Candlestick Strength and Weakness with RSI and OBVThe "Candlestick Strength and Weakness with RSI and OBV" indicator, denoted as CSW, is a tool designed to assist traders in identifying potential trend reversals in financial markets. The CSW indicator combines the analysis of candlestick patterns, relative strength index (RSI), and on-balance volume (OBV) to provide traders with valuable insights into market dynamics.
The CSW indicator calculates the strength and weakness of each candlestick based on its open, close, high, and low prices. It considers the body range, upper shadow range, and lower shadow range of the candlestick to determine the distribution of strength and weakness within it. By quantifying the candlestick's strength and weakness, the indicator provides a visual representation of the balance between bullish and bearish forces in the market.
In addition to candlestick analysis, the CSW indicator incorporates RSI and OBV calculations to further validate potential trend reversals. The RSI is a widely-used momentum oscillator that measures the speed and change of price movements. The OBV, on the other hand, tracks the cumulative volume flow and helps identify periods of accumulation or distribution. By considering these indicators alongside candlestick strength and weakness, the CSW indicator enhances the accuracy of its signals.
To interpret the CSW indicator effectively, traders should consider the following:
Candlestick Strength and Weakness: The indicator plots two lines, "Candle Strength" and "Candle Weakness," representing the strength and weakness of each candlestick. The strength line indicates the bullish pressure, while the weakness line represents the bearish pressure.
Potential Reversal Signals: The CSW indicator identifies potential trend reversals based on the balance between candlestick strength and weakness, RSI readings, and OBV values. A bullish reversal signal occurs when the strength is higher than weakness, the RSI is below 30 (indicating oversold conditions), and the OBV is below its 20-period simple moving average (SMA). Conversely, a bearish reversal signal occurs when the weakness is higher than strength, the RSI is above 70 (indicating overbought conditions), and the OBV is above its 20-period SMA.
Trend Confirmation: The CSW indicator provides additional confirmation by comparing the closing price with the 20-period exponential moving average (EMA). If the closing price is above the EMA, it suggests an uptrend, while a closing price below the EMA indicates a downtrend.
Traders can add the indicator to their charts and customize its parameters based on their preferences. By monitoring the indicator's plots and observing the occurrence of potential reversal signals in alignment with the trend confirmation, traders can make informed decisions regarding entry or exit points in their trading strategies.
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peacefulIndicatorsWe are delighted to present the PeacefulIndicators library, a modest yet powerful collection of custom technical indicators created to enhance your trading analysis. The library features an array of practical tools, including MACD with Dynamic Length, Stochastic RSI with ATR Stop Loss, Bollinger Bands with RSI Divergence, and more.
The PeacefulIndicators library offers the following functions:
macdDynamicLength: An adaptive version of the classic MACD indicator, which adjusts the lengths of the moving averages based on the dominant cycle period, providing a more responsive signal.
rsiDivergence: A unique implementation of RSI Divergence detection that identifies potential bullish and bearish divergences using a combination of RSI and linear regression.
trendReversalDetection: A helpful tool for detecting trend reversals using the Rate of Change (ROC) and Moving Averages, offering valuable insights into possible market shifts.
volume_flow_oscillator: A custom oscillator that combines price movement strength and volume to provide a unique perspective on market dynamics.
weighted_volatility_oscillator: Another custom oscillator that factors in price volatility and volume to deliver a comprehensive view of market fluctuations.
rvo: The Relative Volume Oscillator highlights changes in volume relative to historical averages, helping to identify potential breakouts or reversals.
acb: The Adaptive Channel Breakout indicator combines a moving average with an adjustable volatility multiplier to create dynamic channels, useful for identifying potential trend shifts.
We hope this library proves to be a valuable addition to your trading toolbox.
Library "peacefulIndicators"
A custom library of technical indicators for trading analysis, including MACD with Dynamic Length, Stochastic RSI with ATR Stop Loss, Bollinger Bands with RSI Divergence, and more.
macdDynamicLength(src, shortLen, longLen, signalLen, dynLow, dynHigh)
Moving Average Convergence Divergence with Dynamic Length
Parameters:
src (float) : Series to use
shortLen (int) : Shorter moving average length
longLen (int) : Longer moving average length
signalLen (int) : Signal line length
dynLow (int) : Lower bound for the dynamic length
dynHigh (int) : Upper bound for the dynamic length
Returns: tuple of MACD line and Signal line
Computes MACD using lengths adapted based on the dominant cycle period
rsiDivergence(src, rsiLen, divThreshold, linRegLength)
RSI Divergence Detection
Parameters:
src (float) : Series to use
rsiLen (simple int) : Length for RSI calculation
divThreshold (float) : Divergence threshold for RSI
linRegLength (int) : Length for linear regression calculation
Returns: tuple of RSI Divergence (positive, negative)
Computes RSI Divergence detection that identifies bullish (positive) and bearish (negative) divergences
trendReversalDetection(src, rocLength, maLength, maType)
Trend Reversal Detection (TRD)
Parameters:
src (float) : Series to use
rocLength (int) : Length for Rate of Change calculation
maLength (int) : Length for Moving Average calculation
maType (string) : Type of Moving Average to use (default: "sma")
Returns: A tuple containing trend reversal direction and the reversal point
Detects trend reversals using the Rate of Change (ROC) and Moving Averages.
volume_flow_oscillator(src, length)
Volume Flow Oscillator
Parameters:
src (float) : Series to use
length (int) : Period for the calculation
Returns: Custom Oscillator value
Computes the custom oscillator based on price movement strength and volume
weighted_volatility_oscillator(src, length)
Weighted Volatility Oscillator
Parameters:
src (float) : Series to use
length (int) : Period for the calculation
Returns: Custom Oscillator value
Computes the custom oscillator based on price volatility and volume
rvo(length)
Relative Volume Oscillator
Parameters:
length (int) : Period for the calculation
Returns: Custom Oscillator value
Computes the custom oscillator based on relative volume
acb(price_series, ma_length, vol_length, multiplier)
Adaptive Channel Breakout
Parameters:
price_series (float) : Price series to use
ma_length (int) : Period for the moving average calculation
vol_length (int) : Period for the volatility calculation
multiplier (float) : Multiplier for the volatility
Returns: Tuple containing the ACB upper and lower values and the trend direction (1 for uptrend, -1 for downtrend)
Divergence for Many Panel (D4MP+)Divergence for Many Panel (D4MP+)
This Divergence for Many Panel indicator is built upon the realtme divergence drawing code originally authored by LonesomeTheBlue, now in the form of a panel indicator.
The available oscillators, hand picked for their ability to identify high quality divergences currently include:
- Ultimate Oscillator (UO)
- True Strength Index (TSI)
- Money Flow Index (MFI)
- Relative Strength Index (RSI)
- Stochastic RSI
- Time Segmented Volume (TSV)
- Cumulative Delta Volume (CDV)
Note : this list of available oscillators may be added to or altered at a later date.
The indicator includes the following features:
- Ability to select any of the above oscillators
- Optional divergence lines drawn directly onto the oscillator in realtime .
- Configurable alerts to notify you when divergences occur.
- Configurable pivot lookback periods to fine tune the divergences drawn in order to suit different trading styles and timeframes, including the ability to enable automatic adjustment of pivot period per chart timeframe.
- Background colouring option to indicate when the selected oscillator has crossed above or below its centerline.
- Alternate timeframe feature allows you to configure the oscillator to use data from a different timeframe than the chart it is loaded on.
- Oscillator name label, so you can clearly see which oscillator is selected, in the case you have multiple loaded onto a chart.
- Optional adjustable range bands.
- Automatic adjustment of line colours, centerlines and range band levels on a per oscillator basis by default.
- Ability to customise the colours of each of the oscillators.
What is the Ultimate Oscillator ( UO )?
“The Ultimate Oscillator indicator (UO) indicator is a technical analysis tool used to measure momentum across three varying timeframes. The problem with many momentum oscillators is that after a rapid advance or decline in price, they can form false divergence trading signals. For example, after a rapid rise in price, a bearish divergence signal may present itself, however price continues to rise. The ultimate Oscillator attempts to correct this by using multiple timeframes in its calculation as opposed to just one timeframe which is what is used in most other momentum oscillators.”
What is the True Strength Index ( TSI )?
"The true strength index (TSI) is a technical momentum oscillator used to identify trends and reversals. The indicator may be useful for determining overbought and oversold conditions, indicating potential trend direction changes via centerline or signal line crossovers, and warning of trend weakness through divergence."
What is the Money Flow Index ( MFI )?
“The Money Flow Index ( MFI ) is a technical oscillator that uses price and volume data for identifying overbought or oversold signals in an asset. It can also be used to spot divergences which warn of a trend change in price. The oscillator moves between 0 and 100. Unlike conventional oscillators such as the Relative Strength Index ( RSI ), the Money Flow Index incorporates both price and volume data, as opposed to just price. For this reason, some analysts call MFI the volume-weighted RSI .”
What is the Relative Strength Index ( RSI )?
"The relative strength index (RSI) is a momentum indicator used in technical analysis. RSI measures the speed and magnitude of a security's recent price changes to evaluate overvalued or undervalued conditions in the price of that security. The RSI can do more than point to overbought and oversold securities. It can also indicate securities that may be primed for a trend reversal or corrective pullback in price. It can signal when to buy and sell. Traditionally, an RSI reading of 70 or above indicates an overbought situation. A reading of 30 or below indicates an oversold condition. It is also commonly used to identify divergences."
What is the Stochastic RSI (StochRSI)?
"The Stochastic RSI (StochRSI) is an indicator used in technical analysis that ranges between zero and one (or zero and 100 on some charting platforms) and is created by applying the Stochastic oscillator formula to a set of relative strength index (RSI) values rather than to standard price data. Using RSI values within the Stochastic formula gives traders an idea of whether the current RSI value is overbought or oversold. The StochRSI oscillator was developed to take advantage of both momentum indicators in order to create a more sensitive indicator that is attuned to a specific security's historical performance rather than a generalized analysis of price change."
What Is Time Segmented Volume?
"Time segmented volume (TSV) is a technical analysis indicator developed by Worden Brothers Inc. that segments a stock's price and volume according to specific time intervals. The price and volume data is then compared to uncover periods of accumulation (buying) and distribution (selling)."
What is Cumulative Volume Delta ( CDV )?
"The CDV analyses the net buying at market price and net selling at market price. This means, that volume delta is measuring whether it is the buyers or sellers that are more aggressive in taking the current market price. It measures the degree of intent by buyers and sellers, which can be used to indicate who is more dominant. The CDV can be used to help identify possible trends and also divergences"
What are divergences?
Divergence is when the price of an asset is moving in the opposite direction of a technical indicator, such as an oscillator, or is moving contrary to other data. Divergence warns that the current price trend may be weakening, and in some cases may lead to the price changing direction.
There are 4 main types of divergence, which are split into 2 categories;
regular divergences and hidden divergences. Regular divergences indicate possible trend reversals, and hidden divergences indicate possible trend continuation.
Regular bullish divergence: An indication of a potential trend reversal, from the current downtrend, to an uptrend.
Regular bearish divergence: An indication of a potential trend reversal, from the current uptrend, to a downtrend.
Hidden bullish divergence: An indication of a potential uptrend continuation.
Hidden bearish divergence: An indication of a potential downtrend continuation.
Setting alerts.
With this indicator you can set alerts to notify you when any/all of the above types of divergences occur, on any chart timeframe you choose.
Configurable pivot periods.
You can adjust the default pivot periods to suit your prefered trading style and timeframe. If you like to trade a shorter time frame, lowering the default lookback values will make the divergences drawn more sensitive to short term price action.
How do traders use divergences in their trading?
A divergence is considered a leading indicator in technical analysis , meaning it has the ability to indicate a potential price move in the short term future.
Hidden bullish and hidden bearish divergences, which indicate a potential continuation of the current trend are sometimes considered a good place for traders to begin, since trend continuation occurs more frequently than reversals, or trend changes.
When trading regular bullish divergences and regular bearish divergences, which are indications of a trend reversal, the probability of it doing so may increase when these occur at a strong support or resistance level . A common mistake new traders make is to get into a regular divergence trade too early, assuming it will immediately reverse, but these can continue to form for some time before the trend eventually changes, by using forms of support or resistance as an added confluence, such as when price reaches a moving average, the success rate when trading these patterns may increase.
Typically, traders will manually draw lines across the swing highs and swing lows of both the price chart and the oscillator to see whether they appear to present a divergence, this indicator will draw them for you, quickly and clearly, and can notify you when they occur.
Disclaimer : This script includes code from several stock indicators by Tradingview as well as the Divergence for Many Indicators v4 by LonesomeTheBlue. With special thanks.
(JS) BallistaAlright so this is a script I made by combining two existing ones and making a really cool discovery that has proven very useful.
You'll notice that there are two separate oscillators that are laid on top of each other. The background oscillator is my "Tip-and-Dip" oscillator which you can see here (will refer to this as TnD from here), and the foreground oscillator from the Squeeze , which can be viewed here .
Initially I just wanted to see how they interacted with one another and compare them, but this led to some pretty interesting observations.
First let me go through the options real quick to get that out of the way, though it is mostly self-explanatory.
Lookback Period defines the amount of bars used for the TnD oscillator.
Smoothing Value smooths out the TnD output.
Standard Deviations is used to calculate the TnD formula.
Color Scheme is preset BG colors.
Using Dark Mode changes colors based on dark mode or not.
Squeeze Momentum On turns the Squeeze in the foreground off and on.
Arrows Off turns the arrows on the indicator off and on.
Now to explain the indicator a bit more. I have the default lookback period as 40 due to the Squeeze being 20, which makes the TnD oscillator the "slow" output with the Squeeze being the "fast" output.
Some initial observations were that when both the Squeeze and the TnD are moving in the direction, when the Squeeze is higher (uptrend) or lower (downtrend) it seems to indicate strength in the move. As the move loses steam you'll notice the Squeeze diverge from the TnD.
However, the most useful thing I discovered about the interaction between these two indicators is where the name for it came from. So if you aren't familiar with what a Ballista is, per Wikipedia, "The ballista... sometimes called bolt thrower, was an ancient missile weapon that launched either bolts or stones at a distant target." There are instances where the Squeeze seems to get ahead of itself and gets too far away from the TnD (which is the long term trend between the two). The key thing to look for is an "inverted squeeze" - this is when the squeeze oscillator ends up flipping against the TnD. When this occurs there is an extremely high probability that you'll see price shoot back the opposite way of the Squeeze.
I've been using this setup myself for about a year now and have been very satisfied with the results thusfar. I circled some examples on the SPX daily chart here to show you what I mean with the inverted Squeeze shooting back.
Synthetic Point & Figure on RSIHere is a detailed description and user guide for the Synthetic Point & Figure RSI indicator, including how to use it for long and short trade considerations:
*
## Synthetic Point & Figure RSI Indicator – User Guide
### What It Is
This indicator applies classic Point & Figure (P&F) charting logic to the Relative Strength Index (RSI) instead of price. It transforms the RSI into synthetic “P&F candles” that filter out noise and highlight significant momentum moves and reversals based on configurable box size and reversal settings.
### How It Works
- The RSI is calculated normally over the selected length.
- The P&F engine tracks movements in the RSI above or below a defined “box size,” creating columns that switch direction only after a larger reversal.
- The synthetic candles connect these filtered RSI values visually, reducing false noise and emphasizing strong RSI trends.
- Optional EMA and SMA overlays on the synthetic P&F RSI allow smoother trend signals.
- Reference RSI levels at 33, 40, 50, 60, and 66 provide further context for momentum strength.
### How to Use for Trading
#### Long (Buy) Considerations
- The synthetic P&F RSI candle direction flips to *up (green candles)* indicating strength in momentum.
- Look for the RSI P&F value moving above the *40 or 50 level*, suggesting increasing bullish momentum.
- Confirmation is stronger if the synthetic RSI is above the EMA or SMA overlays.
- Ideal entries are after a reversal from a synthetic P&F downtrend (red candles) to an uptrend (green candles) near or above these levels.
#### Short (Sell) Considerations
- The candle direction flips to *down (red candles)*, showing weakening momentum or bearish reversal.
- Monitor if the synthetic RSI falls below the *60 or 50 level*, signaling momentum loss.
- Confirm bearish bias if the price is below the EMA or SMA overlays.
- Exit or short positions are signaled when the synthetic candle reverses from green to red near or below these threshold levels.
### Important RSI Levels to Watch
- *Level 33*: Lower bound indicating deep oversold conditions.
- *Level 40*: Early bullish zone suggesting momentum improvement.
- *Level 50*: Neutral midpoint; crossing above often signals bullish strength, below signals weakness.
- *Level 60*: Advanced bullish momentum; breaking below signals potential reversal.
- *Level 66*: Strong overbought area warning of possible pullback.
### Tips
- Use in conjunction with price action analysis and other volume/trend indicators for higher conviction.
- Adjust box size and reversal settings based on instrument volatility and timeframe for ideal filtering.
- The P&F RSI is best for identifying sustained momentum trends and avoiding false RSI whipsaws.
- Combine this indicator’s signals with stop-loss and risk management strategies.
*
This indicator converts RSI momentum analysis into a simplified, noise-filtered P&F chart format, helping traders better visualize and trade momentum shifts. It is especially useful when RSI signal noise can cause confusion in volatile markets.
Let me know if you want me to generate a shorter summary or code alerts based on these levels!
Sources
Relative Strength Index (RSI) — Indicators and Strategies in.tradingview.com
Indicators and strategies in.tradingview.com
Relative Strength Index (RSI) Indicator: Tutorial www.youtube.com
Stochastic RSI (STOCH RSI) in.tradingview.com
RSI Strategy docs.algotest.in
Stochastic RSI Indicator: Tutorial www.youtube.com
Relative Strength Index (RSI): What It Is, How It Works, and ... www.investopedia.com
rsi — Indicators and Strategies in.tradingview.com
Relative Strength Index (RSI) in.tradingview.com
Relative Strength Index (RSI) — Indicators and Strategies www.tradingview.com
RSI MA Cross + Divergence Signal (V2) Core Logic
RSI + Moving Average
The script calculates a standard RSI (default 14).
It then overlays a moving average (SMA/EMA/WMA, default 9).
When RSI crosses above its MA → bullish momentum.
When RSI crosses below its MA → bearish momentum.
Divergence Filter
Signals are only valid if there’s confirmed divergence:
Bullish divergence: Price makes a lower low, RSI makes a higher low.
Bearish divergence: Price makes a higher high, RSI makes a lower high.
Overbought / Oversold Filter
Optional extra:
Bullish signals only valid if RSI ≤ 30 (oversold).
Bearish signals only valid if RSI ≥ 70 (overbought).
This ensures signals happen in “stretched” conditions.
Risk & Trade Management
Entries taken only when all conditions align.
Exits can be managed with ATR stops, partial take-profits, breakeven moves, and trailing stops (we coded these in the strategy version).
Cooldown, session filters, and daily loss guard to keep risk tight.
🔹 Strengths
✅ High selectivity: Combining RSI cross + divergence + OB/OS means signals are rare but higher quality.
✅ Great at catching reversals: Divergence highlights where price may be running out of steam.
✅ Risk management baked in: ATR stops + partial exits smooth out equity curve.
✅ Works across markets: ES, FX, crypto — anywhere RSI divergences are respected.
✅ Flexible: You can loosen/tighten filters depending on aggressiveness.
🔹 Weaknesses
❌ Lag from pivots: Divergence only confirms after a few bars → you enter late sometimes.
❌ Choppy in ranges: In sideways markets, RSI divergences appear often and whipsaw.
❌ Filters reduce signals: With all filters ON (divergence + OB/OS + trend + session), signals can be very rare — may under-trade.
❌ Not standalone: Needs higher-timeframe context (trend, liquidity pools) to avoid counter-trend entries.
🔹 Best Ways to Trade It
Use Higher Timeframe Bias
Run the strategy on 15m/1H, but only trade in direction of higher timeframe trend (e.g., 4H EMA).
Example: If daily is bullish → only take bullish divergences.
Pair With Structure
Look for signals at key zones: HTF support/resistance, VWAP, or FVGs.
Divergence + RSI cross inside an FVG is a strong entry trigger.
Adjust OB/OS for Volatility
For crypto/FX: use 35/65 instead of 30/70 (markets trend harder).
For ES/S&P: 30/70 works fine.
Risk Management Is King
Use partial exits: take profit at 1R, trail rest.
Size by % of equity (we coded this into the strategy).
Avoid News Spikes
Divergences break down around CPI, NFP, Fed announcements — stay flat.
🔹 When It Shines
Trending markets that make extended pushes → clean divergences.
Reversal zones (oversold → bullish bounce, overbought → bearish fade).
Swing trading (15m–4H) — less noise than 1m/5m scalping.
🔹 When to Avoid
Low volatility chop → lots of false divergences.
During high-impact news → RSI swings wildly.
In strong one-way trends without pullbacks — divergence keeps calling tops/bottoms too early.
✅ Summary:
This is a reversal-focused RSI divergence strategy with strict filters. It’s powerful when combined with higher-timeframe bias + structure confluence, but weak if traded blindly in choppy or news-driven conditions. Best to treat it as a precision entry trigger, not a full system — layer it on top of your FVG/ORB framework for maximum edge.
Bollinger Bands (SMA 21, 2.618σ)Indicator Description: Bollinger Bands (2.618σ, 21 SMA) + RSI with Fibonacci
This custom indicator combines Bollinger Bands and Relative Strength Index (RSI), enhanced with Fibonacci-based configurations, to provide confluence signals for rejection candles, reversal setups, and continuation patterns.
Bollinger Bands Settings (Customized)
Middle Band → 21-period Simple Moving Average (SMA)
Upper Band → SMA + 2.618 standard deviations
Lower Band → SMA − 2.618 standard deviations
These parameters expand the bands compared to the traditional (20, 2.0) settings, making them better suited for volatility extremes and higher timeframe swing analysis.
Color Scheme
Middle Band = Orange
Upper Band = Red
Lower Band = Green
This color-coding emphasizes key rejection levels visually.
Candle Rejection Logic
The indicator is designed to highlight potential rejection candles when price interacts with the outer Bollinger Bands:
At the Upper Band, rejection signals suggest overextension and potential downside reaction.
At the Lower Band, rejection signals suggest oversold conditions and potential upside reaction.
Rejection Candle Types Tracked
Hammer (bullish reversal, lower rejection wick at bottom band)
Inverted Hammer (bearish reversal, upper rejection wick at top band)
Doji candles (indecision at band extremes)
Double Top formations near the upper band
Double Bottom formations near the lower band
Relative Strength Index (RSI) Settings
RSI is configured with Fibonacci retracement levels instead of traditional 30/70 thresholds.
Fibonacci sequence levels used include:
23.6% (0.236)
38.2% (0.382)
50% (0.5)
61.8% (0.618)
78.6% (0.786)
This alignment with Fibonacci ratios provides deeper market structure insights into momentum strength and exhaustion points.
Trading Confluence Zones
Upper Band + RSI at 0.618–0.786 zone → High probability bearish rejection.
Lower Band + RSI at 0.236–0.382 zone → High probability bullish reversal.
Band interaction + Doji or Hammer candles → Stronger signal confirmation.
Use Cases
Identifying trend exhaustion when price repeatedly fails to break above the upper band.
Spotting accumulation or distribution phases when price consolidates around Fibonacci-based RSI zones.
Detecting false breakouts when candle patterns (like Doji or Inverted Hammer) occur beyond the bands.
Why 2.618 Deviation & 21 SMA?
Standard Bollinger Bands (20, 2.0) capture ~95% of price action.
By widening to 2.618σ, we target extreme volatility outliers — areas where reversals are statistically more likely.
A 21-period SMA aligns better with common cycle lengths (3 trading weeks on daily charts) and Fibonacci-related time cycles.
Practical Strategy
Step 1: Watch when price touches or pierces the upper/lower band.
Step 2: Check for candle rejection patterns (Hammer, Inverted Hammer, Doji, Double Top/Bottom).
Step 3: Confirm with RSI Fibonacci levels for confluence.
Step 4: Trade with the prevailing trend or look for reversal setups if multiple confluence factors align.
Cautions
Not all touches of the bands signal reversals — strong trends can ride along the bands for extended periods.
Always combine with price action structure, volume, and higher timeframe trend bias.
📌 Summary
This indicator blends volatility-based bands with Fibonacci momentum analysis and classical candle rejection patterns. The combination of Bollinger Bands (21, 2.618σ) and RSI Fibonacci levels helps traders detect high-probability rejection zones, reversal opportunities, and overextended conditions with improved accuracy over traditional default settings.
FVG 9:31–10:00 AM ETFVG 9:31–10:00 AM ET - Script Description
What This Script Does
This indicator finds **Fair Value Gaps (FVGs)** that form during the first 29 minutes of the U.S. stock market (9:31 AM to 10:00 AM Eastern Time). A Fair Value Gap is a price imbalance where there's a gap between candles that often becomes an important support or resistance level.
Key Features:
- **Time Window**: Only looks for FVGs between 9:31-10:00 AM ET (most important opening period)
- **One Per Day**: Finds only the first FVG that forms in this time window each day
- **Visual Display**: Draws a purple box around the gap with a clear "FVG" label
- **Price Tracking**: Monitors when price comes back to test the gap level
- **Alert System**: Sends notifications when price returns to the FVG zone
How FVGs Are Detected:
- **Bullish FVG**: When there's a gap up (low of middle candle is above high of 3rd candle back)
- **Bearish FVG**: When there's a gap down (high of middle candle is below low of 3rd candle back)
The 9:31-10:00 AM window is chosen because this is when institutions and algorithms create their biggest price moves right after market open, making these gaps very reliable.
Customization Options
User Settings
Extend FVG Box (Bars)
- **What it does**: Makes the purple box longer to the right
- **Default**: 0 (box ends right after the gap forms)
- **Options**: Any number from 0 to 100+
- **When to use**:
- Keep at 0 for clean historical view
- Set to 10-20 to track the gap during the current session
- Set higher for longer reference
Code Settings (Can Be Changed)
Time Window
- **Start**: 9:31 AM Eastern Time
- **End**: 10:00 AM Eastern Time
- **Can modify**: Change the hour/minute numbers in the code
Visual Style
- **Color**: Purple with see-through background
- **Label**: Shows "FVG" text in white
- **Can modify**: Change colors and transparency in the code
How to Use:
Setup
Chart Settings
1. Use 1-minute, 5-minute, or 15-minute charts (works best on these timeframes)
2. Apply to liquid markets like ES, NQ, major stocks, or forex pairs
3. Set the "Extend FVG Box" to your preference (start with 0 or 10)
What You'll See
- A purple box appears when an FVG forms during 9:31-10:00 AM
- Box shows the exact price levels of the gap
- "FVG" label appears on the box
- Only one FVG per day will be marked
Trading Strategies
Basic FVG Trading
1. **Wait for Formation**: Let the purple box appear during 9:31-10:00 AM
2. **Watch Price Movement**: See if price moves away from the gap
3. **Enter on Retest**: When price comes back to the purple box area, consider entering
4. **Trade Direction**:
- Bullish FVG = look for long opportunities when price retests
- Bearish FVG = look for short opportunities when price retests
Entry Methods
- **Bounce Play**: Enter when price touches the FVG box and bounces away
- **Break Play**: Enter if price strongly breaks through the FVG box
- **Rejection Play**: Enter opposite direction if price gets rejected at the FVG
Risk Management
Stop Losses
- Place stops just outside the FVG box (a few ticks beyond the gap)
- If trading a bounce, stop goes on opposite side of the gap
- If trading a break, stop goes back inside the gap
Position Sizing
- Start small until you understand how FVGs work in your market
- Bigger gaps = smaller position size (more risk)
- Smaller gaps = can use larger position size
Profit Targets
- Take profits at obvious levels like round numbers, previous highs/lows
- Consider taking half profits at 1:1 risk/reward ratio
- Let some position run if the move is strong
Best Practices
When It Works Best
- High-volume stocks and futures (ES, NQ work great)
- Normal market days without major news during the 9:31-10:00 window
- When there's clear institutional activity in the opening period
When to Be Careful
- Low-volume stocks or markets
- Major economic news releases during the time window
- Market holidays when volume is low
- Very choppy or sideways days
Alert Usage
- The script will alert you when price comes back to test the FVG
- Don't trade the alert blindly - always check the current market situation
- Use the alert as a heads-up to start watching the setup more closely
Tips for Success
- The earlier the FVG forms in the 9:31-10:00 window, often the more significant it is
- FVGs that form with high volume are usually more reliable
- Always consider the overall market direction - don't fight the main trend
- Practice on paper first to understand how FVGs behave in your chosen market
🔗 Works Best With:
✅ Liquidity Levels — Smart Swing Lows: Spot key structural lows that can fuel stop hunts and reversals.
✅ ICT Turtle Soup — Liquidity Reversal: Add a classic reversal pattern to your toolkit to catch fakeouts cleanly.
✅ ICT SMC Liquidity Grabs and OBs- Liquidity Grabs, Order Block Zones, and Fibonacci OTE Levels, allowing traders to identify institutional entry models with clean, rule-based visual signals.
This script is most valuable for day traders who want to catch institutional moves right after market open, but it can also help swing traders identify important intraday levels.
✅ ICT Macro Zones (Grey Box Version)- It tracks real-time highs and lows for each Silver Bullet session.
✅ Weekly Opening Gap (cryptonnnite)
Support Resistance with Order BlocksIndicator Description
Professional Price Level Detection for Smart Trading. Master the Markets with Precision Support/Resistance and Order Block Analysis . It provides traders with clear visual cues for potential reversal and breakout areas, combining both retail and institutional trading concepts into one powerful tool.
The Support & Resistance with Order Blocks indicator is a versatile Pine Script tool designed to empower traders with clear, actionable insights into key market levels. By combining advanced pivot-based support and resistance (S/R) detection with order block (OB) filtering, this indicator delivers clean, high-probability zones for entries, exits, and reversals. With customizable display options (boxes or lines) and intuitive settings, it’s perfect for traders of all styles—whether you’re scalping, swing trading, or investing long-term. Overlay it on your TradingView chart and elevate your trading strategy today!
________________________________________
Key Features
✅ Dynamic Support/Resistance - Auto-adjusting levels based on price action
✅ Smart Order Block Detection - Identifies institutional buying/selling zones
✅ Dual Display Modes - Choose between Boxes or Clean Lines for different chart styles
✅ Customizable Sensitivity - Adjust detection parameters for different markets
✅ Broken Level Markers - Clearly shows when key levels are breached
✅ Timeframe-Adaptive - Automatically adjusts for daily/weekly charts
1. Dynamic Support & Resistance Detection
Identifies critical S/R zones using pivot high/low calculations with adjustable look back periods.
Visualizes active S/R zones with distinct colors and labels ("Support" or "Resistance" for boxes, lines for cleaner charts).
Marks broken S/R levels as "Br S" (broken support) or "Br R" (broken resistance) when historical display is enabled, aiding in breakout and reversal analysis.
2. Smart Order Block Identification
Detects bullish and bearish order blocks based on significant price movements (default: ±0.3% over 5 candles).
Highlights institutional buying/selling zones with customizable colors, displayed as boxes or lines.
Filters out overlapping OB zones to keep your chart clutter-free.
3. Dual Display Options
Boxes or Lines: Choose to display S/R and OB as boxes for detailed zones or lines for a minimalist view.
Line Width Customization: Adjust line widths for S/R and OB (1–5 pixels) for optimal visibility.
Color Customization: Tailor colors for active/broken S/R and bullish/bearish OB zones.
4. Advanced Overlap Filtering
Ensures S/R zones don’t overlap with OB zones or other S/R levels, providing only the most relevant levels.
Limits the number of active zones (default: 10) to maintain chart clarity.
5. Historical S/R Visualization
Optionally display broken S/R levels with distinct colors and labels ("Br S" or "Br R") to track historical price reactions.
Broken levels are dynamically updated and removed (or retained) based on user settings.
6. Timeframe Adaptability
Automatically adjusts pivot detection for daily/weekly timeframes (40-candle look back) versus shorter timeframes (20-candle look back).
Works seamlessly across all asset classes (stocks, forex, crypto, etc.) and timeframes.
________________________________________
How It Works
• Support & Resistance:
Uses ta.pivothigh and ta.pivotlow to detect significant price pivots, with a user-defined look back (default: 5 candles post-pivot).
Plots S/R as boxes (with labels "Support" or "Resistance") or lines, extending to the current bar for real-time relevance.
Broken S/R levels are marked with adjusted colors and labels ("S" or "R" for boxes, "Br S" or "Br R" for lines when historical display is enabled).
• Order Blocks:
Identifies OB based on strong price movements over 4 candles, plotted as boxes or lines at the candle’s midpoint.
Validates OB to prevent overlap, ensuring only significant zones are displayed.
Removes OB zones when price breaks through, keeping the chart focused on active levels.
• Customization:
Toggle S/R and OB visibility, adjust detection sensitivity, and set maximum active zones (4–50).
Fine-tune line widths and colors for a personalized chart experience.
________________________________________
Why Use This Indicator?
• Precision Trading: Pinpoint high-probability entry/exit zones with filtered S/R and OB levels.
• Clean Charts: Overlap filtering and zone limits reduce clutter, focusing on key levels.
• Versatile Display: Switch between boxes for detailed zones or lines for simplicity, with adjustable line widths.
• Institutional Edge: Leverage OB detection to align with institutional activity for smarter trades.
• User-Friendly: Intuitive settings and clear visuals make it accessible for beginners and pros alike.
________________________________________
Settings Overview________________________________________
⚙ Input Parameters
Settings Overview
Display Options:
Display Type: Choose "Boxes" or "Lines" for S/R and OB visualization.
S/R Line Width: Set line thickness for S/R lines (1–5 pixels, default: 2).
OB Line Width: Set line thickness for OB lines (1–5 pixels, default: 2).
Order Block Options:
Show Order Block: Enable/disable OB display.
Bull/Bear OB Colors: Customise border and fill colors for bullish and bearish OB zones.
Support/Resistance Options:
Show S/R: Toggle active S/R zones.
Show Historical S/R: Display broken S/R levels, marked as "Br S" or "Br R" for lines.
Detection Period: Set candle lookback for pivot detection (4–50, default: 5).
Max Active Zones: Limit active S/R and OB zones (4–50, default: 10).
Colors: Customise active and broken S/R colors for clear differentiation.
________________________________________
How to Use
1. Add to Chart: Apply the indicator to your TradingView chart.
2. Customize Settings:
o Select "Boxes" or "Lines" for your preferred display style.
o Adjust line widths, colors, and detection parameters to suit your trading style.
o Enable "Show Historical S/R" to track broken levels with "Br S" and "Br R" labels.
3. Analyze Levels:
o Use support zones (green) for buy entries and resistance zones (red) for sell entries.
o Monitor OB zones for institutional activity, signaling potential reversals or continuations.
o Watch for "Br S" or "Br R" labels to identify breakout opportunities.
4. Combine with Other Tools: Pair with trend indicators, volume analysis, or price action for a robust strategy.
5. Monitor Breakouts: Trade breakouts when price breaches S/R or OB zones, with historical labels providing context.
________________________________________
Example Use Cases
• Swing Trading: Use S/R and OB zones to identify entry/exit points, with historical broken levels for context.
• Breakout Trading: Trade price breaks through S/R or OB, using "Br S" and "Br R" labels to confirm reversals.
• Scalping: Adjust detection period for faster S/R and OB identification on lower timeframes.
________________________________________
• Performance: Optimized for all timeframes, with best results on 5M, 15M, 30M, 1H, 4H, or daily charts for swing trading.
• Compatibility: Works with any asset class and TradingView chart.
________________________________________
Get Started
Transform your trading with Support & Resistance with Order Blocks! Add it to your chart, customize it to your style, and trade with confidence. For questions or feedback, drop a comment on TradingView or message the author. Happy trading! 🚀
________________________________________
Disclaimer: This indicator is for educational and informational purposes only. Always conduct your own analysis and practice proper risk management before trading.
Tensor Market Analysis Engine (TMAE)# Tensor Market Analysis Engine (TMAE)
## Advanced Multi-Dimensional Mathematical Analysis System
*Where Quantum Mathematics Meets Market Structure*
---
## 🎓 THEORETICAL FOUNDATION
The Tensor Market Analysis Engine represents a revolutionary synthesis of three cutting-edge mathematical frameworks that have never before been combined for comprehensive market analysis. This indicator transcends traditional technical analysis by implementing advanced mathematical concepts from quantum mechanics, information theory, and fractal geometry.
### 🌊 Multi-Dimensional Volatility with Jump Detection
**Hawkes Process Implementation:**
The TMAE employs a sophisticated Hawkes process approximation for detecting self-exciting market jumps. Unlike traditional volatility measures that treat price movements as independent events, the Hawkes process recognizes that market shocks cluster and exhibit memory effects.
**Mathematical Foundation:**
```
Intensity λ(t) = μ + Σ α(t - Tᵢ)
```
Where market jumps at times Tᵢ increase the probability of future jumps through the decay function α, controlled by the Hawkes Decay parameter (0.5-0.99).
**Mahalanobis Distance Calculation:**
The engine calculates volatility jumps using multi-dimensional Mahalanobis distance across up to 5 volatility dimensions:
- **Dimension 1:** Price volatility (standard deviation of returns)
- **Dimension 2:** Volume volatility (normalized volume fluctuations)
- **Dimension 3:** Range volatility (high-low spread variations)
- **Dimension 4:** Correlation volatility (price-volume relationship changes)
- **Dimension 5:** Microstructure volatility (intrabar positioning analysis)
This creates a volatility state vector that captures market behavior impossible to detect with traditional single-dimensional approaches.
### 📐 Hurst Exponent Regime Detection
**Fractal Market Hypothesis Integration:**
The TMAE implements advanced Rescaled Range (R/S) analysis to calculate the Hurst exponent in real-time, providing dynamic regime classification:
- **H > 0.6:** Trending (persistent) markets - momentum strategies optimal
- **H < 0.4:** Mean-reverting (anti-persistent) markets - contrarian strategies optimal
- **H ≈ 0.5:** Random walk markets - breakout strategies preferred
**Adaptive R/S Analysis:**
Unlike static implementations, the TMAE uses adaptive windowing that adjusts to market conditions:
```
H = log(R/S) / log(n)
```
Where R is the range of cumulative deviations and S is the standard deviation over period n.
**Dynamic Regime Classification:**
The system employs hysteresis to prevent regime flipping, requiring sustained Hurst values before regime changes are confirmed. This prevents false signals during transitional periods.
### 🔄 Transfer Entropy Analysis
**Information Flow Quantification:**
Transfer entropy measures the directional flow of information between price and volume, revealing lead-lag relationships that indicate future price movements:
```
TE(X→Y) = Σ p(yₜ₊₁, yₜ, xₜ) log
```
**Causality Detection:**
- **Volume → Price:** Indicates accumulation/distribution phases
- **Price → Volume:** Suggests retail participation or momentum chasing
- **Balanced Flow:** Market equilibrium or transition periods
The system analyzes multiple lag periods (2-20 bars) to capture both immediate and structural information flows.
---
## 🔧 COMPREHENSIVE INPUT SYSTEM
### Core Parameters Group
**Primary Analysis Window (10-100, Default: 50)**
The fundamental lookback period affecting all calculations. Optimization by timeframe:
- **1-5 minute charts:** 20-30 (rapid adaptation to micro-movements)
- **15 minute-1 hour:** 30-50 (balanced responsiveness and stability)
- **4 hour-daily:** 50-100 (smooth signals, reduced noise)
- **Asset-specific:** Cryptocurrency 20-35, Stocks 35-50, Forex 40-60
**Signal Sensitivity (0.1-2.0, Default: 0.7)**
Master control affecting all threshold calculations:
- **Conservative (0.3-0.6):** High-quality signals only, fewer false positives
- **Balanced (0.7-1.0):** Optimal risk-reward ratio for most trading styles
- **Aggressive (1.1-2.0):** Maximum signal frequency, requires careful filtering
**Signal Generation Mode:**
- **Aggressive:** Any component signals (highest frequency)
- **Confluence:** 2+ components agree (balanced approach)
- **Conservative:** All 3 components align (highest quality)
### Volatility Jump Detection Group
**Volatility Dimensions (2-5, Default: 3)**
Determines the mathematical space complexity:
- **2D:** Price + Volume volatility (suitable for clean markets)
- **3D:** + Range volatility (optimal for most conditions)
- **4D:** + Correlation volatility (advanced multi-asset analysis)
- **5D:** + Microstructure volatility (maximum sensitivity)
**Jump Detection Threshold (1.5-4.0σ, Default: 3.0σ)**
Standard deviations required for volatility jump classification:
- **Cryptocurrency:** 2.0-2.5σ (naturally volatile)
- **Stock Indices:** 2.5-3.0σ (moderate volatility)
- **Forex Major Pairs:** 3.0-3.5σ (typically stable)
- **Commodities:** 2.0-3.0σ (varies by commodity)
**Jump Clustering Decay (0.5-0.99, Default: 0.85)**
Hawkes process memory parameter:
- **0.5-0.7:** Fast decay (jumps treated as independent)
- **0.8-0.9:** Moderate clustering (realistic market behavior)
- **0.95-0.99:** Strong clustering (crisis/event-driven markets)
### Hurst Exponent Analysis Group
**Calculation Method Options:**
- **Classic R/S:** Original Rescaled Range (fast, simple)
- **Adaptive R/S:** Dynamic windowing (recommended for trading)
- **DFA:** Detrended Fluctuation Analysis (best for noisy data)
**Trending Threshold (0.55-0.8, Default: 0.60)**
Hurst value defining persistent market behavior:
- **0.55-0.60:** Weak trend persistence
- **0.65-0.70:** Clear trending behavior
- **0.75-0.80:** Strong momentum regimes
**Mean Reversion Threshold (0.2-0.45, Default: 0.40)**
Hurst value defining anti-persistent behavior:
- **0.35-0.45:** Weak mean reversion
- **0.25-0.35:** Clear ranging behavior
- **0.15-0.25:** Strong reversion tendency
### Transfer Entropy Parameters Group
**Information Flow Analysis:**
- **Price-Volume:** Classic flow analysis for accumulation/distribution
- **Price-Volatility:** Risk flow analysis for sentiment shifts
- **Multi-Timeframe:** Cross-timeframe causality detection
**Maximum Lag (2-20, Default: 5)**
Causality detection window:
- **2-5 bars:** Immediate causality (scalping)
- **5-10 bars:** Short-term flow (day trading)
- **10-20 bars:** Structural flow (swing trading)
**Significance Threshold (0.05-0.3, Default: 0.15)**
Minimum entropy for signal generation:
- **0.05-0.10:** Detect subtle information flows
- **0.10-0.20:** Clear causality only
- **0.20-0.30:** Very strong flows only
---
## 🎨 ADVANCED VISUAL SYSTEM
### Tensor Volatility Field Visualization
**Five-Layer Resonance Bands:**
The tensor field creates dynamic support/resistance zones that expand and contract based on mathematical field strength:
- **Core Layer (Purple):** Primary tensor field with highest intensity
- **Layer 2 (Neutral):** Secondary mathematical resonance
- **Layer 3 (Info Blue):** Tertiary harmonic frequencies
- **Layer 4 (Warning Gold):** Outer field boundaries
- **Layer 5 (Success Green):** Maximum field extension
**Field Strength Calculation:**
```
Field Strength = min(3.0, Mahalanobis Distance × Tensor Intensity)
```
The field amplitude adjusts to ATR and mathematical distance, creating dynamic zones that respond to market volatility.
**Radiation Line Network:**
During active tensor states, the system projects directional radiation lines showing field energy distribution:
- **8 Directional Rays:** Complete angular coverage
- **Tapering Segments:** Progressive transparency for natural visual flow
- **Pulse Effects:** Enhanced visualization during volatility jumps
### Dimensional Portal System
**Portal Mathematics:**
Dimensional portals visualize regime transitions using category theory principles:
- **Green Portals (◉):** Trending regime detection (appear below price for support)
- **Red Portals (◎):** Mean-reverting regime (appear above price for resistance)
- **Yellow Portals (○):** Random walk regime (neutral positioning)
**Tensor Trail Effects:**
Each portal generates 8 trailing particles showing mathematical momentum:
- **Large Particles (●):** Strong mathematical signal
- **Medium Particles (◦):** Moderate signal strength
- **Small Particles (·):** Weak signal continuation
- **Micro Particles (˙):** Signal dissipation
### Information Flow Streams
**Particle Stream Visualization:**
Transfer entropy creates flowing particle streams indicating information direction:
- **Upward Streams:** Volume leading price (accumulation phases)
- **Downward Streams:** Price leading volume (distribution phases)
- **Stream Density:** Proportional to information flow strength
**15-Particle Evolution:**
Each stream contains 15 particles with progressive sizing and transparency, creating natural flow visualization that makes information transfer immediately apparent.
### Fractal Matrix Grid System
**Multi-Timeframe Fractal Levels:**
The system calculates and displays fractal highs/lows across five Fibonacci periods:
- **8-Period:** Short-term fractal structure
- **13-Period:** Intermediate-term patterns
- **21-Period:** Primary swing levels
- **34-Period:** Major structural levels
- **55-Period:** Long-term fractal boundaries
**Triple-Layer Visualization:**
Each fractal level uses three-layer rendering:
- **Shadow Layer:** Widest, darkest foundation (width 5)
- **Glow Layer:** Medium white core line (width 3)
- **Tensor Layer:** Dotted mathematical overlay (width 1)
**Intelligent Labeling System:**
Smart spacing prevents label overlap using ATR-based minimum distances. Labels include:
- **Fractal Period:** Time-based identification
- **Topological Class:** Mathematical complexity rating (0, I, II, III)
- **Price Level:** Exact fractal price
- **Mahalanobis Distance:** Current mathematical field strength
- **Hurst Exponent:** Current regime classification
- **Anomaly Indicators:** Visual strength representations (○ ◐ ● ⚡)
### Wick Pressure Analysis
**Rejection Level Mathematics:**
The system analyzes candle wick patterns to project future pressure zones:
- **Upper Wick Analysis:** Identifies selling pressure and resistance zones
- **Lower Wick Analysis:** Identifies buying pressure and support zones
- **Pressure Projection:** Extends lines forward based on mathematical probability
**Multi-Layer Glow Effects:**
Wick pressure lines use progressive transparency (1-8 layers) creating natural glow effects that make pressure zones immediately visible without cluttering the chart.
### Enhanced Regime Background
**Dynamic Intensity Mapping:**
Background colors reflect mathematical regime strength:
- **Deep Transparency (98% alpha):** Subtle regime indication
- **Pulse Intensity:** Based on regime strength calculation
- **Color Coding:** Green (trending), Red (mean-reverting), Neutral (random)
**Smoothing Integration:**
Regime changes incorporate 10-bar smoothing to prevent background flicker while maintaining responsiveness to genuine regime shifts.
### Color Scheme System
**Six Professional Themes:**
- **Dark (Default):** Professional trading environment optimization
- **Light:** High ambient light conditions
- **Classic:** Traditional technical analysis appearance
- **Neon:** High-contrast visibility for active trading
- **Neutral:** Minimal distraction focus
- **Bright:** Maximum visibility for complex setups
Each theme maintains mathematical accuracy while optimizing visual clarity for different trading environments and personal preferences.
---
## 📊 INSTITUTIONAL-GRADE DASHBOARD
### Tensor Field Status Section
**Field Strength Display:**
Real-time Mahalanobis distance calculation with dynamic emoji indicators:
- **⚡ (Lightning):** Extreme field strength (>1.5× threshold)
- **● (Solid Circle):** Strong field activity (>1.0× threshold)
- **○ (Open Circle):** Normal field state
**Signal Quality Rating:**
Democratic algorithm assessment:
- **ELITE:** All 3 components aligned (highest probability)
- **STRONG:** 2 components aligned (good probability)
- **GOOD:** 1 component active (moderate probability)
- **WEAK:** No clear component signals
**Threshold and Anomaly Monitoring:**
- **Threshold Display:** Current mathematical threshold setting
- **Anomaly Level (0-100%):** Combined volatility and volume spike measurement
- **>70%:** High anomaly (red warning)
- **30-70%:** Moderate anomaly (orange caution)
- **<30%:** Normal conditions (green confirmation)
### Tensor State Analysis Section
**Mathematical State Classification:**
- **↑ BULL (Tensor State +1):** Trending regime with bullish bias
- **↓ BEAR (Tensor State -1):** Mean-reverting regime with bearish bias
- **◈ SUPER (Tensor State 0):** Random walk regime (neutral)
**Visual State Gauge:**
Five-circle progression showing tensor field polarity:
- **🟢🟢🟢⚪⚪:** Strong bullish mathematical alignment
- **⚪⚪🟡⚪⚪:** Neutral/transitional state
- **⚪⚪🔴🔴🔴:** Strong bearish mathematical alignment
**Trend Direction and Phase Analysis:**
- **📈 BULL / 📉 BEAR / ➡️ NEUTRAL:** Primary trend classification
- **🌪️ CHAOS:** Extreme information flow (>2.0 flow strength)
- **⚡ ACTIVE:** Strong information flow (1.0-2.0 flow strength)
- **😴 CALM:** Low information flow (<1.0 flow strength)
### Trading Signals Section
**Real-Time Signal Status:**
- **🟢 ACTIVE / ⚪ INACTIVE:** Long signal availability
- **🔴 ACTIVE / ⚪ INACTIVE:** Short signal availability
- **Components (X/3):** Active algorithmic components
- **Mode Display:** Current signal generation mode
**Signal Strength Visualization:**
Color-coded component count:
- **Green:** 3/3 components (maximum confidence)
- **Aqua:** 2/3 components (good confidence)
- **Orange:** 1/3 components (moderate confidence)
- **Gray:** 0/3 components (no signals)
### Performance Metrics Section
**Win Rate Monitoring:**
Estimated win rates based on signal quality with emoji indicators:
- **🔥 (Fire):** ≥60% estimated win rate
- **👍 (Thumbs Up):** 45-59% estimated win rate
- **⚠️ (Warning):** <45% estimated win rate
**Mathematical Metrics:**
- **Hurst Exponent:** Real-time fractal dimension (0.000-1.000)
- **Information Flow:** Volume/price leading indicators
- **📊 VOL:** Volume leading price (accumulation/distribution)
- **💰 PRICE:** Price leading volume (momentum/speculation)
- **➖ NONE:** Balanced information flow
- **Volatility Classification:**
- **🔥 HIGH:** Above 1.5× jump threshold
- **📊 NORM:** Normal volatility range
- **😴 LOW:** Below 0.5× jump threshold
### Market Structure Section (Large Dashboard)
**Regime Classification:**
- **📈 TREND:** Hurst >0.6, momentum strategies optimal
- **🔄 REVERT:** Hurst <0.4, contrarian strategies optimal
- **🎲 RANDOM:** Hurst ≈0.5, breakout strategies preferred
**Mathematical Field Analysis:**
- **Dimensions:** Current volatility space complexity (2D-5D)
- **Hawkes λ (Lambda):** Self-exciting jump intensity (0.00-1.00)
- **Jump Status:** 🚨 JUMP (active) / ✅ NORM (normal)
### Settings Summary Section (Large Dashboard)
**Active Configuration Display:**
- **Sensitivity:** Current master sensitivity setting
- **Lookback:** Primary analysis window
- **Theme:** Active color scheme
- **Method:** Hurst calculation method (Classic R/S, Adaptive R/S, DFA)
**Dashboard Sizing Options:**
- **Small:** Essential metrics only (mobile/small screens)
- **Normal:** Balanced information density (standard desktop)
- **Large:** Maximum detail (multi-monitor setups)
**Position Options:**
- **Top Right:** Standard placement (avoids price action)
- **Top Left:** Wide chart optimization
- **Bottom Right:** Recent price focus (scalping)
- **Bottom Left:** Maximum price visibility (swing trading)
---
## 🎯 SIGNAL GENERATION LOGIC
### Multi-Component Convergence System
**Component Signal Architecture:**
The TMAE generates signals through sophisticated component analysis rather than simple threshold crossing:
**Volatility Component:**
- **Jump Detection:** Mahalanobis distance threshold breach
- **Hawkes Intensity:** Self-exciting process activation (>0.2)
- **Multi-dimensional:** Considers all volatility dimensions simultaneously
**Hurst Regime Component:**
- **Trending Markets:** Price above SMA-20 with positive momentum
- **Mean-Reverting Markets:** Price at Bollinger Band extremes
- **Random Markets:** Bollinger squeeze breakouts with directional confirmation
**Transfer Entropy Component:**
- **Volume Leadership:** Information flow from volume to price
- **Volume Spike:** Volume 110%+ above 20-period average
- **Flow Significance:** Above entropy threshold with directional bias
### Democratic Signal Weighting
**Signal Mode Implementation:**
- **Aggressive Mode:** Any single component triggers signal
- **Confluence Mode:** Minimum 2 components must agree
- **Conservative Mode:** All 3 components must align
**Momentum Confirmation:**
All signals require momentum confirmation:
- **Long Signals:** RSI >50 AND price >EMA-9
- **Short Signals:** RSI <50 AND price 0.6):**
- **Increase Sensitivity:** Catch momentum continuation
- **Lower Mean Reversion Threshold:** Avoid counter-trend signals
- **Emphasize Volume Leadership:** Institutional accumulation/distribution
- **Tensor Field Focus:** Use expansion for trend continuation
- **Signal Mode:** Aggressive or Confluence for trend following
**Range-Bound Markets (Hurst <0.4):**
- **Decrease Sensitivity:** Avoid false breakouts
- **Lower Trending Threshold:** Quick regime recognition
- **Focus on Price Leadership:** Retail sentiment extremes
- **Fractal Grid Emphasis:** Support/resistance trading
- **Signal Mode:** Conservative for high-probability reversals
**Volatile Markets (High Jump Frequency):**
- **Increase Hawkes Decay:** Recognize event clustering
- **Higher Jump Threshold:** Avoid noise signals
- **Maximum Dimensions:** Capture full volatility complexity
- **Reduce Position Sizing:** Risk management adaptation
- **Enhanced Visuals:** Maximum information for rapid decisions
**Low Volatility Markets (Low Jump Frequency):**
- **Decrease Jump Threshold:** Capture subtle movements
- **Lower Hawkes Decay:** Treat moves as independent
- **Reduce Dimensions:** Simplify analysis
- **Increase Position Sizing:** Capitalize on compressed volatility
- **Minimal Visuals:** Reduce distraction in quiet markets
---
## 🚀 ADVANCED TRADING STRATEGIES
### The Mathematical Convergence Method
**Entry Protocol:**
1. **Fractal Grid Approach:** Monitor price approaching significant fractal levels
2. **Tensor Field Confirmation:** Verify field expansion supporting direction
3. **Portal Signal:** Wait for dimensional portal appearance
4. **ELITE/STRONG Quality:** Only trade highest quality mathematical signals
5. **Component Consensus:** Confirm 2+ components agree in Confluence mode
**Example Implementation:**
- Price approaching 21-period fractal high
- Tensor field expanding upward (bullish mathematical alignment)
- Green portal appears below price (trending regime confirmation)
- ELITE quality signal with 3/3 components active
- Enter long position with stop below fractal level
**Risk Management:**
- **Stop Placement:** Below/above fractal level that generated signal
- **Position Sizing:** Based on Mahalanobis distance (higher distance = smaller size)
- **Profit Targets:** Next fractal level or tensor field resistance
### The Regime Transition Strategy
**Regime Change Detection:**
1. **Monitor Hurst Exponent:** Watch for persistent moves above/below thresholds
2. **Portal Color Change:** Regime transitions show different portal colors
3. **Background Intensity:** Increasing regime background intensity
4. **Mathematical Confirmation:** Wait for regime confirmation (hysteresis)
**Trading Implementation:**
- **Trending Transitions:** Trade momentum breakouts, follow trend
- **Mean Reversion Transitions:** Trade range boundaries, fade extremes
- **Random Transitions:** Trade breakouts with tight stops
**Advanced Techniques:**
- **Multi-Timeframe:** Confirm regime on higher timeframe
- **Early Entry:** Enter on regime transition rather than confirmation
- **Regime Strength:** Larger positions during strong regime signals
### The Information Flow Momentum Strategy
**Flow Detection Protocol:**
1. **Monitor Transfer Entropy:** Watch for significant information flow shifts
2. **Volume Leadership:** Strong edge when volume leads price
3. **Flow Acceleration:** Increasing flow strength indicates momentum
4. **Directional Confirmation:** Ensure flow aligns with intended trade direction
**Entry Signals:**
- **Volume → Price Flow:** Enter during accumulation/distribution phases
- **Price → Volume Flow:** Enter on momentum confirmation breaks
- **Flow Reversal:** Counter-trend entries when flow reverses
**Optimization:**
- **Scalping:** Use immediate flow detection (2-5 bar lag)
- **Swing Trading:** Use structural flow (10-20 bar lag)
- **Multi-Asset:** Compare flow between correlated assets
### The Tensor Field Expansion Strategy
**Field Mathematics:**
The tensor field expansion indicates mathematical pressure building in market structure:
**Expansion Phases:**
1. **Compression:** Field contracts, volatility decreases
2. **Tension Building:** Mathematical pressure accumulates
3. **Expansion:** Field expands rapidly with directional movement
4. **Resolution:** Field stabilizes at new equilibrium
**Trading Applications:**
- **Compression Trading:** Prepare for breakout during field contraction
- **Expansion Following:** Trade direction of field expansion
- **Reversion Trading:** Fade extreme field expansion
- **Multi-Dimensional:** Consider all field layers for confirmation
### The Hawkes Process Event Strategy
**Self-Exciting Jump Trading:**
Understanding that market shocks cluster and create follow-on opportunities:
**Jump Sequence Analysis:**
1. **Initial Jump:** First volatility jump detected
2. **Clustering Phase:** Hawkes intensity remains elevated
3. **Follow-On Opportunities:** Additional jumps more likely
4. **Decay Period:** Intensity gradually decreases
**Implementation:**
- **Jump Confirmation:** Wait for mathematical jump confirmation
- **Direction Assessment:** Use other components for direction
- **Clustering Trades:** Trade subsequent moves during high intensity
- **Decay Exit:** Exit positions as Hawkes intensity decays
### The Fractal Confluence System
**Multi-Timeframe Fractal Analysis:**
Combining fractal levels across different periods for high-probability zones:
**Confluence Zones:**
- **Double Confluence:** 2 fractal levels align
- **Triple Confluence:** 3+ fractal levels cluster
- **Mathematical Confirmation:** Tensor field supports the level
- **Information Flow:** Transfer entropy confirms direction
**Trading Protocol:**
1. **Identify Confluence:** Find 2+ fractal levels within 1 ATR
2. **Mathematical Support:** Verify tensor field alignment
3. **Signal Quality:** Wait for STRONG or ELITE signal
4. **Risk Definition:** Use fractal level for stop placement
5. **Profit Targeting:** Next major fractal confluence zone
---
## ⚠️ COMPREHENSIVE RISK MANAGEMENT
### Mathematical Position Sizing
**Mahalanobis Distance Integration:**
Position size should inversely correlate with mathematical field strength:
```
Position Size = Base Size × (Threshold / Mahalanobis Distance)
```
**Risk Scaling Matrix:**
- **Low Field Strength (<2.0):** Standard position sizing
- **Moderate Field Strength (2.0-3.0):** 75% position sizing
- **High Field Strength (3.0-4.0):** 50% position sizing
- **Extreme Field Strength (>4.0):** 25% position sizing or no trade
### Signal Quality Risk Adjustment
**Quality-Based Position Sizing:**
- **ELITE Signals:** 100% of planned position size
- **STRONG Signals:** 75% of planned position size
- **GOOD Signals:** 50% of planned position size
- **WEAK Signals:** No position or paper trading only
**Component Agreement Scaling:**
- **3/3 Components:** Full position size
- **2/3 Components:** 75% position size
- **1/3 Components:** 50% position size or skip trade
### Regime-Adaptive Risk Management
**Trending Market Risk:**
- **Wider Stops:** Allow for trend continuation
- **Trend Following:** Trade with regime direction
- **Higher Position Size:** Trend probability advantage
- **Momentum Stops:** Trail stops based on momentum indicators
**Mean-Reverting Market Risk:**
- **Tighter Stops:** Quick exits on trend continuation
- **Contrarian Positioning:** Trade against extremes
- **Smaller Position Size:** Higher reversal failure rate
- **Level-Based Stops:** Use fractal levels for stops
**Random Market Risk:**
- **Breakout Focus:** Trade only clear breakouts
- **Tight Initial Stops:** Quick exit if breakout fails
- **Reduced Frequency:** Skip marginal setups
- **Range-Based Targets:** Profit targets at range boundaries
### Volatility-Adaptive Risk Controls
**High Volatility Periods:**
- **Reduced Position Size:** Account for wider price swings
- **Wider Stops:** Avoid noise-based exits
- **Lower Frequency:** Skip marginal setups
- **Faster Exits:** Take profits more quickly
**Low Volatility Periods:**
- **Standard Position Size:** Normal risk parameters
- **Tighter Stops:** Take advantage of compressed ranges
- **Higher Frequency:** Trade more setups
- **Extended Targets:** Allow for compressed volatility expansion
### Multi-Timeframe Risk Alignment
**Higher Timeframe Trend:**
- **With Trend:** Standard or increased position size
- **Against Trend:** Reduced position size or skip
- **Neutral Trend:** Standard position size with tight management
**Risk Hierarchy:**
1. **Primary:** Current timeframe signal quality
2. **Secondary:** Higher timeframe trend alignment
3. **Tertiary:** Mathematical field strength
4. **Quaternary:** Market regime classification
---
## 📚 EDUCATIONAL VALUE AND MATHEMATICAL CONCEPTS
### Advanced Mathematical Concepts
**Tensor Analysis in Markets:**
The TMAE introduces traders to tensor analysis, a branch of mathematics typically reserved for physics and advanced engineering. Tensors provide a framework for understanding multi-dimensional market relationships that scalar and vector analysis cannot capture.
**Information Theory Applications:**
Transfer entropy implementation teaches traders about information flow in markets, a concept from information theory that quantifies directional causality between variables. This provides intuition about market microstructure and participant behavior.
**Fractal Geometry in Trading:**
The Hurst exponent calculation exposes traders to fractal geometry concepts, helping understand that markets exhibit self-similar patterns across multiple timeframes. This mathematical insight transforms how traders view market structure.
**Stochastic Process Theory:**
The Hawkes process implementation introduces concepts from stochastic process theory, specifically self-exciting point processes. This provides mathematical framework for understanding why market events cluster and exhibit memory effects.
### Learning Progressive Complexity
**Beginner Mathematical Concepts:**
- **Volatility Dimensions:** Understanding multi-dimensional analysis
- **Regime Classification:** Learning market personality types
- **Signal Democracy:** Algorithmic consensus building
- **Visual Mathematics:** Interpreting mathematical concepts visually
**Intermediate Mathematical Applications:**
- **Mahalanobis Distance:** Statistical distance in multi-dimensional space
- **Rescaled Range Analysis:** Fractal dimension measurement
- **Information Entropy:** Quantifying uncertainty and causality
- **Field Theory:** Understanding mathematical fields in market context
**Advanced Mathematical Integration:**
- **Tensor Field Dynamics:** Multi-dimensional market force analysis
- **Stochastic Self-Excitation:** Event clustering and memory effects
- **Categorical Composition:** Mathematical signal combination theory
- **Topological Market Analysis:** Understanding market shape and connectivity
### Practical Mathematical Intuition
**Developing Market Mathematics Intuition:**
The TMAE serves as a bridge between abstract mathematical concepts and practical trading applications. Traders develop intuitive understanding of:
- **How markets exhibit mathematical structure beneath apparent randomness**
- **Why multi-dimensional analysis reveals patterns invisible to single-variable approaches**
- **How information flows through markets in measurable, predictable ways**
- **Why mathematical models provide probabilistic edges rather than certainties**
---
## 🔬 IMPLEMENTATION AND OPTIMIZATION
### Getting Started Protocol
**Phase 1: Observation (Week 1)**
1. **Apply with defaults:** Use standard settings on your primary trading timeframe
2. **Study visual elements:** Learn to interpret tensor fields, portals, and streams
3. **Monitor dashboard:** Observe how metrics change with market conditions
4. **No trading:** Focus entirely on pattern recognition and understanding
**Phase 2: Pattern Recognition (Week 2-3)**
1. **Identify signal patterns:** Note what market conditions produce different signal qualities
2. **Regime correlation:** Observe how Hurst regimes affect signal performance
3. **Visual confirmation:** Learn to read tensor field expansion and portal signals
4. **Component analysis:** Understand which components drive signals in different markets
**Phase 3: Parameter Optimization (Week 4-5)**
1. **Asset-specific tuning:** Adjust parameters for your specific trading instrument
2. **Timeframe optimization:** Fine-tune for your preferred trading timeframe
3. **Sensitivity adjustment:** Balance signal frequency with quality
4. **Visual customization:** Optimize colors and intensity for your trading environment
**Phase 4: Live Implementation (Week 6+)**
1. **Paper trading:** Test signals with hypothetical trades
2. **Small position sizing:** Begin with minimal risk during learning phase
3. **Performance tracking:** Monitor actual vs. expected signal performance
4. **Continuous optimization:** Refine settings based on real performance data
### Performance Monitoring System
**Signal Quality Tracking:**
- **ELITE Signal Win Rate:** Track highest quality signals separately
- **Component Performance:** Monitor which components provide best signals
- **Regime Performance:** Analyze performance across different market regimes
- **Timeframe Analysis:** Compare performance across different session times
**Mathematical Metric Correlation:**
- **Field Strength vs. Performance:** Higher field strength should correlate with better performance
- **Component Agreement vs. Win Rate:** More component agreement should improve win rates
- **Regime Alignment vs. Success:** Trading with mathematical regime should outperform
### Continuous Optimization Process
**Monthly Review Protocol:**
1. **Performance Analysis:** Review win rates, profit factors, and maximum drawdown
2. **Parameter Assessment:** Evaluate if current settings remain optimal
3. **Market Adaptation:** Adjust for changes in market character or volatility
4. **Component Weighting:** Consider if certain components should receive more/less emphasis
**Quarterly Deep Analysis:**
1. **Mathematical Model Validation:** Verify that mathematical relationships remain valid
2. **Regime Distribution:** Analyze time spent in different market regimes
3. **Signal Evolution:** Track how signal characteristics change over time
4. **Correlation Analysis:** Monitor correlations between different mathematical components
---
## 🌟 UNIQUE INNOVATIONS AND CONTRIBUTIONS
### Revolutionary Mathematical Integration
**First-Ever Implementations:**
1. **Multi-Dimensional Volatility Tensor:** First indicator to implement true tensor analysis for market volatility
2. **Real-Time Hawkes Process:** First trading implementation of self-exciting point processes
3. **Transfer Entropy Trading Signals:** First practical application of information theory for trade generation
4. **Democratic Component Voting:** First algorithmic consensus system for signal generation
5. **Fractal-Projected Signal Quality:** First system to predict signal quality at future price levels
### Advanced Visualization Innovations
**Mathematical Visualization Breakthroughs:**
- **Tensor Field Radiation:** Visual representation of mathematical field energy
- **Dimensional Portal System:** Category theory visualization for regime transitions
- **Information Flow Streams:** Real-time visual display of market information transfer
- **Multi-Layer Fractal Grid:** Intelligent spacing and projection system
- **Regime Intensity Mapping:** Dynamic background showing mathematical regime strength
### Practical Trading Innovations
**Trading System Advances:**
- **Quality-Weighted Signal Generation:** Signals rated by mathematical confidence
- **Regime-Adaptive Strategy Selection:** Automatic strategy optimization based on market personality
- **Anti-Spam Signal Protection:** Mathematical prevention of signal clustering
- **Component Performance Tracking:** Real-time monitoring of algorithmic component success
- **Field-Strength Position Sizing:** Mathematical volatility integration for risk management
---
## ⚖️ RESPONSIBLE USAGE AND LIMITATIONS
### Mathematical Model Limitations
**Understanding Model Boundaries:**
While the TMAE implements sophisticated mathematical concepts, traders must understand fundamental limitations:
- **Markets Are Not Purely Mathematical:** Human psychology, news events, and fundamental factors create unpredictable elements
- **Past Performance Limitations:** Mathematical relationships that worked historically may not persist indefinitely
- **Model Risk:** Complex models can fail during unprecedented market conditions
- **Overfitting Potential:** Highly optimized parameters may not generalize to future market conditions
### Proper Implementation Guidelines
**Risk Management Requirements:**
- **Never Risk More Than 2% Per Trade:** Regardless of signal quality
- **Diversification Mandatory:** Don't rely solely on mathematical signals
- **Position Sizing Discipline:** Use mathematical field strength for sizing, not confidence
- **Stop Loss Non-Negotiable:** Every trade must have predefined risk parameters
**Realistic Expectations:**
- **Mathematical Edge, Not Certainty:** The indicator provides probabilistic advantages, not guaranteed outcomes
- **Learning Curve Required:** Complex mathematical concepts require time to master
- **Market Adaptation Necessary:** Parameters must evolve with changing market conditions
- **Continuous Education Important:** Understanding underlying mathematics improves application
### Ethical Trading Considerations
**Market Impact Awareness:**
- **Information Asymmetry:** Advanced mathematical analysis may provide advantages over other market participants
- **Position Size Responsibility:** Large positions based on mathematical signals can impact market structure
- **Sharing Knowledge:** Consider educational contributions to trading community
- **Fair Market Participation:** Use mathematical advantages responsibly within market framework
### Professional Development Path
**Skill Development Sequence:**
1. **Basic Mathematical Literacy:** Understand fundamental concepts before advanced application
2. **Risk Management Mastery:** Develop disciplined risk control before relying on complex signals
3. **Market Psychology Understanding:** Combine mathematical analysis with behavioral market insights
4. **Continuous Learning:** Stay updated on mathematical finance developments and market evolution
---
## 🔮 CONCLUSION
The Tensor Market Analysis Engine represents a quantum leap forward in technical analysis, successfully bridging the gap between advanced pure mathematics and practical trading applications. By integrating multi-dimensional volatility analysis, fractal market theory, and information flow dynamics, the TMAE reveals market structure invisible to conventional analysis while maintaining visual clarity and practical usability.
### Mathematical Innovation Legacy
This indicator establishes new paradigms in technical analysis:
- **Tensor analysis for market volatility understanding**
- **Stochastic self-excitation for event clustering prediction**
- **Information theory for causality-based trade generation**
- **Democratic algorithmic consensus for signal quality enhancement**
- **Mathematical field visualization for intuitive market understanding**
### Practical Trading Revolution
Beyond mathematical innovation, the TMAE transforms practical trading:
- **Quality-rated signals replace binary buy/sell decisions**
- **Regime-adaptive strategies automatically optimize for market personality**
- **Multi-dimensional risk management integrates mathematical volatility measures**
- **Visual mathematical concepts make complex analysis immediately interpretable**
- **Educational value creates lasting improvement in trading understanding**
### Future-Proof Design
The mathematical foundations ensure lasting relevance:
- **Universal mathematical principles transcend market evolution**
- **Multi-dimensional analysis adapts to new market structures**
- **Regime detection automatically adjusts to changing market personalities**
- **Component democracy allows for future algorithmic additions**
- **Mathematical visualization scales with increasing market complexity**
### Commitment to Excellence
The TMAE represents more than an indicator—it embodies a philosophy of bringing rigorous mathematical analysis to trading while maintaining practical utility and visual elegance. Every component, from the multi-dimensional tensor fields to the democratic signal generation, reflects a commitment to mathematical accuracy, trading practicality, and educational value.
### Trading with Mathematical Precision
In an era where markets grow increasingly complex and computational, the TMAE provides traders with mathematical tools previously available only to institutional quantitative research teams. Yet unlike academic mathematical models, the TMAE translates complex concepts into intuitive visual representations and practical trading signals.
By combining the mathematical rigor of tensor analysis, the statistical power of multi-dimensional volatility modeling, and the information-theoretic insights of transfer entropy, traders gain unprecedented insight into market structure and dynamics.
### Final Perspective
Markets, like nature, exhibit profound mathematical beauty beneath apparent chaos. The Tensor Market Analysis Engine serves as a mathematical lens that reveals this hidden order, transforming how traders perceive and interact with market structure.
Through mathematical precision, visual elegance, and practical utility, the TMAE empowers traders to see beyond the noise and trade with the confidence that comes from understanding the mathematical principles governing market behavior.
Trade with mathematical insight. Trade with the power of tensors. Trade with the TMAE.
*"In mathematics, you don't understand things. You just get used to them." - John von Neumann*
*With the TMAE, mathematical market understanding becomes not just possible, but intuitive.*
— Dskyz, Trade with insight. Trade with anticipation.
Grothendieck-Teichmüller Geometric SynthesisDskyz's Grothendieck-Teichmüller Geometric Synthesis (GTGS)
THEORETICAL FOUNDATION: A SYMPHONY OF GEOMETRIES
The 🎓 GTGS is built upon a revolutionary premise: that market dynamics can be modeled as geometric and topological structures. While not a literal academic implementation—such a task would demand computational power far beyond current trading platforms—it leverages core ideas from advanced mathematical theories as powerful analogies and frameworks for its algorithms. Each component translates an abstract concept into a practical market calculation, distinguishing GTGS by identifying deeper structural patterns rather than relying on standard statistical measures.
1. Grothendieck-Teichmüller Theory: Deforming Market Structure
The Theory : Studies symmetries and deformations of geometric objects, focusing on the "absolute" structure of mathematical spaces.
Indicator Analogy : The calculate_grothendieck_field function models price action as a "deformation" from its immediate state. Using the nth root of price ratios (math.pow(price_ratio, 1.0/prime)), it measures market "shape" stretching or compression, revealing underlying tensions and potential shifts.
2. Topos Theory & Sheaf Cohomology: From Local to Global Patterns
The Theory : A framework for assembling local properties into a global picture, with cohomology measuring "obstructions" to consistency.
Indicator Analogy : The calculate_topos_coherence function uses sine waves (math.sin) to represent local price "sections." Summing these yields a "cohomology" value, quantifying price action consistency. High values indicate coherent trends; low values signal conflict and uncertainty.
3. Tropical Geometry: Simplifying Complexity
The Theory : Transforms complex multiplicative problems into simpler, additive, piecewise-linear ones using min(a, b) for addition and a + b for multiplication.
Indicator Analogy : The calculate_tropical_metric function applies tropical_add(a, b) => math.min(a, b) to identify the "lowest energy" state among recent price points, pinpointing critical support levels non-linearly.
4. Motivic Cohomology & Non-Commutative Geometry
The Theory : Studies deep arithmetic and quantum-like properties of geometric spaces.
Indicator Analogy : The motivic_rank and spectral_triple functions compute weighted sums of historical prices to capture market "arithmetic complexity" and "spectral signature." Higher values reflect structured, harmonic price movements.
5. Perfectoid Spaces & Homotopy Type Theory
The Theory : Abstract fields dealing with p-adic numbers and logical foundations of mathematics.
Indicator Analogy : The perfectoid_conv and type_coherence functions analyze price convergence and path identity, assessing the "fractal dust" of price differences and price path cohesion, adding fractal and logical analysis.
The Combination is Key : No single theory dominates. GTGS ’s Unified Field synthesizes all seven perspectives into a comprehensive score, ensuring signals reflect deep structural alignment across mathematical domains.
🎛️ INPUTS: CONFIGURING THE GEOMETRIC ENGINE
The GTGS offers a suite of customizable inputs, allowing traders to tailor its behavior to specific timeframes, market sectors, and trading styles. Below is a detailed breakdown of key input groups, their functionality, and optimization strategies, leveraging provided tooltips for precision.
Grothendieck-Teichmüller Theory Inputs
🧬 Deformation Depth (Absolute Galois) :
What It Is : Controls the depth of Galois group deformations analyzed in market structure.
How It Works : Measures price action deformations under automorphisms of the absolute Galois group, capturing market symmetries.
Optimization :
Higher Values (15-20) : Captures deeper symmetries, ideal for major trends in swing trading (4H-1D).
Lower Values (3-8) : Responsive to local deformations, suited for scalping (1-5min).
Timeframes :
Scalping (1-5min) : 3-6 for quick local shifts.
Day Trading (15min-1H) : 8-12 for balanced analysis.
Swing Trading (4H-1D) : 12-20 for deep structural trends.
Sectors :
Stocks : Use 8-12 for stable trends.
Crypto : 3-8 for volatile, short-term moves.
Forex : 12-15 for smooth, cyclical patterns.
Pro Tip : Increase in trending markets to filter noise; decrease in choppy markets for sensitivity.
🗼 Teichmüller Tower Height :
What It Is : Determines the height of the Teichmüller modular tower for hierarchical pattern detection.
How It Works : Builds modular levels to identify nested market patterns.
Optimization :
Higher Values (6-8) : Detects complex fractals, ideal for swing trading.
Lower Values (2-4) : Focuses on primary patterns, faster for scalping.
Timeframes :
Scalping : 2-3 for speed.
Day Trading : 4-5 for balanced patterns.
Swing Trading : 5-8 for deep fractals.
Sectors :
Indices : 5-8 for robust, long-term patterns.
Crypto : 2-4 for rapid shifts.
Commodities : 4-6 for cyclical trends.
Pro Tip : Higher towers reveal hidden fractals but may slow computation; adjust based on hardware.
🔢 Galois Prime Base :
What It Is : Sets the prime base for Galois field computations.
How It Works : Defines the field extension characteristic for market analysis.
Optimization :
Prime Characteristics :
2 : Binary markets (up/down).
3 : Ternary states (bull/bear/neutral).
5 : Pentagonal symmetry (Elliott waves).
7 : Heptagonal cycles (weekly patterns).
11,13,17,19 : Higher-order patterns.
Timeframes :
Scalping/Day Trading : 2 or 3 for simplicity.
Swing Trading : 5 or 7 for wave or cycle detection.
Sectors :
Forex : 5 for Elliott wave alignment.
Stocks : 7 for weekly cycle consistency.
Crypto : 3 for volatile state shifts.
Pro Tip : Use 7 for most markets; 5 for Elliott wave traders.
Topos Theory & Sheaf Cohomology Inputs
🏛️ Temporal Site Size :
What It Is : Defines the number of time points in the topological site.
How It Works : Sets the local neighborhood for sheaf computations, affecting cohomology smoothness.
Optimization :
Higher Values (30-50) : Smoother cohomology, better for trends in swing trading.
Lower Values (5-15) : Responsive, ideal for reversals in scalping.
Timeframes :
Scalping : 5-10 for quick responses.
Day Trading : 15-25 for balanced analysis.
Swing Trading : 25-50 for smooth trends.
Sectors :
Stocks : 25-35 for stable trends.
Crypto : 5-15 for volatility.
Forex : 20-30 for smooth cycles.
Pro Tip : Match site size to your average holding period in bars for optimal coherence.
📐 Sheaf Cohomology Degree :
What It Is : Sets the maximum degree of cohomology groups computed.
How It Works : Higher degrees capture complex topological obstructions.
Optimization :
Degree Meanings :
1 : Simple obstructions (basic support/resistance).
2 : Cohomological pairs (double tops/bottoms).
3 : Triple intersections (complex patterns).
4-5 : Higher-order structures (rare events).
Timeframes :
Scalping/Day Trading : 1-2 for simplicity.
Swing Trading : 3 for complex patterns.
Sectors :
Indices : 2-3 for robust patterns.
Crypto : 1-2 for rapid shifts.
Commodities : 3-4 for cyclical events.
Pro Tip : Degree 3 is optimal for most trading; higher degrees for research or rare event detection.
🌐 Grothendieck Topology :
What It Is : Chooses the Grothendieck topology for the site.
How It Works : Affects how local data integrates into global patterns.
Optimization :
Topology Characteristics :
Étale : Finest topology, captures local-global principles.
Nisnevich : A1-invariant, good for trends.
Zariski : Coarse but robust, filters noise.
Fpqc : Faithfully flat, highly sensitive.
Sectors :
Stocks : Zariski for stability.
Crypto : Étale for sensitivity.
Forex : Nisnevich for smooth trends.
Indices : Zariski for robustness.
Timeframes :
Scalping : Étale for precision.
Swing Trading : Nisnevich or Zariski for reliability.
Pro Tip : Start with Étale for precision; switch to Zariski in noisy markets.
Unified Field Configuration Inputs
⚛️ Field Coupling Constant :
What It Is : Sets the interaction strength between geometric components.
How It Works : Controls signal amplification in the unified field equation.
Optimization :
Higher Values (0.5-1.0) : Strong coupling, amplified signals for ranging markets.
Lower Values (0.001-0.1) : Subtle signals for trending markets.
Timeframes :
Scalping : 0.5-0.8 for quick, strong signals.
Swing Trading : 0.1-0.3 for trend confirmation.
Sectors :
Crypto : 0.5-1.0 for volatility.
Stocks : 0.1-0.3 for stability.
Forex : 0.3-0.5 for balance.
Pro Tip : Default 0.137 (fine structure constant) is a balanced starting point; adjust up in choppy markets.
📐 Geometric Weighting Scheme :
What It Is : Determines the framework for combining geometric components.
How It Works : Adjusts emphasis on different mathematical structures.
Optimization :
Scheme Characteristics :
Canonical : Equal weighting, balanced.
Derived : Emphasizes higher-order structures.
Motivic : Prioritizes arithmetic properties.
Spectral : Focuses on frequency domain.
Sectors :
Stocks : Canonical for balance.
Crypto : Spectral for volatility.
Forex : Derived for structured moves.
Indices : Motivic for arithmetic cycles.
Timeframes :
Day Trading : Canonical or Derived for flexibility.
Swing Trading : Motivic for long-term cycles.
Pro Tip : Start with Canonical; experiment with Spectral in volatile markets.
Dashboard and Visual Configuration Inputs
📋 Show Enhanced Dashboard, 📏 Size, 📍 Position :
What They Are : Control dashboard visibility, size, and placement.
How They Work : Display key metrics like Unified Field , Resonance , and Signal Quality .
Optimization :
Scalping : Small size, Bottom Right for minimal chart obstruction.
Swing Trading : Large size, Top Right for detailed analysis.
Sectors : Universal across markets; adjust size based on screen setup.
Pro Tip : Use Large for analysis, Small for live trading.
📐 Show Motivic Cohomology Bands, 🌊 Morphism Flow, 🔮 Future Projection, 🔷 Holographic Mesh, ⚛️ Spectral Flow :
What They Are : Toggle visual elements representing mathematical calculations.
How They Work : Provide intuitive representations of market dynamics.
Optimization :
Timeframes :
Scalping : Enable Morphism Flow and Spectral Flow for momentum.
Swing Trading : Enable all for comprehensive analysis.
Sectors :
Crypto : Emphasize Morphism Flow and Future Projection for volatility.
Stocks : Focus on Cohomology Bands for stable trends.
Pro Tip : Disable non-essential visuals in fast markets to reduce clutter.
🌫️ Field Transparency, 🔄 Web Recursion Depth, 🎨 Mesh Color Scheme :
What They Are : Adjust visual clarity, complexity, and color.
How They Work : Enhance interpretability of visual elements.
Optimization :
Transparency : 30-50 for balanced visibility; lower for analysis.
Recursion Depth : 6-8 for balanced detail; lower for older hardware.
Color Scheme :
Purple/Blue : Analytical focus.
Green/Orange : Trading momentum.
Pro Tip : Use Neon Purple for deep analysis; Neon Green for active trading.
⏱️ Minimum Bars Between Signals :
What It Is : Minimum number of bars required between consecutive signals.
How It Works : Prevents signal clustering by enforcing a cooldown period.
Optimization :
Higher Values (10-20) : Fewer signals, avoids whipsaws, suited for swing trading.
Lower Values (0-5) : More responsive, allows quick reversals, ideal for scalping.
Timeframes :
Scalping : 0-2 bars for rapid signals.
Day Trading : 3-5 bars for balance.
Swing Trading : 5-10 bars for stability.
Sectors :
Crypto : 0-3 for volatility.
Stocks : 5-10 for trend clarity.
Forex : 3-7 for cyclical moves.
Pro Tip : Increase in choppy markets to filter noise.
Hardcoded Parameters
Tropical, Motivic, Spectral, Perfectoid, Homotopy Inputs : Fixed to optimize performance but influence calculations (e.g., tropical_degree=4 for support levels, perfectoid_prime=5 for convergence).
Optimization : Experiment with codebase modifications if advanced customization is needed, but defaults are robust across markets.
🎨 ADVANCED VISUAL SYSTEM: TRADING IN A GEOMETRIC UNIVERSE
The GTTMTSF ’s visuals are direct representations of its mathematics, designed for intuitive and precise trading decisions.
Motivic Cohomology Bands :
What They Are : Dynamic bands ( H⁰ , H¹ , H² ) representing cohomological support/resistance.
Color & Meaning : Colors reflect energy levels ( H⁰ tightest, H² widest). Breaks into H¹ signal momentum; H² touches suggest reversals.
How to Trade : Use for stop-loss/profit-taking. Band bounces with Dashboard confirmation are high-probability setups.
Morphism Flow (Webbing) :
What It Is : White particle streams visualizing market momentum.
Interpretation : Dense flows indicate strong trends; sparse flows signal consolidation.
How to Trade : Follow dominant flow direction; new flows post-consolidation signal trend starts.
Future Projection Web (Fractal Grid) :
What It Is : Fibonacci-period fractal projections of support/resistance.
Color & Meaning : Three-layer lines (white shadow, glow, colored quantum) with labels showing price, topological class, anomaly strength (φ), resonance (ρ), and obstruction ( H¹ ). ⚡ marks extreme anomalies.
How to Trade : Target ⚡/● levels for entries/exits. High-anomaly levels with weakening Unified Field are reversal setups.
Holographic Mesh & Spectral Flow :
What They Are : Visuals of harmonic interference and spectral energy.
How to Trade : Bright mesh nodes or strong Spectral Flow warn of building pressure before price movement.
📊 THE GEOMETRIC DASHBOARD: YOUR MISSION CONTROL
The Dashboard translates complex mathematics into actionable intelligence.
Unified Field & Signals :
FIELD : Master value (-10 to +10), synthesizing all geometric components. Extreme readings (>5 or <-5) signal structural limits, often preceding reversals or continuations.
RESONANCE : Measures harmony between geometric field and price-volume momentum. Positive amplifies bullish moves; negative amplifies bearish moves.
SIGNAL QUALITY : Confidence meter rating alignment. Trade only STRONG or EXCEPTIONAL signals for high-probability setups.
Geometric Components :
What They Are : Breakdown of seven mathematical engines.
How to Use : Watch for convergence. A strong Unified Field is reliable when components (e.g., Grothendieck , Topos , Motivic ) align. Divergence warns of trend weakening.
Signal Performance :
What It Is : Tracks indicator signal performance.
How to Use : Assesses real-time performance to build confidence and understand system behavior.
🚀 DEVELOPMENT & UNIQUENESS: BEYOND CONVENTIONAL ANALYSIS
The GTTMTSF was developed to analyze markets as evolving geometric objects, not statistical time-series.
Why This Is Unlike Anything Else :
Theoretical Depth : Uses geometry and topology, identifying patterns invisible to statistical tools.
Holistic Synthesis : Integrates seven deep mathematical frameworks into a cohesive Unified Field .
Creative Implementation : Translates PhD-level mathematics into functional Pine Script , blending theory and practice.
Immersive Visualization : Transforms charts into dynamic geometric landscapes for intuitive market understanding.
The GTTMTSF is more than an indicator; it’s a new lens for viewing markets, for traders seeking deeper insight into hidden order within chaos.
" Where there is matter, there is geometry. " - Johannes Kepler
— Dskyz , Trade with insight. Trade with anticipation.
Dskyz (DAFE) Turning Point Indicator - Dskyz (DAFE) Turning Point Indicator — Smart Reversal Signals
Inspired by the intelligent logic of a pervious indicator I saw. This script represents a next-generation reversal detection system—completely re-engineered with cutting-edge filters, adaptive logic, and intelligent dashboards.
The Dskyz (DAFE) Turning Point Indicator
🧠 What Is It?
is designed to identify key market reversal zones with extraordinary accuracy by combining trend direction, volatility confirmation, price action patterns, and smart filtering layers—all visualized in a highly interactive and informative chart overlay.
This isn’t just a signal generator—it’s a decision-making assistant.
⚙️ Inputs & How to Use Them
All input fields are grouped for ease-of-use and explanation:
🔸 Reversal Logic Settings
Source: The price source used for signal generation (default: hlcc4). Can be changed to any standard price formula (open, close, hl2, etc.).
ATR Period: Used for determining volatility and dynamic trailing stop logic.
Supertrend Factor / Period: Calculates directional movement to detect trending vs choppy zones.
Reversal Sensitivity Thresholds: Internal logic filters minor pullbacks from true reversals.
🔸 Filters
Trend Filter: Enables trend-only signals (optional).
Volume Spike Filter: Confirms reversals with significant volume activity.
Volatility Zone Coloring: Visually highlights high-volatility areas to avoid late entries or fakeouts.
Custom High/Low Detection: Smart local top/bottom scanning to reinforce accuracy.
🔸 Visual & Dashboard Options
Signal Labels: Toggle signal labels on the chart.
Color Theme: Choose your visual theme for easier visibility.
Dashboard Toggle: Activate a compact dashboard summarizing strategy health (win rate, drawdown, trend state, volatility).
🧩 Functions Used
ta.supertrend(): Determines trend direction for signal confirmation and filtering.
ta.atr(): Calculates real-time volatility to determine trailing stop exits and visual zones.
ta.rsi() (internally optimized): Helps filter overbought/oversold conditions.
Local High/Low Scanner: Tracks recent pivots using a custom dynamic lookback.
Signal Engine: Consolidates multiple confirmation layers before plotting.
🚀 What Makes It Unique?
Unlike traditional reversal indicators, this one combines:
Multi-factor signal validation: No single indicator makes the call—volume, trend, price action, and volatility all contribute.
Adaptive filtering: The indicator evolves with the market—less noise, smarter signals.
Visual volatility heatmap zones: Avoid entering during uncertainty or manipulation spikes.
Interactive trend dashboard: Immediate insight into the strength and condition of the current market phase.
Highly customizable: Turn features on/off to match your trading style—scalping, swing, or trend-following.
Precision timing: Uses optimized versions of RSI and ATR that adjust automatically with price context.
🧬 Recommended for:
Commodity: Futures, Forex, Crypto
Timeframes: 1m to 1h for active traders. 4h+ for swing trades.
Pair With: Support/resistance zones, Fibonacci levels, and smart money concepts for additional confluence.
🎯 Why It Works
- Traditional reversal signals suffer from lag and noise. This system filters both by:
- Using multi-source confirmation, not just price movement.
-Tracking volatility directly, not assuming static markets.
-Detecting exhaustion, not just divergence.
-Keeping your screen clean, with only the most relevant data shown.
🧾 Credit & Acknowledgement
🧠 Original Concept Inspiration: This project was deeply inspired by the work of Enes_Yetkin_ and their approach to reversal detection. This version expands on the concept with additional technical layers, updated visuals, and real-time adaptability.
📌 Final Thoughts
This is more than a reversal tool. It's a market condition interpreter, entry/exit planner, and risk assistant all in one. Every aspect is engineered to give you an edge—especially when timing means everything.
Use it with discipline. Use it with clarity. Trade smarter.
**I will continue to release incredible strategies and indicators until I turn this into a brand or until someone offers me a contract.
-Dskyz
Volume Order Blocks [BigBeluga]Volume Order Blocks is a powerful indicator that identifies significant order blocks based on price structure, helping traders spot key supply and demand zones. The tool leverages EMA crossovers to determine the formation of bullish and bearish order blocks while visualizing their associated volume and relative strength.
🔵 Key Features:
Order Block Detection via EMA Crossovers:
Plots bullish order blocks at recent lows when the short EMA crosses above the long EMA.
Plots bearish order blocks at recent highs when the short EMA crosses below the long EMA.
Uses customizable sensitivity through the “Sensitivity Detection” setting to fine-tune block formation.
Volume Collection and Visualization:
Calculates the total volume between the EMA crossover bar and the corresponding high (bearish OB) or low (bullish OB).
Displays the absolute volume amount next to each order block for clear volume insights.
Percentage Volume Distribution:
Shows the percentage distribution of volume among bullish or bearish order blocks.
100% represents the cumulative volume of all OBs in the same category (bullish or bearish).
Order Block Removal Conditions:
Bullish order blocks are removed when the price closes below the bottom of the block.
Bearish order blocks are removed when the price closes above the top of the block.
Helps maintain chart clarity by only displaying relevant and active levels.
Midline Feature:
Dashed midline inside each order block indicates the midpoint between the upper and lower boundaries.
Traders can toggle the midline on or off through the settings.
Shadow Trend:
Shadow Trend dynamically visualizes trend strength and direction by adapting its color intensity based on price movement.
🔵 Usage:
Supply & Demand Zones: Use bullish and bearish order blocks to identify key market reversal or continuation points.
Volume Strength Analysis: Compare volume percentages to gauge which order blocks hold stronger market significance.
Breakout Confirmation: Monitor block removal conditions for potential breakout signals beyond support or resistance zones.
Trend Reversals: Combine EMA crossovers with order block formation for early trend reversal detection.
Risk Management: Use OB boundaries as potential stop-loss or entry points.
Volume Order Blocks is an essential tool for traders seeking to incorporate volume-based supply and demand analysis into their trading strategy. By combining price action, volume data, and EMA crossovers, it offers a comprehensive view of market structure and potential turning points.
V Pattern TrendDESCRIPTION:
The V Pattern Trend Indicator is designed to identify and highlight V-shaped reversal patterns in price action. It detects both bullish and bearish V formations using a five-candle structure, helping traders recognize potential trend reversal points. The indicator filters out insignificant patterns by using customizable settings based on ATR, percentage, or points, ensuring that only meaningful V patterns are displayed.
CALCULATION METHOD
The user can choose how the minimum length of a V pattern is determined. The available options are:
- ATR (Average True Range) – Filters V patterns based on ATR, making the detection adaptive to market volatility.
- Percentage (%) – Considers V patterns where the absolute price difference between the V low and V high is greater than a user-defined percentage of the V high.
- Points – Uses a fixed number of points to filter valid V patterns, making it useful for assets with consistent price ranges.
ATR SETTINGS
- ATR Length – Defines the number of periods for ATR calculation.
- ATR Multiplier – Determines the minimum V length as a multiple of ATR.
PERCENTAGE THRESHOLD
- Sets a minimum percentage difference between the V high and V low for a pattern to be considered valid.
POINTS THRESHOLD
- Defines the minimum price movement (in points) required for a V pattern to be considered significant.
PATTERN VISUALIZATION
- A bullish V pattern is plotted using two upward-sloping lines, with a filled green region to highlight the formation.
- A bearish V pattern is plotted using two downward-sloping lines, with a filled red region to indicate the reversal.
- The indicator dynamically updates and marks only the most recent valid patterns.
UNDERSTANDING V PATTERNS
A V pattern is a sharp reversal formation where price moves strongly in one direction and then rapidly reverses in the opposite direction, forming a "V" shape on the chart.
BULLISH V PATTERN
- A bullish V pattern is formed when the price makes three consecutive lower lows, followed by two consecutive higher lows.
- The pattern is confirmed when the highest high of the formation is greater than the previous highs within the structure.
- This pattern suggests a potential trend reversal from bearish to bullish.
- The lowest point of the pattern represents the V low, which acts as a support level.
bull_five_candle_v = low > low and low > low and low > low and low > low
and high > math.max(high , high , high ) and high > math.max(high , high , high )
BEARISH V PATTERN
- A bearish V pattern is detected when the price makes three consecutive higher highs, followed by two consecutive lower highs.
- The pattern is confirmed when the lowest low of the formation is lower than the previous lows within the structure.
- This pattern signals a possible trend reversal from bullish to bearish.
- The highest point of the pattern represents the V high, which acts as a resistance level.
bear_five_candle_v = high < high and high < high and high < high and high < high
and low < math.min(low , low , low ) and low < math.min(low , low , low )
HOW THIS IS UNIQUE
- Advanced Filtering Mechanism – Unlike basic reversal indicators, this tool provides customizable filtering based on ATR, percentage, or points, ensuring that only significant V patterns are displayed.
- Enhanced Visual Clarity – The indicator uses color-coded fills and structured plotting to make reversal patterns easy to recognize.
- Works Across Market Conditions – Adaptable to different market environments, filtering out weak or insignificant price fluctuations.
- Multi-Timeframe Usability – Can be applied across different timeframes and asset classes, making it useful for both intraday and swing trading.
HOW TRADERS CAN USE THIS INDICATOR
- Identify potential trend reversals early based on structured price action.
- Filter out weak or insignificant reversals to focus only on strong V formations.
- Use the V pattern’s highs and lows as key support and resistance zones for trade entries and exits.
- Combine with other indicators like moving averages, trendlines, or momentum oscillators for confirmation.
DTFX Algo Zones [SamuraiJack Mod]CME_MINI:NQ1!
Credits
This indicator is a modified version of an open-source tool originally developed by Lux Algo. I literally modded their indicator to create the DTFX Algo Zones version, incorporating additional features and refinements. Special thanks to Lux Algo for their original work and for providing the open-source code that made this development possible.
Introduction
DTFX Algo Zones is a technical analysis indicator designed to automatically identify key supply and demand zones on your chart using market structure and Fibonacci retracements. It helps traders spot high-probability reversal areas and important support/resistance levels at a glance. By detecting shifts in market structure (such as Break of Structure and Change of Character) and highlighting bullish or bearish zones dynamically, this tool provides an intuitive framework for planning trades. The goal is to save traders time and improve decision-making by focusing attention on the most critical price zones where market bias may confirm or reverse.
Logic & Features
• Market Structure Shift Detection (BOS & CHoCH): The indicator continuously monitors price swings and marks significant structure shifts. A Break of Structure (BOS) occurs when price breaks above a previous swing high or below a swing low, indicating a continuation of the current trend. A Change of Character (ChoCH) is detected when price breaks in the opposite direction of the prior trend, often signaling an early trend reversal. These moments are visually marked on the chart, serving as anchor points for new zones. By identifying BOS and ChoCH in real-time, the DTFX Algo Zones indicator ensures you’re aware of key trend changes as they happen.
• Auto-Drawn Fibonacci Supply/Demand Zones: Upon a valid structure shift, the indicator plots a Fibonacci-based zone between the breakout point and the preceding swing high/low (the source of the move). This creates a shaded area or band of Fibonacci retracement levels (for example 38.2%, 50%, 61.8%, etc.) representing a potential support zone in an uptrend or resistance zone in a downtrend. These supply/demand zones are derived from the natural retracement of the breakout move, highlighting where price is likely to pull back. Each zone is essentially an auto-generated Fibonacci retracement region tied to a market structure event, which traders can use to anticipate where the next pullback or bounce might occur.
• Dynamic Bullish and Bearish Zones: The DTFX Algo Zones indicator distinguishes bullish vs. bearish zones and updates them dynamically as new price action unfolds. Bullish zones (formed after bullish BOS/ChoCH) are typically highlighted in one color (e.g. green or blue) to indicate areas of demand/support where price may bounce upward. Bearish zones (formed after bearish BOS/ChoCH) are shown in another color (e.g. red/orange) to mark supply/resistance where price may stall or reverse downward. This color-coding and real-time updating allow traders to instantly recognize the market bias: for instance, a series of bullish zones implies an uptrend with multiple support levels on pullbacks, while consecutive bearish zones indicate a downtrend with resistance overhead. As old zones get invalidated or new ones appear, the chart remains current with the latest key levels, eliminating clutter from outdated levels.
• Flexible Customization: The indicator comes with several options to tailor the zones to your trading style. You can filter which zones to display – for example, show only the most recent N zones or limit to only bullish or only bearish zones – helping declutter the chart and focus on recent, relevant levels. There are settings to control zone extension (how far into the future the zones are drawn) and to automatically invalidate zones once they’re no longer relevant (for instance, if price fully breaks through a zone or a new structure shift occurs that supersedes it). Additionally, the Fibonacci retracement levels within each zone are customizable: you can choose which retracement percentages to plot, adjust their colors or line styles, and decide whether to fill the zone area for visibility. This flexibility ensures the DTFX Algo Zones can be tuned for different markets and strategies, whether you want a clean minimalist look or detailed zones with multiple internal levels.
Best Use Cases
DTFX Algo Zones is a versatile indicator that can enhance various trading strategies. Some of its best use cases include:
• Identifying High-Probability Reversal Zones: Each zone marks an area where price has a higher likelihood of stalling or reversing because it reflects a significant prior swing and Fibonacci retracement. Traders can watch these zones for entry opportunities when the market approaches them, as they often coincide with order block or strong supply/demand areas. This is especially useful for catching trend reversals or pullbacks at points where risk is lower and potential reward is higher.
• Spotting Key Support and Resistance: The automatically drawn zones act as dynamic support (below price) and resistance (above price) levels. Instead of manually drawing Fibonacci retracements or support/resistance lines, you get an instant map of the key levels derived from recent price action. This helps in quickly identifying where the next bounce (support) or rejection (resistance) might occur. Swing traders and intraday traders alike can use these zones to set alerts or anticipate reaction areas as the market moves.
• Trend-Following Entries: In a trending market, the indicator’s zones provide ideal areas to join the trend on pullbacks. For example, in an uptrend, when a new bullish zone is drawn after a BOS, it indicates a fresh demand zone – buying near the lower end of that zone on a pullback can offer a low-risk entry to ride the next leg up. Similarly, in a downtrend, selling rallies into the highlighted supply zones can position you in the direction of the prevailing trend. The zones effectively serve as a roadmap of the trend’s structure, allowing trend traders to buy dips and sell rallies with greater confidence.
• Mean-Reversion and Range Trading: Even in choppy or range-bound markets, DTFX Algo Zones can help find mean-reversion trades. If price is oscillating sideways, the zones at extremes of the range might mark where momentum is shifting (ChoCH) and price could swing back toward the mean. A trader might fade an extended move when it reaches a strong zone, anticipating a reversion. Additionally, if multiple zones cluster in an area across time (creating a zone overlap), it often signifies a particularly robust support/resistance level ideal for range trading strategies.
In all these use cases, the indicator’s ability to filter out noise and highlight structurally important levels means traders can focus on higher-probability setups and make more informed trading decisions.
Strategy – Pullback Trading with DTFX Algo Zones
One of the most effective ways to use the DTFX Algo Zones indicator is trading pullbacks in the direction of the trend. Below is a step-by-step strategy to capitalize on pullbacks using the zones, combining the indicator’s signals with sound price action analysis and risk management:
1. Identify a Market Structure Shift and Trend Bias: First, observe the chart for a recent BOS or ChoCH signal from the indicator. This will tell you the current trend bias. For instance, a bullish BOS/ChoCH means the market momentum has shifted upward (bullish bias), and a new demand zone will be drawn. A bearish structure break indicates downward momentum and creates a supply zone. Make sure the broader context supports the bias (e.g., if multiple higher timeframe zones are bullish, focus on long trades).
2. Wait for the Pullback into the Zone: Once a new zone appears, don’t chase the price immediately. Instead, wait for price to retrace back into that highlighted zone. Patience is key – let the market come to you. For a bullish setup, allow price to dip into the Fibonacci retracement zone (demand area); for a bearish setup, watch for a rally into the supply zone. Often, the middle of the zone (around the 50% retracement level) can be an optimal area where price might slow down and pivot, but it’s wise to observe price behavior across the entire zone.
3. Confirm the Entry with Price Action & Confluence: As price tests the zone, look for confirmation signals before entering the trade. This can include bullish reversal candlestick patterns (for longs) or bearish patterns (for shorts) such as engulfing candles, hammers/shooting stars, or doji indicating indecision turning to reversal. Additionally, incorporate confluence factors to strengthen the setup: for example, check if the zone overlaps with a key moving average, a round number price level, or an old support/resistance line from a higher timeframe. You might also use an oscillator (like RSI or Stochastic) to see if the pullback has reached oversold conditions in a bullish zone (or overbought in a bearish zone), suggesting a bounce is likely. The more factors aligning at the zone, the more confidence you can have in the trade. Only proceed with an entry once you see clear evidence of buyers defending a demand zone or sellers defending a supply zone.
4. Enter the Trade and Manage Risk: When you’re satisfied with the confirmation (e.g., price starts to react positively off a demand zone or shows rejection wicks in a supply zone), execute your entry in the direction of the original trend. Immediately set a stop-loss order to control risk: for a long trade, a common placement is just below the demand zone (a few ticks/pips under the swing low that formed the zone); for a short trade, place the stop just above the supply zone’s high. This way, if the zone fails and price continues beyond it, your loss is limited. Position size the trade so that this stop-loss distance corresponds to a risk you are comfortable with (for example, 1-2% of your trading capital).
5. Take Profit Strategically: Plan your take-profit targets in advance. A conservative approach is to target the origin of the move – for instance, in a long trade, you might take profit as price moves back up to the swing high (the 0% Fibonacci level of the zone) or the next significant zone or resistance level above. This often yields at least a 1:1 reward-to-risk ratio if you entered around mid-zone. More aggressive trend-following traders may leave a portion of the position running beyond the initial target, aiming for a larger move in line with the trend (for example, new higher highs in an uptrend). You can also trail your stop-loss upward behind new higher lows (for longs) or lower highs (for shorts) as the trend progresses, locking in profit while allowing for further gains.
6. Monitor Zone Invalidation: Even after entering, keep an eye on the behavior around the zone and any new zones that may form. If price fails to bounce and instead breaks decisively through the entire zone, respect that as an invalidation – the market may be signaling a deeper reversal or that the signal was false. In such a case, it’s better to exit early or stick to your stop-loss than to hold onto a losing position. The indicator will often mark or no longer highlight zones that have been invalidated by price, guiding you to shift focus to the next opportunity.
Risk Management Tips:
• Always use a stop-loss and don’t move it farther out in hope. Placing the stop just beyond the zone’s far end (the swing point) helps protect you if the pullback turns into a larger reversal.
• Aim for a favorable risk-to-reward ratio. With pullback entries near the middle or far end of a zone, you can often achieve a reward that equals or exceeds your risk. For example, risking 20 pips to make 20+ pips (1:1 or better) is a prudent starting point. Adjust targets based on market structure – if the next resistance is 50 pips away, consider that upside against your risk.
• Use confluence and context: Don’t take every zone signal in isolation. The highest probability trades come when the DTFX Algo Zone aligns with other analysis (trend direction, chart patterns, higher timeframe support/resistance, etc.). This filtered approach will reduce trades taken in weak zones or counter-trend traps.
• Embrace patience and selectivity: Not all zones are equal. It can be wise to skip very narrow or insignificant zones and wait for those that form after a strong BOS/ChoCH (indicating a powerful move). Larger zones or zones formed during high-volume times tend to produce more reliable pullback opportunities.
• Review and adapt: After each trade, note how price behaved around the zone. If you notice certain Fib levels (like 50% or 61.8%) within the zone consistently provide the best entries, you can refine your approach to focus on those. Similarly, adjust the indicator’s settings if needed – for example, if too many minor zones are cluttering your screen, limit to the last few or increase the structure length parameter to capture only more significant swings.
⸻
By combining the DTFX Algo Zones indicator with disciplined confirmation and risk management, traders can improve their timing on pullback entries and avoid chasing moves. This indicator shines in helping you trade what you see, not what you feel – the clearly marked zones and structure shifts keep you grounded in price action reality. Whether you’re a trend trader looking to buy the dip/sell the rally, or a reversal trader hunting for exhaustion points, DTFX Algo Zones provides a robust visual aid to elevate your trading decisions. Use it as a complementary tool in your analysis to stay on the right side of the market’s structure and enhance your trading performance.
Auto-Length Moving Average + Trend Signals (Zeiierman)█ Overview
The Auto-Length Moving Average + Trend Signals (Zeiierman) is an easy-to-use indicator designed to help traders dynamically adjust their moving average length based on market conditions. This tool adapts in real-time, expanding and contracting the moving average based on trend strength and momentum shifts.
The indicator smooths out price fluctuations by modifying its length while ensuring responsiveness to new trends. In addition to its adaptive length algorithm, it incorporates trend confirmation signals, helping traders identify potential trend reversals and continuations with greater confidence.
This indicator suits scalpers, swing traders, and trend-following investors who want a self-adjusting moving average that adapts to volatility, momentum, and price action dynamics.
█ How It Works
⚪ Dynamic Moving Average Length
The core feature of this indicator is its ability to automatically adjust the length of the moving average based on trend persistence and market conditions:
Expands in strong trends to reduce noise.
Contracts in choppy or reversing markets for faster reaction.
This allows for a more accurate moving average that aligns with current price dynamics.
⚪ Trend Confirmation & Signals
The indicator includes built-in trend detection logic, classifying trends based on market structure. It evaluates trend strength based on consecutive bars and smooths out transitions between bullish, bearish, and neutral conditions.
Uptrend: Price is persistently above the adjusted moving average.
Downtrend: Price remains below the adjusted moving average.
Neutral: Price fluctuates around the moving average, indicating possible consolidation.
⚪ Adaptive Trend Smoothing
A smoothing factor is applied to enhance trend readability while minimizing excessive lag. This balances reactivity with stability, making it easier to follow longer-term trends while avoiding false signals.
█ How to Use
⚪ Trend Identification
Bullish Trend: The indicator confirms an uptrend when the price consistently stays above the dynamically adjusted moving average.
Bearish Trend: A downtrend is recognized when the price remains below the moving average.
⚪ Trade Entry & Exit
Enter long when the dynamic moving average is green and a trend signal occurs. Exit when the price crosses below the dynamic moving average.
Enter short when the dynamic moving average is red and a trend signal occurs. Exit when the price crosses above the dynamic moving average.
█ Slope-Based Reset
This mode resets the trend counter when the moving average slope changes direction.
⚪ Interpretation & Insights
Best for trend-following traders who want to filter out noise and only reset when a clear shift in momentum occurs.
Higher slope length (N): More stable trends, fewer resets.
Lower slope length (N): More reactive to small price swings, frequent resets.
Useful in swing trading to track significant trend reversals.
█ RSI-Based Reset
The counter resets when the Relative Strength Index (RSI) crosses predefined overbought or oversold levels.
⚪ Interpretation & Insights
Best for reversal traders who look for extreme overbought/oversold conditions.
High RSI threshold (e.g., 80/20): Fewer resets, only extreme conditions trigger adjustments.
Lower RSI threshold (e.g., 60/40): More frequent resets, detecting smaller corrections.
Great for detecting exhaustion in trends before potential reversals.
█ Volume-Based Reset
A reset occurs when current volume significantly exceeds its moving average, signaling a shift in market participation.
⚪ Interpretation & Insights
Best for traders who follow institutional activity (high volume often means large players are active).
Higher volume SMA length: More stable trends, only resets on massive volume spikes.
Lower volume SMA length: More reactive to short-term volume shifts.
Useful in identifying breakout conditions and trend acceleration points.
█ Bollinger Band-Based Reset
A reset occurs when price closes above the upper Bollinger Band or below the lower Bollinger Band, signaling potential overextension.
⚪ Interpretation & Insights
Best for traders looking for volatility-based trend shifts.
Higher Bollinger Band multiplier (k = 2.5+): Captures only major price extremes.
Lower Bollinger Band multiplier (k = 1.5): Resets on moderate volatility changes.
Useful for detecting overextensions in strong trends before potential retracements.
█ MACD-Based Reset
A reset occurs when the MACD line crosses the signal line, indicating a momentum shift.
⚪ Interpretation & Insights
Best for momentum traders looking for trend continuation vs. exhaustion signals.
Longer MACD lengths (260, 120, 90): Captures major trend shifts.
Shorter MACD lengths (10, 5, 3): Reacts quickly to momentum changes.
Useful for detecting strong divergences and market shifts.
█ Stochastic-Based Reset
A reset occurs when Stochastic %K crosses overbought or oversold levels.
⚪ Interpretation & Insights
Best for short-term traders looking for fast momentum shifts.
Longer Stochastic length: Filters out false signals.
Shorter Stochastic length: Captures quick intraday shifts.
█ CCI-Based Reset
A reset occurs when the Commodity Channel Index (CCI) crosses predefined overbought or oversold levels. The CCI measures the price deviation from its statistical mean, making it a useful tool for detecting overextensions in price action.
⚪ Interpretation & Insights
Best for cycle traders who aim to identify overextended price deviations in trending or ranging markets.
Higher CCI threshold (e.g., ±200): Detects extreme overbought/oversold conditions before reversals.
Lower CCI threshold (e.g., ±10): More sensitive to trend shifts, useful for early signal detection.
Ideal for detecting momentum shifts before price reverts to its mean or continues trending strongly.
█ Momentum-Based Reset
A reset occurs when Momentum (Rate of Change) crosses zero, indicating a potential shift in price direction.
⚪ Interpretation & Insights
Best for trend-following traders who want to track acceleration vs. deceleration.
Higher momentum length: Captures longer-term shifts.
Lower momentum length: More responsive to short-term trend changes.
█ How to Interpret the Trend Strength Table
The Trend Strength Table provides valuable insights into the current market conditions by tracking how the dynamic moving average is adjusting based on trend persistence. Each metric in the table plays a role in understanding the strength, longevity, and stability of a trend.
⚪ Counter Value
Represents the current length of trend persistence before a reset occurs.
The higher the counter, the longer the current trend has been in place without resetting.
When this value reaches the Counter Break Threshold, the moving average resets and contracts to become more reactive.
Example:
A low counter value (e.g., 10) suggests a recent trend reset, meaning the market might be changing directions frequently.
A high counter value (e.g., 495) means the trend has been ongoing for a long time, indicating strong trend persistence.
⚪ Trend Strength
Measures how strong the current trend is based on the trend confirmation logic.
Higher values indicate stronger trends, while lower values suggest weaker trends or consolidations.
This value is dynamic and updates based on price action.
Example:
Trend Strength of 760 → Indicates a high-confidence trend.
Trend Strength of 50 → Suggests weak price action, possibly a choppy market.
⚪ Highest Trend Score
Tracks the strongest trend score recorded during the session.
Helps traders identify the most dominant trend observed in the timeframe.
This metric is useful for analyzing historical trend strength and comparing it with current conditions.
Example:
Highest Trend Score = 760 → Suggests that at some point, there was a strong trend in play.
If the current trend strength is much lower than this value, it could indicate trend exhaustion.
⚪ Average Trend Score
This is a rolling average of trend strength across the session.
Provides a bigger picture of how the trend strength fluctuates over time.
If the average trend score is high, the market has had persistent trends.
If it's low, the market may have been choppy or sideways.
Example:
Average Trend Score of 147 vs. Current Trend Strength of 760 → Indicates that the current trend is significantly stronger than the historical average, meaning a breakout might be occurring.
Average Trend Score of 700+ → Suggests a strong trending market overall.
█ Settings
⚪ Dynamic MA Controls
Base MA Length – Sets the starting length of the moving average before dynamic adjustments.
Max Dynamic Length – Defines the upper limit for how much the moving average can expand.
Trend Confirmation Length – The number of bars required to validate an uptrend or downtrend.
⚪ Reset & Adaptive Conditions
Reset Condition Type – Choose what triggers the moving average reset (Slope, RSI, Volume, MACD, etc.).
Trend Smoothing Factor – Adjusts how smoothly the moving average responds to price changes.
-----------------
Disclaimer
The content provided in my scripts, indicators, ideas, algorithms, and systems is for educational and informational purposes only. It does not constitute financial advice, investment recommendations, or a solicitation to buy or sell any financial instruments. I will not accept liability for any loss or damage, including without limitation any loss of profit, which may arise directly or indirectly from the use of or reliance on such information.
All investments involve risk, and the past performance of a security, industry, sector, market, financial product, trading strategy, backtest, or individual's trading does not guarantee future results or returns. Investors are fully responsible for any investment decisions they make. Such decisions should be based solely on an evaluation of their financial circumstances, investment objectives, risk tolerance, and liquidity needs.
