RSI 55/48 + MACD + EMA + Volume Filter (Futures)Trend & momentum indicator based on:
• RSI 55/48 regime filter
• EMA trend direction
• MACD momentum trigger
• Volume confirmation filter
Designed for intraday trading (1m–15m), especially futures.
Best used as a confirmation tool, not a standalone strategy.
Indicadores y estrategias
Dynamic EMA Trend Table [Customizable]Overview
The Dynamic EMA Trend Table is a comprehensive dashboard designed to give traders an instant overview of the market trend across five distinct Exponential Moving Averages (EMAs). Instead of cluttering your chart with multiple lines, this script organizes the data into a clean, customizable table, allowing you to assess trend alignment at a glance.
How It Works
This indicator calculates five user-defined EMAs (defaulting to the popular 5, 20, 50, 100, and 200 periods). It then compares the Current Price against each EMA value to determine the immediate trend status:
Bullish State: When the current price is above the specific EMA, the table cell turns Green (customizable).
Bearish State: When the current price is below the specific EMA, the table cell turns Red (customizable).
This logic allows swing traders and scalpers to instantly see if the asset is in a strong uptrend (all cells Green), a strong downtrend (all cells Red), or a consolidation phase (mixed colors).
Key Features
Fully Customizable Periods: Change the length of all 5 EMAs to fit your specific strategy (e.g., Fibonacci numbers or standard Swing Trading settings).
Dynamic UI: Position the table anywhere on the screen (Top/Bottom/Left/Right) and adjust the size to fit your screen resolution.
Visual Cleanliness: You can choose to show the table only, or toggle the "Show EMAs on Chart" option to plot the actual lines on your chart.
Smart Coloring: The lines on the chart (if enabled) inherit the same color logic as the table—turning Green when price is above them and Red when price is below.
Settings & Configuration
Price Source: Select Close, High, Low, etc. (Default is Close).
Table Position & Size: Customize where the dashboard appears.
EMA Lengths: Set your 5 preferred lookback periods.
Color Theme: Fully adjustable colors for Bullish, Bearish, Neutral, and Background elements to match your chart theme (Dark/Light mode friendly).
Use Case Example
Trend Confirmation: A trader looking for a "Buy" entry might wait for the short-term EMAs (5 and 20) and the medium-term EMA (50) to all turn Green in the table before entering.
Support/Resistance Watch: By quickly glancing at the values in the table, you can see exactly where the 200 EMA sits without needing to scroll back on your chart to find the line.
Swing Master by Pooja📘 Swing Master by Pooja
Invite-Only | Rule-Based Swing & Trend Structure Indicator
🔍 What this indicator is
Swing Master by Pooja is a rule-based technical analysis indicator designed to help traders identify high-quality swing opportunities within an established trend structure.
This script is not a trading strategy.
It does not execute trades and does not provide fixed targets or stop-loss levels.
Instead, it functions as a decision-support tool.
Visual signals appear only on confirmed candles, and only when trend structure, momentum, and market participation align together.
The core objective of this indicator is filtering low-quality market conditions and avoiding random entries, not generating frequent signals.
🎯 Intended Trading Use
This indicator is intended for traders who:
Trade trend-based swings and pullbacks
Prefer structure-aligned entries instead of chasing price
Want multi-factor confirmation before acting
Apply their own execution and risk-management rules
Applicable on:
Indices
Stocks
Futures
Intraday & higher-timeframe swing charts
🧠 Why this is NOT a simple indicator mashup
Although Swing Master uses EMA, RSI, Volume, and multi-timeframe context, each component serves a distinct and non-overlapping role.
No indicator is used to confirm itself, and no single condition can trigger a signal independently.
Signals are generated only when all required structural and momentum conditions align together on a confirmed bar, reducing noise and hindsight bias.
🔹 EMA Structure (50 / 100 / 200)
Defines trend hierarchy and market structure
Strictly filters trades in the dominant trend direction
Identifies pullback zones, not breakout points
EMA stacking is used to determine structural bias, not direct entries.
🔹 Pullback-Tolerance Logic (Key Original Component)
Instead of requiring exact EMA touches, the script applies a tolerance-based pullback zone around EMAs.
This allows:
More realistic swing entries
Fewer missed opportunities
Reduced noise compared to rigid EMA rules
This pullback-zone evaluation is custom-designed and central to the indicator’s behavior.
🔹 RSI Momentum Filter
Ensures pullbacks occur with momentum acceptance
Filters entries during weak or exhausted moves
Helps avoid counter-trend traps
RSI is used strictly as a momentum-quality filter, not as a standalone signal.
🔹 Volume Participation Filter
Confirms that price movement has market participation
Filters signals during low-interest or weak-volume phases
Helps avoid false continuation attempts
🚦 Signal Types Explained (Rule-Specific & Non-Repeating)
Each visual signal represents a distinct market condition, not repeated logic.
▸ sb — Swing Buy
Trend-aligned pullback near EMA structure
RSI confirms momentum
Volume confirms participation
▸ FS — Future Sell
Mirror logic of Swing Buy
Appears only in established downtrends
▸ SB / SS — Strong Buy / Strong Sell Zones
Price acceptance above or below all EMAs
Indicates strong directional control
Plotted only on the first bar of zone entry (no repetition)
▸ GB / GS — Golden Buy / Golden Sell
EMA 100 / EMA 200 crossover
Represents a structural trend transition
Appears only on confirmed crossovers
Each signal type follows its own independent rule-set.
📊 Multi-Timeframe Dashboard (Context Only)
The optional dashboard provides:
Trend state across higher timeframes
Top-down market context for directional bias
The dashboard is informational only and does not generate signals.
🔔 Alerts
Alert conditions are available for all signal types.
Alerts trigger only on confirmed candles and are intended to support manual analysis, not automated trading.
🔐 Why Invite-Only & Closed-Source
Swing Master incorporates:
Stateful signal control
Multi-condition validation
Non-repeating signal logic
Custom pullback-zone evaluation
The source code is protected to preserve the internal interaction, sequencing, and state management logic, not to conceal commonly known indicators.
⚠ Disclaimer
This indicator is provided for educational and analytical purposes only.
It does not constitute financial advice and does not guarantee results.
All trading decisions, execution, and risk management remain entirely the user’s responsibility.
SR + Volume + RSI MTF - edited by MochiSR + Volume + RSI MTF – edited by Mochi
This indicator combines three tools into a single script:
SR Zones from Pivots
Automatically detects clusters of pivot highs/lows and groups them into support and resistance zones.
Zone width is tightened using a percentage of the pivot cluster range so levels are more precise and cleaner.
Each zone includes:
A colored box (SR area),
A dashed midline,
A POC line (price level with the highest traded volume inside the zone),
A label showing the zone price and distance (%) from current price.
Zone color is dynamic but simple and stable:
If price closes below the mid of the zone → it is treated as resistance (red).
If price closes above the mid of the zone → it is treated as support (green).
Box, lines, and label always share the same color.
Volume Inside the Zone + POC
Calculates buy/sell volume for candles whose close lies inside each zone.
Uses abs(buyVol − sellVol) / (buyVol + sellVol) to measure volume imbalance and control box opacity:
Stronger, more one‑sided volume → darker box (stronger zone).
POC is drawn as a thin line with the same color as the zone to highlight the best liquidity level for entries/TP.
Multi‑Timeframe RSI Dashboard
Shows RSI(14) values for multiple timeframes (1m, 5m, 15m, 30m, 1h, 4h, 8h, 1d), each can be toggled on/off.
Background color of each RSI cell:
RSI > 89 → red (strong overbought),
80–89 → orange (warning area),
RSI < 28 → lime (strong oversold),
Otherwise → white (neutral).
The goal of this script is to give traders a clear view of:
Key support/resistance zones,
Their volume quality and POC,
And multi‑TF overbought/oversold conditions via the RSI dashboard – all in one indicator to support retest/flip‑zone trading.
High Vol Big Move (Up or Down)Nine million EP with 4% stock moved up or down, and today's volume is more than yesterday's volume.
DCA Destroyer[Sahebson]Smart DCA Signal Calculator with Dynamic Position Sizing: (Designed for SPY or QQQ)
Transform your dollar-cost averaging strategy with intelligent position sizing.
This indicator identifies market exhaustion points where price reversals are likely, then calculates optimal position sizes based on the severity of the correction. Instead of buying fixed amounts on fixed dates, it deploys capital strategically when assets show oversold conditions, automatically scaling investment amounts from small positions on minor dips to aggressive positions during major corrections.
Core Features:
Exhaustion Detection: Identifies reversal points using swing analysis and momentum indicators
Dynamic Position Sizing: 8-tier multiplier system (0.1x to 25x base amount) based on drawdown depth
Real-Time Comparison: Side-by-side performance tracking vs traditional DCA
Adaptive Scaling: Exponential curve matches market volatility patterns
Risk Management: Tracks average cost, share accumulation, and ROI metrics
Visual Signals: Color-coded buy arrows with multiplier and amount labels
How It Works:
Monitors price for exhaustion patterns (sustained selling pressure followed by reversal)
Measures current drawdown from recent highs
Calculates position multiplier based on correction severity
Displays buy signal with recommended purchase amount
Tracks cumulative performance vs baseline DCA strategy
Use Cases:
Systematic accumulation of long-term positions
Optimizing entry timing for core holdings
Capital-efficient portfolio building
Crash buying with predetermined rules
Emotion-free position sizing
Ideal For:
Long-term investors building positions
Traders seeking systematic dip-buying rules
Portfolio managers optimizing capital deployment
Anyone practicing dollar-cost averaging who wants better results
Customizable Parameters:
Adjust exhaustion sensitivity (swing length, bar count)
Configure multiplier tiers for your risk tolerance
Set lookback period for drawdown measurement
Define base position size and DCA comparison amount
Performance Metrics:
Real-time ROI comparison (strategy vs DCA)
Share accumulation efficiency
Average cost basis tracking
Signal quality analytics
Tier distribution analysis
Smart Triangles & S/R SystemOverview This indicator is a comprehensive technical analysis tool designed to automatically identify dynamic chart patterns and institutional support/resistance structures. Its primary focus is on detecting valid Triangle Patterns (Symmetrical, Ascending, Descending) and identifying high-probability breakout zones using a proprietary "Smart Apex" algorithm.
Why is this script Protected? This script utilizes a unique, custom-built algorithm called "Smart Start & Apex Validation". Unlike standard pivot-based indicators, this system dynamically recalculates the starting points of trendlines to exclude false wicks and noise (Smart Start). Furthermore, it employs a geometric validation logic that calculates the exact intersection point (Apex) of the trendlines to ensure the triangle exists in the future and has not already invalidated itself mathematically. Due to the complex and proprietary nature of these calculation methods and the specific filtering logic for "Fresh" vs. "Broken" horizontal levels, the source code is protected to maintain the integrity of the strategy.
Key Features
Smart Triangle Detection:
Uses Pivot Highs/Lows to draw trendlines.
Smart Start Logic: Automatically shifts the trendline start point if a candle body violates the slope, ensuring lines "hug" the price action correctly.
Apex Validation: Ensures lines are converging and the intersection point is valid.
Institutional S/R Levels:
Automatically plots horizontal Support and Resistance levels based on historical pivot clusters.
Distinguishes between Fresh Levels (Untouched) and Broken Levels (flipped S/R), color-coded for visual clarity.
Dynamic Targets:
Projects breakout targets based on the triangle's opening height (Base).
Target Memory: Once a breakout occurs, the target remains fixed on the chart until a completely new pattern invalidates it, allowing traders to track the trade lifecycle.
How to Use
Trendlines: Look for price compression between the Red (Resistance) and Green (Support) dotted lines.
Breakouts: Wait for a candle close outside the triangle structure. The indicator will generate a "Target Flag" indicating the potential price objective.
Confluence: Use the horizontal S/R lines as confirmation for entry or stop-loss placement.
Settings
Triangles: Adjust pivot lengths to catch larger or smaller structures. Toggle "Smart Start" for cleaner lines.
Slope Rules: Filter out weak patterns by enforcing minimum slope requirements.
S/R Zones: Customize the lookback period and visibility of horizontal levels.
Development & Feedback I am actively developing this tool to make it the definitive structure indicator. I highly value community feedback. Please leave your suggestions or feature requests in the comments section below. I read all feedback to improve future versions.
Disclaimer: This tool is for educational purposes and assists in technical analysis. Past performance is not indicative of future results.
Interest ZonesThis indicator automatically identifies and plots "Interest Zones" around significant pivot highs and lows, representing potential areas of institutional interest, support/resistance, or accumulation/distribution. Zones are dynamically merged when pivots cluster near the same price level and extended for visibility.
How It Works (Technical Methodology)
Pivot Point Detection
The indicator uses Pine Script's ta.pivothigh() and ta.pivotlow() with asymmetric left/right lengths (default left=20, right=13) to detect swing highs and lows. This allows for customizable sensitivity – longer left for stronger confirmation, shorter right for faster detection.
Zone Start Condition (Filtering)
Multiple modes control from which point in history zones begin to be drawn:
"None": All historical pivots (limited by max zones).
"Auto (Start of Day)": Zones only from the beginning of the current trading day (resets daily).
"Manual Date": User-defined fixed date.
"Interactive (Chart)": User-confirmed date via input (useful for backtesting specific periods).
"Last X Bars": Only pivots within the last user-defined number of bars (default 400).
A vertical line marks the start point in date-based modes for visual reference.
Zone Construction
For each valid pivot:
Zone thickness is based on ATR(14) × user-defined multiplier (default 0.3) for dynamic, volatility-adjusted height.
Pivot High zones: Centered below the high (potential supply/resistance).
Pivot Low zones: Centered above the low (potential demand/support).
Zones are drawn as boxes extending to the right, with gray fill and border.
Merge & Overlap Logic
When a new pivot falls inside an existing zone or is very close (within user-defined "Proximity Sensitivity %" of the zone's midpoint, default 1.1%):
The new pivot is merged into the existing zone.
A counter ("x2", "x3", etc.) is displayed on the zone, indicating how many pivots have clustered there.
The zone is strengthened visually (counter text) and extended further right.
This highlights high-interest levels where price repeatedly reversed.
Zone Management
In "None" mode: Only the most recent user-defined max zones are kept (default 5) – oldest deleted automatically.
In other modes: Up to ~490 zones (performance limit), oldest pruned if exceeded.
All zones auto-extend to the right on the last bar for continuous visibility.
Visual Elements
Uniform gray color for all zones (configurable).
Transparent background fill (adjustable).
Counter text in white (configurable) when zones have multiple touches.
Clean, non-directional design – focuses purely on clustered reversal points.
How to Use
Interest Zones highlight price levels where the market has shown repeated respect through multiple swing pivots – often coinciding with institutional order clusters, psychological levels, or hidden support/resistance.
Higher counter values ("x3+", "x5+"): Stronger zones – higher probability of reaction on retest.
Use for:
Potential reversal or bounce areas when price approaches a zone.
Confluence with other tools (order blocks, FVG, volume profile, etc.).
Stop-loss placement beyond zones or take-profit at opposite zones.
Daily reset ("Auto Start of Day"): Ideal for intraday trading – fresh zones each session.
Backtesting: Use "Manual" or "Interactive" date modes to analyze specific historical periods.
"Last X Bars": Good for medium-term swing analysis without full history clutter.
Adjust ATR multiplier for tighter (lower) or wider (higher) zones based on asset volatility. Increase proximity sensitivity for more aggressive merging in ranging markets.
Combine with trend direction, volume, or higher-timeframe structure for best results.
Disclaimer
This indicator is a technical analysis tool and should be used in conjunction with other forms of analysis. Past performance does not guarantee future results. Always use proper risk management.
MA150 Respect Ratio (ATR-adjusted)This indicator measures how reliably price respects the 150-day moving average as support.
It computes an empirical probability (Respect Ratio) based on historical interactions with MA150:
– Dynamic touch tolerance based on ATR
– Optional shallow breaks allowed (user-defined)
– Trend filter (MA150 rising + price above)
– Minimum event count for statistical reliability
The output is a probability score (0–1) indicating how often MA150 held as support when tested.
This tool is intended for research and decision support, not as a standalone trading signal.
ADX has added a background image, which clearly shows the long a OKX:BTCUSDT26Z2025
ADX加了背景图,可以清楚的看到,多空信号
ADX has added a background image, which clearly shows the long and short signals
Automatic Fibonacci StructureFibonacci tool-based price pattern analysis helps you identify buying and selling zones, structural retracements, extension ranges, and most importantly, overlapping intervals.
MACD deviation MACD deviation,MACD with divergence can be clearly seen, there is no need to draw it again
MACD带背离,可以很明显的看到背离,不用再画
SpectreSPECTRE - Precision Reversal Detection System
OVERVIEW
Spectre is a channel breakout indicator designed to identify high-probability reversal points by combining Donchian channel breaches with momentum confirmation. It generates BUY signals at oversold extremes and SELL signals at overbought extremes, filtered by trend strength to avoid low-conviction setups.
This indicator replaces the Regime Engine, which will continue to evolve independently as an experimental platform for testing new strategies and enhancements. Spectre was selected as the production replacement based on extensive backtesting across multiple assets and timeframes, which demonstrated superior win rates compared to alternative sell logic approaches (RSI-based exits outperformed CMO-based exits in 13 of 18 test configurations).
SIGNAL LOGIC
BUY CONDITIONS (all must be true):
Price touches or breaks below Donchian lower band
RSI is at or below oversold threshold (default: 35)
ADX confirms sufficient trend strength (default: ≥22)
BBWP confirms adequate volatility (default: ≥20%)
Cooldown period has elapsed since last buy
Cascade limit not reached
SELL CONDITIONS (all must be true):
Price touches or breaks above Donchian upper band
RSI is at or above overbought threshold (default: 70)
ADX confirms sufficient trend strength (default: ≥22)
BBWP confirms adequate volatility (default: ≥20%)
Cooldown period has elapsed since last sell
Cascade limit not reached
Price is not underwater (if protection enabled)
KEY FEATURES
NON-REPAINTING DONCHIAN CHANNELS
Uses previous bar's high/low extremes to prevent signal repainting. What you see in history is what you would have seen in real-time.
MULTI-FACTOR CONFIRMATION
Signals require agreement between price action (Donchian), momentum (RSI), and trend strength (ADX) to filter out low-quality setups.
VOLATILITY FILTER (BBWP)
Bollinger Band Width Percentile measures current volatility relative to historical norms. Low BBWP indicates compressed ranges where breakouts are less reliable - signals are blocked until volatility returns.
CASCADE PROTECTION
Limits consecutive signals in the same direction to prevent overexposure during extended trends. Resets when a signal fires in the opposite direction.
UNDERWATER PROTECTION (Unique to Spectre)
Tracks average entry price of recent buys and blocks sell signals when price has fallen significantly below this level. This prevents locking in large losses during drawdowns and allows positions to recover before exiting.
REGIME DETECTION
Visual background shading indicates current market regime based on Directional Indicator spread and On-Balance Volume trend. Green indicates bullish regime (+DI > -DI, OBV rising). Red indicates bearish regime (-DI > +DI, OBV falling). White/Gray indicates neutral or ranging conditions.
RECOMMENDED SETTINGS BY TIMEFRAME
For 5-minute charts, use RSI Buy 30-35, RSI Sell 70-75, ADX 20-24.
For 15-minute charts, use RSI Buy 30-35, RSI Sell 68-72, ADX 22-26.
For 30-minute charts (default), use RSI Buy 32-38, RSI Sell 68-72, ADX 22-26.
For 1-hour charts, use RSI Buy 35-40, RSI Sell 65-70, ADX 20-24.
For 4-hour charts, use RSI Buy 35-40, RSI Sell 65-70, ADX 18-22.
These are starting points - optimize for your specific assets.
INFO PANEL GUIDE
Regime shows current market bias (Bullish/Bearish/Neutral). RSI shows current value with buy/sell threshold status. ADX shows trend strength categorized as Weak (<15), Range (15-24), Trend (24-34), or Strong (>34). BBWP shows volatility percentile with a warning symbol when below minimum. Donchian shows price position relative to channel bands. Avg Buy shows average entry price and underwater status. Cascade shows current consecutive signal counts versus limits.
USAGE TIPS
Works best in ranging or mean-reverting markets
Reduce RSI thresholds in strong trends (tighter = fewer signals)
Increase ADX minimum in choppy markets to filter noise
Enable underwater protection for swing trading, disable for scalping
Use regime background to contextualize signals (buy in green, sell in red)
Combine with support/resistance levels for additional confirmation
MA150 RespectRatio NoamzThis indicator measures how reliably price respects the 150-day moving average as support.
It computes an empirical probability (Respect Ratio) based on historical interactions with MA150:
– Dynamic touch tolerance based on ATR
– Optional shallow breaks allowed (user-defined)
– Trend filter (MA150 rising + price above)
– Minimum event count for statistical reliability
The output is a probability score (0–1) indicating how often MA150 held as support when tested.
This tool is intended for research and decision support, not as a standalone trading signal.
The Cantillon Institutional overlay (pro)🏛 Stop Trading the "Rearview Mirror." Start Tracking the Flow.
Most retail indicators (RSI, MACD, Moving Averages) suffer from a fatal flaw: they are derivatives of past price. They tell you what has already happened.
The Cantillon Institutional Overlay is different. It is designed to track the "First Receivers" of liquidity—the institutions, banks, and market makers who move the market—rather than the retail crowd chasing it.
Based on the economic principles of Richard Cantillon (18th Century), this tool visualizes the "Unfair Advantage" of the insider. It answers two critical questions:
Where is the true trend? (The Institutional Average)
Where is the trap? (The Statistical Extremes)
🛠 What is Inside?
This script combines three institutional data points into a single, clean overlay:
1. The Institutional Anchor (Cyan AVWAP) This is not a standard Moving Average. It is an Anchored Volume Weighted Average Price, typically anchored to the session or week open.
Logic: This represents the average entry price of the "First Receivers."
Signal: If Price > AVWAP, institutions are net long (Markup Phase). If Price < AVWAP, institutions are net short (Markdown Phase).
2. The Sigma Bands (Statistical Traps) Standard Deviation channels that adapt to volatility.
The Red Band (+2σ): The "Statistical Ceiling." When price hits this, it is mathematically over-extended. This is where institutions often offload positions into retail FOMO (The Trap).
The Green Band (-2σ): The "Statistical Floor." This is the buy zone for mean reversion.
3. Institutional Order Blocks Automatically highlights hidden zones of liquidity where resting orders are likely waiting. These act as "magnets" for price action.
🎯 How to Trade This
Strategy A: The Trend Follower
Rule: Only take Longs when price is above the Cyan AVWAP line.
Trigger: Wait for price to pull back to the Gray "Fair Value" zone and reject.
Strategy B: The Reversion Trader (The Fade)
Rule: Fade the extremes.
Trigger: If price hits the Red Sigma Band (+2σ) and volume dries up, the move is exhausted. We look for shorts back to the mean.
⚠️ Why "First Receivers"?
In the Cantillon Effect, money flows to the insiders first. By the time it trickles down to retail indicators, the move is often over. This overlay allows you to align your bias with the "House" rather than the "Gambler."
Recommended Setup: For the complete institutional view, pair this Overlay with The Cantillon CVD to confirm volume intent behind every move.
Disclaimer: This tool provides statistical analysis and does not guarantee profits. Past performance is not indicative of future results.
Universal Moving Average🙏🏻 UMA (Universal Moving Average) represents the most natural and prolly ‘the’ final general universal entity for calculating rolling typical value for any type of time-series. Simply via different weighting schemes applied together, it encodes:
Location of each datapoint in corresponding fields (price, time, volume)
Informational relevance of each datapoint via using windowing functions that are fundamental in nature and go beyond DSP inventions & approximations
Innovation in state space (in our case = volatility)
The real beauty of this development: being simply a weighting scheme that can be applied to anything: be it weighted median , weighted quantile regression, or weighted KDE , or a simple weighted mean (like in this script). As long as a method accepts weights, you can harness the power of this entity. It means that final algorithmic complexity will match your initial tool.
As a moving ‘average’ it beats ALMA, KAMA, MAMA, VIDYA and all others because it is a simple and general entity, and all it does is encoding ‘all’ available information. I think that post might anger a lot of people, because lotta things will be realized as legacy and many paywalls gonna be ignored, specially for the followers of DSP cult, the ones who yet don’t understand that aggregated tick data is not a signal omg, it’s a completely different type of time series where your methods simply don’t fit even closely. I am also sorry to inform y’all, that spectral analysis is much closer to state-space methods in spirit than to DSP. But in fact DSP is cool and I love it, well for actual signals xD
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Weights explained & how to use them: as I already said, the whole thing is based on combining different set of weights, and you can turn them on/off in script settings. Btw I've set em up defaults so you can use the thing on price data out of the box right away.
Price, Time, Volume weights: encode location of every datapoint in Price & TIme & Volume field
Howtouse: u have to disable one weight that corresponds to the field you apply UMA to. E.g if you apply UMA to prices, you turn off price weighting And turn on time and volume weighting. Or if you apply UMA to volume delta, you turn off volume weighting And turn on price and time weighting.
Higher prices are more important, this asymmetry is confirmed and even proved by the fact that prices can’t be negative (don’t even mention that incorrect rollover on CL contract in 2k20...).
Signal weights: encode actuality/importance/relevance of datapoints.
Howtouse: in DSP terms, it provides smoothing, but also compensates for the lag it introduces. This smoothness is useful if you use slope reversals for signal generation aka watching peaks and valleys in a moving average shape. It's also better to perturb smoothed outputs with this , this way you inject high freq content back, But in controlled way!
Signal = information.
The fundamental universal entity behind so-called “smoothing” in DSP has nothing to do with signals and goes eons beyond DSP. This is simply about measuring the relevance of data in time.
First, new datapoints need some time to be “embedded” into the timeline, you can think of it as time proof, kinda stuff needs time to be proved, accepted; while earliest datapoints lose relevance in time.
Second, along with the first notion, at the same time there’s the counter notion that simply weights new data more, acting as a counterweight from the down-weighting of the latest datapoints introduced by the first notion.
The first part can be represented as PDF of beta(2, 2) window (a set of weights in our case). It’s actually well known as the Welch window, that lives in between so called statistical and DSP worlds, emerges in multiple contexts. Mainstream DSP users tho mostly don’t use this one, they use primitive legacy windowing function, you can find all kinds on this wiki page.
Now the second part, where DSP adepts usually stop, is to introduce the second compensating windowing function. Instead they try to reduce window size, or introduce other kinds of volatility weights, do some tricks, but it ain’t provides obviously. The natural step here is to simply use the integral of the initial window; if the initial window is beta(2, 2) then what we simply need is CDF of beta(2, 2), in fact the vertically inverted shape of it aka survival function . That’s it bros. Simply as that.
When both of these are applied you have smth magical, your output becomes smooth and yet not lagging. No arbitrary windowing functions, tricks with data modification etc
Why beta(2, 2)? It naturally arises in many contexts, it’s based on one of the most fundamental functions in the universe: x^2. It has finite support. I can talk more bout it on request, but I am absolutely sure this is it.
^^ impulse response of the resulting weighs together (green) compared with uniform weights aka boxcar (red). Made with this script .
Weighing by state: encodes state-space innovation of each datapoint, basically magnitude of changes, strength of these changes, aka volatility.
Howtouse: this makes your moving average volatility aware in proper math ways. The influence of datapoints will be stronger when changes are stronger. This is weighting by innovations, or weighting by volatility by using squared returns.
Why squared returns? They encode state‑space innovations properly because the innovation of any continuous‑time semimartingale is about its quadratic variation, and quadratic variation is built from squared increments, not absolute increments.
Adaptive length is not the right way to introduce adaptivity by volatility xD. When you weight datapoints by squared returns you’re already dynamically varying ‘effective’ data size, you don’t need anything else.
...
It’s all good, progress happens, that’s how the Universe works, that's how Universal Moving Average works. Time to evolve. I might update other scripts with this complete weighting scheme, either by my own desire or your request.
...
∞
Order Blocks & ImbalanceThis indicator automatically identifies and plots Order Blocks (also known as Fair Value Gaps or Imbalances) based on Smart Money Concepts (SMC) and ICT methodology. It detects significant price inefficiencies (gaps between candles) that often act as institutional supply or demand zones.
How It Works (Technical Methodology)
1. Fair Value Gap (FVG) Detection
The indicator identifies classic 3-candle imbalances:
- Bullish Order Block (Demand): When the low of the current candle is significantly below the high of the candle two bars ago (low - high ).
- Bearish Order Block (Supply): When the high of the current candle is significantly above the low of the candle two bars ago (low - high ).
A minimum size threshold is enforced using ATR(14) × user-defined multiplier (default 0.5) to filter out minor gaps and focus on meaningful inefficiencies.
2. Zone Creation
- Bullish zones are created at the candle two bars ago (the "origin" candle where inefficiency occurred).
- Bearish zones use the same origin candle.
- Zone boundaries:
Top = high of origin candle
Bottom = low of origin candle
This captures the full range where price moved aggressively, leaving an imbalance that institutions may later revisit.
3. Mitigation Detection
Zones can be mitigated in two ways (user-selectable):
- "Close": Zone is considered touched only if the close price enters the zone.
- "Wick": Zone is touched if any wick (high/low) enters the zone (more sensitive).
When mitigated:
- Background becomes more transparent
- Border turns dotted
- Label changes to "Mitigated"
Broken zones (price fully closes beyond the opposite side) are automatically deleted.
4. Zone Lifecycle Management
- Active Zone: Strong color fill (green for demand, red for supply) with solid border.
- Mitigated Zone: Faded color, dotted border – indicates partial fill or reduced strength.
- Broken Zone: Automatically removed from chart to reduce clutter.
Old zones are also pruned when exceeding 450 total to maintain performance.
5. Smart Visibility Engine (Optional)
When enabled:
- All zones are initially hidden.
- Only the closest relevant zones are shown:
- Up to user-defined limit (default 10) highest bullish zones (closest below price)
- Up to user-defined limit (default 10) lowest bearish zones (closest above price)
- Visible zones are automatically extended to the right and styled appropriately.
This keeps the chart clean while highlighting the most actionable zones near current price.
6. Visual Elements
- Demand Zones: Green fill, labeled "OB Demand"
- Supply Zones: Red fill, labeled "OB Supply"
- Tiny text size to minimize chart clutter
- Zones drawn as boxes using bar_index positioning
How to Use
Order Blocks represent areas of price inefficiency where smart money likely entered/exited positions aggressively.
- Demand Zones (Green): Potential long entry areas when price returns. Expect buying pressure to defend these levels. Best setups when price retests an active (non-mitigated) zone.
- Supply Zones (Red): Potential short entry areas when price returns. Expect selling pressure to emerge.
- Mitigated Zones: Lower probability – may act as weaker support/resistance.
- Smart Visibility: Highly recommended for cleaner charts. Focuses attention on zones most likely to be tested soon.
- Combine with:
- Break of Structure (BOS)/Change of Character (CHOCH)
- Liquidity grabs
- Higher timeframe confluence
- Volume or momentum confirmation
Use higher FVG threshold (e.g., 0.8–1.0) for fewer, higher-quality zones. Lower threshold for more aggressive detection.
Disclaimer
This indicator is a technical analysis tool and should be used in conjunction with other forms of analysis. Past performance does not guarantee future results. Always use proper risk management.
VWAP Extreme Zones (Elite Style)Short Description
VWAP Extreme Zones (Elite Style) highlights statistically stretched price areas above and below VWAP, helping traders identify potential overextension, mean-reversion zones, and high-risk breakout areas during intraday sessions.
Disclaimer
This indicator is provided for educational and analytical purposes only.
It does not constitute financial advice or trade signals.
All trading involves risk. Always confirm with price action, market context, and proper risk management before taking any trade.
Exhaustion [Lite]EXHAUSTION — Lite is a simplified sequential exhaustion instrument based on a Hull Moving Average with a 9-count structure. It is designed to expose when continuation begins to weaken, not to call tops or bottoms. The Lite version shows local exhaustion pressure only (LTF/MTF).
What the Lite Version Shows
HMA-based trend state (Green / Red)
Sequential counting up to 9
Local exhaustion points in the current timeframe
What it does not include:
No higher-timeframe structure
No dashboard or multi-timeframe context
Those layers are intentionally removed.
How to Use (Lite Workflow) :
Core Idea :
Continuation weakens as the count progresses.
The higher the count, the less reliable continuation becomes.
Basic Reading
Counts 1–3 → early continuation
Counts 4–6 → trend aging
Counts 7–9 → exhaustion risk
A 9 marks pressure — not a guaranteed reversal.
Practical Usage :
Trend Context (Single Timeframe)
Stay aligned with the HMA color
Treat late counts (7–9) as risk, not signals
Avoid entering fresh positions late in the sequence
Timing Awareness
Exhaustion matters most near:
prior highs/lows
liquidity zones
session extremes
The Lite version is about awareness, not execution precision.
Important Note :
Exhaustion — Lite does not show higher-timeframe exhaustion or alignment.
Without HTF context, exhaustion should be treated as local pressure only. If you want: HTF interaction and a multi-time frame dashboard, that belongs to the Full indicator.
*This script doesn't constitute investment advice and isn't created solely for qualified investors.
Elephant Edge Session Levels Predictor**Elephant Edge** is a robust trading tool designed to streamline decision-making for swing and intraday traders alike. It combines accuracy and simplicity to help you spot promising buy and sell signals with ease. The Session Levels Predictor+ feature draws upper and lower percentile lines derived from session data, enabling traders to pinpoint key support and resistance areas accurately. It computes these percentile projections from daily sessions automatically and displays them as sleek, adjustable lines—perfect for intraday and short-term strategies focused on statistical price boundaries.
For **swing traders**, Elephant Edge highlights pivotal market reversals and trend shifts, allowing you to seize bigger trends and maintain momentum. For **intraday traders**, it offers precise buy and sell thresholds, providing reliable entry and exit cues during active market hours.
No matter if you're chasing quick trades or sustaining positions over several sessions, Elephant Edge promotes a methodical and disciplined strategy. Its smart signals cut through market clutter, delivering a solid advantage while eliminating emotional biases.
With **Elephant Edge**, you shift from merely responding to the market to trading with **precision, assurance, and reliability**.
TradingSystems_AlphaLib_v1_FinalLibrary "TradingSystems_AlphaLib_v1_Final"
Master Library for Institutional Analysis v1
@author jmcanovelles
calc_ema(len)
Calculates standardized EMA
Parameters:
len (simple int)
calc_adx(len)
Calculates precise ADX and DI
Parameters:
len (simple int)
RSS3 - Reversal Score System v3 [Rulph]RSS3 - Reversal Score System v3
RSS3 is a quantitative reversal detection system that combines volatility pressure analysis with directional momentum exhaustion to produce a unified reversal strength score from -1 (extreme bullish) to +1 (extreme bearish).
Unlike traditional single-indicator divergence systems (RSI, MACD), RSS3 cross-validates signals between two independent analytical engines (VPI and TDFI) and applies multi-timeframe contextual filtering to reduce false signals.
RSS3 is not a visual overlay of separate indicators. It implements a unified calculation pipeline where VPI and TDFI components feed into a single normalized Score through weighted aggregation. The divergence bonus system creates feedback loops where price-indicator relationships dynamically adjust the final Score, producing signals that cannot be replicated by simply viewing RSI, Bollinger Bands, and moving averages side-by-side.
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WHY COMBINE VOLATILITY + TREND FORCE?
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Most reversal systems rely on a single dimension:
• RSI divergence tracks momentum exhaustion
• Bollinger extremes track volatility expansion
• MACD divergence tracks trend deceleration
RSS3 recognizes that major reversals typically require both :
1. Volatility pressure buildup (market stretched beyond normal range)
2. Directional force exhaustion (trend losing momentum despite stretched price)
When VPI (volatility) and TDFI (trend force) diverge simultaneously from price, it signals a high-probability reversal zone. When only one diverges, the signal is weighted accordingly.
This dual-validation approach filters out:
• Momentum exhaustion in low-volatility consolidations (no VPI confirmation)
• Volatility spikes within strong trends (no TDFI exhaustion)
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COMPONENT 1: VOLATILITY PRESSURE INDEX (VPI)
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VPI quantifies how far the market has deviated from its equilibrium state using four factors:
1. RSI deviation from 50
Measures directional bias accumulation. When RSI stays at 70+ or 30- for extended periods, it signals persistent one-sided pressure.
2. Annualized volatility (VIX-style)
Calculates rolling standard deviation of returns scaled to annual terms. Rising volatility indicates increasing uncertainty and potential for mean reversion.
3. Normalized candle range
Compares current bar's range to recent average range. Expanding ranges signal climactic moves.
4. Bollinger Band position
Measures price distance from statistical mean (middle band). Touches or penetrations of outer bands indicate statistical overextension.
How they combine:
Each component is normalized to 0-1 scale, then weighted based on current market regime (trending vs ranging). The weighted average produces VPI reading where:
• VPI > 0.5 = overbought pressure zone
• VPI < -0.5 = oversold pressure zone
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COMPONENT 2: TREND DIRECTION FORCE INDEX (TDFI)
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TDFI measures the strength and sustainability of directional movement using moving average dynamics:
1. MA spread (fast MMA vs slow SMMA)
When fast MA pulls far from slow MA, it indicates strong directional momentum. When the spread contracts, momentum is fading.
2. Average impulse between MAs
Calculates the velocity of the spread change. Rapid expansion = acceleration phase; slowing expansion or contraction = deceleration/exhaustion.
3. Normalized trend strength
The spread and impulse are normalized relative to recent volatility to make TDFI comparable across different instruments and market conditions.
Output:
• TDFI > 0.7 = unsustainably strong bullish momentum
• TDFI < -0.7 = unsustainably strong bearish momentum
• TDFI near 0 = directionless or balanced market
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SCORE CALCULATION & DIVERGENCE INTEGRATION
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Base Score:
Score = (VPI_weight × VPI) + (TDFI_weight × TDFI)
This creates a continuous measure where:
• Score > +0.5 = bearish reversal zone (high VPI + weak bullish TDFI)
• Score < -0.5 = bullish reversal zone (low VPI + weak bearish TDFI)
Divergence Bonus System:
When classic divergences are detected (price makes new high/low but VPI or TDFI doesn't), a bonus/penalty is applied to Score:
• Decay mechanism: Divergence influence fades linearly over 15 bars (default). Fresh divergences have maximum impact; older ones gradually lose weight.
• Amplitude weighting: Larger divergences (bigger spread between price and indicator pivots) receive stronger bonuses.
• Dual-source amplification: When VPI and TDFI diverge on the same pivot (double divergence), their bonuses stack, creating extreme Score readings near ±1.0.
This means:
• Score = 0.9 with v3t2 label = third VPI + second TDFI bearish divergence, very high confidence
• Score = -0.85 with v1 label = first VPI bullish divergence, strong but early signal
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CALCULATION MECHANICS (DETAILED)
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VPI Component Weighting:
Weights are dynamically adjusted based on market regime detected by TDFI:
• Trending regime (|TDFI| > 0.5): RSI deviation 40%, BB position 30%, volatility 15%, range 15%
• Ranging regime (|TDFI| < 0.3): Volatility 35%, range 35%, RSI deviation 15%, BB position 15%
• Transition zones: linear interpolation between the two weight sets
Normalization Approach:
Each VPI/TDFI component is rescaled using rolling percentile rank over 100-bar window:
• Value at 100th percentile (highest) → 1.0
• Value at 0th percentile (lowest) → 0.0
• Current value → percentile position between 0-1
This makes the indicator adaptive to changing volatility and comparable across instruments.
Divergence Amplitude Measurement:
When a divergence is detected, its strength is quantified as:
Amplitude = (price_pivot_delta / ATR) × (indicator_pivot_delta / indicator_stddev)
Where:
• price_pivot_delta = distance between current and previous pivot
• indicator_pivot_delta = distance between indicator values at those pivots
• ATR and stddev provide normalization
Larger amplitude → larger bonus/penalty to Score (up to ±0.3 maximum).
Decay Function:
Divergence bonus decays linearly: Bonus(t) = Initial_Bonus × (1 - t/15), where t is bars since divergence. After 15 bars, bonus reaches zero. This ensures recent divergences dominate the Score.
Why This Design:
This architecture creates a system where:
• Components adapt to market regime automatically
• Signals are normalized across timeframes and instruments
• Multiple divergences create amplification (bonuses stack)
• Stale signals fade out naturally
This is fundamentally different from displaying RSI + Bollinger + MA separately, as the unified Score cannot be replicated by visual inspection alone.
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SEQUENTIAL DIVERGENCE LABELS (v/t SYSTEM)
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Each divergence is tracked separately for VPI and TDFI:
v-series: VPI divergences (v1, v2, v3...)
t-series: TDFI divergences (t1, t2, t3...)
The counter increments each time a new divergence appears in the same direction (e.g., consecutive bearish divergences). When direction flips (bearish → bullish), counters reset to 1.
Why this matters:
• v1 or t1 = early warning, potentially premature
• v3 or v4 = late-stage exhaustion, higher probability of reversal
• v2t3 = double divergence with second VPI + third TDFI = strong confluence
Traders can filter signals by label:
• Aggressive: trade v1/t1
• Conservative: wait for v2+/t2+ or double divergences
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MULTI-TIMEFRAME FILTER
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The MTF filter analyzes a higher timeframe to determine if the current market structure supports the divergence signal.
Modes:
• Off: All divergences shown
• Reduce: Counter-trend divergences have their bonus reduced by 70% (visual indication: dimmed/gray markers)
• Block: Counter-trend divergences completely hidden
Logic:
If 1H shows bearish divergence but 4H is in strong uptrend (Score < -0.3), the 1H signal is likely premature. MTF filter prevents entering shorts against higher timeframe momentum.
This protects against:
• Catching falling knives in strong downtrends
• Shorting pullbacks in strong uptrends
• Low-probability mean-reversion attempts
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HOW TO USE RSS3
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Entry Setup:
1. Wait for divergence marker (green = bullish, red = bearish)
2. Check Score magnitude:
• |Score| > 0.5 = higher confidence
• |Score| > 0.8 = extreme zone
3. Check v/t label:
• v1/t1 = early (more risk, more reward potential)
• v2+/t2+ or double = late but more reliable
4. Optional: wait +2 bars for pivot confirmation
Exit Options:
• Conservative: opposite divergence appears
• Aggressive: Score crosses through 0 or opposite ±0.5 threshold
• Always use volatility-based stop (2-3× ATR)
Timeframe Recommendations:
• 5-15m: intraday (use MTF 1H-4H)
• 1-4H: swing trading (use MTF Daily-Weekly)
• Daily: position trading (use MTF Weekly-Monthly)
Complementary Tools:
RSS3 is a reversal timing engine, not a complete strategy. Combine with:
• Support/resistance for target zones
• Volume analysis for confirmation
• Trend filters for directional bias
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WHAT MAKES RSS3 ORIGINAL
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vs Traditional RSI Divergence:
• RSI divergence = binary yes/no
• RSS3 = quantified strength score with dual-source validation
vs MACD Divergence:
• MACD = single dimension (momentum)
• RSS3 = volatility pressure + trend force + MTF context
vs Bollinger + RSI mashup:
• Standard mashup = two separate signals
• RSS3 = unified scoring system where components interact through weighted bonuses
Unique features:
• Decay-weighted divergence bonuses (recent divergences matter more)
• Amplitude-sensitive scoring (stronger divergences = higher score impact)
• Sequential tracking (v/t labels show signal maturity)
• MTF-aware filtering (context-dependent signal validation)
• Closed-loop system (divergences → Score → priority weighting → signal)
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EXAMPLE INTERPRETATION
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Scenario: BTC 2H chart shows:
• Red triangle appears above price
• Label: v1 + t2
• Recent Score Value: 1
What this means:
• Second consecutive TDFI bearish divergence detected (t2)
• First VPI bearish divergence on same pivot (v1)
• Double divergence stacking → Score near maximum
• Market is in extreme overbought/overextended zone
• High probability of short-term reversal
Trading decision:
• Aggressive trader: short immediately with tight stop
• Conservative trader: wait for Score to drop below 0.5 or opposite divergence for exit
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CHART LEGEND
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The published chart shows:
• Green triangles below price = bullish divergences (v/t labels indicate sequence)
• Red triangles above price = bearish divergences
• Score line in lower panel = reversal strength from -1 to +1
• Colored clouds = pressure accumulation zones (optional display)
• Text annotations = example entry/exit points for educational purposes
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Disclaimer: All trading involves risk. This indicator does not guarantee profits. Always backtest and apply proper risk management.






















