、强度、类型”
让你在风控层面能把“正常波动”与“异常冲击”区分开
2) 波幅口径(Shock Calculation)
你可以选择三种波幅统计方式(决定“异常”用什么尺度衡量):
实体波幅(收-开):强调情绪方向与推进力度
全波幅(高-低):强调当根K线的完整冲击范围
真实波幅 TR(True Range):把缺口与跳动也纳入(更适合突发跳空、急拉急砸)
3) 鹰域形态过滤(原创定义)
异常波动不等于“有效冲击”。本指标提供三种“异常形态”过滤模式,用于区分冲击类型:
突袭K(收在极值):收盘靠近高点/低点,且实体占比高
常见于“强方向推进、硬拉硬砸、单边冲刺”
扫荡K(长影线冲击):影线占比高
常见于“扫流动性、插针回收、试探/清算”
纯波幅(不看形态):只要波幅够大就算(更敏感、更“雷达式”)
另外提供 实体过滤(minBodyUSD):
用于排除“影线很长但实体很小”的噪音(也可设为 0 关闭)
4) 三段阈值系统(固定阈值 + ATR 自适应)
本指标同时支持两套阈值体系,并可选择触发逻辑:
固定阈值(美元):直接用 $12 / $20 / $30 这种尺度定义警戒/突袭/修罗
ATR 动态阈值:用 ATR 倍数适配不同阶段的波动环境(更自适应)
触发逻辑可选:
满足任意一个:固定阈值或 ATR 阈值命中其一就触发(更敏感)
必须同时满足:两者都命中才触发(更严格、更抗噪)
5) 分时段倍率(亚洲/伦敦/纽约)
不同盘段的“正常波动基线”不同。此模块用于给阈值加倍率:
亚洲盘更敏感(倍率 < 1):小波动也能被识别
纽约盘更宽(倍率 > 1):过滤掉纽约盘常态的大波动
重要:分时段倍率依赖时区参数。默认建议使用 UTC,若你希望按北京时间识别,可将时区设为 Asia/Shanghai,并相应调整 Session 时间。
6) 图表如何解读(标记 + 标签 + 冲击箱体)
标记(Shapes)
警戒:圆点
突袭:三角形
修罗:标签形状
并区分方向:上涨在K线下方、下跌在K线上方。
标签(Labels)
默认只对 突袭/修罗场贴标签(更干净)。标签内容包含:
等级(突袭 / 修罗场)
方向箭头(可开关)
本K线波幅(美元)
冲击区箱体(Boxes)
当出现 突袭/修罗场,会以箱体形式留下“冲击区痕迹”,并向右延伸若干根K线:
它不是支撑/阻力的绝对定义
它是“异常冲击发生后,市场可能继续反应的结构记号”
常用于:
观察冲击后的回测、再扩张、二次波动
做复盘:这根异常K线之后,市场在这个区间是否反复拉扯、是否出现反噬
7) 警报(声音/邮件/推送)
指标内置三段警报条件:警戒 / 突袭 / 修罗场。
警报消息将自动带出:品种、周期、波幅、阈值、收盘价、系统签名。
设置方法:
TradingView → Alerts → Condition 选择本指标 → 选择对应的【警戒/突袭/修罗场】→ 勾选通知方式(App/邮件/弹窗/声音)。
8) 建议用法(专业场景)
本指标更适合以下用途(不依赖“喊单”):
风控与节奏管理:当市场进入“突袭/修罗”级别,提醒你切换到更保守的执行框架(例如降低频率、减少冲动追价、等待结构稳定)。
异常事件定位:用“时间点 + 强度 + 类型”快速定位异常行为(尤其适合XAUUSD在 5/15min 的突发波动)。
复盘取证与训练:把“异常波动”变成可追踪的数据对象:你可以回看当时是否临近数据、是否处于盘段交接、是否发生流动性抽离。
多品种统一标尺:ATR 自适应让不同品种/不同阶段的“异常”更可比,而不是固定用一个死阈值硬套所有环境。
9) 局限与免责声明
指标识别的是“异常发生”,不是“异常原因”。消息面、流动性、盘口行为需要你自行结合判断。
历史表现不代表未来。任何工具都不能替代风险控制与仓位纪律。
本脚本仅用于研究、复盘、风险提示与市场状态识别。
10) 验真与防篡改(Data Window)
脚本包含 EAGLEDOMAIN VERIFIED / TAMPERED / SPOOFED 与指纹输出(仅在 Data Window 显示),用于原创验真与取证:
VERIFIED:签名与私钥参数匹配(原版)
TAMPERED:签名成立但私钥不匹配(疑似被改/二次加工)
SPOOFED:私钥匹配但签名不成立(疑似删除签名层伪装)
English|TradingView Script Description
Name: EAGLEDOMAIN · Battlezone State Detection (Original)
Author: Damien Cross
Brand: EAGLEDOMAIN
System: ARMAMENT · Tactical Buffering Control™
Role: Market-State Identification Module
Statement: This is NOT an entry/exit signal. It is a professional overlay designed to classify abnormal single-bar volatility shocks, leave structural footprints, and support risk control, tempo management, and post-analysis.
1) What this indicator does
When the market produces an abnormal impulse bar (e.g., a sudden 5/15-min spike or dump), the script categorizes the event into three tactical levels:
Warning: volatility enters an abnormal regime (early caution)
Assault: strong shock / impulse behavior (aggressive displacement)
Shura: extreme regime (high-risk, rule-bending conditions)
The purpose is not prediction. The purpose is to quantify, grade, and archive shock events so you can:
recognize when the market has shifted out of “normal behavior”
locate the exact timestamp/intensity/type during review
separate normal volatility from genuine shock behavior for risk decisions
2) Shock measurement modes
Choose how “shock” is measured:
Body (Close-Open): emphasizes directional drive
Range (High-Low): captures full intrabar impact
True Range (TR): includes gaps/abrupt jumps (best for sudden dislocations)
3) Original pattern filters (EAGLEDOMAIN definitions)
Not every large bar is the same. The script offers three anomaly types:
Assault Candle (close near extreme): strong body ratio + close near high/low
typical for hard directional pushes and impulse displacement
Sweep Candle (long wicks): high wick ratio
typical for liquidity sweeps, stop-runs, spike-and-reject behavior
Pure Shock (no pattern): amplitude-only (most sensitive)
Optional Minimum Body Filter excludes tiny-body noise (set to 0 to disable).
4) Threshold engine (Fixed USD + Adaptive ATR)
Two threshold systems can be used together:
Fixed USD thresholds (e.g., $12 / $20 / $30)
ATR-based adaptive thresholds (multiples of ATR)
Trigger logic:
Either condition (more sensitive)
Both conditions (more strict / less noise)
5) Session multipliers (Asia / London / New York)
Volatility baselines differ by session. Session multipliers adjust thresholds accordingly:
Asia can be set more sensitive (<1)
NY can be set wider (>1)
Timezone matters. Default recommendation: UTC. If you want Beijing time logic, use Asia/Shanghai and adjust sessions.
6) Visual reading (Marks + Labels + Shock Boxes)
Warning: circles
Assault: triangles
Shura: label shapes
Directional placement: up events below bars, down events above bars.
Labels are shown mainly for Assault/Shura to keep the chart clean, including: level + direction + shock value in USD.
Shock Boxes are structural footprints extended to the right. They are not “guaranteed S/R,” but a post-shock reaction zone marker for observation and review.
7) Alerts (sound / email / push)
Three built-in alert conditions: Warning / Assault / Shura.
Alert messages include symbol, timeframe, shock value, thresholds, close price, and system signature.
8) Professional use cases
risk & tempo control during abnormal regimes
precise timestamping of shock events for journal/review
structured post-analysis of session transitions, news windows, liquidity shifts
multi-asset comparability via ATR adaptation
9) Limitations & disclaimer
This script detects the occurrence of abnormal shocks, not the underlying cause.
Use proper risk management. For research, review, and risk awareness only.
10) Authenticity & anti-tamper (Data Window)
The script provides Data Window-only fields: EAGLEDOMAIN VERIFIED / TAMPERED / SPOOFED and a fingerprint output for originality verification and forensic reference.
Tags (recommended)
EAGLEDOMAIN, DamienCross, Battlezone, Market State, Volatility Shock, ATR, Risk Control, XAUUSD, Price Action, Session, ARMAMENT, Tactical Buffering Control
Breakout Pro_V3Advanced breakout/breakdown indicator featuring multi-pattern detection, quality tier scoring (S/A/B/C), strength analysis (0-10), VWAP integration, multi-timeframe filters, and adaptive R-based take-profit/stop-loss framework. Includes comprehensive dashboard with real-time metrics and market regime detection.
Breakout Pro_V2Advanced breakout/breakdown indicator featuring multi-pattern detection, quality tier scoring (S/A/B/C), strength analysis (0-10), VWAP integration, multi-timeframe filters, and adaptive R-based take-profit/stop-loss framework. Includes comprehensive dashboard with real-time metrics and market regime detection.
THUAN KCHT-MTF🚀 Quick Usage Guide: Thuận KCHT-MTF
1. The Colors (Legend)
🟣 Purple Zone (Top): Strong Resistance. (Seller Territory).
🟢 Green Zone (Bottom): Strong Support. (Buyer Territory).
➖ Lines: Pivot levels from higher timeframes (Key barriers).
◈ Diamond Icon: Signal that price touched a key zone.
2. How to Trade (3 Simple Setups)
📉 Setup A: The Rejection (SELL)
Price moves up and hits the Purple Zone or a Pivot High Line.
A Diamond (◈) icon appears.
Action: Enter a SHORT/SELL position.
📈 Setup B: The Bounce (BUY)
Price drops down and hits the Green Zone or a Pivot Low Line.
A Diamond (◈) icon appears.
Action: Enter a LONG/BUY position.
⚡ Setup C: The Trend Check (Momentum)
Look at the text on the chart: "Buy: X / Sell: Y".
If Buy > Sell: The trend is UP. Focus on Buy setups at the Green Zone.
If Sell > Buy: The trend is DOWN. Focus on Sell setups at the Purple Zone.
3. Settings Tip
Go to Settings ⚙️.
Change the Timeframes (TF) in "MTF Pivots" to higher levels than your current chart.
Example: If you trade on 5m, set TFs to M15, H1, H4, D.
Breakout ProAdvanced breakout/breakdown indicator featuring multi-pattern detection, quality tier scoring (S/A/B/C), strength analysis (0-10), VWAP integration, multi-timeframe filters, and adaptive R-based take-profit/stop-loss framework. Includes comprehensive dashboard with real-time metrics and market regime detection.
Breakout Alert Pro + VWAPAdvanced breakout/breakdown indicator featuring multi-pattern detection, quality tier scoring (S/A/B/C), strength analysis (0-10), VWAP integration, multi-timeframe filters, and adaptive R-based take-profit/stop-loss framework. Includes comprehensive dashboard with real-time metrics and market regime detection.
HSLevelsLibPubLibrary "HSLevelsLibPub"
Centralized levels library for Heatseeker trading system.
Update levels HERE ONCE - all consuming scripts auto-refresh.
getVIXThresholds()
Returns VIX threshold levels for regime determination
Returns: as tuple of floats
getVIXThresholdsCSV()
Returns VIX thresholds as CSV strings
Returns: as tuple of strings
getExpiry()
Returns current options expiry date in YYMMDD format
Returns: string in YYMMDD format (e.g., "260108" for Jan 8, 2026)
getAnchorStrike(symbol)
Returns the anchor strike price for a given symbol
Parameters:
symbol (simple string) : The ticker symbol (SPY, QQQ, SPX, VIX)
Returns: float anchor strike price
getFractalPrices(symbol)
Returns fractal level prices as CSV for a symbol
Parameters:
symbol (simple string) : The ticker symbol (SPY, QQQ, SPX)
Returns: string of comma-separated prices
getFractalLabels(symbol)
Returns fractal level labels as CSV for a symbol
Parameters:
symbol (simple string) : The ticker symbol (SPY, QQQ, SPX)
Returns: string of comma-separated labels
getFractalLevels(symbol)
Returns both fractal prices and labels as CSV tuple
Parameters:
symbol (simple string) : The ticker symbol
Returns: tuple
getAnchorStrikeAuto()
Auto-detect symbol and return appropriate anchor strike
Returns: float anchor strike for current chart symbol
getFractalLevelsAuto()
Auto-detect symbol and return fractal levels
Returns: for current chart symbol
getAllData(symbol)
Get all data for a symbol in one call
Parameters:
symbol (simple string) : The ticker symbol
Returns:
getVersion()
Returns library version and last update timestamp
Returns: string with version info
Chaban Fibonacci Precision: BTC & ETH 5m Engine Chaban Fibonacci Precision: BTC & ETH 5m Engine
Chaban Fibonacci Precision is a professional-grade trading engine meticulously engineered for the high-velocity volatility of BTC & ETH 5-minute charts. This system goes beyond standard indicators by integrating Institutional Trend Anchoring with Proprietary Fibonacci Volatility Bands, filtering out market noise to capture reversals with surgical precision.
Trend Anchor: Defines the primary market bias, ensuring you trade in sync with the "Smart Money" (Institutional flow).
Fibonacci Precision Zones: Utilizes dynamic volatility thresholds based on Fibonacci sequences to pinpoint exact exhaustion points without manual drawing.
Structural Confirmation: Integrates cloud-based structural filters to verify trend stability before issuing any signal.
Professional Interface: Designed for maximum clarity, reducing chart clutter and allowing you to focus entirely on execution.
Trend Identification: The engine establishes a clear market bias, preventing users from making the mistake of trading against the major flow.
Precision Entry: Buy/Sell signals (Triangles) are generated exactly when the price reaches our proprietary Fibonacci boundaries, indicating market exhaustion.
Dynamic Rotation: The engine immediately adjusts its bias as market structures evolve, identifying new opportunities in real-time.
Leverage: It is strongly recommended to use leverage of 5x or lower.
Position Sizing: Always utilize a layered (scaled) entry approach.
Entry Strategy: Initiate trades based on the Trend-aligned Buy/Sell signals. For additional entries, add to your position near the band boundaries in the direction of the trend.
Example: In an Uptrend, only look for entries near the Lower Band. In a Downtrend, only look for entries near the Upper Band.
Take-Profit (TP) Strategy: Once in profit, use a scaled exit strategy:
Long Positions: Scale out near the Upper Band in the direction of the trend.
Short Positions: Scale out near the Lower Band in the direction of the trend.
By following the setup shown in the provided screenshots, you will receive three types of alerts: Trend Shift, Long Signal, and Short Signal.
Note: Long and Short alerts serve as "Preliminary Entry Alerts." Therefore, they may not always coincide exactly with the appearance of the triangle icons. Always use them as a preparation signal.
Dual-Asset Optimization: Specifically tuned for the unique liquidity and volatility of BTC and ETH.
Timeframe Focused: Engineered and tested for optimal performance on the 5-minute chart for scalpers and day traders.
Invite-Only Access: A premium tool designed for disciplined traders.
To request access to the Chaban Fibonacci Precision engine or for any setup inquiries, please send a Private Message (PM) on TradingView.
Volume MarkersMarks POC, VAL, and VAH over a selected period of time and extends a horizontal line from each marker into the future for a selected period of time
Breakout Alert Pro + VWAPAdvanced breakout/breakdown indicator featuring multi-pattern detection, quality tier scoring (S/A/B/C), strength analysis (0-10), VWAP integration, multi-timeframe filters, and adaptive R-based take-profit/stop-loss framework. Includes comprehensive dashboard with real-time metrics and market regime detection.
Volume Profile - POC, VAH, VAL with ExtensionsMarks POC, VAH and VAL over selected time periods and extends the marker into the future for a selected period
Kalman Absorption/Distribution Tracker (1 Second)The Microstructure Revolution: Kalman Filtering and the Physics of Order Flow
The evolution of technical analysis has historically been constrained by the limitations of available data and the processing power required to interpret it. For decades, retail traders have relied on indicators derived from Open, High, Low, and Close prices—metrics that are inherently reactive and fundamentally lagging. While these tools can effectively map the history of market movement, they often fail to capture the immediate, aggressive intent that dictates future price action. The financial markets are not merely a sequence of price prints; they are a continuous, high-velocity auction where liquidity is provided and consumed in milliseconds. To truly understand the mechanics of price delivery, one must look beyond the candlestick and into the microstructure of the order flow itself. The Kalman Absorption/Distribution Tracker, specifically designed to operate on 1-second intrabar intervals, represents a paradigm shift in this analytical approach. It abandons the simplistic smoothing of moving averages in favor of a state-space model that applies aerospace-grade signal processing to the chaotic environment of high-frequency market data.
At the core of this concept is the understanding that volume alone is insufficient; it is the relationship between aggressive volume and price displacement that reveals the hand of institutional participants. Traditional volume analysis is often binary, categorizing bars as simply "up" or "down," a method that obscures the nuances of the battle taking place within the timeframe. By drilling down to the 1-second level, this script effectively bypasses the limitations of time-based charting, treating the market stream almost as a tick chart. In this granular domain, the noise is immense. Algorithms, high-frequency trading bots, and market makers generate a blizzard of data that can easily deceive a standard cumulative volume delta (CVD) indicator. This is where the Kalman Filter becomes indispensable. Originally developed for trajectory estimation in navigation systems, the Kalman Filter excels at separating the "signal"—the true vector of buying or selling pressure—from the "noise" of random market chatter. By estimating the velocity and position of order flow in real-time, the tracker provides a smoothed yet highly responsive visualization of market intent, allowing traders to discern between genuine momentum and the deceptive phenomena of absorption and distribution.
The shift to 1-second intrabar resolution transforms the nature of the data being analyzed. In a standard 1-minute or 5-minute timeframe, the internal battle is aggregated into a single bar, hiding the specific sequence of events. A candle might close green, looking bullish, but the 1-second data might reveal that 90% of the buying occurred in the first ten seconds, followed by fifty seconds of passive selling that absorbed all further upside attempts. The 1-second processing logic implemented in this script utilizes a "Close-to-Close" methodology, which acts as a pseudo-tick reader. If the price of the current second is higher than the previous second, the volume is classified as aggressive buying; if lower, aggressive selling. This granularity offers a near-perfect correlation with true bid/ask data, providing the trader with an X-ray view of the auction. This level of detail is crucial because institutional accumulation and distribution rarely happen in obvious, large-block trades that spike volume histograms. Instead, they occur in a steady stream of smaller, algorithmic executions designed to mask intent. The 1-second granularity catches these footprints that larger timeframes simply average out.
A critical innovation within this framework is the handling of "flat ticks"—moments where volume executes but price remains unchanged. In the world of microstructure, these moments are often the most significant. When aggressive buying volume pours into the market but price refuses to tick higher, it signifies the presence of a "limit wall" or a passive seller absorbing the demand. Standard indicators often discard this data or split it arbitrarily. This script, however, offers advanced logic to assign this volume based on the previous tick's direction, recognizing that in a high-velocity momentum move, a flat tick is often a continuation of the immediate aggressor's effort meeting temporary resistance. By accurately categorizing this "effort without result," the script identifies Absorption with pinpoint accuracy. It flags the precise moment when the laws of supply and demand seemingly break—when effort (volume) fails to produce a result (price change)—alerting the trader to a potential reversal or exhaustion point long before the price pattern confirms it.
The concept of "Market Efficiency Benchmarking" serves as the analytical engine driving the script’s diagnostic capabilities. The market is not a static environment; liquidity conditions change depending on the time of day, the asset class, and the prevailing volatility regime. A 500-contract buy order might shatter resistance during the Asian session but barely move the needle during the New York open. To account for this, the tracker calculates a dynamic "Price per CVD" metric, effectively learning the current exchange rate between volume and price displacement. It utilizes an exponential decay mechanism to maintain a rolling baseline of market efficiency. By constantly asking, "How much price movement should this amount of volume create?", the script establishes a standard of normalcy. When the market deviates from this standard—for example, when a massive surge in buying velocity results in minimal price gain—the script registers a Distribution event. Conversely, when selling pressure evaporates into a stable price, it registers Absorption. This dynamic benchmarking ensures that the tool remains robust and adaptive, requiring less manual tuning as market conditions shift.
The Kalman Filter’s role in this process is to calculate the "velocity" of the order flow. While cumulative volume delta (CVD) tells you the position of buyers versus sellers (who has bought more in total), the Kalman velocity tells you the rate of change of that aggression. This is analogous to the difference between a car’s odometer and its speedometer. In trading, the speed of the move matters. A slow, grinding move upward suggests a lack of aggressive selling, while a rapid vertical spike suggests an emotional imbalance. The script detects these velocity shifts instantly. When the velocity exceeds a specific threshold, the system enters a "Trend State." It is during these states that the benchmarking logic is most active, comparing the predicted price trajectory against reality. If the velocity is high but the price lags behind the Kalman prediction, the divergence is mathematically quantified. This removes the subjectivity from reading divergence; instead of "eyeballing" a chart, the trader receives a definitive, data-driven signal that the current trend is unhealthy.
The visual interface of the tracker, the dashboard, is designed to synthesize this complex data into actionable intelligence. Trading is a game of context, and a single signal in isolation is often meaningless. The dashboard provides a multi-day memory, aggregating events from "Today," "Yesterday," and "Day Before (D-2)." This temporal perspective is vital because institutional campaigns often span several days. A single day of distribution might be a pause in a trend, but three consecutive days of distribution events in a rising market constitute a screaming warning sign of a reversal. The dashboard tracks "Confirmed" events (where price moves in harmony with volume) and "Hidden" events (Absorption/Distribution). By calculating the "Net" counts for each day, the script offers a directional bias summary. If the "Hidden Net" is positive, it implies that passive buyers are accumulating positions, supporting the trend. If negative, it implies smart money is using liquidity to exit. This high-level view allows the trader to align their intraday execution with the broader structural narrative of the market.
One of the most powerful metrics presented on the dashboard is the "Ease of Movement" ratio. Derived from Wyckoff logic, this ratio compares the efficiency of buyers versus sellers. If the script calculates that it takes 1,000 contracts of buying to move the price 5 points, but 1,000 contracts of selling only moves it 2 points, the ratio reveals a fundamental asymmetry. The path of least resistance is up. This metric allows traders to filter their setups with a bias toward the "easier" side of the market. Even if a short setup presents itself technically, a high Ease of Movement ratio warns that the trade will be fighting against the market’s internal physics. This insight is invaluable for risk management, helping traders avoid "choppy" trades and focus on high-probability expansions where price and volume are working in concert.
The granularity of the 1-second data also necessitates a discussion on the "State Change" counter. In a healthy, trending market, the Kalman state should remain relatively stable, holding a bullish or bearish velocity for extended periods. However, in a volatile, indecisive market, the state may flip rapidly back and forth. The "State Changes" metric quantifies this turbulence. A high number of state changes relative to the time elapsed indicates a "choppy" or "balanced" auction where neither side has seized control. This is an environment that destroys trend-following strategies. By observing this counter, a trader can gauge the "texture" of the market volatility. Is the market flowing smoothly, or is it erratic? This allows for dynamic strategy adjustment—tightening stops in high-state-change environments or letting winners run when the state is stable.
The practical application of this tool requires a nuanced understanding of the four primary events it detects: Confirmed Bullish, Confirmed Bearish, Absorption, and Distribution. A "Confirmed" event is the market functioning efficiently. Aggressive buyers step in, velocity spikes, and price expands proportionally. These are the waves traders want to ride. They signify agreement between aggressive and passive participants. However, the edge lies in identifying the anomalies. An "Absorption" event (Cyan on the dashboard) often marks the bottom of a pullback. It visually represents the moment when sellers run out of ammunition or hit a limit buy wall. Seeing a cluster of Absorption events at a key support level provides the confidence to enter a long position with a tight stop, knowing that the structural support is real, not just a line on a chart. Conversely, "Distribution" (Orange) at highs is the hallmark of a "bull trap." Retail traders see the breakout and buy, but the tracker sees that the buying volume is not translating into price distance, indicating that a larger player is feeding the bulls their exit liquidity.
The "Current State" section of the dashboard brings this analysis into the immediate present. It functions as a real-time monitor for the active candle or swing. By projecting an "Expected Price" based on the accumulated CVD of the current move, it gives the trader a live performance review of the trend. If the actual price is trading below the expected price during an uptrend, the text will flash "Distribution Risk." This is a leading indicator in the truest sense. It warns the trader before the candle closes, before the moving average crosses, and before the price structure breaks. This latency advantage is the primary benefit of the Kalman filter’s predictive capability. It allows for proactive trade management—taking partial profits as distribution appears, rather than waiting for the market to reverse and stop out the trade.
It is important to acknowledge the technical sophistication required to run such a script. Processing 1-second arrays for an entire trading session pushes the Pine Script engine to its limits. The sheer volume of data points—tens of thousands per session—requires efficient coding and array management to prevent timeouts. This complexity is the barrier to entry that keeps such analysis out of the hands of the casual amateur. It is a tool for the serious market participant who understands that the quality of their output is dependent on the resolution of their input. The script’s ability to handle this data load and persist the calculations across sessions using var variables demonstrates a mastery of the platform’s capabilities, turning TradingView into a workstation that rivals professional institutional terminals.
The psychological impact of using the Kalman Absorption/Distribution Tracker cannot be overstated. Uncertainty is the root of emotional error in trading. When a trader buys a pullback, the fear of the price continuing to drop is palpable. However, if that trader has quantitative evidence that selling pressure is being absorbed—if they can see the "Hidden Net" turning positive and the Kalman velocity slowing down despite the red candles—that fear is replaced by conviction. The tool acts as an objective third party, decoupling the decision-making process from the emotional sway of price ticks. It anchors the trader in the reality of the order flow. It fosters a mindset of "buying strength in weakness" and "selling weakness in strength," which is the antithesis of the typical retail urge to chase price.
Furthermore, the adaptability of the script through its inputs allows it to be tuned to specific assets. The "Alpha" and "Beta" settings of the Kalman filter control its sensitivity. A higher Alpha makes the filter more responsive to recent price changes, suitable for scalping volatile assets like cryptocurrencies. A lower Alpha smooths the data further, ideal for capturing broader trends in thicker markets like the ES or Treasuries. The "Price Follow Threshold" allows the user to define what constitutes "efficiency" for a specific instrument. By tweaking these parameters, the trader effectively calibrates their radar to the specific frequency of the market they are trading, ensuring that the signals generated are relevant and actionable. This customizability ensures that the tool is not a black box but a transparent framework for market analysis.
The distinction between "Confirmed Net" and "Hidden Net" on the dashboard offers a dual-layer view of market sentiment. "Confirmed Net" tracks the visible trend—the moves that everyone sees. A high positive Confirmed Net means the trend is healthy and obvious. "Hidden Net," however, tracks the invisible war. A divergence between these two is a powerful signal. For instance, if the market is grinding higher (Positive Confirmed Net) but the Hidden Net is deeply negative (Distribution), it indicates a "hollow rally." The price is rising due to a lack of selling, not the presence of strong buying, and passive sellers are unloading into the move. This setup often precedes a violent correction. Identifying this "hollow" structure allows the trader to avoid buying the top or to position themselves for a mean reversion trade.
The 1-second granularity also shines during news events and the market open. These periods are characterized by extreme volatility and noise. Standard indicators often blow out or provide false signals during these times due to the sheer magnitude of the variance. The Kalman filter, however, is designed to handle noisy data streams. By dynamically adjusting its state estimates, it can track the dominant flow of capital even through the chaos of an FOMC release or the opening bell. The "Close-to-Close" logic ensures that every tick is accounted for, providing a cumulative picture of who won the opening battle. If the first minute of the session sees high volatility but the script registers massive "Absorption," it suggests that the initial volatility was a liquidity grab, setting the stage for a steady move in the opposite direction.
Ultimately, the Kalman Absorption/Distribution Tracker is more than just a technical indicator; it is a philosophy of market engagement. It rejects the notion that price is the only truth, arguing instead that price is the result of a negotiation between aggression and liquidity. By quantifying this negotiation with the precision of 1-second intervals and the mathematical rigor of Kalman filtering, it provides a window into the "why" behind the move. It transforms the chart from a historical record of what happened into a real-time display of what is happening now.
For the trader with the right mindset—one who values process over prediction and risk management over gambling—this tool offers a significant edge. It does not promise to predict the future, but it offers the most accurate possible description of the present. In the zero-sum game of trading, having a clearer, faster, and more detailed view of the battlefield is often the deciding factor between profitability and ruin. The script bridges the gap between the retail trader and the institutional algorithm, democratizing access to high-frequency order flow analysis and empowering the user to make decisions based on the structural reality of the market rather than the deceptive surface of price action. It is a testament to the power of modern scripting languages and a valuable addition to the arsenal of any serious technical analyst.
# Trading View's premium subscription is required to run this script.
Institutional Confluence Mapper [JOAT]Institutional Confluence Mapper (ICM)
Introduction
The Institutional Confluence Mapper is an open-source multi-factor analysis tool that combines five analytical modules into a unified confluence scoring system. It synthesizes institutional trading concepts including Relative Rotation analysis, Smart Money flow detection, Liquidity zone mapping, Session-based timing, and Volatility regime classification.
Rather than relying on a single indicator, ICM evaluates market conditions through multiple lenses simultaneously, presenting a clear confluence score (0-100%) that reflects the alignment of various market factors.
This script is fully open-source under the Mozilla Public License 2.0.
Originality and Purpose
This indicator is NOT a random mashup of existing indicators. It is an original implementation that creates a unified institutional analysis framework:
Why Multiple Modules? Most retail traders struggle because they rely on single indicators that provide conflicting signals. Institutional traders evaluate markets through multiple frameworks simultaneously. ICM bridges this gap by providing a unified view of complementary analysis methods.
The Confluence Scoring System: Each module contributes to a weighted confluence score (0-100%). Scores above 65% indicate bullish confluence; below 35% indicates bearish confluence.
How Components Work Together:
RRG (Relative Rotation) determines macro bias - is this asset outperforming or underperforming its benchmark?
Institutional Flow confirms smart money activity - are institutions accumulating or distributing?
Volatility Regime determines strategy selection - trend-follow or mean-revert?
Liquidity Detection identifies key levels - where are the stop hunts happening?
Session Analysis optimizes timing - when should you trade?
The Five Core Modules
1. Relative Rotation Momentum Matrix (RRG)
Compares the current symbol against a benchmark (default: SPY) using the JdK RS-Ratio methodology with double-smoothed EMA. Assets rotate through four quadrants:
LEADING: Outperforming with positive momentum (strongest bullish)
WEAKENING: Outperforming but losing momentum
LAGGING: Underperforming with negative momentum (strongest bearish)
IMPROVING: Underperforming but gaining momentum
2. Institutional Flow Analysis
Analyzes volume patterns to detect smart money activity:
Volume Z-Score measures how unusual current volume is
Buy/Sell pressure estimation based on candle structure
Unusual volume detection highlights institutional activity
3. Volatility Regime System
Uses ATR percentile ranking to classify market conditions:
COMPRESSION: Low volatility (ATR < 20th percentile) - potential breakout
EXPANSION: High volatility (ATR > 80th percentile) - trending
TRENDING_BULL/BEAR: Directional trends based on EMA alignment
RANGING: Sideways consolidation
4. Liquidity Detection
Identifies institutional liquidity targets using swing point analysis:
Swing highs/lows are tracked and displayed as dashed lines
Purple dashed lines mark resistance/sell-side liquidity
Teal dashed lines mark support/buy-side liquidity
Gold diamonds appear when liquidity sweeps are detected (potential reversals)
5. Session Momentum Profiler
Tracks trading sessions based on your selected timezone:
Asian Session: 7PM - 4AM EST
London Session: 3AM - 12PM EST
New York Session: 9:30AM - 4PM EST
London/NY Overlap: 8AM - 12PM EST (peak liquidity)
Visual Elements
Main Dashboard (Top-Right):
BIAS: Overall direction with confluence percentage
RRG: Current quadrant and momentum
FLOW: Smart money bias and volume status
REGIME: Market condition and volatility percentile
SESSION: Active trading session and current time
LIQUIDITY: Active zones and grab signals
SIGNAL: Actionable recommendation
Chart Elements:
Gold Diamond: Liquidity grab (potential reversal point)
Teal Dashed Line: Support / Buy-side liquidity zone
Purple Dashed Line: Resistance / Sell-side liquidity zone
EMA 21/55/200: Trend structure with cloud fill
Volatility Bands: ATR-based channels
How to Use
Step 1: Check the BIAS row for overall market direction
Step 2: Check REGIME to understand market conditions
Step 3: Identify key levels using liquidity zones and EMAs
Step 4: Wait for confluence above 65% (bullish) or below 35% (bearish)
Step 5: Look for gold diamond signals at key levels
Best Setups
Bullish: Confluence >65%, RRG in LEADING/IMPROVING, bullish flow, price near teal support zone.
Bearish: Confluence <35%, RRG in LAGGING/WEAKENING, bearish flow, price near purple resistance zone.
Reversal: Gold diamond appears after price sweeps a liquidity zone.
Key Input Parameters
Benchmark Symbol: Compare against (default: SPY)
RS-Ratio/Momentum Lookback: RRG calculation periods
Volume Analysis Period: Flow detection lookback
Swing Length: Liquidity zone detection
ATR Period/Rank Period: Regime classification
Timezone: Session detection timezone
Alerts
Liquidity Grab Bull: Bullish sweep detected
Liquidity Grab Bear: Bearish sweep detected
High Confluence Bull: Confluence above 70%
High Confluence Bear: Confluence below 30%
Best Practices
Use on 1H, 4H, or Daily timeframes for reliable signals
Combine with price action for confirmation
Respect the regime - don't fight strong trends
Trade during London/NY overlap for best liquidity
Wait for high confluence scores before entering
Always use proper risk management
Limitations
Works best on liquid markets with sufficient volume
Session features optimized for forex/crypto markets
RRG requires a valid benchmark symbol
No indicator predicts the future - use proper risk management
Disclaimer
This indicator is for educational and informational purposes only. It is not financial advice. Trading involves substantial risk of loss. Past performance does not guarantee future results.
-Made with passion by officialjackofalltrades
CoreLibrary "Core"
inRTH()
gapFlags(prevDayClose, gapPct)
Parameters:
prevDayClose (float)
gapPct (float)
gapInfo(prevClose)
Parameters:
prevClose (float)
relativeVolume(len)
Parameters:
len (int)
barSeconds()
barSecondsOpt(rthSecondsDefault)
Parameters:
rthSecondsDefault (int)
relVolRealtime(len)
Parameters:
len (int)
mtfAlign(htfEma, tol)
Parameters:
htfEma (float)
tol (float)
htfDistanceAbs(htfEma, fallback)
Parameters:
htfEma (float)
fallback (float)
mtfState(htfEma, tol)
Parameters:
htfEma (float)
tol (float)
adaptiveLength(rocLen, minSmooth, maxSmooth, useAdaptive, baseSmoothing, speedLookback)
Parameters:
rocLen (int)
minSmooth (int)
maxSmooth (int)
useAdaptive (bool)
baseSmoothing (int)
speedLookback (int)
adaptiveTrend(src, adaptiveLen)
Parameters:
src (float)
adaptiveLen (float)
atrBands(atrLen, atrMult, basis)
Parameters:
atrLen (simple int)
atrMult (float)
basis (float)
calcTrendStrength(closePrice, fastEMA, slowEMA, volumeConfirmed, speedConfirmed)
Parameters:
closePrice (float)
fastEMA (float)
slowEMA (float)
volumeConfirmed (bool)
speedConfirmed (bool)
calcMovementPotential(inExpansionZone, trendStrength, speedConfirmed)
Parameters:
inExpansionZone (bool)
trendStrength (int)
speedConfirmed (bool)
combineSignalScore(trendStrength, movementPotential, mtfBonus, volumeSurgeBonus)
Parameters:
trendStrength (int)
movementPotential (int)
mtfBonus (int)
volumeSurgeBonus (int)
strength10(dirLong, volRatio, htfDistance, isTraditional, isAltPattern, bodySize, rsi)
Parameters:
dirLong (bool)
volRatio (float)
htfDistance (float)
isTraditional (bool)
isAltPattern (bool)
bodySize (float)
rsi (float)
sessionProfile()
microstructure(lookback)
Parameters:
lookback (int)
normalizePressure(pressure, lookback)
Parameters:
pressure (float)
lookback (int)
tickPressureNorm(lb)
Parameters:
lb (int)
zscore(x, lb)
Parameters:
x (float)
lb (int)
tickPressureZ(lb)
Parameters:
lb (int)
strength10DayTrade(dirLong, volRatio, htfDistance, isTraditional, isAltPattern, bodySize, rsi, sessionBonus, tickPressure)
Parameters:
dirLong (bool)
volRatio (float)
htfDistance (float)
isTraditional (bool)
isAltPattern (bool)
bodySize (float)
rsi (float)
sessionBonus (bool)
tickPressure (float)
vwapBands(vwap, length)
Parameters:
vwap (float)
length (int)
vwapChop(vwap, dev, atrPct, rsi)
Parameters:
vwap (float)
dev (float)
atrPct (float)
rsi (float)
calcRiskReward(entry, stop, tp1, tp2, tp3, shares)
Parameters:
entry (float)
stop (float)
tp1 (float)
tp2 (float)
tp3 (float)
shares (float)
squeezeBBKC()
marketRegime(lookback)
Parameters:
lookback (int)
squeezeBucket(ratio)
Parameters:
ratio (float)
dynamicCooldown(baseBars, atrPct, inChop, maxBars)
Parameters:
baseBars (int)
atrPct (float)
inChop (bool)
maxBars (int)
vwapMode(inChop)
Parameters:
inChop (bool)
toPctStr(x)
Parameters:
x (float)
yesNo(b)
Parameters:
b (bool)
trendLabel(state)
Parameters:
state (int)
minRByPct(price, pct)
Parameters:
price (float)
pct (float)
vwapChopScore(vwap, dev, atrPct, rsi)
Parameters:
vwap (float)
dev (float)
atrPct (float)
rsi (float)
strengthGateSuggest(isQualityTime, inChop, baseGate)
Parameters:
isQualityTime (bool)
inChop (bool)
baseGate (int)
cooldownReason(atrPct, inChop)
Parameters:
atrPct (float)
inChop (bool)
readyGates(isQualityTime, inChop, relVol, atrPct, baseGate)
Parameters:
isQualityTime (bool)
inChop (bool)
relVol (float)
atrPct (float)
baseGate (int)
readyVerdict(isLong, mtfStateVal, relVol, atrPercent, strengthScore, strengthGate)
Parameters:
isLong (bool)
mtfStateVal (int)
relVol (float)
atrPercent (float)
strengthScore (int)
strengthGate (int)
structuralStops(isLong, sigLow, sigHigh, vwap, dev, atr, stopBufAtr)
Parameters:
isLong (bool)
sigLow (float)
sigHigh (float)
vwap (float)
dev (float)
atr (float)
stopBufAtr (float)
emaSlopePct(ema, bars)
Parameters:
ema (float)
bars (int)
atrPct(len)
Parameters:
len (simple int)
cooldownStatus(lastSigBar, cooldownBars)
Parameters:
lastSigBar (int)
cooldownBars (int)
emaSlopeSign(ema, bars)
Parameters:
ema (float)
bars (int)
barProgress()
rthMarkers()
badge(ok)
Parameters:
ok (bool)
triBadge(x)
Parameters:
x (int)
priceAcceptanceAdaptive(minBodyFrac)
Parameters:
minBodyFrac (float)
speedConfirmed(rocLen, emaLen, smaLen)
Parameters:
rocLen (int)
emaLen (simple int)
smaLen (int)
setupScore(isLoose, isNormal, vwapTrend, emaUp, mtfBull, relVolOK, microOK, cooldownOK)
Parameters:
isLoose (bool)
isNormal (bool)
vwapTrend (bool)
emaUp (bool)
mtfBull (bool)
relVolOK (bool)
microOK (bool)
cooldownOK (bool)
setupTier(score)
Parameters:
score (int)
setupQuality(score)
Parameters:
score (int)
setupQualityColor(score)
Parameters:
score (int)
setupScoreDir(isLong, isLoose, isNormal, vwapTrend, emaUp, mtfBull, relVolOK, priceAccept, tickNorm, cooldownOK)
Parameters:
isLong (bool)
isLoose (bool)
isNormal (bool)
vwapTrend (bool)
emaUp (bool)
mtfBull (bool)
relVolOK (bool)
priceAccept (bool)
tickNorm (float)
cooldownOK (bool)
setupScoresBoth(isLoose, isNormal, vwapTrend, emaUp, mtfBull, relVolOK, priceAccept, tickNorm, cooldownOK)
Parameters:
isLoose (bool)
isNormal (bool)
vwapTrend (bool)
emaUp (bool)
mtfBull (bool)
relVolOK (bool)
priceAccept (bool)
tickNorm (float)
cooldownOK (bool)
ruleGatesDir(isLong, squeezeTight, emaUp, vwapTrend, relVol, relVolThresh, tickNorm, useSqzGate, useEmaGate, useVwapGate, useVolGate, useMicroGate)
Parameters:
isLong (bool)
squeezeTight (bool)
emaUp (bool)
vwapTrend (bool)
relVol (float)
relVolThresh (float)
tickNorm (float)
useSqzGate (bool)
useEmaGate (bool)
useVwapGate (bool)
useVolGate (bool)
useMicroGate (bool)
ruleGates(squeezeTight, emaUp, vwapTrend, relVol, relVolThresh, tickNorm, useSqzGate, useVwapGate, useVolGate, useMicroGate)
Parameters:
squeezeTight (bool)
emaUp (bool)
vwapTrend (bool)
relVol (float)
relVolThresh (float)
tickNorm (float)
useSqzGate (bool)
useVwapGate (bool)
useVolGate (bool)
useMicroGate (bool)
arrowColor(bucket, baseColor, useRegimeColor)
Parameters:
bucket (string)
baseColor (color)
useRegimeColor (bool)
orbHiLo(minutes)
Parameters:
minutes (int)
prevDayHL()






















